NMDC
Nmdc Ltd.
Historical option data for NMDC
21 Sep 2025 04:11 PM IST
| NMDC 30SEP2025 76 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.62
Vega: 0.05
Theta: -0.06
Gamma: 0.13
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 76.53 | 1.65 | -0.2 | 22.56 | 929 | -44 | 397 | |||||||||
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| 18 Sept | 76.73 | 2.05 | 0.7 | 24.13 | 1,176 | -130 | 447 | |||||||||
| 14 Sept | 76.47 | 1.95 | 0.15 | 23.20 | 1,423 | -80 | 448 | |||||||||
| 17 Aug | 69.40 | 0.7 | -0.7 | 24.89 | 18 | -3 | 15 | |||||||||
For Nmdc Ltd. - strike price 76 expiring on 30SEP2025
Delta for 76 CE is 0.62
Historical price for 76 CE is as follows
On 21 Sept NMDC was trading at 76.53. The strike last trading price was 1.65, which was -0.2 lower than the previous day. The implied volatity was 22.56, the open interest changed by -44 which decreased total open position to 397
On 18 Sept NMDC was trading at 76.73. The strike last trading price was 2.05, which was 0.7 higher than the previous day. The implied volatity was 24.13, the open interest changed by -130 which decreased total open position to 447
On 14 Sept NMDC was trading at 76.47. The strike last trading price was 1.95, which was 0.15 higher than the previous day. The implied volatity was 23.20, the open interest changed by -80 which decreased total open position to 448
On 17 Aug NMDC was trading at 69.40. The strike last trading price was 0.7, which was -0.7 lower than the previous day. The implied volatity was 24.89, the open interest changed by -3 which decreased total open position to 15
| NMDC 30SEP2025 76 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.39
Vega: 0.05
Theta: -0.05
Gamma: 0.12
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 76.53 | 0.9 | 0 | 24.10 | 662 | -43 | 343 |
| 18 Sept | 76.73 | 0.9 | -0.5 | 26.05 | 830 | -96 | 388 |
| 14 Sept | 76.47 | 1.2 | -0.4 | 22.80 | 1,107 | 84 | 431 |
| 17 Aug | 69.40 | 6.3 | 0 | 0.00 | 0 | 0 | 0 |
For Nmdc Ltd. - strike price 76 expiring on 30SEP2025
Delta for 76 PE is -0.39
Historical price for 76 PE is as follows
On 21 Sept NMDC was trading at 76.53. The strike last trading price was 0.9, which was 0 lower than the previous day. The implied volatity was 24.10, the open interest changed by -43 which decreased total open position to 343
On 18 Sept NMDC was trading at 76.73. The strike last trading price was 0.9, which was -0.5 lower than the previous day. The implied volatity was 26.05, the open interest changed by -96 which decreased total open position to 388
On 14 Sept NMDC was trading at 76.47. The strike last trading price was 1.2, which was -0.4 lower than the previous day. The implied volatity was 22.80, the open interest changed by 84 which increased total open position to 431
On 17 Aug NMDC was trading at 69.40. The strike last trading price was 6.3, 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
