NMDC
Nmdc Ltd.
Historical option data for NMDC
21 Sep 2025 04:11 PM IST
| NMDC 30SEP2025 70 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.94
Vega: 0.02
Theta: -0.05
Gamma: 0.03
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 76.53 | 6.95 | -0.25 | 36.14 | 22 | -1 | 258 | |||||||||
| 18 Sept | 76.73 | 7.3 | 1.25 | 31.37 | 50 | -11 | 269 | |||||||||
| 14 Sept | 76.47 | 6.9 | 0.4 | 30.74 | 102 | -31 | 340 | |||||||||
| 17 Aug | 69.40 | 2.35 | -1.55 | 21.64 | 159 | 87 | 121 | |||||||||
For Nmdc Ltd. - strike price 70 expiring on 30SEP2025
Delta for 70 CE is 0.94
Historical price for 70 CE is as follows
On 21 Sept NMDC was trading at 76.53. The strike last trading price was 6.95, which was -0.25 lower than the previous day. The implied volatity was 36.14, the open interest changed by -1 which decreased total open position to 258
On 18 Sept NMDC was trading at 76.73. The strike last trading price was 7.3, which was 1.25 higher than the previous day. The implied volatity was 31.37, the open interest changed by -11 which decreased total open position to 269
On 14 Sept NMDC was trading at 76.47. The strike last trading price was 6.9, which was 0.4 higher than the previous day. The implied volatity was 30.74, the open interest changed by -31 which decreased total open position to 340
On 17 Aug NMDC was trading at 69.40. The strike last trading price was 2.35, which was -1.55 lower than the previous day. The implied volatity was 21.64, the open interest changed by 87 which increased total open position to 121
| NMDC 30SEP2025 70 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.07
Vega: 0.02
Theta: -0.03
Gamma: 0.03
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 76.53 | 0.15 | 0.05 | 36.76 | 194 | -34 | 636 |
| 18 Sept | 76.73 | 0.15 | -0.05 | 36.76 | 282 | -42 | 663 |
| 14 Sept | 76.47 | 0.2 | -0.1 | 30.51 | 704 | -98 | 891 |
| 17 Aug | 69.40 | 2.4 | 0.85 | 26.15 | 78 | 36 | 120 |
For Nmdc Ltd. - strike price 70 expiring on 30SEP2025
Delta for 70 PE is -0.07
Historical price for 70 PE is as follows
On 21 Sept NMDC was trading at 76.53. The strike last trading price was 0.15, which was 0.05 higher than the previous day. The implied volatity was 36.76, the open interest changed by -34 which decreased total open position to 636
On 18 Sept NMDC was trading at 76.73. The strike last trading price was 0.15, which was -0.05 lower than the previous day. The implied volatity was 36.76, the open interest changed by -42 which decreased total open position to 663
On 14 Sept NMDC was trading at 76.47. The strike last trading price was 0.2, which was -0.1 lower than the previous day. The implied volatity was 30.51, the open interest changed by -98 which decreased total open position to 891
On 17 Aug NMDC was trading at 69.40. The strike last trading price was 2.4, which was 0.85 higher than the previous day. The implied volatity was 26.15, the open interest changed by 36 which increased total open position to 120
