NMDC
Nmdc Ltd.
Historical option data for NMDC
09 Apr 2025 04:11 PM IST
| NMDC 24APR2025 64.7 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.33
Vega: 0.04
Theta: -0.08
Gamma: 0.06
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 9 Apr | 61.31 | 1.25 | -0.3 | 50.05 | 161 | 44 | 108 | |||
| 8 Apr | 61.69 | 1.5 | -0.25 | 50.22 | 70 | 1 | 64 | |||
| 7 Apr | 61.30 | 1.7 | -1.05 | 53.70 | 105 | -5 | 63 | |||
| 4 Apr | 65.02 | 2.75 | -3.35 | 35.54 | 107 | 28 | 67 | |||
| 3 Apr | 70.43 | 6.1 | 0.9 | - | 1 | 0 | 39 | |||
| 2 Apr | 70.21 | 5.2 | 0 | - | 10 | -2 | 39 | |||
| 1 Apr | 69.77 | 5.1 | -0.1 | 0.00 | 0 | 5 | 0 | |||
| 28 Mar | 68.89 | 5.1 | 0.25 | 29.23 | 13 | 5 | 42 | |||
| 27 Mar | 68.55 | 4.85 | 0.15 | 25.32 | 2 | 0 | 37 | |||
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| 26 Mar | 67.75 | 4.7 | -1.1 | 35.82 | 17 | 12 | 37 | |||
| 25 Mar | 68.19 | 5.8 | -0.55 | 46.38 | 1 | 0 | 26 | |||
| 24 Mar | 69.53 | 6.35 | 1.55 | 35.04 | 3 | -1 | 27 | |||
For Nmdc Ltd. - strike price 64.7 expiring on 24APR2025
Delta for 64.7 CE is 0.33
Historical price for 64.7 CE is as follows
On 9 Apr NMDC was trading at 61.31. The strike last trading price was 1.25, which was -0.3 lower than the previous day. The implied volatity was 50.05, the open interest changed by 44 which increased total open position to 108
On 8 Apr NMDC was trading at 61.69. The strike last trading price was 1.5, which was -0.25 lower than the previous day. The implied volatity was 50.22, the open interest changed by 1 which increased total open position to 64
On 7 Apr NMDC was trading at 61.30. The strike last trading price was 1.7, which was -1.05 lower than the previous day. The implied volatity was 53.70, the open interest changed by -5 which decreased total open position to 63
On 4 Apr NMDC was trading at 65.02. The strike last trading price was 2.75, which was -3.35 lower than the previous day. The implied volatity was 35.54, the open interest changed by 28 which increased total open position to 67
On 3 Apr NMDC was trading at 70.43. The strike last trading price was 6.1, which was 0.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 39
On 2 Apr NMDC was trading at 70.21. The strike last trading price was 5.2, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 39
On 1 Apr NMDC was trading at 69.77. The strike last trading price was 5.1, which was -0.1 lower than the previous day. The implied volatity was 0.00, the open interest changed by 5 which increased total open position to 0
On 28 Mar NMDC was trading at 68.89. The strike last trading price was 5.1, which was 0.25 higher than the previous day. The implied volatity was 29.23, the open interest changed by 5 which increased total open position to 42
On 27 Mar NMDC was trading at 68.55. The strike last trading price was 4.85, which was 0.15 higher than the previous day. The implied volatity was 25.32, the open interest changed by 0 which decreased total open position to 37
On 26 Mar NMDC was trading at 67.75. The strike last trading price was 4.7, which was -1.1 lower than the previous day. The implied volatity was 35.82, the open interest changed by 12 which increased total open position to 37
On 25 Mar NMDC was trading at 68.19. The strike last trading price was 5.8, which was -0.55 lower than the previous day. The implied volatity was 46.38, the open interest changed by 0 which decreased total open position to 26
On 24 Mar NMDC was trading at 69.53. The strike last trading price was 6.35, which was 1.55 higher than the previous day. The implied volatity was 35.04, the open interest changed by -1 which decreased total open position to 27
| NMDC 24APR2025 64.7 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.68
Vega: 0.04
Theta: -0.06
Gamma: 0.06
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 9 Apr | 61.31 | 4.45 | 0.15 | 49.72 | 36 | -4 | 99 |
| 8 Apr | 61.69 | 4.3 | -0.6 | 51.72 | 32 | 0 | 103 |
| 7 Apr | 61.30 | 4.8 | 2.55 | 58.48 | 137 | -17 | 103 |
| 4 Apr | 65.02 | 2.1 | 1.6 | 43.16 | 205 | 4 | 122 |
| 3 Apr | 70.43 | 0.5 | -0.05 | 37.88 | 29 | 3 | 119 |
| 2 Apr | 70.21 | 0.55 | -0.1 | 36.98 | 37 | -10 | 116 |
| 1 Apr | 69.77 | 0.65 | -0.25 | 36.83 | 69 | 11 | 127 |
| 28 Mar | 68.89 | 0.9 | 0 | 35.36 | 56 | 28 | 116 |
| 27 Mar | 68.55 | 0.9 | -0.25 | 34.57 | 42 | 18 | 88 |
| 26 Mar | 67.75 | 1.05 | -0.2 | 32.09 | 21 | -7 | 69 |
| 25 Mar | 68.19 | 1.25 | 0.4 | 37.47 | 22 | 1 | 76 |
| 24 Mar | 69.53 | 0.85 | -0.6 | 35.88 | 103 | 11 | 74 |
For Nmdc Ltd. - strike price 64.7 expiring on 24APR2025
Delta for 64.7 PE is -0.68
Historical price for 64.7 PE is as follows
On 9 Apr NMDC was trading at 61.31. The strike last trading price was 4.45, which was 0.15 higher than the previous day. The implied volatity was 49.72, the open interest changed by -4 which decreased total open position to 99
On 8 Apr NMDC was trading at 61.69. The strike last trading price was 4.3, which was -0.6 lower than the previous day. The implied volatity was 51.72, the open interest changed by 0 which decreased total open position to 103
On 7 Apr NMDC was trading at 61.30. The strike last trading price was 4.8, which was 2.55 higher than the previous day. The implied volatity was 58.48, the open interest changed by -17 which decreased total open position to 103
On 4 Apr NMDC was trading at 65.02. The strike last trading price was 2.1, which was 1.6 higher than the previous day. The implied volatity was 43.16, the open interest changed by 4 which increased total open position to 122
On 3 Apr NMDC was trading at 70.43. The strike last trading price was 0.5, which was -0.05 lower than the previous day. The implied volatity was 37.88, the open interest changed by 3 which increased total open position to 119
On 2 Apr NMDC was trading at 70.21. The strike last trading price was 0.55, which was -0.1 lower than the previous day. The implied volatity was 36.98, the open interest changed by -10 which decreased total open position to 116
On 1 Apr NMDC was trading at 69.77. The strike last trading price was 0.65, which was -0.25 lower than the previous day. The implied volatity was 36.83, the open interest changed by 11 which increased total open position to 127
On 28 Mar NMDC was trading at 68.89. The strike last trading price was 0.9, which was 0 lower than the previous day. The implied volatity was 35.36, the open interest changed by 28 which increased total open position to 116
On 27 Mar NMDC was trading at 68.55. The strike last trading price was 0.9, which was -0.25 lower than the previous day. The implied volatity was 34.57, the open interest changed by 18 which increased total open position to 88
On 26 Mar NMDC was trading at 67.75. The strike last trading price was 1.05, which was -0.2 lower than the previous day. The implied volatity was 32.09, the open interest changed by -7 which decreased total open position to 69
On 25 Mar NMDC was trading at 68.19. The strike last trading price was 1.25, which was 0.4 higher than the previous day. The implied volatity was 37.47, the open interest changed by 1 which increased total open position to 76
On 24 Mar NMDC was trading at 69.53. The strike last trading price was 0.85, which was -0.6 lower than the previous day. The implied volatity was 35.88, the open interest changed by 11 which increased total open position to 74
