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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 68.7 CE
Delta: 0.15
Vega: 0.03
Theta: -0.05
Gamma: 0.04
Date Close Ltp Change IV Volume Change OI OI
9 Apr 61.31 0.45 -0.15 49.91 103 -18 101
8 Apr 61.69 0.6 -0.1 50.58 93 -9 119
7 Apr 61.30 0.7 -0.45 52.59 79 -6 133
4 Apr 65.02 1.2 -2.3 37.87 159 24 138
3 Apr 70.43 3.5 0.2 33.54 22 -5 114
2 Apr 70.21 3.25 0 32.38 232 -6 118
1 Apr 69.77 3.15 0.6 34.16 132 -4 125
28 Mar 68.89 2.45 -0.1 29.09 150 33 129
27 Mar 68.55 2.55 0.25 30.21 87 35 95
26 Mar 67.75 2.35 -0.35 34.32 62 3 61
25 Mar 68.19 2.65 -0.9 33.26 32 8 57
24 Mar 69.53 3.55 1.05 33.55 109 2 51


For Nmdc Ltd. - strike price 68.7 expiring on 24APR2025

Delta for 68.7 CE is 0.15

Historical price for 68.7 CE is as follows

On 9 Apr NMDC was trading at 61.31. The strike last trading price was 0.45, which was -0.15 lower than the previous day. The implied volatity was 49.91, the open interest changed by -18 which decreased total open position to 101


On 8 Apr NMDC was trading at 61.69. The strike last trading price was 0.6, which was -0.1 lower than the previous day. The implied volatity was 50.58, the open interest changed by -9 which decreased total open position to 119


On 7 Apr NMDC was trading at 61.30. The strike last trading price was 0.7, which was -0.45 lower than the previous day. The implied volatity was 52.59, the open interest changed by -6 which decreased total open position to 133


On 4 Apr NMDC was trading at 65.02. The strike last trading price was 1.2, which was -2.3 lower than the previous day. The implied volatity was 37.87, the open interest changed by 24 which increased total open position to 138


On 3 Apr NMDC was trading at 70.43. The strike last trading price was 3.5, which was 0.2 higher than the previous day. The implied volatity was 33.54, the open interest changed by -5 which decreased total open position to 114


On 2 Apr NMDC was trading at 70.21. The strike last trading price was 3.25, which was 0 lower than the previous day. The implied volatity was 32.38, the open interest changed by -6 which decreased total open position to 118


On 1 Apr NMDC was trading at 69.77. The strike last trading price was 3.15, which was 0.6 higher than the previous day. The implied volatity was 34.16, the open interest changed by -4 which decreased total open position to 125


On 28 Mar NMDC was trading at 68.89. The strike last trading price was 2.45, which was -0.1 lower than the previous day. The implied volatity was 29.09, the open interest changed by 33 which increased total open position to 129


On 27 Mar NMDC was trading at 68.55. The strike last trading price was 2.55, which was 0.25 higher than the previous day. The implied volatity was 30.21, the open interest changed by 35 which increased total open position to 95


On 26 Mar NMDC was trading at 67.75. The strike last trading price was 2.35, which was -0.35 lower than the previous day. The implied volatity was 34.32, the open interest changed by 3 which increased total open position to 61


On 25 Mar NMDC was trading at 68.19. The strike last trading price was 2.65, which was -0.9 lower than the previous day. The implied volatity was 33.26, the open interest changed by 8 which increased total open position to 57


On 24 Mar NMDC was trading at 69.53. The strike last trading price was 3.55, which was 1.05 higher than the previous day. The implied volatity was 33.55, the open interest changed by 2 which increased total open position to 51


NMDC 24APR2025 68.7 PE
Delta: -0.88
Vega: 0.02
Theta: -0.02
Gamma: 0.04
Date Close Ltp Change IV Volume Change OI OI
9 Apr 61.31 7.5 -1.65 44.34 5 0 69
8 Apr 61.69 9.15 0 0.00 0 -8 0
7 Apr 61.30 9.15 4.5 89.69 20 -7 70
4 Apr 65.02 4.4 3.05 43.65 404 -59 77
3 Apr 70.43 1.3 -0.25 33.60 433 25 139
2 Apr 70.21 1.55 -0.1 34.91 267 3 117
1 Apr 69.77 1.65 -0.5 33.30 427 47 113
28 Mar 68.89 2.25 0 33.91 193 13 66
27 Mar 68.55 2.25 -0.4 33.06 55 11 52
26 Mar 67.75 2.55 -0.05 29.63 18 1 42
25 Mar 68.19 2.75 0.8 35.99 39 2 41
24 Mar 69.53 1.95 -1.1 33.30 47 17 40


For Nmdc Ltd. - strike price 68.7 expiring on 24APR2025

Delta for 68.7 PE is -0.88

Historical price for 68.7 PE is as follows

On 9 Apr NMDC was trading at 61.31. The strike last trading price was 7.5, which was -1.65 lower than the previous day. The implied volatity was 44.34, the open interest changed by 0 which decreased total open position to 69


On 8 Apr NMDC was trading at 61.69. The strike last trading price was 9.15, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -8 which decreased total open position to 0


On 7 Apr NMDC was trading at 61.30. The strike last trading price was 9.15, which was 4.5 higher than the previous day. The implied volatity was 89.69, the open interest changed by -7 which decreased total open position to 70


On 4 Apr NMDC was trading at 65.02. The strike last trading price was 4.4, which was 3.05 higher than the previous day. The implied volatity was 43.65, the open interest changed by -59 which decreased total open position to 77


On 3 Apr NMDC was trading at 70.43. The strike last trading price was 1.3, which was -0.25 lower than the previous day. The implied volatity was 33.60, the open interest changed by 25 which increased total open position to 139


On 2 Apr NMDC was trading at 70.21. The strike last trading price was 1.55, which was -0.1 lower than the previous day. The implied volatity was 34.91, the open interest changed by 3 which increased total open position to 117


On 1 Apr NMDC was trading at 69.77. The strike last trading price was 1.65, which was -0.5 lower than the previous day. The implied volatity was 33.30, the open interest changed by 47 which increased total open position to 113


On 28 Mar NMDC was trading at 68.89. The strike last trading price was 2.25, which was 0 lower than the previous day. The implied volatity was 33.91, the open interest changed by 13 which increased total open position to 66


On 27 Mar NMDC was trading at 68.55. The strike last trading price was 2.25, which was -0.4 lower than the previous day. The implied volatity was 33.06, the open interest changed by 11 which increased total open position to 52


On 26 Mar NMDC was trading at 67.75. The strike last trading price was 2.55, which was -0.05 lower than the previous day. The implied volatity was 29.63, the open interest changed by 1 which increased total open position to 42


On 25 Mar NMDC was trading at 68.19. The strike last trading price was 2.75, which was 0.8 higher than the previous day. The implied volatity was 35.99, the open interest changed by 2 which increased total open position to 41


On 24 Mar NMDC was trading at 69.53. The strike last trading price was 1.95, which was -1.1 lower than the previous day. The implied volatity was 33.30, the open interest changed by 17 which increased total open position to 40