NMDC
Nmdc Ltd.
Historical option data for NMDC
09 Apr 2025 04:11 PM IST
NMDC 24APR2025 68.7 CE | ||||||||||
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Delta: 0.15
Vega: 0.03
Theta: -0.05
Gamma: 0.04
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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 | |||
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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 | |||||||
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Delta: -0.88
Vega: 0.02
Theta: -0.02
Gamma: 0.04
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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