NMDC
Nmdc Ltd.
Historical option data for NMDC
09 Apr 2025 04:11 PM IST
| NMDC 24APR2025 66.7 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.22
Vega: 0.04
Theta: -0.06
Gamma: 0.05
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 9 Apr | 61.31 | 0.75 | -0.25 | 49.48 | 138 | 10 | 111 | |||
| 8 Apr | 61.69 | 1 | -0.15 | 51.19 | 109 | -1 | 102 | |||
| 7 Apr | 61.30 | 1.15 | -0.75 | 53.90 | 250 | 4 | 108 | |||
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| 4 Apr | 65.02 | 1.9 | -2.9 | 37.65 | 218 | 32 | 106 | |||
| 3 Apr | 70.43 | 4.8 | 0.15 | 31.48 | 5 | 0 | 74 | |||
| 2 Apr | 70.21 | 4.65 | 0.15 | 33.11 | 45 | 7 | 74 | |||
| 1 Apr | 69.77 | 4.5 | 0.85 | 35.37 | 35 | -3 | 68 | |||
| 28 Mar | 68.89 | 3.65 | -0.15 | 29.29 | 17 | 0 | 71 | |||
| 27 Mar | 68.55 | 3.75 | 0.5 | 30.69 | 38 | 12 | 73 | |||
| 26 Mar | 67.75 | 3.35 | -0.6 | 34.23 | 22 | 8 | 62 | |||
| 25 Mar | 68.19 | 3.85 | -1.05 | 34.78 | 4 | 1 | 53 | |||
| 24 Mar | 69.53 | 4.9 | 1.35 | 34.97 | 58 | 1 | 53 | |||
For Nmdc Ltd. - strike price 66.7 expiring on 24APR2025
Delta for 66.7 CE is 0.22
Historical price for 66.7 CE is as follows
On 9 Apr NMDC was trading at 61.31. The strike last trading price was 0.75, which was -0.25 lower than the previous day. The implied volatity was 49.48, the open interest changed by 10 which increased total open position to 111
On 8 Apr NMDC was trading at 61.69. The strike last trading price was 1, which was -0.15 lower than the previous day. The implied volatity was 51.19, the open interest changed by -1 which decreased total open position to 102
On 7 Apr NMDC was trading at 61.30. The strike last trading price was 1.15, which was -0.75 lower than the previous day. The implied volatity was 53.90, the open interest changed by 4 which increased total open position to 108
On 4 Apr NMDC was trading at 65.02. The strike last trading price was 1.9, which was -2.9 lower than the previous day. The implied volatity was 37.65, the open interest changed by 32 which increased total open position to 106
On 3 Apr NMDC was trading at 70.43. The strike last trading price was 4.8, which was 0.15 higher than the previous day. The implied volatity was 31.48, the open interest changed by 0 which decreased total open position to 74
On 2 Apr NMDC was trading at 70.21. The strike last trading price was 4.65, which was 0.15 higher than the previous day. The implied volatity was 33.11, the open interest changed by 7 which increased total open position to 74
On 1 Apr NMDC was trading at 69.77. The strike last trading price was 4.5, which was 0.85 higher than the previous day. The implied volatity was 35.37, the open interest changed by -3 which decreased total open position to 68
On 28 Mar NMDC was trading at 68.89. The strike last trading price was 3.65, which was -0.15 lower than the previous day. The implied volatity was 29.29, the open interest changed by 0 which decreased total open position to 71
On 27 Mar NMDC was trading at 68.55. The strike last trading price was 3.75, which was 0.5 higher than the previous day. The implied volatity was 30.69, the open interest changed by 12 which increased total open position to 73
On 26 Mar NMDC was trading at 67.75. The strike last trading price was 3.35, which was -0.6 lower than the previous day. The implied volatity was 34.23, the open interest changed by 8 which increased total open position to 62
On 25 Mar NMDC was trading at 68.19. The strike last trading price was 3.85, which was -1.05 lower than the previous day. The implied volatity was 34.78, the open interest changed by 1 which increased total open position to 53
On 24 Mar NMDC was trading at 69.53. The strike last trading price was 4.9, which was 1.35 higher than the previous day. The implied volatity was 34.97, the open interest changed by 1 which increased total open position to 53
| NMDC 24APR2025 66.7 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.69
Vega: 0.04
Theta: -0.09
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 9 Apr | 61.31 | 6.9 | 1.3 | 72.44 | 16 | -8 | 111 |
| 8 Apr | 61.69 | 5.6 | -0.7 | 48.35 | 6 | 1 | 120 |
| 7 Apr | 61.30 | 6.25 | 3 | 59.42 | 39 | 0 | 119 |
| 4 Apr | 65.02 | 3.1 | 2.2 | 42.82 | 150 | 9 | 117 |
| 3 Apr | 70.43 | 0.9 | -0.05 | 37.38 | 86 | -11 | 110 |
| 2 Apr | 70.21 | 0.95 | -0.1 | 35.94 | 79 | 22 | 127 |
| 1 Apr | 69.77 | 1.05 | -0.35 | 35.00 | 48 | -3 | 109 |
| 28 Mar | 68.89 | 1.45 | 0.05 | 34.43 | 326 | -4 | 112 |
| 27 Mar | 68.55 | 1.4 | -0.45 | 32.89 | 153 | 8 | 117 |
| 26 Mar | 67.75 | 1.75 | 0 | 31.88 | 43 | 8 | 110 |
| 25 Mar | 68.19 | 1.75 | 0.4 | 33.89 | 63 | 17 | 102 |
| 24 Mar | 69.53 | 1.35 | -0.75 | 35.17 | 97 | 31 | 85 |
For Nmdc Ltd. - strike price 66.7 expiring on 24APR2025
Delta for 66.7 PE is -0.69
Historical price for 66.7 PE is as follows
On 9 Apr NMDC was trading at 61.31. The strike last trading price was 6.9, which was 1.3 higher than the previous day. The implied volatity was 72.44, the open interest changed by -8 which decreased total open position to 111
On 8 Apr NMDC was trading at 61.69. The strike last trading price was 5.6, which was -0.7 lower than the previous day. The implied volatity was 48.35, the open interest changed by 1 which increased total open position to 120
On 7 Apr NMDC was trading at 61.30. The strike last trading price was 6.25, which was 3 higher than the previous day. The implied volatity was 59.42, the open interest changed by 0 which decreased total open position to 119
On 4 Apr NMDC was trading at 65.02. The strike last trading price was 3.1, which was 2.2 higher than the previous day. The implied volatity was 42.82, the open interest changed by 9 which increased total open position to 117
On 3 Apr NMDC was trading at 70.43. The strike last trading price was 0.9, which was -0.05 lower than the previous day. The implied volatity was 37.38, the open interest changed by -11 which decreased total open position to 110
On 2 Apr NMDC was trading at 70.21. The strike last trading price was 0.95, which was -0.1 lower than the previous day. The implied volatity was 35.94, the open interest changed by 22 which increased total open position to 127
On 1 Apr NMDC was trading at 69.77. The strike last trading price was 1.05, which was -0.35 lower than the previous day. The implied volatity was 35.00, the open interest changed by -3 which decreased total open position to 109
On 28 Mar NMDC was trading at 68.89. The strike last trading price was 1.45, which was 0.05 higher than the previous day. The implied volatity was 34.43, the open interest changed by -4 which decreased total open position to 112
On 27 Mar NMDC was trading at 68.55. The strike last trading price was 1.4, which was -0.45 lower than the previous day. The implied volatity was 32.89, the open interest changed by 8 which increased total open position to 117
On 26 Mar NMDC was trading at 67.75. The strike last trading price was 1.75, which was 0 lower than the previous day. The implied volatity was 31.88, the open interest changed by 8 which increased total open position to 110
On 25 Mar NMDC was trading at 68.19. The strike last trading price was 1.75, which was 0.4 higher than the previous day. The implied volatity was 33.89, the open interest changed by 17 which increased total open position to 102
On 24 Mar NMDC was trading at 69.53. The strike last trading price was 1.35, which was -0.75 lower than the previous day. The implied volatity was 35.17, the open interest changed by 31 which increased total open position to 85
