NMDC
Nmdc Ltd.
Historical option data for NMDC
09 Apr 2025 04:11 PM IST
NMDC 24APR2025 67.7 CE | ||||||||||
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Delta: 0.19
Vega: 0.03
Theta: -0.06
Gamma: 0.04
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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 | |||
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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 | |||||||
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Delta: -0.84
Vega: 0.03
Theta: -0.03
Gamma: 0.04
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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