NMDC
Nmdc Ltd.
Historical option data for NMDC
21 Sep 2025 04:11 PM IST
| NMDC 30SEP2025 82 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.09
Vega: 0.02
Theta: -0.03
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 76.53 | 0.15 | -0.05 | 27.50 | 276 | -13 | 206 | |||||||||
| 18 Sept | 76.73 | 0.2 | 0.05 | 26.63 | 329 | 15 | 220 | |||||||||
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| 14 Sept | 76.47 | 0.25 | 0 | 25.09 | 389 | 3 | 183 | |||||||||
| 17 Aug | 69.40 | 0.2 | -0.2 | 27.65 | 16 | 9 | 12 | |||||||||
For Nmdc Ltd. - strike price 82 expiring on 30SEP2025
Delta for 82 CE is 0.09
Historical price for 82 CE is as follows
On 21 Sept NMDC was trading at 76.53. The strike last trading price was 0.15, which was -0.05 lower than the previous day. The implied volatity was 27.50, the open interest changed by -13 which decreased total open position to 206
On 18 Sept NMDC was trading at 76.73. The strike last trading price was 0.2, which was 0.05 higher than the previous day. The implied volatity was 26.63, the open interest changed by 15 which increased total open position to 220
On 14 Sept NMDC was trading at 76.47. The strike last trading price was 0.25, which was 0 lower than the previous day. The implied volatity was 25.09, the open interest changed by 3 which increased total open position to 183
On 17 Aug NMDC was trading at 69.40. The strike last trading price was 0.2, which was -0.2 lower than the previous day. The implied volatity was 27.65, the open interest changed by 9 which increased total open position to 12
| NMDC 30SEP2025 82 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 76.53 | 5.3 | -0.1 | 0.00 | 0 | 0 | 0 |
| 18 Sept | 76.73 | 5.3 | -1.1 | 37.62 | 3 | 0 | 33 |
| 14 Sept | 76.47 | 5.45 | -0.55 | 23.68 | 30 | 11 | 39 |
| 17 Aug | 69.40 | 13.05 | 0 | - | 0 | 0 | 0 |
For Nmdc Ltd. - strike price 82 expiring on 30SEP2025
Delta for 82 PE is 0.00
Historical price for 82 PE is as follows
On 21 Sept NMDC was trading at 76.53. The strike last trading price was 5.3, which was -0.1 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 18 Sept NMDC was trading at 76.73. The strike last trading price was 5.3, which was -1.1 lower than the previous day. The implied volatity was 37.62, the open interest changed by 0 which decreased total open position to 33
On 14 Sept NMDC was trading at 76.47. The strike last trading price was 5.45, which was -0.55 lower than the previous day. The implied volatity was 23.68, the open interest changed by 11 which increased total open position to 39
On 17 Aug NMDC was trading at 69.40. The strike last trading price was 13.05, 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
