NMDC
Nmdc Ltd.
Historical option data for NMDC
21 Sep 2025 04:11 PM IST
| NMDC 30SEP2025 65 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 76.53 | 11.7 | 0.5 | - | 1 | 0 | 51 | |||||||||
| 18 Sept | 76.73 | 11.2 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 14 Sept | 76.47 | 11.2 | -0.05 | - | 4 | -3 | 52 | |||||||||
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| 17 Aug | 69.40 | 8.55 | 0 | - | 0 | 0 | 0 | |||||||||
For Nmdc Ltd. - strike price 65 expiring on 30SEP2025
Delta for 65 CE is -
Historical price for 65 CE is as follows
On 21 Sept NMDC was trading at 76.53. The strike last trading price was 11.7, which was 0.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 51
On 18 Sept NMDC was trading at 76.73. The strike last trading price was 11.2, 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 14 Sept NMDC was trading at 76.47. The strike last trading price was 11.2, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 52
On 17 Aug NMDC was trading at 69.40. The strike last trading price was 8.55, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| NMDC 30SEP2025 65 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.02
Vega: 0.01
Theta: -0.01
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 76.53 | 0.05 | 0 | 48.33 | 11 | 1 | 595 |
| 18 Sept | 76.73 | 0.05 | 0 | 47.37 | 165 | -9 | 595 |
| 14 Sept | 76.47 | 0.1 | 0 | 42.12 | 130 | 0 | 611 |
| 17 Aug | 69.40 | 0.75 | 0.3 | 27.07 | 89 | 58 | 72 |
For Nmdc Ltd. - strike price 65 expiring on 30SEP2025
Delta for 65 PE is -0.02
Historical price for 65 PE is as follows
On 21 Sept NMDC was trading at 76.53. The strike last trading price was 0.05, which was 0 lower than the previous day. The implied volatity was 48.33, the open interest changed by 1 which increased total open position to 595
On 18 Sept NMDC was trading at 76.73. The strike last trading price was 0.05, which was 0 lower than the previous day. The implied volatity was 47.37, the open interest changed by -9 which decreased total open position to 595
On 14 Sept NMDC was trading at 76.47. The strike last trading price was 0.1, which was 0 lower than the previous day. The implied volatity was 42.12, the open interest changed by 0 which decreased total open position to 611
On 17 Aug NMDC was trading at 69.40. The strike last trading price was 0.75, which was 0.3 higher than the previous day. The implied volatity was 27.07, the open interest changed by 58 which increased total open position to 72
