NMDC
Nmdc Ltd.
Historical option data for NMDC
21 Sep 2025 04:11 PM IST
| NMDC 30SEP2025 86 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.03
Vega: 0.01
Theta: -0.01
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 76.53 | 0.05 | 0 | 33.90 | 37 | 33 | 46 | |||||||||
| 18 Sept | 76.73 | 0.05 | 0 | 31.14 | 15 | 2 | 13 | |||||||||
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| 14 Sept | 76.47 | 0.1 | -2 | 30.27 | 6 | 4 | 3 | |||||||||
For Nmdc Ltd. - strike price 86 expiring on 30SEP2025
Delta for 86 CE is 0.03
Historical price for 86 CE is as follows
On 21 Sept NMDC was trading at 76.53. The strike last trading price was 0.05, which was 0 lower than the previous day. The implied volatity was 33.90, the open interest changed by 33 which increased total open position to 46
On 18 Sept NMDC was trading at 76.73. The strike last trading price was 0.05, which was 0 lower than the previous day. The implied volatity was 31.14, the open interest changed by 2 which increased total open position to 13
On 14 Sept NMDC was trading at 76.47. The strike last trading price was 0.1, which was -2 lower than the previous day. The implied volatity was 30.27, the open interest changed by 4 which increased total open position to 3
| NMDC 30SEP2025 86 PE | |||||||
|---|---|---|---|---|---|---|---|
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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 | 10.1 | 0 | 0.00 | 0 | 0 | 0 |
| 18 Sept | 76.73 | 10.1 | 0 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 76.47 | 10.1 | -6.05 | 53.75 | 1 | 1 | 0 |
For Nmdc Ltd. - strike price 86 expiring on 30SEP2025
Delta for 86 PE is 0.00
Historical price for 86 PE is as follows
On 21 Sept NMDC was trading at 76.53. The strike last trading price was 10.1, 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 18 Sept NMDC was trading at 76.73. The strike last trading price was 10.1, 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 10.1, which was -6.05 lower than the previous day. The implied volatity was 53.75, the open interest changed by 1 which increased total open position to 0
