NMDC
Nmdc Ltd.
Historical option data for NMDC
24 Dec 2025 04:11 PM IST
| NMDC 27-JAN-2026 77 CE | ||||||||||||||||
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Delta: 0.77
Vega: 0.07
Theta: -0.05
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Dec | 81.43 | 5.95 | 0.17 | 29.36 | 31 | -15 | 203 | |||||||||
| 23 Dec | 81.53 | 5.78 | 2.24 | 22.56 | 310 | 77 | 218 | |||||||||
| 22 Dec | 78.52 | 3.6 | 1.36 | 23.34 | 140 | 28 | 140 | |||||||||
| 19 Dec | 76.30 | 2.23 | -0.25 | 21.83 | 85 | 51 | 112 | |||||||||
| 18 Dec | 76.51 | 2.45 | -0.46 | 22.85 | 77 | 35 | 60 | |||||||||
| 17 Dec | 77.28 | 2.9 | 0 | 22.93 | 15 | 3 | 24 | |||||||||
| 16 Dec | 77.15 | 2.9 | -0.5 | 23.79 | 14 | 1 | 11 | |||||||||
| 15 Dec | 78.55 | 3.4 | 0.17 | 19.21 | 1 | 0 | 11 | |||||||||
| 12 Dec | 77.94 | 3.23 | 1.28 | 19.42 | 3 | -1 | 10 | |||||||||
| 11 Dec | 75.31 | 1.95 | -1 | - | 0 | 0 | 11 | |||||||||
| 10 Dec | 74.41 | 1.95 | -1 | - | 0 | 0 | 11 | |||||||||
| 9 Dec | 74.83 | 1.95 | -1 | - | 0 | 3 | 0 | |||||||||
| 8 Dec | 74.66 | 1.95 | -1 | 23.57 | 5 | 3 | 11 | |||||||||
| 5 Dec | 76.46 | 2.95 | -0.05 | 23.32 | 5 | 2 | 8 | |||||||||
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| 4 Dec | 75.97 | 3 | 0.25 | 25.33 | 1 | 0 | 7 | |||||||||
| 3 Dec | 76.05 | 2.75 | -0.19 | 22.29 | 3 | 1 | 6 | |||||||||
| 2 Dec | 76.09 | 2.94 | 0.12 | 23.97 | 5 | 3 | 4 | |||||||||
| 1 Dec | 75.39 | 2.82 | -0.27 | 25.17 | 1 | 0 | 0 | |||||||||
| 28 Nov | 73.92 | 3.09 | 0 | 2.24 | 0 | 0 | 0 | |||||||||
| 27 Nov | 74.21 | 3.09 | 0 | 1.74 | 0 | 0 | 0 | |||||||||
| 26 Nov | 74.29 | 3.09 | 0 | 1.74 | 0 | 0 | 0 | |||||||||
For Nmdc Ltd. - strike price 77 expiring on 27JAN2026
Delta for 77 CE is 0.77
Historical price for 77 CE is as follows
On 24 Dec NMDC was trading at 81.43. The strike last trading price was 5.95, which was 0.17 higher than the previous day. The implied volatity was 29.36, the open interest changed by -15 which decreased total open position to 203
On 23 Dec NMDC was trading at 81.53. The strike last trading price was 5.78, which was 2.24 higher than the previous day. The implied volatity was 22.56, the open interest changed by 77 which increased total open position to 218
On 22 Dec NMDC was trading at 78.52. The strike last trading price was 3.6, which was 1.36 higher than the previous day. The implied volatity was 23.34, the open interest changed by 28 which increased total open position to 140
On 19 Dec NMDC was trading at 76.30. The strike last trading price was 2.23, which was -0.25 lower than the previous day. The implied volatity was 21.83, the open interest changed by 51 which increased total open position to 112
On 18 Dec NMDC was trading at 76.51. The strike last trading price was 2.45, which was -0.46 lower than the previous day. The implied volatity was 22.85, the open interest changed by 35 which increased total open position to 60
On 17 Dec NMDC was trading at 77.28. The strike last trading price was 2.9, which was 0 lower than the previous day. The implied volatity was 22.93, the open interest changed by 3 which increased total open position to 24
On 16 Dec NMDC was trading at 77.15. The strike last trading price was 2.9, which was -0.5 lower than the previous day. The implied volatity was 23.79, the open interest changed by 1 which increased total open position to 11
On 15 Dec NMDC was trading at 78.55. The strike last trading price was 3.4, which was 0.17 higher than the previous day. The implied volatity was 19.21, the open interest changed by 0 which decreased total open position to 11
On 12 Dec NMDC was trading at 77.94. The strike last trading price was 3.23, which was 1.28 higher than the previous day. The implied volatity was 19.42, the open interest changed by -1 which decreased total open position to 10
On 11 Dec NMDC was trading at 75.31. The strike last trading price was 1.95, which was -1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11
On 10 Dec NMDC was trading at 74.41. The strike last trading price was 1.95, which was -1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11
On 9 Dec NMDC was trading at 74.83. The strike last trading price was 1.95, which was -1 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0
On 8 Dec NMDC was trading at 74.66. The strike last trading price was 1.95, which was -1 lower than the previous day. The implied volatity was 23.57, the open interest changed by 3 which increased total open position to 11
On 5 Dec NMDC was trading at 76.46. The strike last trading price was 2.95, which was -0.05 lower than the previous day. The implied volatity was 23.32, the open interest changed by 2 which increased total open position to 8
On 4 Dec NMDC was trading at 75.97. The strike last trading price was 3, which was 0.25 higher than the previous day. The implied volatity was 25.33, the open interest changed by 0 which decreased total open position to 7
On 3 Dec NMDC was trading at 76.05. The strike last trading price was 2.75, which was -0.19 lower than the previous day. The implied volatity was 22.29, the open interest changed by 1 which increased total open position to 6
On 2 Dec NMDC was trading at 76.09. The strike last trading price was 2.94, which was 0.12 higher than the previous day. The implied volatity was 23.97, the open interest changed by 3 which increased total open position to 4
On 1 Dec NMDC was trading at 75.39. The strike last trading price was 2.82, which was -0.27 lower than the previous day. The implied volatity was 25.17, the open interest changed by 0 which decreased total open position to 0
On 28 Nov NMDC was trading at 73.92. The strike last trading price was 3.09, which was 0 lower than the previous day. The implied volatity was 2.24, the open interest changed by 0 which decreased total open position to 0
On 27 Nov NMDC was trading at 74.21. The strike last trading price was 3.09, which was 0 lower than the previous day. The implied volatity was 1.74, the open interest changed by 0 which decreased total open position to 0
On 26 Nov NMDC was trading at 74.29. The strike last trading price was 3.09, which was 0 lower than the previous day. The implied volatity was 1.74, the open interest changed by 0 which decreased total open position to 0
| NMDC 27JAN2026 77 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.21
Vega: 0.07
Theta: -0.02
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Dec | 81.43 | 0.82 | 0.09 | 26.82 | 135 | 13 | 175 |
| 23 Dec | 81.53 | 0.76 | -0.72 | 26.57 | 255 | 81 | 162 |
| 22 Dec | 78.52 | 1.48 | -0.94 | 25.41 | 132 | 10 | 80 |
| 19 Dec | 76.30 | 2.42 | 0.1 | 24.94 | 14 | 5 | 70 |
| 18 Dec | 76.51 | 2.32 | 0.14 | 24.44 | 53 | 41 | 65 |
| 17 Dec | 77.28 | 2.18 | -0.09 | 26.00 | 7 | 4 | 24 |
| 16 Dec | 77.15 | 2.27 | 0.27 | 25.74 | 3 | -1 | 20 |
| 15 Dec | 78.55 | 2 | 0.1 | 28.56 | 5 | 2 | 21 |
| 12 Dec | 77.94 | 1.9 | -0.75 | 25.35 | 21 | 15 | 19 |
| 11 Dec | 75.31 | 2.65 | -0.4 | - | 0 | 0 | 4 |
| 10 Dec | 74.41 | 2.65 | -0.4 | - | 0 | 0 | 4 |
| 9 Dec | 74.83 | 2.65 | -0.4 | - | 0 | 0 | 0 |
| 8 Dec | 74.66 | 2.65 | -0.4 | - | 0 | 0 | 4 |
| 5 Dec | 76.46 | 2.65 | -0.4 | - | 0 | 1 | 0 |
| 4 Dec | 75.97 | 2.65 | -0.4 | 23.06 | 1 | 0 | 3 |
| 3 Dec | 76.05 | 3.05 | -3.54 | - | 0 | 3 | 0 |
| 2 Dec | 76.09 | 3.05 | -3.54 | 26.84 | 4 | 2 | 2 |
| 1 Dec | 75.39 | 6.59 | 0 | - | 0 | 0 | 0 |
| 28 Nov | 73.92 | 6.59 | 0 | - | 0 | 0 | 0 |
| 27 Nov | 74.21 | 6.59 | 0 | - | 0 | 0 | 0 |
| 26 Nov | 74.29 | 6.59 | 0 | - | 0 | 0 | 0 |
For Nmdc Ltd. - strike price 77 expiring on 27JAN2026
Delta for 77 PE is -0.21
Historical price for 77 PE is as follows
On 24 Dec NMDC was trading at 81.43. The strike last trading price was 0.82, which was 0.09 higher than the previous day. The implied volatity was 26.82, the open interest changed by 13 which increased total open position to 175
On 23 Dec NMDC was trading at 81.53. The strike last trading price was 0.76, which was -0.72 lower than the previous day. The implied volatity was 26.57, the open interest changed by 81 which increased total open position to 162
On 22 Dec NMDC was trading at 78.52. The strike last trading price was 1.48, which was -0.94 lower than the previous day. The implied volatity was 25.41, the open interest changed by 10 which increased total open position to 80
On 19 Dec NMDC was trading at 76.30. The strike last trading price was 2.42, which was 0.1 higher than the previous day. The implied volatity was 24.94, the open interest changed by 5 which increased total open position to 70
On 18 Dec NMDC was trading at 76.51. The strike last trading price was 2.32, which was 0.14 higher than the previous day. The implied volatity was 24.44, the open interest changed by 41 which increased total open position to 65
On 17 Dec NMDC was trading at 77.28. The strike last trading price was 2.18, which was -0.09 lower than the previous day. The implied volatity was 26.00, the open interest changed by 4 which increased total open position to 24
On 16 Dec NMDC was trading at 77.15. The strike last trading price was 2.27, which was 0.27 higher than the previous day. The implied volatity was 25.74, the open interest changed by -1 which decreased total open position to 20
On 15 Dec NMDC was trading at 78.55. The strike last trading price was 2, which was 0.1 higher than the previous day. The implied volatity was 28.56, the open interest changed by 2 which increased total open position to 21
On 12 Dec NMDC was trading at 77.94. The strike last trading price was 1.9, which was -0.75 lower than the previous day. The implied volatity was 25.35, the open interest changed by 15 which increased total open position to 19
On 11 Dec NMDC was trading at 75.31. The strike last trading price was 2.65, which was -0.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 10 Dec NMDC was trading at 74.41. The strike last trading price was 2.65, which was -0.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 9 Dec NMDC was trading at 74.83. The strike last trading price was 2.65, which was -0.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 8 Dec NMDC was trading at 74.66. The strike last trading price was 2.65, which was -0.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 5 Dec NMDC was trading at 76.46. The strike last trading price was 2.65, which was -0.4 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 4 Dec NMDC was trading at 75.97. The strike last trading price was 2.65, which was -0.4 lower than the previous day. The implied volatity was 23.06, the open interest changed by 0 which decreased total open position to 3
On 3 Dec NMDC was trading at 76.05. The strike last trading price was 3.05, which was -3.54 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0
On 2 Dec NMDC was trading at 76.09. The strike last trading price was 3.05, which was -3.54 lower than the previous day. The implied volatity was 26.84, the open interest changed by 2 which increased total open position to 2
On 1 Dec NMDC was trading at 75.39. The strike last trading price was 6.59, 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
On 28 Nov NMDC was trading at 73.92. The strike last trading price was 6.59, 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
On 27 Nov NMDC was trading at 74.21. The strike last trading price was 6.59, 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
On 26 Nov NMDC was trading at 74.29. The strike last trading price was 6.59, 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































































































































































































































