NMDC
Nmdc Ltd.
Historical option data for NMDC
21 Sep 2025 04:11 PM IST
| NMDC 30SEP2025 66 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 76.53 | 10 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 18 Sept | 76.73 | 10 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 14 Sept | 76.47 | 10 | 2.15 | - | 2 | 0 | 46 | |||||||||
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| 17 Aug | 69.40 | 9.3 | 0 | - | 0 | 0 | 0 | |||||||||
For Nmdc Ltd. - strike price 66 expiring on 30SEP2025
Delta for 66 CE is 0.00
Historical price for 66 CE is as follows
On 21 Sept NMDC was trading at 76.53. The strike last trading price was 10, 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 18 Sept NMDC was trading at 76.73. The strike last trading price was 10, 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 10, which was 2.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 46
On 17 Aug NMDC was trading at 69.40. The strike last trading price was 9.3, 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 66 PE | |||||||
|---|---|---|---|---|---|---|---|
|
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 | 44.42 | 18 | -3 | 211 |
| 18 Sept | 76.73 | 0.05 | 0 | 43.79 | 61 | -16 | 213 |
| 14 Sept | 76.47 | 0.1 | -0.05 | 38.93 | 68 | -34 | 249 |
| 17 Aug | 69.40 | 0.95 | 0.45 | 26.54 | 57 | 35 | 91 |
For Nmdc Ltd. - strike price 66 expiring on 30SEP2025
Delta for 66 PE is -0.02
Historical price for 66 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 44.42, the open interest changed by -3 which decreased total open position to 211
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 43.79, the open interest changed by -16 which decreased total open position to 213
On 14 Sept NMDC was trading at 76.47. The strike last trading price was 0.1, which was -0.05 lower than the previous day. The implied volatity was 38.93, the open interest changed by -34 which decreased total open position to 249
On 17 Aug NMDC was trading at 69.40. The strike last trading price was 0.95, which was 0.45 higher than the previous day. The implied volatity was 26.54, the open interest changed by 35 which increased total open position to 91
