Historical option data for NMDC
22 Jun 2026 01:15 PM IST
| NMDC 28-Jul-2026 (36d) 90 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.48
Vega: 0
Theta: -0.06
Gamma: 0.04244
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 22 Jun | 88.54 | 3.3 | -0.01 (-0.30%) | 33.56 | 88 | 29 | 516 | |||||||||
| 19 Jun | 88.42 | 3.3 | -0.7 (-17.50%) | 31.99 | 180 | 74 | 490 | |||||||||
| 18 Jun | 88.53 | 3.54 | 0.54 (18.00%) | 33.99 | 188 | 66 | 416 | |||||||||
| 17 Jun | 88.00 | 3.45 | 0.45 (15.00%) | 34.5 | 148 | 38 | 350 | |||||||||
| 16 Jun | 88.09 | 3.31 | -0.69 (-17.25%) | 32.75 | 163 | 102 | 313 | |||||||||
| 15 Jun | 88.47 | 3.7 | -1.3 (-26.00%) | 34.04 | 148 | 97 | 211 | |||||||||
| 12 Jun | 90.93 | 5 | 1 (25.00%) | 33.61 | 34 | 21 | 112 | |||||||||
| 11 Jun | 88.47 | 4.17 | 0.17 (4.25%) | 34.75 | 80 | 34 | 90 | |||||||||
| 10 Jun | 88.45 | 4.26 | -0.74 (-14.80%) | 35.13 | 17 | 4 | 56 | |||||||||
| 9 Jun | 90.04 | 4.97 | -0.03 (-0.60%) | 34.8 | 33 | 15 | 53 | |||||||||
| 8 Jun | 89.59 | 4.52 | -4.48 (-49.78%) | 34.46 | 22 | 14 | 37 | |||||||||
| 5 Jun | 92.90 | 9 | 0 (0.00%) | - | 15 | 0 | 23 | |||||||||
| 4 Jun | 94.70 | 9 | 0 (0.00%) | 31.03 | 15 | 0 | 23 | |||||||||
| 3 Jun | 96.04 | 9 | 1 (12.50%) | 31.03 | 15 | 11 | 24 | |||||||||
| 2 Jun | 95.31 | 8.35 | 1.35 (19.29%) | 33.71 | 14 | -1 | 12 | |||||||||
| 1 Jun | 92.37 | 7.4 | 2.4 (48.00%) | 36.88 | 19 | 3 | 11 | |||||||||
| 29 May | 87.99 | 4.56 | -3.44 (-43.00%) | 34.35 | 11 | 8 | 8 | |||||||||
| 18 May | 88.60 | 0 | -7.96 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 15 May | 91.41 | 0 | -7.96 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 14 May | 93.21 | 0 | 0 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 13 May | 91.11 | 0 | -7.96 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 12 May | 86.62 | 0 | -7.96 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 11 May | 86.79 | 0 | -7.96 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 8 May | 88.80 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 May | 90.14 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 May | 89.18 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 May | 88.83 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 May | 89.09 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Apr | 90.37 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Apr | 91.73 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Nmdc Ltd. - strike price 90 expiring on 28JUL2026
Delta for 90 CE is 0.48
Historical price for 90 CE is as follows
On 22 Jun NMDC was trading at 88.54. The strike last trading price was 3.3, which was -0.01 lower than the previous day. The implied volatity was 33.56, the open interest changed by 29 which increased total open position to 516
On 19 Jun NMDC was trading at 88.42. The strike last trading price was 3.3, which was -0.7 lower than the previous day. The implied volatity was 31.99, the open interest changed by 74 which increased total open position to 490
On 18 Jun NMDC was trading at 88.53. The strike last trading price was 3.54, which was 0.54 higher than the previous day. The implied volatity was 33.99, the open interest changed by 66 which increased total open position to 416
On 17 Jun NMDC was trading at 88.00. The strike last trading price was 3.45, which was 0.45 higher than the previous day. The implied volatity was 34.5, the open interest changed by 38 which increased total open position to 350
On 16 Jun NMDC was trading at 88.09. The strike last trading price was 3.31, which was -0.69 lower than the previous day. The implied volatity was 32.75, the open interest changed by 102 which increased total open position to 313
On 15 Jun NMDC was trading at 88.47. The strike last trading price was 3.7, which was -1.3 lower than the previous day. The implied volatity was 34.04, the open interest changed by 97 which increased total open position to 211
On 12 Jun NMDC was trading at 90.93. The strike last trading price was 5, which was 1 higher than the previous day. The implied volatity was 33.61, the open interest changed by 21 which increased total open position to 112
On 11 Jun NMDC was trading at 88.47. The strike last trading price was 4.17, which was 0.17 higher than the previous day. The implied volatity was 34.75, the open interest changed by 34 which increased total open position to 90
On 10 Jun NMDC was trading at 88.45. The strike last trading price was 4.26, which was -0.74 lower than the previous day. The implied volatity was 35.13, the open interest changed by 4 which increased total open position to 56
On 9 Jun NMDC was trading at 90.04. The strike last trading price was 4.97, which was -0.03 lower than the previous day. The implied volatity was 34.8, the open interest changed by 15 which increased total open position to 53
On 8 Jun NMDC was trading at 89.59. The strike last trading price was 4.52, which was -4.48 lower than the previous day. The implied volatity was 34.46, the open interest changed by 14 which increased total open position to 37
On 5 Jun NMDC was trading at 92.90. The strike last trading price was 9, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 23
On 4 Jun NMDC was trading at 94.70. The strike last trading price was 9, which was 0 lower than the previous day. The implied volatity was 31.03, the open interest changed by 0 which decreased total open position to 23
On 3 Jun NMDC was trading at 96.04. The strike last trading price was 9, which was 1 higher than the previous day. The implied volatity was 31.03, the open interest changed by 11 which increased total open position to 24
On 2 Jun NMDC was trading at 95.31. The strike last trading price was 8.35, which was 1.35 higher than the previous day. The implied volatity was 33.71, the open interest changed by -1 which decreased total open position to 12
On 1 Jun NMDC was trading at 92.37. The strike last trading price was 7.4, which was 2.4 higher than the previous day. The implied volatity was 36.88, the open interest changed by 3 which increased total open position to 11
On 29 May NMDC was trading at 87.99. The strike last trading price was 4.56, which was -3.44 lower than the previous day. The implied volatity was 34.35, the open interest changed by 8 which increased total open position to 8
On 18 May NMDC was trading at 88.60. The strike last trading price was 0, which was -7.96 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 15 May NMDC was trading at 91.41. The strike last trading price was 0, which was -7.96 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 May NMDC was trading at 93.21. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0, 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 -7.96 lower than the previous day. The implied volatity was 0, 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 -7.96 lower than the previous day. The implied volatity was 0, 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 -7.96 lower than the previous day. The implied volatity was 0, 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
On 7 May NMDC was trading at 90.14. 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 6 May NMDC was trading at 89.18. 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 5 May NMDC was trading at 88.83. 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 4 May NMDC was trading at 89.09. 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 30 Apr NMDC was trading at 90.37. 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 29 Apr NMDC was trading at 91.73. 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 (36d) 90 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.52
Vega: 0
Theta: -0.04
Gamma: 0.04828
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 22 Jun | 88.54 | 4 | 0 (0.00%) | 29.45 | 47 | 27 | 178 |
| 19 Jun | 88.42 | 4.02 | -0.2 (-4.74%) | 29.48 | 46 | 34 | 152 |
| 18 Jun | 88.53 | 4.22 | -0.14 (-3.21%) | 30.7 | 10 | 4 | 118 |
| 17 Jun | 88.00 | 4.36 | 0.09 (2.11%) | 30.07 | 10 | 3 | 114 |
| 16 Jun | 88.09 | 4.27 | 0.07 (1.67%) | 29.68 | 69 | 4 | 112 |
| 15 Jun | 88.47 | 4.33 | 1.24 (40.13%) | 31.38 | 66 | 4 | 107 |
| 12 Jun | 90.93 | 3.18 | -1.07 (-25.18%) | 29.76 | 45 | 7 | 103 |
| 11 Jun | 88.47 | 4.14 | -0.16 (-3.72%) | 30.24 | 27 | 7 | 92 |
| 10 Jun | 88.45 | 4.3 | 0.6 (16.22%) | 30.97 | 2 | 0 | 84 |
| 9 Jun | 90.04 | 3.69 | -0.32 (-7.98%) | 30.74 | 26 | 10 | 83 |
| 8 Jun | 89.59 | 4.01 | 1.36 (51.32%) | 33.04 | 25 | 5 | 72 |
| 5 Jun | 92.90 | 2.69 | 0.65 (31.86%) | 29.9 | 34 | 13 | 67 |
| 4 Jun | 94.70 | 2.04 | 0.34 (20.00%) | 30.11 | 39 | 25 | 53 |
| 3 Jun | 96.04 | 1.7 | -0.26 (-13.27%) | 30.58 | 34 | 13 | 29 |
| 2 Jun | 95.31 | 1.96 | -1.97 (-50.13%) | 29.5 | 35 | 13 | 16 |
| 1 Jun | 92.37 | 3.93 | 0.2 (5.36%) | 28.32 | 1 | 1 | 3 |
| 29 May | 87.99 | 3.73 | -2.04 (-35.36%) | 23.08 | 2 | 2 | 2 |
| 18 May | 88.60 | 0 | -5.77 (-100.00%) | - | 0 | 0 | 0 |
| 15 May | 91.41 | 0 | -5.77 (-100.00%) | - | 0 | 0 | 0 |
| 14 May | 93.21 | 0 | -5.77 (-100.00%) | 0 | 0 | 0 | 0 |
| 13 May | 91.11 | 0 | -5.77 (-100.00%) | 0 | 0 | 0 | 0 |
| 12 May | 86.62 | 0 | -5.77 (-100.00%) | 0 | 0 | 0 | 0 |
| 11 May | 86.79 | 0 | 0 | - | 0 | 0 | 0 |
| 8 May | 88.80 | 0 | 0 | - | 0 | 0 | 0 |
| 7 May | 90.14 | 0 | 0 | - | 0 | 0 | 0 |
| 6 May | 89.18 | 0 | 0 | - | 0 | 0 | 0 |
| 5 May | 88.83 | 0 | 0 | - | 0 | 0 | 0 |
| 4 May | 89.09 | 0 | 0 | - | 0 | 0 | 0 |
| 30 Apr | 90.37 | 0 | 0 | - | 0 | 0 | 0 |
| 29 Apr | 91.73 | 0 | 0 | - | 0 | 0 | 0 |
For Nmdc Ltd. - strike price 90 expiring on 28JUL2026
Delta for 90 PE is -0.52
Historical price for 90 PE is as follows
On 22 Jun NMDC was trading at 88.54. The strike last trading price was 4, which was 0 lower than the previous day. The implied volatity was 29.45, the open interest changed by 27 which increased total open position to 178
On 19 Jun NMDC was trading at 88.42. The strike last trading price was 4.02, which was -0.2 lower than the previous day. The implied volatity was 29.48, the open interest changed by 34 which increased total open position to 152
On 18 Jun NMDC was trading at 88.53. The strike last trading price was 4.22, which was -0.14 lower than the previous day. The implied volatity was 30.7, the open interest changed by 4 which increased total open position to 118
On 17 Jun NMDC was trading at 88.00. The strike last trading price was 4.36, which was 0.09 higher than the previous day. The implied volatity was 30.07, the open interest changed by 3 which increased total open position to 114
On 16 Jun NMDC was trading at 88.09. The strike last trading price was 4.27, which was 0.07 higher than the previous day. The implied volatity was 29.68, the open interest changed by 4 which increased total open position to 112
On 15 Jun NMDC was trading at 88.47. The strike last trading price was 4.33, which was 1.24 higher than the previous day. The implied volatity was 31.38, the open interest changed by 4 which increased total open position to 107
On 12 Jun NMDC was trading at 90.93. The strike last trading price was 3.18, which was -1.07 lower than the previous day. The implied volatity was 29.76, the open interest changed by 7 which increased total open position to 103
On 11 Jun NMDC was trading at 88.47. The strike last trading price was 4.14, which was -0.16 lower than the previous day. The implied volatity was 30.24, the open interest changed by 7 which increased total open position to 92
On 10 Jun NMDC was trading at 88.45. The strike last trading price was 4.3, which was 0.6 higher than the previous day. The implied volatity was 30.97, the open interest changed by 0 which decreased total open position to 84
On 9 Jun NMDC was trading at 90.04. The strike last trading price was 3.69, which was -0.32 lower than the previous day. The implied volatity was 30.74, the open interest changed by 10 which increased total open position to 83
On 8 Jun NMDC was trading at 89.59. The strike last trading price was 4.01, which was 1.36 higher than the previous day. The implied volatity was 33.04, the open interest changed by 5 which increased total open position to 72
On 5 Jun NMDC was trading at 92.90. The strike last trading price was 2.69, which was 0.65 higher than the previous day. The implied volatity was 29.9, the open interest changed by 13 which increased total open position to 67
On 4 Jun NMDC was trading at 94.70. The strike last trading price was 2.04, which was 0.34 higher than the previous day. The implied volatity was 30.11, the open interest changed by 25 which increased total open position to 53
On 3 Jun NMDC was trading at 96.04. The strike last trading price was 1.7, which was -0.26 lower than the previous day. The implied volatity was 30.58, the open interest changed by 13 which increased total open position to 29
On 2 Jun NMDC was trading at 95.31. The strike last trading price was 1.96, which was -1.97 lower than the previous day. The implied volatity was 29.5, the open interest changed by 13 which increased total open position to 16
On 1 Jun NMDC was trading at 92.37. The strike last trading price was 3.93, which was 0.2 higher than the previous day. The implied volatity was 28.32, the open interest changed by 1 which increased total open position to 3
On 29 May NMDC was trading at 87.99. The strike last trading price was 3.73, which was -2.04 lower than the previous day. The implied volatity was 23.08, the open interest changed by 2 which increased total open position to 2
On 18 May NMDC was trading at 88.60. The strike last trading price was 0, which was -5.77 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 15 May NMDC was trading at 91.41. The strike last trading price was 0, which was -5.77 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 May NMDC was trading at 93.21. The strike last trading price was 0, which was -5.77 lower than the previous day. The implied volatity was 0, 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 -5.77 lower than the previous day. The implied volatity was 0, 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 -5.77 lower than the previous day. The implied volatity was 0, 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
On 7 May NMDC was trading at 90.14. 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 6 May NMDC was trading at 89.18. 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 5 May NMDC was trading at 88.83. 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 4 May NMDC was trading at 89.09. 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 30 Apr NMDC was trading at 90.37. 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 29 Apr NMDC was trading at 91.73. 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
