NMDC
Nmdc Ltd.
Historical option data for NMDC
21 Sep 2025 04:11 PM IST
| NMDC 30SEP2025 77 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.49
Vega: 0.05
Theta: -0.06
Gamma: 0.13
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 76.53 | 1.15 | -0.2 | 22.74 | 2,585 | 68 | 758 | |||||||||
| 18 Sept | 76.73 | 1.5 | 0.55 | 24.64 | 1,408 | 62 | 677 | |||||||||
| 14 Sept | 76.47 | 1.45 | 0.1 | 23.35 | 1,700 | 36 | 582 | |||||||||
| 17 Aug | 69.40 | 0.5 | -2.3 | 24.29 | 19 | 12 | 11 | |||||||||
For Nmdc Ltd. - strike price 77 expiring on 30SEP2025
Delta for 77 CE is 0.49
Historical price for 77 CE is as follows
On 21 Sept NMDC was trading at 76.53. The strike last trading price was 1.15, which was -0.2 lower than the previous day. The implied volatity was 22.74, the open interest changed by 68 which increased total open position to 758
On 18 Sept NMDC was trading at 76.73. The strike last trading price was 1.5, which was 0.55 higher than the previous day. The implied volatity was 24.64, the open interest changed by 62 which increased total open position to 677
On 14 Sept NMDC was trading at 76.47. The strike last trading price was 1.45, which was 0.1 higher than the previous day. The implied volatity was 23.35, the open interest changed by 36 which increased total open position to 582
On 17 Aug NMDC was trading at 69.40. The strike last trading price was 0.5, which was -2.3 lower than the previous day. The implied volatity was 24.29, the open interest changed by 12 which increased total open position to 11
| NMDC 30SEP2025 77 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.51
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 | 1.35 | -0.05 | 24.28 | 1,567 | 125 | 343 |
| 18 Sept | 76.73 | 1.3 | -0.75 | 25.59 | 360 | 60 | 213 |
| 14 Sept | 76.47 | 1.75 | -0.3 | 23.78 | 566 | 84 | 179 |
| 17 Aug | 69.40 | 8.25 | 0 | - | 0 | 0 | 0 |
For Nmdc Ltd. - strike price 77 expiring on 30SEP2025
Delta for 77 PE is -0.51
Historical price for 77 PE is as follows
On 21 Sept NMDC was trading at 76.53. The strike last trading price was 1.35, which was -0.05 lower than the previous day. The implied volatity was 24.28, the open interest changed by 125 which increased total open position to 343
On 18 Sept NMDC was trading at 76.73. The strike last trading price was 1.3, which was -0.75 lower than the previous day. The implied volatity was 25.59, the open interest changed by 60 which increased total open position to 213
On 14 Sept NMDC was trading at 76.47. The strike last trading price was 1.75, which was -0.3 lower than the previous day. The implied volatity was 23.78, the open interest changed by 84 which increased total open position to 179
On 17 Aug NMDC was trading at 69.40. The strike last trading price was 8.25, 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
