NMDC
Nmdc Ltd.
Historical option data for NMDC
21 Sep 2025 04:11 PM IST
| NMDC 30SEP2025 72 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.97
Vega: 0.01
Theta: -0.03
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 76.53 | 4.85 | -0.25 | 20.30 | 35 | -13 | 313 | |||||||||
| 18 Sept | 76.73 | 5.35 | 1.3 | 26.54 | 83 | -30 | 326 | |||||||||
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| 14 Sept | 76.47 | 5 | 0.3 | 26.10 | 93 | -22 | 413 | |||||||||
| 17 Aug | 69.40 | 1.55 | -1.45 | 22.39 | 50 | 17 | 33 | |||||||||
For Nmdc Ltd. - strike price 72 expiring on 30SEP2025
Delta for 72 CE is 0.97
Historical price for 72 CE is as follows
On 21 Sept NMDC was trading at 76.53. The strike last trading price was 4.85, which was -0.25 lower than the previous day. The implied volatity was 20.30, the open interest changed by -13 which decreased total open position to 313
On 18 Sept NMDC was trading at 76.73. The strike last trading price was 5.35, which was 1.3 higher than the previous day. The implied volatity was 26.54, the open interest changed by -30 which decreased total open position to 326
On 14 Sept NMDC was trading at 76.47. The strike last trading price was 5, which was 0.3 higher than the previous day. The implied volatity was 26.10, the open interest changed by -22 which decreased total open position to 413
On 17 Aug NMDC was trading at 69.40. The strike last trading price was 1.55, which was -1.45 lower than the previous day. The implied volatity was 22.39, the open interest changed by 17 which increased total open position to 33
| NMDC 30SEP2025 72 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.10
Vega: 0.02
Theta: -0.03
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 76.53 | 0.2 | 0 | 30.15 | 96 | -12 | 436 |
| 18 Sept | 76.73 | 0.15 | -0.15 | 28.37 | 260 | -13 | 445 |
| 14 Sept | 76.47 | 0.3 | -0.2 | 26.22 | 450 | -40 | 506 |
| 17 Aug | 69.40 | 2.2 | 0 | 0.00 | 0 | 0 | 0 |
For Nmdc Ltd. - strike price 72 expiring on 30SEP2025
Delta for 72 PE is -0.10
Historical price for 72 PE is as follows
On 21 Sept NMDC was trading at 76.53. The strike last trading price was 0.2, which was 0 lower than the previous day. The implied volatity was 30.15, the open interest changed by -12 which decreased total open position to 436
On 18 Sept NMDC was trading at 76.73. The strike last trading price was 0.15, which was -0.15 lower than the previous day. The implied volatity was 28.37, the open interest changed by -13 which decreased total open position to 445
On 14 Sept NMDC was trading at 76.47. The strike last trading price was 0.3, which was -0.2 lower than the previous day. The implied volatity was 26.22, the open interest changed by -40 which decreased total open position to 506
On 17 Aug NMDC was trading at 69.40. The strike last trading price was 2.2, 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
