NMDC NMDC LTD.
NMDC LTD. — on this desk since 1 Oct 2010.
Prices before Thu 27 Oct 2022 are not comparable with today's. A corporate action in this security carries no published ratio, so nothing before that date can be put on the same share count — it is left out rather than shown unadjusted.
Option chain
| Calls | Strike | Puts | ||||||
|---|---|---|---|---|---|---|---|---|
| What happened | Price | Change in OI | Open interest | Open interest | Change in OI | Price | What happened | |
| — | — | — | — | 60 | 47,250 | 0 | 0.01 | — |
| — | — | — | — | 62 | 33,750 | 0 | 0.01 | — |
| — | — | — | — | 64 | 3,57,750 | −13,500 | 0.14 | short covering |
| long build-up | 6.33 | +94,500 | 1,01,250 | 65 | 8,91,000 | −54,000 | 0.19 | short covering |
| — | 5.09 | 0 | 2,02,500 | 66 | 7,62,750 | 0 | 0.15 | — |
| — | — | — | — | 67 | 3,44,250 | −33,750 | 0.37 | short covering |
| — | — | — | — | 68 | 8,91,000 | +1,62,000 | 0.54 | long build-up |
| — | 2.89 | +1,41,750 | 1,41,750 | 69 | 7,42,500 | +60,750 | 0.75 | long build-up |
| short build-up | 2.21 | +3,10,500 | 20,52,000 | 70 | 25,31,250 | +1,28,250 | 1.08 | long build-up |
| short build-up | 1.64 | +4,72,500 | 21,53,250 | 71at the money | 13,70,250 | +4,65,750 | 1.49 | long build-up |
| long unwinding | 1.18 | −94,500 | 40,02,750 | 72 | 29,22,750 | −3,57,750 | 2.00 | short covering |
| short build-up | 0.82 | +1,89,000 | 26,73,000 | 73 | 18,90,000 | −67,500 | 2.68 | short covering |
| short build-up | 0.57 | +20,250 | 29,76,750 | 74 | 15,93,000 | 0 | 3.51 | — |
| long unwinding | 0.40 | −33,750 | 74,79,000 | 75 | 26,73,000 | −6,750 | 4.34 | short covering |
| long unwinding | 0.30 | −60,750 | 19,44,000 | 76 | 7,69,500 | 0 | 5.39 | — |
| long unwinding | 0.22 | −94,500 | 56,22,750 | 77 | 18,49,500 | +6,750 | 6.14 | long build-up |
| long unwinding | 0.18 | −1,41,750 | 45,96,750 | 78 | 51,63,750 | 0 | 7.09 | — |
| short covering | 0.15 | −13,500 | 11,07,000 | 79 | 6,81,750 | 0 | 8.06 | — |
| long unwinding | 0.13 | −8,30,250 | 1,36,08,000wall | 80 | wall75,46,500 | −20,250 | 9.00 | short covering |
| long unwinding | 0.12 | −67,500 | 30,98,250 | 81 | 5,26,500 | 0 | 10.04 | — |
The options were priced for a move of about 4.4% by 27 Oct.
Open interest
Short build: price fell and open interest rose.
For this stock, 172 of 305 times the close 5 sessions later was higher.
Across every F&O stock, 58,860 of 1,16,717 times the close 5 sessions later was higher.
Basis, rollover and the ban
The future traded 0.44% above the share.
Not in the F&O ban this session; open interest stood at 96% of its market-wide limit.
Implied volatility
The options were priced for a move of about 4.4% by 27 Oct; over the sessions the desk holds it ranged 1.4–8.3%.
Option prices were dearer than 60 of the past 252 sessions.
Puts were priced dearer than calls the same distance out.
Show the recordHide the record
Implied and realised around results
No results meeting with an option chain on its eve yet.
The futures, session by session
| session | futures | implied move | basis | ban |
|---|---|---|---|---|
| Thu 15 Oct | short build | 4.4% | 0.44% | |
| Wed 14 Oct | short build | 4.4% | 0.62% | |
| Tue 13 Oct | short cover | 4.6% | 0.60% | |
| Mon 12 Oct | short build | 5.1% | 1.01% | |
| Fri 9 Oct | short cover | 4.9% | 0.11% | |
| Thu 8 Oct | short build | 5.6% | -0.06% | |
| Wed 7 Oct | short build | 5.4% | 0.08% | |
| Tue 6 Oct | short cover | 5.5% | 0.05% | |
| Mon 5 Oct | long unwind | 5.9% | 0.47% | |
| Thu 1 Oct | long unwind | 6.3% | -0.67% | |
| Wed 30 Sep | short build | 6.0% | -0.09% | |
| Tue 29 Sep | short build | 6.1% | -0.27% | |
| Mon 28 Sep | short build | 6.6% | -0.22% | |
| Fri 25 Sep | long unwind | 1.4% | -0.04% | |
| Thu 24 Sep | long unwind | 1.9% | 0.22% | |
| Wed 23 Sep | long build | 2.0% | 0.37% | |
| Tue 22 Sep | short build | 2.3% | -0.06% | |
| Mon 21 Sep | short build | 2.5% | 0.60% | |
| Fri 18 Sep | short build | 3.4% | 1.74% | |
| Thu 17 Sep | short cover | 3.4% | 0.62% |
After a name entered or left the ban
- This stock, on entering the ban: 3 of 4 times the close 5 sessions later was higher — too few to read much into.
- This stock, on leaving it: 3 of 4 times the close 5 sessions later was higher — too few to read much into.
- Every F&O stock, on entering the ban: 755 of 1,496 times the close 5 sessions later was higher.
- Every F&O stock, on leaving it: 747 of 1,496 times the close 5 sessions later was higher.
Before comparing across time
Open interest is in shares. Traded volume is in contracts before July 2024 and in shares after, so volumes are not compared across that change.
The lot size changed from 13,500 to 6,750 on 29 Oct 2025; contracts either side are compared in shares, not lots.