NMDC
Nmdc Ltd.
Historical option data for NMDC
11 Apr 2025 04:11 PM IST
NMDC 24APR2025 65 CE | ||||||||||
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Delta: 0.38
Vega: 0.05
Theta: -0.08
Gamma: 0.08
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
11 Apr | 62.91 | 1.25 | 0.1 | 41.84 | 744 | -2 | 560 | |||
9 Apr | 61.31 | 1.15 | -0.3 | 49.66 | 1,251 | 166 | 570 | |||
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8 Apr | 61.69 | 1.4 | -0.2 | 50.09 | 578 | 85 | 405 | |||
7 Apr | 61.30 | 1.6 | -1.05 | 53.62 | 1,155 | 115 | 321 | |||
4 Apr | 65.02 | 2.75 | -3.6 | 38.29 | 422 | 118 | 205 | |||
3 Apr | 70.43 | 6.4 | 0.35 | 37.03 | 18 | 2 | 86 | |||
2 Apr | 70.21 | 6.05 | 0.2 | 34.70 | 20 | 1 | 83 | |||
1 Apr | 69.77 | 5.85 | 0.85 | 37.22 | 28 | -3 | 86 | |||
28 Mar | 68.89 | 4.85 | -0.2 | 28.92 | 34 | 9 | 89 | |||
27 Mar | 68.55 | 4.95 | 0.55 | 30.85 | 33 | 1 | 79 | |||
26 Mar | 67.75 | 4.5 | -0.5 | 35.81 | 22 | 7 | 78 | |||
25 Mar | 68.19 | 5 | -1.05 | 35.57 | 71 | 64 | 71 | |||
24 Mar | 69.53 | 5.95 | 0.75 | 33.31 | 8 | 6 | 6 | |||
20 Mar | 68.79 | 5.75 | -0.2 | 36.70 | 16 | 2 | 117 | |||
19 Mar | 68.78 | 6.15 | 1.8 | 38.97 | 70 | 11 | 115 | |||
18 Mar | 66.77 | 4.35 | 0.95 | 34.92 | 32 | 8 | 104 | |||
17 Mar | 64.91 | 3.4 | 0.3 | 35.67 | 68 | 15 | 96 | |||
13 Mar | 63.80 | 3.1 | -0.3 | 38.38 | 9 | 3 | 80 | |||
12 Mar | 64.79 | 3.4 | -0.35 | 35.55 | 94 | 34 | 77 | |||
11 Mar | 65.18 | 3.75 | -0.2 | 33.17 | 44 | 25 | 42 | |||
10 Mar | 65.93 | 3.8 | -1.05 | 33.32 | 4 | 2 | 18 | |||
7 Mar | 67.13 | 4.85 | -0.05 | 35.00 | 4 | -1 | 16 | |||
6 Mar | 66.90 | 4.9 | 1.15 | 36.28 | 4 | 1 | 15 | |||
5 Mar | 65.44 | 3.75 | 1.1 | 31.45 | 15 | 10 | 13 | |||
4 Mar | 62.27 | 2.65 | -0.3 | 37.49 | 1 | 0 | 3 | |||
3 Mar | 63.06 | 2.95 | -2.1 | 34.65 | 3 | 2 | 2 | |||
28 Feb | 62.48 | 5.05 | 0 | 2.13 | 0 | 0 | 0 |
For Nmdc Ltd. - strike price 65 expiring on 24APR2025
Delta for 65 CE is 0.38
Historical price for 65 CE is as follows
On 11 Apr NMDC was trading at 62.91. The strike last trading price was 1.25, which was 0.1 higher than the previous day. The implied volatity was 41.84, the open interest changed by -2 which decreased total open position to 560
On 9 Apr NMDC was trading at 61.31. The strike last trading price was 1.15, which was -0.3 lower than the previous day. The implied volatity was 49.66, the open interest changed by 166 which increased total open position to 570
On 8 Apr NMDC was trading at 61.69. The strike last trading price was 1.4, which was -0.2 lower than the previous day. The implied volatity was 50.09, the open interest changed by 85 which increased total open position to 405
On 7 Apr NMDC was trading at 61.30. The strike last trading price was 1.6, which was -1.05 lower than the previous day. The implied volatity was 53.62, the open interest changed by 115 which increased total open position to 321
On 4 Apr NMDC was trading at 65.02. The strike last trading price was 2.75, which was -3.6 lower than the previous day. The implied volatity was 38.29, the open interest changed by 118 which increased total open position to 205
On 3 Apr NMDC was trading at 70.43. The strike last trading price was 6.4, which was 0.35 higher than the previous day. The implied volatity was 37.03, the open interest changed by 2 which increased total open position to 86
On 2 Apr NMDC was trading at 70.21. The strike last trading price was 6.05, which was 0.2 higher than the previous day. The implied volatity was 34.70, the open interest changed by 1 which increased total open position to 83
On 1 Apr NMDC was trading at 69.77. The strike last trading price was 5.85, which was 0.85 higher than the previous day. The implied volatity was 37.22, the open interest changed by -3 which decreased total open position to 86
On 28 Mar NMDC was trading at 68.89. The strike last trading price was 4.85, which was -0.2 lower than the previous day. The implied volatity was 28.92, the open interest changed by 9 which increased total open position to 89
On 27 Mar NMDC was trading at 68.55. The strike last trading price was 4.95, which was 0.55 higher than the previous day. The implied volatity was 30.85, the open interest changed by 1 which increased total open position to 79
On 26 Mar NMDC was trading at 67.75. The strike last trading price was 4.5, which was -0.5 lower than the previous day. The implied volatity was 35.81, the open interest changed by 7 which increased total open position to 78
On 25 Mar NMDC was trading at 68.19. The strike last trading price was 5, which was -1.05 lower than the previous day. The implied volatity was 35.57, the open interest changed by 64 which increased total open position to 71
On 24 Mar NMDC was trading at 69.53. The strike last trading price was 5.95, which was 0.75 higher than the previous day. The implied volatity was 33.31, the open interest changed by 6 which increased total open position to 6
On 20 Mar NMDC was trading at 68.79. The strike last trading price was 5.75, which was -0.2 lower than the previous day. The implied volatity was 36.70, the open interest changed by 2 which increased total open position to 117
On 19 Mar NMDC was trading at 68.78. The strike last trading price was 6.15, which was 1.8 higher than the previous day. The implied volatity was 38.97, the open interest changed by 11 which increased total open position to 115
On 18 Mar NMDC was trading at 66.77. The strike last trading price was 4.35, which was 0.95 higher than the previous day. The implied volatity was 34.92, the open interest changed by 8 which increased total open position to 104
On 17 Mar NMDC was trading at 64.91. The strike last trading price was 3.4, which was 0.3 higher than the previous day. The implied volatity was 35.67, the open interest changed by 15 which increased total open position to 96
On 13 Mar NMDC was trading at 63.80. The strike last trading price was 3.1, which was -0.3 lower than the previous day. The implied volatity was 38.38, the open interest changed by 3 which increased total open position to 80
On 12 Mar NMDC was trading at 64.79. The strike last trading price was 3.4, which was -0.35 lower than the previous day. The implied volatity was 35.55, the open interest changed by 34 which increased total open position to 77
On 11 Mar NMDC was trading at 65.18. The strike last trading price was 3.75, which was -0.2 lower than the previous day. The implied volatity was 33.17, the open interest changed by 25 which increased total open position to 42
On 10 Mar NMDC was trading at 65.93. The strike last trading price was 3.8, which was -1.05 lower than the previous day. The implied volatity was 33.32, the open interest changed by 2 which increased total open position to 18
On 7 Mar NMDC was trading at 67.13. The strike last trading price was 4.85, which was -0.05 lower than the previous day. The implied volatity was 35.00, the open interest changed by -1 which decreased total open position to 16
On 6 Mar NMDC was trading at 66.90. The strike last trading price was 4.9, which was 1.15 higher than the previous day. The implied volatity was 36.28, the open interest changed by 1 which increased total open position to 15
On 5 Mar NMDC was trading at 65.44. The strike last trading price was 3.75, which was 1.1 higher than the previous day. The implied volatity was 31.45, the open interest changed by 10 which increased total open position to 13
On 4 Mar NMDC was trading at 62.27. The strike last trading price was 2.65, which was -0.3 lower than the previous day. The implied volatity was 37.49, the open interest changed by 0 which decreased total open position to 3
On 3 Mar NMDC was trading at 63.06. The strike last trading price was 2.95, which was -2.1 lower than the previous day. The implied volatity was 34.65, the open interest changed by 2 which increased total open position to 2
On 28 Feb NMDC was trading at 62.48. The strike last trading price was 5.05, which was 0 lower than the previous day. The implied volatity was 2.13, the open interest changed by 0 which decreased total open position to 0
NMDC 24APR2025 65 PE | |||||||
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Delta: -0.61
Vega: 0.05
Theta: -0.07
Gamma: 0.07
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
11 Apr | 62.91 | 3.25 | -1.3 | 46.92 | 175 | 14 | 399 |
9 Apr | 61.31 | 4.7 | 0 | 50.50 | 205 | -10 | 397 |
8 Apr | 61.69 | 4.7 | -0.35 | 55.81 | 207 | -38 | 407 |
7 Apr | 61.30 | 4.9 | 2.45 | 56.46 | 1,039 | -173 | 445 |
4 Apr | 65.02 | 2.2 | 1.7 | 42.53 | 1,911 | 169 | 612 |
3 Apr | 70.43 | 0.45 | -0.15 | 35.30 | 406 | 33 | 441 |
2 Apr | 70.21 | 0.6 | -0.1 | 36.84 | 413 | 7 | 415 |
1 Apr | 69.77 | 0.65 | -0.3 | 35.49 | 752 | 58 | 420 |
28 Mar | 68.89 | 0.95 | -0.05 | 34.88 | 436 | 39 | 362 |
27 Mar | 68.55 | 1.05 | -0.2 | 35.77 | 327 | 47 | 322 |
26 Mar | 67.75 | 1.25 | -0.15 | 33.75 | 254 | 54 | 278 |
25 Mar | 68.19 | 1.45 | 0.55 | 39.10 | 360 | 177 | 221 |
24 Mar | 69.53 | 0.9 | -1.35 | 35.21 | 56 | 43 | 43 |
20 Mar | 68.79 | 1.4 | -0.1 | 38.14 | 79 | 3 | 155 |
19 Mar | 68.78 | 1.45 | -0.65 | 39.36 | 97 | 35 | 153 |
18 Mar | 66.77 | 2.05 | -0.85 | 37.91 | 79 | 22 | 118 |
17 Mar | 64.91 | 2.85 | -0.8 | 38.97 | 32 | -1 | 94 |
13 Mar | 63.80 | 3.65 | 0.3 | 39.47 | 18 | 7 | 94 |
12 Mar | 64.79 | 3.35 | 0.35 | 40.80 | 103 | 44 | 87 |
11 Mar | 65.18 | 2.95 | 0.1 | 40.28 | 29 | 5 | 44 |
10 Mar | 65.93 | 3 | 0.65 | 40.43 | 24 | 12 | 38 |
7 Mar | 67.13 | 2.4 | 0 | 37.99 | 21 | 4 | 26 |
6 Mar | 66.90 | 2.4 | -0.6 | 37.01 | 31 | 16 | 22 |
5 Mar | 65.44 | 2.95 | -1.3 | 37.65 | 8 | 4 | 6 |
4 Mar | 62.27 | 4.25 | 0.1 | 34.01 | 3 | 1 | 1 |
3 Mar | 63.06 | 4.15 | 0 | - | 0 | 0 | 0 |
28 Feb | 62.48 | 4.15 | 0 | - | 0 | 0 | 0 |
For Nmdc Ltd. - strike price 65 expiring on 24APR2025
Delta for 65 PE is -0.61
Historical price for 65 PE is as follows
On 11 Apr NMDC was trading at 62.91. The strike last trading price was 3.25, which was -1.3 lower than the previous day. The implied volatity was 46.92, the open interest changed by 14 which increased total open position to 399
On 9 Apr NMDC was trading at 61.31. The strike last trading price was 4.7, which was 0 lower than the previous day. The implied volatity was 50.50, the open interest changed by -10 which decreased total open position to 397
On 8 Apr NMDC was trading at 61.69. The strike last trading price was 4.7, which was -0.35 lower than the previous day. The implied volatity was 55.81, the open interest changed by -38 which decreased total open position to 407
On 7 Apr NMDC was trading at 61.30. The strike last trading price was 4.9, which was 2.45 higher than the previous day. The implied volatity was 56.46, the open interest changed by -173 which decreased total open position to 445
On 4 Apr NMDC was trading at 65.02. The strike last trading price was 2.2, which was 1.7 higher than the previous day. The implied volatity was 42.53, the open interest changed by 169 which increased total open position to 612
On 3 Apr NMDC was trading at 70.43. The strike last trading price was 0.45, which was -0.15 lower than the previous day. The implied volatity was 35.30, the open interest changed by 33 which increased total open position to 441
On 2 Apr NMDC was trading at 70.21. The strike last trading price was 0.6, which was -0.1 lower than the previous day. The implied volatity was 36.84, the open interest changed by 7 which increased total open position to 415
On 1 Apr NMDC was trading at 69.77. The strike last trading price was 0.65, which was -0.3 lower than the previous day. The implied volatity was 35.49, the open interest changed by 58 which increased total open position to 420
On 28 Mar NMDC was trading at 68.89. The strike last trading price was 0.95, which was -0.05 lower than the previous day. The implied volatity was 34.88, the open interest changed by 39 which increased total open position to 362
On 27 Mar NMDC was trading at 68.55. The strike last trading price was 1.05, which was -0.2 lower than the previous day. The implied volatity was 35.77, the open interest changed by 47 which increased total open position to 322
On 26 Mar NMDC was trading at 67.75. The strike last trading price was 1.25, which was -0.15 lower than the previous day. The implied volatity was 33.75, the open interest changed by 54 which increased total open position to 278
On 25 Mar NMDC was trading at 68.19. The strike last trading price was 1.45, which was 0.55 higher than the previous day. The implied volatity was 39.10, the open interest changed by 177 which increased total open position to 221
On 24 Mar NMDC was trading at 69.53. The strike last trading price was 0.9, which was -1.35 lower than the previous day. The implied volatity was 35.21, the open interest changed by 43 which increased total open position to 43
On 20 Mar NMDC was trading at 68.79. The strike last trading price was 1.4, which was -0.1 lower than the previous day. The implied volatity was 38.14, the open interest changed by 3 which increased total open position to 155
On 19 Mar NMDC was trading at 68.78. The strike last trading price was 1.45, which was -0.65 lower than the previous day. The implied volatity was 39.36, the open interest changed by 35 which increased total open position to 153
On 18 Mar NMDC was trading at 66.77. The strike last trading price was 2.05, which was -0.85 lower than the previous day. The implied volatity was 37.91, the open interest changed by 22 which increased total open position to 118
On 17 Mar NMDC was trading at 64.91. The strike last trading price was 2.85, which was -0.8 lower than the previous day. The implied volatity was 38.97, the open interest changed by -1 which decreased total open position to 94
On 13 Mar NMDC was trading at 63.80. The strike last trading price was 3.65, which was 0.3 higher than the previous day. The implied volatity was 39.47, the open interest changed by 7 which increased total open position to 94
On 12 Mar NMDC was trading at 64.79. The strike last trading price was 3.35, which was 0.35 higher than the previous day. The implied volatity was 40.80, the open interest changed by 44 which increased total open position to 87
On 11 Mar NMDC was trading at 65.18. The strike last trading price was 2.95, which was 0.1 higher than the previous day. The implied volatity was 40.28, the open interest changed by 5 which increased total open position to 44
On 10 Mar NMDC was trading at 65.93. The strike last trading price was 3, which was 0.65 higher than the previous day. The implied volatity was 40.43, the open interest changed by 12 which increased total open position to 38
On 7 Mar NMDC was trading at 67.13. The strike last trading price was 2.4, which was 0 lower than the previous day. The implied volatity was 37.99, the open interest changed by 4 which increased total open position to 26
On 6 Mar NMDC was trading at 66.90. The strike last trading price was 2.4, which was -0.6 lower than the previous day. The implied volatity was 37.01, the open interest changed by 16 which increased total open position to 22
On 5 Mar NMDC was trading at 65.44. The strike last trading price was 2.95, which was -1.3 lower than the previous day. The implied volatity was 37.65, the open interest changed by 4 which increased total open position to 6
On 4 Mar NMDC was trading at 62.27. The strike last trading price was 4.25, which was 0.1 higher than the previous day. The implied volatity was 34.01, the open interest changed by 1 which increased total open position to 1
On 3 Mar NMDC was trading at 63.06. The strike last trading price was 4.15, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 28 Feb NMDC was trading at 62.48. The strike last trading price was 4.15, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0