NMDC
Nmdc Ltd.
Historical option data for NMDC
21 Sep 2025 04:11 PM IST
| NMDC 30SEP2025 78 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.36
Vega: 0.05
Theta: -0.06
Gamma: 0.12
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
|
|
||||||||||||||||
| 21 Sept | 76.53 | 0.75 | -0.25 | 23.33 | 1,821 | 97 | 676 | |||||||||
| 18 Sept | 76.73 | 1.05 | 0.4 | 24.86 | 911 | 108 | 570 | |||||||||
| 14 Sept | 76.47 | 1.1 | 0.15 | 24.29 | 1,221 | 39 | 560 | |||||||||
| 17 Aug | 69.40 | 0.4 | -3.6 | 24.76 | 18 | 11 | 10 | |||||||||
For Nmdc Ltd. - strike price 78 expiring on 30SEP2025
Delta for 78 CE is 0.36
Historical price for 78 CE is as follows
On 21 Sept NMDC was trading at 76.53. The strike last trading price was 0.75, which was -0.25 lower than the previous day. The implied volatity was 23.33, the open interest changed by 97 which increased total open position to 676
On 18 Sept NMDC was trading at 76.73. The strike last trading price was 1.05, which was 0.4 higher than the previous day. The implied volatity was 24.86, the open interest changed by 108 which increased total open position to 570
On 14 Sept NMDC was trading at 76.47. The strike last trading price was 1.1, which was 0.15 higher than the previous day. The implied volatity was 24.29, the open interest changed by 39 which increased total open position to 560
On 17 Aug NMDC was trading at 69.40. The strike last trading price was 0.4, which was -3.6 lower than the previous day. The implied volatity was 24.76, the open interest changed by 11 which increased total open position to 10
| NMDC 30SEP2025 78 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.62
Vega: 0.05
Theta: -0.05
Gamma: 0.11
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 76.53 | 2.05 | 0.1 | 26.01 | 445 | 40 | 116 |
| 18 Sept | 76.73 | 1.9 | -0.8 | 26.79 | 156 | 3 | 75 |
| 14 Sept | 76.47 | 2.35 | -0.35 | 24.04 | 251 | 10 | 57 |
| 17 Aug | 69.40 | 10.2 | 0 | - | 0 | 0 | 0 |
For Nmdc Ltd. - strike price 78 expiring on 30SEP2025
Delta for 78 PE is -0.62
Historical price for 78 PE is as follows
On 21 Sept NMDC was trading at 76.53. The strike last trading price was 2.05, which was 0.1 higher than the previous day. The implied volatity was 26.01, the open interest changed by 40 which increased total open position to 116
On 18 Sept NMDC was trading at 76.73. The strike last trading price was 1.9, which was -0.8 lower than the previous day. The implied volatity was 26.79, the open interest changed by 3 which increased total open position to 75
On 14 Sept NMDC was trading at 76.47. The strike last trading price was 2.35, which was -0.35 lower than the previous day. The implied volatity was 24.04, the open interest changed by 10 which increased total open position to 57
On 17 Aug NMDC was trading at 69.40. The strike last trading price was 10.2, 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
