NMDC
Nmdc Ltd.
Historical option data for NMDC
21 Sep 2025 04:11 PM IST
| NMDC 30SEP2025 75 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.75
Vega: 0.04
Theta: -0.06
Gamma: 0.11
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 76.53 | 2.3 | -0.2 | 21.39 | 1,096 | -64 | 1,405 | |||||||||
| 18 Sept | 76.73 | 2.7 | 0.85 | 23.22 | 1,204 | 24 | 1,469 | |||||||||
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| 14 Sept | 76.47 | 2.55 | 0.15 | 23.04 | 1,311 | -55 | 1,561 | |||||||||
| 17 Aug | 69.40 | 0.8 | -0.8 | 23.60 | 386 | -75 | 151 | |||||||||
For Nmdc Ltd. - strike price 75 expiring on 30SEP2025
Delta for 75 CE is 0.75
Historical price for 75 CE is as follows
On 21 Sept NMDC was trading at 76.53. The strike last trading price was 2.3, which was -0.2 lower than the previous day. The implied volatity was 21.39, the open interest changed by -64 which decreased total open position to 1405
On 18 Sept NMDC was trading at 76.73. The strike last trading price was 2.7, which was 0.85 higher than the previous day. The implied volatity was 23.22, the open interest changed by 24 which increased total open position to 1469
On 14 Sept NMDC was trading at 76.47. The strike last trading price was 2.55, which was 0.15 higher than the previous day. The implied volatity was 23.04, the open interest changed by -55 which decreased total open position to 1561
On 17 Aug NMDC was trading at 69.40. The strike last trading price was 0.8, which was -0.8 lower than the previous day. The implied volatity was 23.60, the open interest changed by -75 which decreased total open position to 151
| NMDC 30SEP2025 75 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.27
Vega: 0.04
Theta: -0.04
Gamma: 0.10
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 76.53 | 0.55 | 0 | 24.30 | 690 | 63 | 1,193 |
| 18 Sept | 76.73 | 0.55 | -0.4 | 25.42 | 1,223 | -40 | 1,123 |
| 14 Sept | 76.47 | 0.85 | -0.3 | 23.35 | 1,265 | 158 | 1,074 |
| 17 Aug | 69.40 | 6.05 | 1.85 | 32.09 | 8 | 3 | 12 |
For Nmdc Ltd. - strike price 75 expiring on 30SEP2025
Delta for 75 PE is -0.27
Historical price for 75 PE is as follows
On 21 Sept NMDC was trading at 76.53. The strike last trading price was 0.55, which was 0 lower than the previous day. The implied volatity was 24.30, the open interest changed by 63 which increased total open position to 1193
On 18 Sept NMDC was trading at 76.73. The strike last trading price was 0.55, which was -0.4 lower than the previous day. The implied volatity was 25.42, the open interest changed by -40 which decreased total open position to 1123
On 14 Sept NMDC was trading at 76.47. The strike last trading price was 0.85, which was -0.3 lower than the previous day. The implied volatity was 23.35, the open interest changed by 158 which increased total open position to 1074
On 17 Aug NMDC was trading at 69.40. The strike last trading price was 6.05, which was 1.85 higher than the previous day. The implied volatity was 32.09, the open interest changed by 3 which increased total open position to 12
