NMDC
Nmdc Ltd.
Historical option data for NMDC
21 Sep 2025 04:11 PM IST
| NMDC 30SEP2025 71 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.95
Vega: 0.01
Theta: -0.04
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 76.53 | 5.95 | -0.2 | 28.80 | 16 | -9 | 295 | |||||||||
| 18 Sept | 76.73 | 6.25 | 1 | 21.80 | 42 | -14 | 300 | |||||||||
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| 14 Sept | 76.47 | 6.05 | 0.4 | 31.63 | 57 | -15 | 326 | |||||||||
| 17 Aug | 69.40 | 5.1 | 0 | 0.91 | 0 | 0 | 0 | |||||||||
For Nmdc Ltd. - strike price 71 expiring on 30SEP2025
Delta for 71 CE is 0.95
Historical price for 71 CE is as follows
On 21 Sept NMDC was trading at 76.53. The strike last trading price was 5.95, which was -0.2 lower than the previous day. The implied volatity was 28.80, the open interest changed by -9 which decreased total open position to 295
On 18 Sept NMDC was trading at 76.73. The strike last trading price was 6.25, which was 1 higher than the previous day. The implied volatity was 21.80, the open interest changed by -14 which decreased total open position to 300
On 14 Sept NMDC was trading at 76.47. The strike last trading price was 6.05, which was 0.4 higher than the previous day. The implied volatity was 31.63, the open interest changed by -15 which decreased total open position to 326
On 17 Aug NMDC was trading at 69.40. The strike last trading price was 5.1, which was 0 lower than the previous day. The implied volatity was 0.91, the open interest changed by 0 which decreased total open position to 0
| NMDC 30SEP2025 71 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.06
Vega: 0.02
Theta: -0.02
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 76.53 | 0.1 | -0.05 | 29.66 | 122 | -46 | 1,192 |
| 18 Sept | 76.73 | 0.15 | -0.05 | 32.59 | 574 | -77 | 1,238 |
| 14 Sept | 76.47 | 0.25 | -0.1 | 28.59 | 1,168 | -162 | 1,814 |
| 17 Aug | 69.40 | 2.8 | 0.5 | 24.96 | 2 | 2 | 1 |
For Nmdc Ltd. - strike price 71 expiring on 30SEP2025
Delta for 71 PE is -0.06
Historical price for 71 PE is as follows
On 21 Sept NMDC was trading at 76.53. The strike last trading price was 0.1, which was -0.05 lower than the previous day. The implied volatity was 29.66, the open interest changed by -46 which decreased total open position to 1192
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 32.59, the open interest changed by -77 which decreased total open position to 1238
On 14 Sept NMDC was trading at 76.47. The strike last trading price was 0.25, which was -0.1 lower than the previous day. The implied volatity was 28.59, the open interest changed by -162 which decreased total open position to 1814
On 17 Aug NMDC was trading at 69.40. The strike last trading price was 2.8, which was 0.5 higher than the previous day. The implied volatity was 24.96, the open interest changed by 2 which increased total open position to 1
