Historical option data for NMDC
24 Jun 2026 11:01 AM IST
| NMDC 28-Jul-2026 (34d) 87 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.44
Vega: 0
Theta: -0.05
Gamma: 0.04571
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Jun | 84.98 | 2.65 | -0.33 (-11.07%) | 33.06 | 1 | 0 | 23 | |||||||||
| 23 Jun | 85.26 | 3.03 | -1.77 (-36.88%) | 33.52 | 32 | 20 | 22 | |||||||||
| 22 Jun | 88.19 | 4.8 | 0 (0.00%) | - | 2 | 0 | 2 | |||||||||
| 19 Jun | 88.42 | 4.8 | -0.2 (-4.00%) | - | 2 | 0 | 2 | |||||||||
| 18 Jun | 88.53 | 4.8 | -0.2 (-4.00%) | 34.51 | 2 | 0 | 2 | |||||||||
| 17 Jun | 88.00 | 4.8 | -2.2 (-31.43%) | 34.51 | 2 | 1 | 2 | |||||||||
| 16 Jun | 88.09 | 6.53 | -0.47 (-6.71%) | - | 1 | 0 | 1 | |||||||||
| 15 Jun | 88.47 | 6.53 | -0.47 (-6.71%) | - | 1 | 0 | 1 | |||||||||
| 12 Jun | 90.93 | 6.53 | -0.47 (-6.71%) | - | 1 | 0 | 1 | |||||||||
| 11 Jun | 88.47 | 6.53 | -0.47 (-6.71%) | - | 1 | 0 | 1 | |||||||||
| 10 Jun | 88.45 | 6.53 | -0.47 (-6.71%) | - | 1 | 0 | 1 | |||||||||
| 9 Jun | 90.04 | 6.53 | -0.47 (-6.71%) | 38.07 | 1 | 0 | 1 | |||||||||
| 8 Jun | 89.59 | 6.53 | -1.47 (-18.37%) | 38.07 | 1 | 0 | 0 | |||||||||
For Nmdc Ltd. - strike price 87 expiring on 28JUL2026
Delta for 87 CE is 0.44
Historical price for 87 CE is as follows
On 24 Jun NMDC was trading at 84.98. The strike last trading price was 2.65, which was -0.33 lower than the previous day. The implied volatity was 33.06, the open interest changed by 0 which decreased total open position to 23
On 23 Jun NMDC was trading at 85.26. The strike last trading price was 3.03, which was -1.77 lower than the previous day. The implied volatity was 33.52, the open interest changed by 20 which increased total open position to 22
On 22 Jun NMDC was trading at 88.19. The strike last trading price was 4.8, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 19 Jun NMDC was trading at 88.42. The strike last trading price was 4.8, 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 2
On 18 Jun NMDC was trading at 88.53. The strike last trading price was 4.8, which was -0.2 lower than the previous day. The implied volatity was 34.51, the open interest changed by 0 which decreased total open position to 2
On 17 Jun NMDC was trading at 88.00. The strike last trading price was 4.8, which was -2.2 lower than the previous day. The implied volatity was 34.51, the open interest changed by 1 which increased total open position to 2
On 16 Jun NMDC was trading at 88.09. The strike last trading price was 6.53, which was -0.47 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 15 Jun NMDC was trading at 88.47. The strike last trading price was 6.53, which was -0.47 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 12 Jun NMDC was trading at 90.93. The strike last trading price was 6.53, which was -0.47 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 11 Jun NMDC was trading at 88.47. The strike last trading price was 6.53, which was -0.47 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 10 Jun NMDC was trading at 88.45. The strike last trading price was 6.53, which was -0.47 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 9 Jun NMDC was trading at 90.04. The strike last trading price was 6.53, which was -0.47 lower than the previous day. The implied volatity was 38.07, the open interest changed by 0 which decreased total open position to 1
On 8 Jun NMDC was trading at 89.59. The strike last trading price was 6.53, which was -1.47 lower than the previous day. The implied volatity was 38.07, the open interest changed by 0 which decreased total open position to 0
| NMDC 28-Jul-2026 (34d) 87 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.59
Vega: 0
Theta: -0.04
Gamma: 0.04714
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Jun | 84.98 | 4.64 | 4.64 (103.51%) | 31.41 | 9 | 0 | 17 |
| 23 Jun | 85.26 | 4.64 | 2.36 (103.51%) | 31.41 | 9 | 6 | 15 |
| 22 Jun | 88.19 | 2 | -1 (-33.33%) | 29.89 | 3 | 1 | 9 |
| 19 Jun | 88.42 | 2.52 | -0.23 (-8.36%) | 29.45 | 4 | 2 | 7 |
| 18 Jun | 88.53 | 2.75 | 0.03 (1.10%) | 30.48 | 2 | 0 | 5 |
| 17 Jun | 88.00 | 2.72 | -0.53 (-16.31%) | 30.45 | 4 | 1 | 5 |
| 16 Jun | 88.09 | 3.25 | 0.35 (12.07%) | 30.38 | 4 | 3 | 4 |
| 15 Jun | 88.47 | 2.9 | -0.64 (-18.08%) | 31.9 | 1 | 0 | 0 |
| 12 Jun | 90.93 | 0 | 0 | - | 0 | 0 | 0 |
| 11 Jun | 88.47 | 0 | 0 | - | 0 | 0 | 0 |
| 10 Jun | 88.45 | 0 | 0 | - | 0 | 0 | 0 |
| 9 Jun | 90.04 | 0 | 0 | - | 0 | 0 | 0 |
| 8 Jun | 89.59 | 0 | 0 | - | 0 | 0 | 0 |
For Nmdc Ltd. - strike price 87 expiring on 28JUL2026
Delta for 87 PE is -0.59
Historical price for 87 PE is as follows
On 24 Jun NMDC was trading at 84.98. The strike last trading price was 4.64, which was 4.64 higher than the previous day. The implied volatity was 31.41, the open interest changed by 0 which decreased total open position to 17
On 23 Jun NMDC was trading at 85.26. The strike last trading price was 4.64, which was 2.36 higher than the previous day. The implied volatity was 31.41, the open interest changed by 6 which increased total open position to 15
On 22 Jun NMDC was trading at 88.19. The strike last trading price was 2, which was -1 lower than the previous day. The implied volatity was 29.89, the open interest changed by 1 which increased total open position to 9
On 19 Jun NMDC was trading at 88.42. The strike last trading price was 2.52, which was -0.23 lower than the previous day. The implied volatity was 29.45, the open interest changed by 2 which increased total open position to 7
On 18 Jun NMDC was trading at 88.53. The strike last trading price was 2.75, which was 0.03 higher than the previous day. The implied volatity was 30.48, the open interest changed by 0 which decreased total open position to 5
On 17 Jun NMDC was trading at 88.00. The strike last trading price was 2.72, which was -0.53 lower than the previous day. The implied volatity was 30.45, the open interest changed by 1 which increased total open position to 5
On 16 Jun NMDC was trading at 88.09. The strike last trading price was 3.25, which was 0.35 higher than the previous day. The implied volatity was 30.38, the open interest changed by 3 which increased total open position to 4
On 15 Jun NMDC was trading at 88.47. The strike last trading price was 2.9, which was -0.64 lower than the previous day. The implied volatity was 31.9, 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 10 Jun NMDC was trading at 88.45. 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 9 Jun NMDC was trading at 90.04. 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 Jun NMDC was trading at 89.59. 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
