NMDC
Nmdc Ltd.
Historical option data for NMDC
21 Sep 2025 04:11 PM IST
| NMDC 30SEP2025 74 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.83
Vega: 0.03
Theta: -0.05
Gamma: 0.08
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 76.53 | 3.1 | -0.3 | 22.93 | 215 | -48 | 369 | |||||||||
| 18 Sept | 76.73 | 3.6 | 1.05 | 26.24 | 218 | -11 | 416 | |||||||||
| 14 Sept | 76.47 | 3.3 | 0.25 | 23.90 | 439 | -59 | 474 | |||||||||
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| 17 Aug | 69.40 | 0.95 | -0.9 | 22.59 | 43 | 15 | 35 | |||||||||
For Nmdc Ltd. - strike price 74 expiring on 30SEP2025
Delta for 74 CE is 0.83
Historical price for 74 CE is as follows
On 21 Sept NMDC was trading at 76.53. The strike last trading price was 3.1, which was -0.3 lower than the previous day. The implied volatity was 22.93, the open interest changed by -48 which decreased total open position to 369
On 18 Sept NMDC was trading at 76.73. The strike last trading price was 3.6, which was 1.05 higher than the previous day. The implied volatity was 26.24, the open interest changed by -11 which decreased total open position to 416
On 14 Sept NMDC was trading at 76.47. The strike last trading price was 3.3, which was 0.25 higher than the previous day. The implied volatity was 23.90, the open interest changed by -59 which decreased total open position to 474
On 17 Aug NMDC was trading at 69.40. The strike last trading price was 0.95, which was -0.9 lower than the previous day. The implied volatity was 22.59, the open interest changed by 15 which increased total open position to 35
| NMDC 30SEP2025 74 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.20
Vega: 0.04
Theta: -0.04
Gamma: 0.08
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 76.53 | 0.4 | 0 | 26.39 | 405 | -77 | 589 |
| 18 Sept | 76.73 | 0.35 | -0.3 | 26.04 | 583 | 22 | 665 |
| 14 Sept | 76.47 | 0.6 | -0.2 | 24.16 | 759 | -28 | 657 |
| 17 Aug | 69.40 | 7.65 | 0 | - | 0 | 0 | 0 |
For Nmdc Ltd. - strike price 74 expiring on 30SEP2025
Delta for 74 PE is -0.20
Historical price for 74 PE is as follows
On 21 Sept NMDC was trading at 76.53. The strike last trading price was 0.4, which was 0 lower than the previous day. The implied volatity was 26.39, the open interest changed by -77 which decreased total open position to 589
On 18 Sept NMDC was trading at 76.73. The strike last trading price was 0.35, which was -0.3 lower than the previous day. The implied volatity was 26.04, the open interest changed by 22 which increased total open position to 665
On 14 Sept NMDC was trading at 76.47. The strike last trading price was 0.6, which was -0.2 lower than the previous day. The implied volatity was 24.16, the open interest changed by -28 which decreased total open position to 657
On 17 Aug NMDC was trading at 69.40. The strike last trading price was 7.65, 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
