NMDC
Nmdc Ltd.
Historical option data for NMDC
04 Feb 2026 11:11 AM IST
| NMDC 24-FEB-2026 81 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.71
Vega: 0.07
Theta: -0.08
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 4 Feb | 84.48 | 5.4 | 1.95 | 39.11 | 708 | -131 | 631 | |||||||||
| 3 Feb | 81.65 | 3.24 | -0.31 | 35.76 | 1,389 | 61 | 763 | |||||||||
| 2 Feb | 81.44 | 3.8 | 0.62 | 38.45 | 1,139 | 24 | 710 | |||||||||
| 1 Feb | 80.38 | 3.29 | -0.36 | 42.12 | 864 | 29 | 686 | |||||||||
| 30 Jan | 81.21 | 3.44 | -2.43 | 37.46 | 1,376 | 102 | 662 | |||||||||
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| 29 Jan | 84.60 | 5.83 | 2.32 | 37.89 | 276 | -22 | 560 | |||||||||
| 28 Jan | 81.52 | 3.54 | 1.02 | 33.04 | 1,631 | 382 | 582 | |||||||||
| 27 Jan | 78.84 | 2.71 | 1.03 | 36.54 | 324 | 46 | 202 | |||||||||
| 23 Jan | 76.36 | 1.63 | -0.78 | 35.53 | 115 | 65 | 156 | |||||||||
| 22 Jan | 78.23 | 2.43 | -0.01 | 35.19 | 33 | 20 | 90 | |||||||||
| 21 Jan | 78.64 | 2.44 | -0.01 | 31.91 | 86 | 47 | 61 | |||||||||
| 20 Jan | 78.84 | 2.4 | -1.5 | 33.36 | 14 | 3 | 5 | |||||||||
| 19 Jan | 81.39 | 3.9 | -1.35 | 33.5 | 2 | 0 | 1 | |||||||||
| 16 Jan | 82.74 | 5.25 | -1.25 | - | 0 | 0 | 1 | |||||||||
| 14 Jan | 83.85 | 5.25 | -1.25 | 28.53 | 1 | 0 | 0 | |||||||||
| 13 Jan | 82.12 | 6.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Jan | 81.76 | 6.5 | 0 | 0.21 | 0 | 0 | 0 | |||||||||
| 9 Jan | 80.48 | 6.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 8 Jan | 81.59 | 6.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 Jan | 86.16 | 6.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Jan | 83.87 | 6.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Jan | 83.91 | 6.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Jan | 84.53 | 6.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Jan | 83.66 | 6.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 31 Dec | 83.17 | 6.5 | 0 | - | 0 | 0 | 0 | |||||||||
For Nmdc Ltd. - strike price 81 expiring on 24FEB2026
Delta for 81 CE is 0.71
Historical price for 81 CE is as follows
On 4 Feb NMDC was trading at 84.48. The strike last trading price was 5.4, which was 1.95 higher than the previous day. The implied volatity was 39.11, the open interest changed by -131 which decreased total open position to 631
On 3 Feb NMDC was trading at 81.65. The strike last trading price was 3.24, which was -0.31 lower than the previous day. The implied volatity was 35.76, the open interest changed by 61 which increased total open position to 763
On 2 Feb NMDC was trading at 81.44. The strike last trading price was 3.8, which was 0.62 higher than the previous day. The implied volatity was 38.45, the open interest changed by 24 which increased total open position to 710
On 1 Feb NMDC was trading at 80.38. The strike last trading price was 3.29, which was -0.36 lower than the previous day. The implied volatity was 42.12, the open interest changed by 29 which increased total open position to 686
On 30 Jan NMDC was trading at 81.21. The strike last trading price was 3.44, which was -2.43 lower than the previous day. The implied volatity was 37.46, the open interest changed by 102 which increased total open position to 662
On 29 Jan NMDC was trading at 84.60. The strike last trading price was 5.83, which was 2.32 higher than the previous day. The implied volatity was 37.89, the open interest changed by -22 which decreased total open position to 560
On 28 Jan NMDC was trading at 81.52. The strike last trading price was 3.54, which was 1.02 higher than the previous day. The implied volatity was 33.04, the open interest changed by 382 which increased total open position to 582
On 27 Jan NMDC was trading at 78.84. The strike last trading price was 2.71, which was 1.03 higher than the previous day. The implied volatity was 36.54, the open interest changed by 46 which increased total open position to 202
On 23 Jan NMDC was trading at 76.36. The strike last trading price was 1.63, which was -0.78 lower than the previous day. The implied volatity was 35.53, the open interest changed by 65 which increased total open position to 156
On 22 Jan NMDC was trading at 78.23. The strike last trading price was 2.43, which was -0.01 lower than the previous day. The implied volatity was 35.19, the open interest changed by 20 which increased total open position to 90
On 21 Jan NMDC was trading at 78.64. The strike last trading price was 2.44, which was -0.01 lower than the previous day. The implied volatity was 31.91, the open interest changed by 47 which increased total open position to 61
On 20 Jan NMDC was trading at 78.84. The strike last trading price was 2.4, which was -1.5 lower than the previous day. The implied volatity was 33.36, the open interest changed by 3 which increased total open position to 5
On 19 Jan NMDC was trading at 81.39. The strike last trading price was 3.9, which was -1.35 lower than the previous day. The implied volatity was 33.5, the open interest changed by 0 which decreased total open position to 1
On 16 Jan NMDC was trading at 82.74. The strike last trading price was 5.25, which was -1.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 14 Jan NMDC was trading at 83.85. The strike last trading price was 5.25, which was -1.25 lower than the previous day. The implied volatity was 28.53, the open interest changed by 0 which decreased total open position to 0
On 13 Jan NMDC was trading at 82.12. The strike last trading price was 6.5, 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 12 Jan NMDC was trading at 81.76. The strike last trading price was 6.5, which was 0 lower than the previous day. The implied volatity was 0.21, the open interest changed by 0 which decreased total open position to 0
On 9 Jan NMDC was trading at 80.48. The strike last trading price was 6.5, 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 8 Jan NMDC was trading at 81.59. The strike last trading price was 6.5, 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 7 Jan NMDC was trading at 86.16. The strike last trading price was 6.5, 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 6 Jan NMDC was trading at 83.87. The strike last trading price was 6.5, 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 5 Jan NMDC was trading at 83.91. The strike last trading price was 6.5, 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 2 Jan NMDC was trading at 84.53. The strike last trading price was 6.5, 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 1 Jan NMDC was trading at 83.66. The strike last trading price was 6.5, 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 31 Dec NMDC was trading at 83.17. The strike last trading price was 6.5, 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
| NMDC 24FEB2026 81 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.26
Vega: 0.06
Theta: -0.06
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 4 Feb | 84.48 | 1.42 | -0.92 | 40.15 | 570 | 72 | 311 |
| 3 Feb | 81.65 | 2.43 | -0.25 | 36.86 | 1,386 | 79 | 246 |
| 2 Feb | 81.44 | 2.47 | -1.04 | 39.17 | 320 | -12 | 166 |
| 1 Feb | 80.38 | 3.48 | 0.21 | 41.98 | 331 | 17 | 178 |
| 30 Jan | 81.21 | 3.27 | 1.57 | 42.03 | 868 | -2 | 162 |
| 29 Jan | 84.60 | 1.78 | -1 | 39.63 | 349 | 21 | 167 |
| 28 Jan | 81.52 | 2.76 | -1.36 | 37.84 | 399 | 55 | 136 |
| 27 Jan | 78.84 | 3.9 | -1.89 | 37.78 | 23 | 17 | 81 |
| 23 Jan | 76.36 | 5.97 | 1.42 | 38.41 | 37 | 15 | 63 |
| 22 Jan | 78.23 | 4.59 | 0.28 | 36.69 | 13 | 5 | 48 |
| 21 Jan | 78.64 | 4.31 | 0.36 | 36.85 | 4 | -1 | 43 |
| 20 Jan | 78.84 | 3.96 | 1.27 | 29.7 | 26 | 21 | 44 |
| 19 Jan | 81.39 | 2.67 | -0.47 | 31.05 | 26 | 19 | 20 |
| 16 Jan | 82.74 | 3.14 | -0.2 | - | 0 | 0 | 1 |
| 14 Jan | 83.85 | 3.14 | -0.2 | - | 0 | 0 | 1 |
| 13 Jan | 82.12 | 3.14 | -0.2 | - | 0 | 0 | 0 |
| 12 Jan | 81.76 | 3.14 | -0.2 | - | 0 | 0 | 1 |
| 9 Jan | 80.48 | 3.14 | -0.2 | 30.65 | 1 | 0 | 0 |
| 8 Jan | 81.59 | 3.34 | 0 | 1.91 | 0 | 0 | 0 |
| 7 Jan | 86.16 | 3.34 | 0 | 6.58 | 0 | 0 | 0 |
| 6 Jan | 83.87 | 3.34 | 0 | 4.31 | 0 | 0 | 0 |
| 5 Jan | 83.91 | 3.34 | 0 | 4.26 | 0 | 0 | 0 |
| 2 Jan | 84.53 | 3.34 | 0 | - | 0 | 0 | 0 |
| 1 Jan | 83.66 | 3.34 | 0 | 4.29 | 0 | 0 | 0 |
| 31 Dec | 83.17 | 3.34 | 0 | 3.48 | 0 | 0 | 0 |
For Nmdc Ltd. - strike price 81 expiring on 24FEB2026
Delta for 81 PE is -0.26
Historical price for 81 PE is as follows
On 4 Feb NMDC was trading at 84.48. The strike last trading price was 1.42, which was -0.92 lower than the previous day. The implied volatity was 40.15, the open interest changed by 72 which increased total open position to 311
On 3 Feb NMDC was trading at 81.65. The strike last trading price was 2.43, which was -0.25 lower than the previous day. The implied volatity was 36.86, the open interest changed by 79 which increased total open position to 246
On 2 Feb NMDC was trading at 81.44. The strike last trading price was 2.47, which was -1.04 lower than the previous day. The implied volatity was 39.17, the open interest changed by -12 which decreased total open position to 166
On 1 Feb NMDC was trading at 80.38. The strike last trading price was 3.48, which was 0.21 higher than the previous day. The implied volatity was 41.98, the open interest changed by 17 which increased total open position to 178
On 30 Jan NMDC was trading at 81.21. The strike last trading price was 3.27, which was 1.57 higher than the previous day. The implied volatity was 42.03, the open interest changed by -2 which decreased total open position to 162
On 29 Jan NMDC was trading at 84.60. The strike last trading price was 1.78, which was -1 lower than the previous day. The implied volatity was 39.63, the open interest changed by 21 which increased total open position to 167
On 28 Jan NMDC was trading at 81.52. The strike last trading price was 2.76, which was -1.36 lower than the previous day. The implied volatity was 37.84, the open interest changed by 55 which increased total open position to 136
On 27 Jan NMDC was trading at 78.84. The strike last trading price was 3.9, which was -1.89 lower than the previous day. The implied volatity was 37.78, the open interest changed by 17 which increased total open position to 81
On 23 Jan NMDC was trading at 76.36. The strike last trading price was 5.97, which was 1.42 higher than the previous day. The implied volatity was 38.41, the open interest changed by 15 which increased total open position to 63
On 22 Jan NMDC was trading at 78.23. The strike last trading price was 4.59, which was 0.28 higher than the previous day. The implied volatity was 36.69, the open interest changed by 5 which increased total open position to 48
On 21 Jan NMDC was trading at 78.64. The strike last trading price was 4.31, which was 0.36 higher than the previous day. The implied volatity was 36.85, the open interest changed by -1 which decreased total open position to 43
On 20 Jan NMDC was trading at 78.84. The strike last trading price was 3.96, which was 1.27 higher than the previous day. The implied volatity was 29.7, the open interest changed by 21 which increased total open position to 44
On 19 Jan NMDC was trading at 81.39. The strike last trading price was 2.67, which was -0.47 lower than the previous day. The implied volatity was 31.05, the open interest changed by 19 which increased total open position to 20
On 16 Jan NMDC was trading at 82.74. The strike last trading price was 3.14, which was -0.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 14 Jan NMDC was trading at 83.85. The strike last trading price was 3.14, which was -0.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 13 Jan NMDC was trading at 82.12. The strike last trading price was 3.14, which was -0.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Jan NMDC was trading at 81.76. The strike last trading price was 3.14, which was -0.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 9 Jan NMDC was trading at 80.48. The strike last trading price was 3.14, which was -0.2 lower than the previous day. The implied volatity was 30.65, the open interest changed by 0 which decreased total open position to 0
On 8 Jan NMDC was trading at 81.59. The strike last trading price was 3.34, which was 0 lower than the previous day. The implied volatity was 1.91, the open interest changed by 0 which decreased total open position to 0
On 7 Jan NMDC was trading at 86.16. The strike last trading price was 3.34, which was 0 lower than the previous day. The implied volatity was 6.58, the open interest changed by 0 which decreased total open position to 0
On 6 Jan NMDC was trading at 83.87. The strike last trading price was 3.34, which was 0 lower than the previous day. The implied volatity was 4.31, the open interest changed by 0 which decreased total open position to 0
On 5 Jan NMDC was trading at 83.91. The strike last trading price was 3.34, which was 0 lower than the previous day. The implied volatity was 4.26, the open interest changed by 0 which decreased total open position to 0
On 2 Jan NMDC was trading at 84.53. The strike last trading price was 3.34, 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 1 Jan NMDC was trading at 83.66. The strike last trading price was 3.34, which was 0 lower than the previous day. The implied volatity was 4.29, the open interest changed by 0 which decreased total open position to 0
On 31 Dec NMDC was trading at 83.17. The strike last trading price was 3.34, which was 0 lower than the previous day. The implied volatity was 3.48, the open interest changed by 0 which decreased total open position to 0






























































































































































































































