NMDC
Nmdc Ltd.
Historical option data for NMDC
21 Sep 2025 04:11 PM IST
| NMDC 28OCT2025 78 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.48
Vega: 0.10
Theta: -0.04
Gamma: 0.07
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 76.53 | 2.1 | -0.15 | 23.45 | 119 | 46 | 79 | |||||||||
| 18 Sept | 76.73 | 2.3 | 0.55 | 23.33 | 23 | 8 | 30 | |||||||||
| 14 Sept | 76.47 | 1.9 | 0 | 20.45 | 1 | 1 | 6 | |||||||||
For Nmdc Ltd. - strike price 78 expiring on 28OCT2025
Delta for 78 CE is 0.48
Historical price for 78 CE is as follows
On 21 Sept NMDC was trading at 76.53. The strike last trading price was 2.1, which was -0.15 lower than the previous day. The implied volatity was 23.45, the open interest changed by 46 which increased total open position to 79
On 18 Sept NMDC was trading at 76.73. The strike last trading price was 2.3, which was 0.55 higher than the previous day. The implied volatity was 23.33, the open interest changed by 8 which increased total open position to 30
On 14 Sept NMDC was trading at 76.47. The strike last trading price was 1.9, which was 0 lower than the previous day. The implied volatity was 20.45, the open interest changed by 1 which increased total open position to 6
| NMDC 28OCT2025 78 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.52
Vega: 0.10
Theta: -0.02
Gamma: 0.06
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 76.53 | 2.85 | -6.8 | 25.74 | 34 | 24 | 24 |
| 18 Sept | 76.73 | 9.65 | 0 | - | 0 | 0 | 0 |
| 14 Sept | 76.47 | 9.65 | 0 | - | 0 | 0 | 0 |
For Nmdc Ltd. - strike price 78 expiring on 28OCT2025
Delta for 78 PE is -0.52
Historical price for 78 PE is as follows
On 21 Sept NMDC was trading at 76.53. The strike last trading price was 2.85, which was -6.8 lower than the previous day. The implied volatity was 25.74, the open interest changed by 24 which increased total open position to 24
On 18 Sept NMDC was trading at 76.73. The strike last trading price was 9.65, 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
On 14 Sept NMDC was trading at 76.47. The strike last trading price was 9.65, 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
