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[--[65.84.65.76]--]
NMDC
Nmdc Ltd.

61.31 -0.26 (-0.42%)

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Historical option data for NMDC

09 Apr 2025 04:11 PM IST
NMDC 24APR2025 67.7 CE
Delta: 0.19
Vega: 0.03
Theta: -0.06
Gamma: 0.04
Date Close Ltp Change IV Volume Change OI OI
9 Apr 61.31 0.65 -0.15 51.70 142 -36 274
8 Apr 61.69 0.8 -0.15 51.40 73 13 311
7 Apr 61.30 0.9 -0.55 53.13 263 -37 296
4 Apr 65.02 1.5 -2.45 37.43 287 13 329
3 Apr 70.43 3.95 0 29.54 96 -16 316
2 Apr 70.21 3.95 0.15 33.26 124 -3 333
1 Apr 69.77 3.8 0.7 34.82 104 -2 337
28 Mar 68.89 2.95 -0.1 28.45 293 -15 339
27 Mar 68.55 3.15 0.4 30.90 155 22 354
26 Mar 67.75 2.75 -0.55 33.35 182 -11 332
25 Mar 68.19 3.2 -0.95 33.74 84 4 343
24 Mar 69.53 4.15 1.2 33.57 461 -170 339


For Nmdc Ltd. - strike price 67.7 expiring on 24APR2025

Delta for 67.7 CE is 0.19

Historical price for 67.7 CE is as follows

On 9 Apr NMDC was trading at 61.31. The strike last trading price was 0.65, which was -0.15 lower than the previous day. The implied volatity was 51.70, the open interest changed by -36 which decreased total open position to 274


On 8 Apr NMDC was trading at 61.69. The strike last trading price was 0.8, which was -0.15 lower than the previous day. The implied volatity was 51.40, the open interest changed by 13 which increased total open position to 311


On 7 Apr NMDC was trading at 61.30. The strike last trading price was 0.9, which was -0.55 lower than the previous day. The implied volatity was 53.13, the open interest changed by -37 which decreased total open position to 296


On 4 Apr NMDC was trading at 65.02. The strike last trading price was 1.5, which was -2.45 lower than the previous day. The implied volatity was 37.43, the open interest changed by 13 which increased total open position to 329


On 3 Apr NMDC was trading at 70.43. The strike last trading price was 3.95, which was 0 lower than the previous day. The implied volatity was 29.54, the open interest changed by -16 which decreased total open position to 316


On 2 Apr NMDC was trading at 70.21. The strike last trading price was 3.95, which was 0.15 higher than the previous day. The implied volatity was 33.26, the open interest changed by -3 which decreased total open position to 333


On 1 Apr NMDC was trading at 69.77. The strike last trading price was 3.8, which was 0.7 higher than the previous day. The implied volatity was 34.82, the open interest changed by -2 which decreased total open position to 337


On 28 Mar NMDC was trading at 68.89. The strike last trading price was 2.95, which was -0.1 lower than the previous day. The implied volatity was 28.45, the open interest changed by -15 which decreased total open position to 339


On 27 Mar NMDC was trading at 68.55. The strike last trading price was 3.15, which was 0.4 higher than the previous day. The implied volatity was 30.90, the open interest changed by 22 which increased total open position to 354


On 26 Mar NMDC was trading at 67.75. The strike last trading price was 2.75, which was -0.55 lower than the previous day. The implied volatity was 33.35, the open interest changed by -11 which decreased total open position to 332


On 25 Mar NMDC was trading at 68.19. The strike last trading price was 3.2, which was -0.95 lower than the previous day. The implied volatity was 33.74, the open interest changed by 4 which increased total open position to 343


On 24 Mar NMDC was trading at 69.53. The strike last trading price was 4.15, which was 1.2 higher than the previous day. The implied volatity was 33.57, the open interest changed by -170 which decreased total open position to 339


NMDC 24APR2025 67.7 PE
Delta: -0.84
Vega: 0.03
Theta: -0.03
Gamma: 0.04
Date Close Ltp Change IV Volume Change OI OI
9 Apr 61.31 6.65 0 45.38 35 4 195
8 Apr 61.69 6.65 -0.4 54.88 27 0 192
7 Apr 61.30 6.95 3.1 58.05 68 -14 192
4 Apr 65.02 3.8 2.75 44.52 261 15 208
3 Apr 70.43 1.05 -0.15 34.97 131 13 192
2 Apr 70.21 1.2 -0.1 35.05 120 -3 178
1 Apr 69.77 1.3 -0.4 33.79 421 -14 179
28 Mar 68.89 1.8 0 33.78 304 -14 193
27 Mar 68.55 1.8 -0.45 33.08 116 13 214
26 Mar 67.75 2.1 -0.05 30.51 91 6 200
25 Mar 68.19 2.2 0.5 35.11 73 9 193
24 Mar 69.53 1.7 -0.85 35.23 228 48 182


For Nmdc Ltd. - strike price 67.7 expiring on 24APR2025

Delta for 67.7 PE is -0.84

Historical price for 67.7 PE is as follows

On 9 Apr NMDC was trading at 61.31. The strike last trading price was 6.65, which was 0 lower than the previous day. The implied volatity was 45.38, the open interest changed by 4 which increased total open position to 195


On 8 Apr NMDC was trading at 61.69. The strike last trading price was 6.65, which was -0.4 lower than the previous day. The implied volatity was 54.88, the open interest changed by 0 which decreased total open position to 192


On 7 Apr NMDC was trading at 61.30. The strike last trading price was 6.95, which was 3.1 higher than the previous day. The implied volatity was 58.05, the open interest changed by -14 which decreased total open position to 192


On 4 Apr NMDC was trading at 65.02. The strike last trading price was 3.8, which was 2.75 higher than the previous day. The implied volatity was 44.52, the open interest changed by 15 which increased total open position to 208


On 3 Apr NMDC was trading at 70.43. The strike last trading price was 1.05, which was -0.15 lower than the previous day. The implied volatity was 34.97, the open interest changed by 13 which increased total open position to 192


On 2 Apr NMDC was trading at 70.21. The strike last trading price was 1.2, which was -0.1 lower than the previous day. The implied volatity was 35.05, the open interest changed by -3 which decreased total open position to 178


On 1 Apr NMDC was trading at 69.77. The strike last trading price was 1.3, which was -0.4 lower than the previous day. The implied volatity was 33.79, the open interest changed by -14 which decreased total open position to 179


On 28 Mar NMDC was trading at 68.89. The strike last trading price was 1.8, which was 0 lower than the previous day. The implied volatity was 33.78, the open interest changed by -14 which decreased total open position to 193


On 27 Mar NMDC was trading at 68.55. The strike last trading price was 1.8, which was -0.45 lower than the previous day. The implied volatity was 33.08, the open interest changed by 13 which increased total open position to 214


On 26 Mar NMDC was trading at 67.75. The strike last trading price was 2.1, which was -0.05 lower than the previous day. The implied volatity was 30.51, the open interest changed by 6 which increased total open position to 200


On 25 Mar NMDC was trading at 68.19. The strike last trading price was 2.2, which was 0.5 higher than the previous day. The implied volatity was 35.11, the open interest changed by 9 which increased total open position to 193


On 24 Mar NMDC was trading at 69.53. The strike last trading price was 1.7, which was -0.85 lower than the previous day. The implied volatity was 35.23, the open interest changed by 48 which increased total open position to 182