NMDC
Nmdc Ltd.
Historical option data for NMDC
21 Sep 2025 04:11 PM IST
| NMDC 30SEP2025 79 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.26
Vega: 0.04
Theta: -0.05
Gamma: 0.10
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 76.53 | 0.5 | -0.15 | 23.98 | 683 | -6 | 385 | |||||||||
| 18 Sept | 76.73 | 0.75 | 0.3 | 25.89 | 502 | 0 | 391 | |||||||||
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| 14 Sept | 76.47 | 0.75 | 0.05 | 23.87 | 907 | -83 | 376 | |||||||||
| 17 Aug | 69.40 | 2.25 | 0 | 9.73 | 0 | 0 | 0 | |||||||||
For Nmdc Ltd. - strike price 79 expiring on 30SEP2025
Delta for 79 CE is 0.26
Historical price for 79 CE is as follows
On 21 Sept NMDC was trading at 76.53. The strike last trading price was 0.5, which was -0.15 lower than the previous day. The implied volatity was 23.98, the open interest changed by -6 which decreased total open position to 385
On 18 Sept NMDC was trading at 76.73. The strike last trading price was 0.75, which was 0.3 higher than the previous day. The implied volatity was 25.89, the open interest changed by 0 which decreased total open position to 391
On 14 Sept NMDC was trading at 76.47. The strike last trading price was 0.75, which was 0.05 higher than the previous day. The implied volatity was 23.87, the open interest changed by -83 which decreased total open position to 376
On 17 Aug NMDC was trading at 69.40. The strike last trading price was 2.25, which was 0 lower than the previous day. The implied volatity was 9.73, the open interest changed by 0 which decreased total open position to 0
| NMDC 30SEP2025 79 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.72
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 | 2.7 | 0.05 | 25.97 | 144 | -3 | 53 |
| 18 Sept | 76.73 | 2.5 | -1.2 | 26.07 | 58 | 17 | 52 |
| 14 Sept | 76.47 | 3 | -0.65 | 23.68 | 65 | 3 | 46 |
| 17 Aug | 69.40 | 9.65 | 0 | - | 0 | 0 | 0 |
For Nmdc Ltd. - strike price 79 expiring on 30SEP2025
Delta for 79 PE is -0.72
Historical price for 79 PE is as follows
On 21 Sept NMDC was trading at 76.53. The strike last trading price was 2.7, which was 0.05 higher than the previous day. The implied volatity was 25.97, the open interest changed by -3 which decreased total open position to 53
On 18 Sept NMDC was trading at 76.73. The strike last trading price was 2.5, which was -1.2 lower than the previous day. The implied volatity was 26.07, the open interest changed by 17 which increased total open position to 52
On 14 Sept NMDC was trading at 76.47. The strike last trading price was 3, which was -0.65 lower than the previous day. The implied volatity was 23.68, the open interest changed by 3 which increased total open position to 46
On 17 Aug NMDC was trading at 69.40. 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
