NMDC
Nmdc Ltd.
Historical option data for NMDC
09 Apr 2025 04:11 PM IST
| NMDC 24APR2025 59.7 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.63
Vega: 0.05
Theta: -0.09
Gamma: 0.06
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 9 Apr | 61.31 | 3.45 | -0.4 | 50.60 | 80 | 12 | 42 | |||
| 8 Apr | 61.69 | 3.85 | 0 | 50.82 | 33 | 3 | 29 | |||
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| 7 Apr | 61.30 | 3.85 | -4.85 | 51.08 | 87 | 16 | 25 | |||
| 4 Apr | 65.02 | 8.8 | 0.1 | 0.00 | 0 | 0 | 0 | |||
| 3 Apr | 70.43 | 8.8 | 0.1 | 0.00 | 0 | 0 | 0 | |||
| 2 Apr | 70.21 | 8.8 | 0.1 | 0.00 | 0 | 0 | 0 | |||
| 1 Apr | 69.77 | 8.8 | 0.1 | 0.00 | 0 | 0 | 0 | |||
| 28 Mar | 68.89 | 8.8 | 0.1 | 0.00 | 0 | 0 | 0 | |||
| 27 Mar | 68.55 | 8.8 | 0.1 | 0.00 | 0 | 0 | 0 | |||
| 26 Mar | 67.75 | 8.8 | 0.1 | 0.00 | 0 | 0 | 0 | |||
| 25 Mar | 68.19 | 8.8 | 0.1 | 0.00 | 0 | 0 | 0 | |||
| 24 Mar | 69.53 | 8.8 | 0.1 | 0.00 | 0 | 9 | 0 | |||
For Nmdc Ltd. - strike price 59.7 expiring on 24APR2025
Delta for 59.7 CE is 0.63
Historical price for 59.7 CE is as follows
On 9 Apr NMDC was trading at 61.31. The strike last trading price was 3.45, which was -0.4 lower than the previous day. The implied volatity was 50.60, the open interest changed by 12 which increased total open position to 42
On 8 Apr NMDC was trading at 61.69. The strike last trading price was 3.85, which was 0 lower than the previous day. The implied volatity was 50.82, the open interest changed by 3 which increased total open position to 29
On 7 Apr NMDC was trading at 61.30. The strike last trading price was 3.85, which was -4.85 lower than the previous day. The implied volatity was 51.08, the open interest changed by 16 which increased total open position to 25
On 4 Apr NMDC was trading at 65.02. The strike last trading price was 8.8, which was 0.1 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 3 Apr NMDC was trading at 70.43. The strike last trading price was 8.8, which was 0.1 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 2 Apr NMDC was trading at 70.21. The strike last trading price was 8.8, which was 0.1 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 1 Apr NMDC was trading at 69.77. The strike last trading price was 8.8, which was 0.1 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 28 Mar NMDC was trading at 68.89. The strike last trading price was 8.8, which was 0.1 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 27 Mar NMDC was trading at 68.55. The strike last trading price was 8.8, which was 0.1 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 26 Mar NMDC was trading at 67.75. The strike last trading price was 8.8, which was 0.1 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 25 Mar NMDC was trading at 68.19. The strike last trading price was 8.8, which was 0.1 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 24 Mar NMDC was trading at 69.53. The strike last trading price was 8.8, which was 0.1 higher than the previous day. The implied volatity was 0.00, the open interest changed by 9 which increased total open position to 0
| NMDC 24APR2025 59.7 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.37
Vega: 0.05
Theta: -0.07
Gamma: 0.06
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 9 Apr | 61.31 | 1.75 | -0.1 | 51.98 | 358 | 31 | 156 |
| 8 Apr | 61.69 | 1.85 | -0.4 | 56.07 | 662 | 12 | 129 |
| 7 Apr | 61.30 | 2.2 | 1.55 | 60.47 | 307 | 29 | 122 |
| 4 Apr | 65.02 | 0.65 | 0.55 | 45.54 | 129 | -28 | 93 |
| 3 Apr | 70.43 | 0.1 | -0.1 | 40.81 | 24 | -1 | 122 |
| 2 Apr | 70.21 | 0.2 | 0 | 44.91 | 72 | 24 | 122 |
| 1 Apr | 69.77 | 0.2 | -0.05 | 42.72 | 116 | 5 | 95 |
| 28 Mar | 68.89 | 0.25 | -0.05 | 39.03 | 82 | 8 | 90 |
| 27 Mar | 68.55 | 0.3 | -0.1 | 40.07 | 5 | -2 | 82 |
| 26 Mar | 67.75 | 0.4 | -0.05 | 39.36 | 15 | 9 | 83 |
| 25 Mar | 68.19 | 0.45 | 0.2 | 42.09 | 14 | -4 | 72 |
| 24 Mar | 69.53 | 0.25 | -0.2 | 39.15 | 21 | 2 | 79 |
For Nmdc Ltd. - strike price 59.7 expiring on 24APR2025
Delta for 59.7 PE is -0.37
Historical price for 59.7 PE is as follows
On 9 Apr NMDC was trading at 61.31. The strike last trading price was 1.75, which was -0.1 lower than the previous day. The implied volatity was 51.98, the open interest changed by 31 which increased total open position to 156
On 8 Apr NMDC was trading at 61.69. The strike last trading price was 1.85, which was -0.4 lower than the previous day. The implied volatity was 56.07, the open interest changed by 12 which increased total open position to 129
On 7 Apr NMDC was trading at 61.30. The strike last trading price was 2.2, which was 1.55 higher than the previous day. The implied volatity was 60.47, the open interest changed by 29 which increased total open position to 122
On 4 Apr NMDC was trading at 65.02. The strike last trading price was 0.65, which was 0.55 higher than the previous day. The implied volatity was 45.54, the open interest changed by -28 which decreased total open position to 93
On 3 Apr NMDC was trading at 70.43. The strike last trading price was 0.1, which was -0.1 lower than the previous day. The implied volatity was 40.81, the open interest changed by -1 which decreased total open position to 122
On 2 Apr NMDC was trading at 70.21. The strike last trading price was 0.2, which was 0 lower than the previous day. The implied volatity was 44.91, the open interest changed by 24 which increased total open position to 122
On 1 Apr NMDC was trading at 69.77. The strike last trading price was 0.2, which was -0.05 lower than the previous day. The implied volatity was 42.72, the open interest changed by 5 which increased total open position to 95
On 28 Mar NMDC was trading at 68.89. The strike last trading price was 0.25, which was -0.05 lower than the previous day. The implied volatity was 39.03, the open interest changed by 8 which increased total open position to 90
On 27 Mar NMDC was trading at 68.55. The strike last trading price was 0.3, which was -0.1 lower than the previous day. The implied volatity was 40.07, the open interest changed by -2 which decreased total open position to 82
On 26 Mar NMDC was trading at 67.75. The strike last trading price was 0.4, which was -0.05 lower than the previous day. The implied volatity was 39.36, the open interest changed by 9 which increased total open position to 83
On 25 Mar NMDC was trading at 68.19. The strike last trading price was 0.45, which was 0.2 higher than the previous day. The implied volatity was 42.09, the open interest changed by -4 which decreased total open position to 72
On 24 Mar NMDC was trading at 69.53. The strike last trading price was 0.25, which was -0.2 lower than the previous day. The implied volatity was 39.15, the open interest changed by 2 which increased total open position to 79
