Historical option data for NMDC
29 Jun 2026 10:50 AM IST
| NMDC 28-Jul-2026 (27d) 86 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.47
Vega: 0
Theta: -0.06
Gamma: 0.04959
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 29 Jun | 84.58 | 2.72 | -0.23 (-7.80%) | 33.33 | 12 | 3 | 61 | |||||||||
| 25 Jun | 84.94 | 2.94 | -0.59 (-16.71%) | 32.95 | 51 | 33 | 57 | |||||||||
| 24 Jun | 85.70 | 3.56 | 0.14 (4.09%) | 33.7 | 32 | 9 | 23 | |||||||||
| 23 Jun | 85.26 | 3.28 | -6.89 (-67.75%) | 33.51 | 31 | 13 | 13 | |||||||||
| 22 Jun | 88.19 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Jun | 88.42 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Jun | 88.53 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Jun | 88.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Jun | 88.09 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 15 Jun | 88.47 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Jun | 90.93 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Jun | 88.47 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 May | 91.11 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 May | 86.62 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 May | 86.79 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 8 May | 88.80 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Nmdc Ltd. - strike price 86 expiring on 28JUL2026
Delta for 86 CE is 0.47
Historical price for 86 CE is as follows
On 29 Jun NMDC was trading at 84.58. The strike last trading price was 2.72, which was -0.23 lower than the previous day. The implied volatity was 33.33, the open interest changed by 3 which increased total open position to 61
On 25 Jun NMDC was trading at 84.94. The strike last trading price was 2.94, which was -0.59 lower than the previous day. The implied volatity was 32.95, the open interest changed by 33 which increased total open position to 57
On 24 Jun NMDC was trading at 85.70. The strike last trading price was 3.56, which was 0.14 higher than the previous day. The implied volatity was 33.7, the open interest changed by 9 which increased total open position to 23
On 23 Jun NMDC was trading at 85.26. The strike last trading price was 3.28, which was -6.89 lower than the previous day. The implied volatity was 33.51, the open interest changed by 13 which increased total open position to 13
On 22 Jun NMDC was trading at 88.19. The strike last trading price was 0, 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 19 Jun NMDC was trading at 88.42. The strike last trading price was 0, 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 18 Jun NMDC was trading at 88.53. The strike last trading price was 0, 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 17 Jun NMDC was trading at 88.00. The strike last trading price was 0, 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 16 Jun NMDC was trading at 88.09. The strike last trading price was 0, 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 15 Jun NMDC was trading at 88.47. The strike last trading price was 0, 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 Jun NMDC was trading at 90.93. The strike last trading price was 0, 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 11 Jun NMDC was trading at 88.47. The strike last trading price was 0, 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 13 May NMDC was trading at 91.11. The strike last trading price was 0, 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 May NMDC was trading at 86.62. The strike last trading price was 0, 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 11 May NMDC was trading at 86.79. The strike last trading price was 0, 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 May NMDC was trading at 88.80. The strike last trading price was 0, 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 28-Jul-2026 (27d) 86 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.52
Vega: 0
Theta: -0.04
Gamma: 0.05123
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 29 Jun | 84.58 | 3.46 | -0.54 (-13.50%) | 32.19 | 6 | -5 | 79 |
| 25 Jun | 84.94 | 3.51 | 0.55 (18.58%) | 30.44 | 18 | 11 | 84 |
| 24 Jun | 85.70 | 3 | -1 (-25.00%) | 28.68 | 16 | 6 | 73 |
| 23 Jun | 85.26 | 4 | 1.83 (84.33%) | 32.1 | 60 | 38 | 67 |
| 22 Jun | 88.19 | 2 | 0 (0.00%) | 30.13 | 4 | 3 | 28 |
| 19 Jun | 88.42 | 2.13 | -0.17 (-7.39%) | 29.7 | 5 | 4 | 25 |
| 18 Jun | 88.53 | 2.3 | 0 (0.00%) | 30.47 | 16 | 12 | 20 |
| 17 Jun | 88.00 | 2.3 | -0.1 (-4.17%) | 29.54 | 5 | 4 | 8 |
| 16 Jun | 88.09 | 2.4 | -0.09 (-3.61%) | 30.15 | 1 | 0 | 3 |
| 15 Jun | 88.47 | 2.49 | 0 (0.00%) | - | 3 | 0 | 3 |
| 12 Jun | 90.93 | 2.49 | 0 (0.00%) | 31.56 | 3 | 0 | 3 |
| 11 Jun | 88.47 | 2.49 | -1.55 (-38.37%) | 31.56 | 3 | 2 | 2 |
| 13 May | 91.11 | 0 | -4.04 (-100.00%) | - | 0 | 0 | 0 |
| 12 May | 86.62 | 0 | -4.04 (-100.00%) | - | 0 | 0 | 0 |
| 11 May | 86.79 | 0 | 0 | - | 0 | 0 | 0 |
| 8 May | 88.80 | 0 | 0 | - | 0 | 0 | 0 |
For Nmdc Ltd. - strike price 86 expiring on 28JUL2026
Delta for 86 PE is -0.52
Historical price for 86 PE is as follows
On 29 Jun NMDC was trading at 84.58. The strike last trading price was 3.46, which was -0.54 lower than the previous day. The implied volatity was 32.19, the open interest changed by -5 which decreased total open position to 79
On 25 Jun NMDC was trading at 84.94. The strike last trading price was 3.51, which was 0.55 higher than the previous day. The implied volatity was 30.44, the open interest changed by 11 which increased total open position to 84
On 24 Jun NMDC was trading at 85.70. The strike last trading price was 3, which was -1 lower than the previous day. The implied volatity was 28.68, the open interest changed by 6 which increased total open position to 73
On 23 Jun NMDC was trading at 85.26. The strike last trading price was 4, which was 1.83 higher than the previous day. The implied volatity was 32.1, the open interest changed by 38 which increased total open position to 67
On 22 Jun NMDC was trading at 88.19. The strike last trading price was 2, which was 0 lower than the previous day. The implied volatity was 30.13, the open interest changed by 3 which increased total open position to 28
On 19 Jun NMDC was trading at 88.42. The strike last trading price was 2.13, which was -0.17 lower than the previous day. The implied volatity was 29.7, the open interest changed by 4 which increased total open position to 25
On 18 Jun NMDC was trading at 88.53. The strike last trading price was 2.3, which was 0 lower than the previous day. The implied volatity was 30.47, the open interest changed by 12 which increased total open position to 20
On 17 Jun NMDC was trading at 88.00. The strike last trading price was 2.3, which was -0.1 lower than the previous day. The implied volatity was 29.54, the open interest changed by 4 which increased total open position to 8
On 16 Jun NMDC was trading at 88.09. The strike last trading price was 2.4, which was -0.09 lower than the previous day. The implied volatity was 30.15, the open interest changed by 0 which decreased total open position to 3
On 15 Jun NMDC was trading at 88.47. The strike last trading price was 2.49, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 12 Jun NMDC was trading at 90.93. The strike last trading price was 2.49, which was 0 lower than the previous day. The implied volatity was 31.56, the open interest changed by 0 which decreased total open position to 3
On 11 Jun NMDC was trading at 88.47. The strike last trading price was 2.49, which was -1.55 lower than the previous day. The implied volatity was 31.56, the open interest changed by 2 which increased total open position to 2
On 13 May NMDC was trading at 91.11. The strike last trading price was 0, which was -4.04 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 May NMDC was trading at 86.62. The strike last trading price was 0, which was -4.04 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 May NMDC was trading at 86.79. The strike last trading price was 0, 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 May NMDC was trading at 88.80. The strike last trading price was 0, 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
