NMDC
Nmdc Ltd.
Historical option data for NMDC
09 Apr 2025 04:11 PM IST
| NMDC 24APR2025 72.7 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.07
Vega: 0.02
Theta: -0.03
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 9 Apr | 61.31 | 0.2 | -0.05 | 54.12 | 56 | 6 | 181 | |||
| 8 Apr | 61.69 | 0.25 | -0.1 | 53.09 | 83 | -17 | 176 | |||
| 7 Apr | 61.30 | 0.35 | -0.05 | 56.58 | 163 | -19 | 196 | |||
| 4 Apr | 65.02 | 0.4 | -0.95 | 37.89 | 267 | 23 | 222 | |||
| 3 Apr | 70.43 | 1.4 | 0.1 | 31.81 | 199 | -29 | 198 | |||
| 2 Apr | 70.21 | 1.25 | 0 | 30.74 | 144 | 57 | 227 | |||
| 1 Apr | 69.77 | 1.2 | 0.2 | 31.57 | 73 | 4 | 168 | |||
| 28 Mar | 68.89 | 1 | 0 | 30.34 | 94 | 19 | 164 | |||
| 27 Mar | 68.55 | 1 | 0.1 | 29.98 | 82 | 8 | 145 | |||
| 26 Mar | 67.75 | 0.85 | -0.3 | 31.64 | 35 | 8 | 138 | |||
| 25 Mar | 68.19 | 1.15 | -0.55 | 32.94 | 57 | 19 | 129 | |||
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| 24 Mar | 69.53 | 1.7 | 0.65 | 33.12 | 86 | 10 | 109 | |||
For Nmdc Ltd. - strike price 72.7 expiring on 24APR2025
Delta for 72.7 CE is 0.07
Historical price for 72.7 CE is as follows
On 9 Apr NMDC was trading at 61.31. The strike last trading price was 0.2, which was -0.05 lower than the previous day. The implied volatity was 54.12, the open interest changed by 6 which increased total open position to 181
On 8 Apr NMDC was trading at 61.69. The strike last trading price was 0.25, which was -0.1 lower than the previous day. The implied volatity was 53.09, the open interest changed by -17 which decreased total open position to 176
On 7 Apr NMDC was trading at 61.30. The strike last trading price was 0.35, which was -0.05 lower than the previous day. The implied volatity was 56.58, the open interest changed by -19 which decreased total open position to 196
On 4 Apr NMDC was trading at 65.02. The strike last trading price was 0.4, which was -0.95 lower than the previous day. The implied volatity was 37.89, the open interest changed by 23 which increased total open position to 222
On 3 Apr NMDC was trading at 70.43. The strike last trading price was 1.4, which was 0.1 higher than the previous day. The implied volatity was 31.81, the open interest changed by -29 which decreased total open position to 198
On 2 Apr NMDC was trading at 70.21. The strike last trading price was 1.25, which was 0 lower than the previous day. The implied volatity was 30.74, the open interest changed by 57 which increased total open position to 227
On 1 Apr NMDC was trading at 69.77. The strike last trading price was 1.2, which was 0.2 higher than the previous day. The implied volatity was 31.57, the open interest changed by 4 which increased total open position to 168
On 28 Mar NMDC was trading at 68.89. The strike last trading price was 1, which was 0 lower than the previous day. The implied volatity was 30.34, the open interest changed by 19 which increased total open position to 164
On 27 Mar NMDC was trading at 68.55. The strike last trading price was 1, which was 0.1 higher than the previous day. The implied volatity was 29.98, the open interest changed by 8 which increased total open position to 145
On 26 Mar NMDC was trading at 67.75. The strike last trading price was 0.85, which was -0.3 lower than the previous day. The implied volatity was 31.64, the open interest changed by 8 which increased total open position to 138
On 25 Mar NMDC was trading at 68.19. The strike last trading price was 1.15, which was -0.55 lower than the previous day. The implied volatity was 32.94, the open interest changed by 19 which increased total open position to 129
On 24 Mar NMDC was trading at 69.53. The strike last trading price was 1.7, which was 0.65 higher than the previous day. The implied volatity was 33.12, the open interest changed by 10 which increased total open position to 109
| NMDC 24APR2025 72.7 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.93
Vega: 0.02
Theta: -0.01
Gamma: 0.02
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 9 Apr | 61.31 | 11.4 | 4.45 | 55.18 | 10 | -4 | 33 |
| 8 Apr | 61.69 | 6.95 | 0 | 0.00 | 0 | 0 | 0 |
| 7 Apr | 61.30 | 6.95 | 0 | 0.00 | 0 | 0 | 0 |
| 4 Apr | 65.02 | 6.95 | 3.6 | 26.47 | 2 | 0 | 37 |
| 3 Apr | 70.43 | 3.35 | -0.2 | 34.53 | 49 | 9 | 38 |
| 2 Apr | 70.21 | 3.55 | -1 | 33.61 | 7 | 4 | 27 |
| 1 Apr | 69.77 | 4.55 | 0 | 0.00 | 0 | 0 | 0 |
| 28 Mar | 68.89 | 4.55 | 0 | 0.00 | 0 | 0 | 0 |
| 27 Mar | 68.55 | 4.55 | -0.85 | 31.44 | 6 | 1 | 24 |
| 26 Mar | 67.75 | 5.4 | 0.7 | 32.06 | 14 | 7 | 23 |
| 25 Mar | 68.19 | 4.7 | -1.55 | 28.31 | 1 | 0 | 15 |
| 24 Mar | 69.53 | 6.25 | 0 | 0.00 | 0 | 15 | 0 |
For Nmdc Ltd. - strike price 72.7 expiring on 24APR2025
Delta for 72.7 PE is -0.93
Historical price for 72.7 PE is as follows
On 9 Apr NMDC was trading at 61.31. The strike last trading price was 11.4, which was 4.45 higher than the previous day. The implied volatity was 55.18, the open interest changed by -4 which decreased total open position to 33
On 8 Apr NMDC was trading at 61.69. The strike last trading price was 6.95, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 7 Apr NMDC was trading at 61.30. The strike last trading price was 6.95, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 4 Apr NMDC was trading at 65.02. The strike last trading price was 6.95, which was 3.6 higher than the previous day. The implied volatity was 26.47, the open interest changed by 0 which decreased total open position to 37
On 3 Apr NMDC was trading at 70.43. The strike last trading price was 3.35, which was -0.2 lower than the previous day. The implied volatity was 34.53, the open interest changed by 9 which increased total open position to 38
On 2 Apr NMDC was trading at 70.21. The strike last trading price was 3.55, which was -1 lower than the previous day. The implied volatity was 33.61, the open interest changed by 4 which increased total open position to 27
On 1 Apr NMDC was trading at 69.77. The strike last trading price was 4.55, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 28 Mar NMDC was trading at 68.89. The strike last trading price was 4.55, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 27 Mar NMDC was trading at 68.55. The strike last trading price was 4.55, which was -0.85 lower than the previous day. The implied volatity was 31.44, the open interest changed by 1 which increased total open position to 24
On 26 Mar NMDC was trading at 67.75. The strike last trading price was 5.4, which was 0.7 higher than the previous day. The implied volatity was 32.06, the open interest changed by 7 which increased total open position to 23
On 25 Mar NMDC was trading at 68.19. The strike last trading price was 4.7, which was -1.55 lower than the previous day. The implied volatity was 28.31, the open interest changed by 0 which decreased total open position to 15
On 24 Mar NMDC was trading at 69.53. The strike last trading price was 6.25, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 15 which increased total open position to 0
