NMDC
Nmdc Ltd.
Historical option data for NMDC
21 Sep 2025 04:11 PM IST
| NMDC 30SEP2025 81 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.10
Vega: 0.02
Theta: -0.03
Gamma: 0.06
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 76.53 | 0.15 | -0.2 | 23.41 | 465 | -31 | 388 | |||||||||
| 18 Sept | 76.73 | 0.35 | 0.1 | 27.22 | 227 | 31 | 419 | |||||||||
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| 14 Sept | 76.47 | 0.4 | 0.05 | 25.47 | 232 | 74 | 368 | |||||||||
| 17 Aug | 69.40 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Nmdc Ltd. - strike price 81 expiring on 30SEP2025
Delta for 81 CE is 0.10
Historical price for 81 CE is as follows
On 21 Sept NMDC was trading at 76.53. The strike last trading price was 0.15, which was -0.2 lower than the previous day. The implied volatity was 23.41, the open interest changed by -31 which decreased total open position to 388
On 18 Sept NMDC was trading at 76.73. The strike last trading price was 0.35, which was 0.1 higher than the previous day. The implied volatity was 27.22, the open interest changed by 31 which increased total open position to 419
On 14 Sept NMDC was trading at 76.47. The strike last trading price was 0.4, which was 0.05 higher than the previous day. The implied volatity was 25.47, the open interest changed by 74 which increased total open position to 368
On 17 Aug NMDC was trading at 69.40. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
| NMDC 30SEP2025 81 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.80
Vega: 0.04
Theta: -0.04
Gamma: 0.06
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 76.53 | 4.6 | -0.95 | 34.37 | 28 | -13 | 10 |
| 18 Sept | 76.73 | 5.55 | 0 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 76.47 | 4.55 | -0.5 | 23.05 | 46 | 10 | 28 |
| 17 Aug | 69.40 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Nmdc Ltd. - strike price 81 expiring on 30SEP2025
Delta for 81 PE is -0.80
Historical price for 81 PE is as follows
On 21 Sept NMDC was trading at 76.53. The strike last trading price was 4.6, which was -0.95 lower than the previous day. The implied volatity was 34.37, the open interest changed by -13 which decreased total open position to 10
On 18 Sept NMDC was trading at 76.73. The strike last trading price was 5.55, which was 0 lower than the previous day. The implied volatity was 0.00, 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 4.55, which was -0.5 lower than the previous day. The implied volatity was 23.05, the open interest changed by 10 which increased total open position to 28
On 17 Aug NMDC was trading at 69.40. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
