NMDC
Nmdc Ltd.
Historical option data for NMDC
21 Sep 2025 04:11 PM IST
| NMDC 30SEP2025 80 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.16
Vega: 0.03
Theta: -0.04
Gamma: 0.08
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 76.53 | 0.25 | -0.25 | 22.88 | 3,123 | -271 | 1,160 | |||||||||
| 18 Sept | 76.73 | 0.5 | 0.15 | 26.19 | 2,009 | -171 | 1,460 | |||||||||
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| 14 Sept | 76.47 | 0.5 | 0 | 23.73 | 2,485 | -30 | 1,441 | |||||||||
| 17 Aug | 69.40 | 0.3 | -0.3 | 26.70 | 195 | 88 | 198 | |||||||||
For Nmdc Ltd. - strike price 80 expiring on 30SEP2025
Delta for 80 CE is 0.16
Historical price for 80 CE is as follows
On 21 Sept NMDC was trading at 76.53. The strike last trading price was 0.25, which was -0.25 lower than the previous day. The implied volatity was 22.88, the open interest changed by -271 which decreased total open position to 1160
On 18 Sept NMDC was trading at 76.73. The strike last trading price was 0.5, which was 0.15 higher than the previous day. The implied volatity was 26.19, the open interest changed by -171 which decreased total open position to 1460
On 14 Sept NMDC was trading at 76.47. The strike last trading price was 0.5, which was 0 lower than the previous day. The implied volatity was 23.73, the open interest changed by -30 which decreased total open position to 1441
On 17 Aug NMDC was trading at 69.40. The strike last trading price was 0.3, which was -0.3 lower than the previous day. The implied volatity was 26.70, the open interest changed by 88 which increased total open position to 198
| NMDC 30SEP2025 80 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.79
Vega: 0.04
Theta: -0.03
Gamma: 0.08
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 76.53 | 3.6 | 0.1 | 28.23 | 111 | -20 | 110 |
| 18 Sept | 76.73 | 3.35 | -1 | 28.74 | 44 | 1 | 128 |
| 14 Sept | 76.47 | 3.8 | -0.45 | 24.58 | 122 | 0 | 165 |
| 17 Aug | 69.40 | 10.4 | -1.2 | 37.68 | 3 | 2 | 1 |
For Nmdc Ltd. - strike price 80 expiring on 30SEP2025
Delta for 80 PE is -0.79
Historical price for 80 PE is as follows
On 21 Sept NMDC was trading at 76.53. The strike last trading price was 3.6, which was 0.1 higher than the previous day. The implied volatity was 28.23, the open interest changed by -20 which decreased total open position to 110
On 18 Sept NMDC was trading at 76.73. The strike last trading price was 3.35, which was -1 lower than the previous day. The implied volatity was 28.74, the open interest changed by 1 which increased total open position to 128
On 14 Sept NMDC was trading at 76.47. The strike last trading price was 3.8, which was -0.45 lower than the previous day. The implied volatity was 24.58, the open interest changed by 0 which decreased total open position to 165
On 17 Aug NMDC was trading at 69.40. The strike last trading price was 10.4, which was -1.2 lower than the previous day. The implied volatity was 37.68, the open interest changed by 2 which increased total open position to 1
