NMDC
Nmdc Ltd.
Historical option data for NMDC
21 Sep 2025 04:11 PM IST
| NMDC 30SEP2025 84 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.03
Vega: 0.01
Theta: -0.01
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 76.53 | 0.05 | -0.05 | 27.92 | 493 | -61 | 520 | |||||||||
| 18 Sept | 76.73 | 0.1 | 0.05 | 29.04 | 33 | -7 | 581 | |||||||||
| 14 Sept | 76.47 | 0.15 | 0.05 | 27.56 | 313 | 22 | 647 | |||||||||
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| 17 Aug | 69.40 | 0.15 | -0.1 | 29.43 | 29 | 17 | 122 | |||||||||
For Nmdc Ltd. - strike price 84 expiring on 30SEP2025
Delta for 84 CE is 0.03
Historical price for 84 CE is as follows
On 21 Sept NMDC was trading at 76.53. The strike last trading price was 0.05, which was -0.05 lower than the previous day. The implied volatity was 27.92, the open interest changed by -61 which decreased total open position to 520
On 18 Sept NMDC was trading at 76.73. The strike last trading price was 0.1, which was 0.05 higher than the previous day. The implied volatity was 29.04, the open interest changed by -7 which decreased total open position to 581
On 14 Sept NMDC was trading at 76.47. The strike last trading price was 0.15, which was 0.05 higher than the previous day. The implied volatity was 27.56, the open interest changed by 22 which increased total open position to 647
On 17 Aug NMDC was trading at 69.40. The strike last trading price was 0.15, which was -0.1 lower than the previous day. The implied volatity was 29.43, the open interest changed by 17 which increased total open position to 122
| NMDC 30SEP2025 84 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.91
Vega: 0.02
Theta: -0.02
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 76.53 | 7.35 | 0.35 | 37.44 | 64 | -48 | 483 |
| 18 Sept | 76.73 | 6.9 | -1.55 | 32.97 | 67 | -51 | 529 |
| 14 Sept | 76.47 | 7.35 | -0.5 | 25.91 | 35 | -4 | 630 |
| 17 Aug | 69.40 | 12.45 | 0 | 0.00 | 0 | 0 | 0 |
For Nmdc Ltd. - strike price 84 expiring on 30SEP2025
Delta for 84 PE is -0.91
Historical price for 84 PE is as follows
On 21 Sept NMDC was trading at 76.53. The strike last trading price was 7.35, which was 0.35 higher than the previous day. The implied volatity was 37.44, the open interest changed by -48 which decreased total open position to 483
On 18 Sept NMDC was trading at 76.73. The strike last trading price was 6.9, which was -1.55 lower than the previous day. The implied volatity was 32.97, the open interest changed by -51 which decreased total open position to 529
On 14 Sept NMDC was trading at 76.47. The strike last trading price was 7.35, which was -0.5 lower than the previous day. The implied volatity was 25.91, the open interest changed by -4 which decreased total open position to 630
On 17 Aug NMDC was trading at 69.40. The strike last trading price was 12.45, 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
