NMDC
Nmdc Ltd.
Historical option data for NMDC
21 Sep 2025 04:11 PM IST
| NMDC 30SEP2025 73 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.91
Vega: 0.02
Theta: -0.04
Gamma: 0.05
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 76.53 | 4 | -0.15 | 22.76 | 112 | -5 | 217 | |||||||||
|
|
||||||||||||||||
| 18 Sept | 76.73 | 4.4 | 1.05 | 24.54 | 148 | -10 | 224 | |||||||||
| 14 Sept | 76.47 | 4.2 | 0.3 | 26.63 | 251 | -15 | 270 | |||||||||
| 17 Aug | 69.40 | 2.25 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Nmdc Ltd. - strike price 73 expiring on 30SEP2025
Delta for 73 CE is 0.91
Historical price for 73 CE is as follows
On 21 Sept NMDC was trading at 76.53. The strike last trading price was 4, which was -0.15 lower than the previous day. The implied volatity was 22.76, the open interest changed by -5 which decreased total open position to 217
On 18 Sept NMDC was trading at 76.73. The strike last trading price was 4.4, which was 1.05 higher than the previous day. The implied volatity was 24.54, the open interest changed by -10 which decreased total open position to 224
On 14 Sept NMDC was trading at 76.47. The strike last trading price was 4.2, which was 0.3 higher than the previous day. The implied volatity was 26.63, the open interest changed by -15 which decreased total open position to 270
On 17 Aug NMDC was trading at 69.40. The strike last trading price was 2.25, 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
| NMDC 30SEP2025 73 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.13
Vega: 0.03
Theta: -0.03
Gamma: 0.06
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 76.53 | 0.25 | 0 | 27.43 | 712 | -41 | 772 |
| 18 Sept | 76.73 | 0.25 | -0.15 | 27.90 | 504 | -36 | 814 |
| 14 Sept | 76.47 | 0.45 | -0.15 | 25.73 | 559 | -19 | 861 |
| 17 Aug | 69.40 | 5.7 | 0 | - | 0 | 0 | 0 |
For Nmdc Ltd. - strike price 73 expiring on 30SEP2025
Delta for 73 PE is -0.13
Historical price for 73 PE is as follows
On 21 Sept NMDC was trading at 76.53. The strike last trading price was 0.25, which was 0 lower than the previous day. The implied volatity was 27.43, the open interest changed by -41 which decreased total open position to 772
On 18 Sept NMDC was trading at 76.73. The strike last trading price was 0.25, which was -0.15 lower than the previous day. The implied volatity was 27.90, the open interest changed by -36 which decreased total open position to 814
On 14 Sept NMDC was trading at 76.47. The strike last trading price was 0.45, which was -0.15 lower than the previous day. The implied volatity was 25.73, the open interest changed by -19 which decreased total open position to 861
On 17 Aug NMDC was trading at 69.40. The strike last trading price was 5.7, 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
