Historical option data for NMDC
23 Jun 2026 01:24 PM IST
| NMDC 28-Jul-2026 (35d) 88 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.39
Vega: 0
Theta: -0.05
Gamma: 0.04259
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 23 Jun | 84.33 | 2.29 | -1.6 (-41.13%) | 34.16 | 53 | 32 | 89 | |||||||||
| 22 Jun | 88.19 | 3.86 | -0.48 (-11.06%) | 32.64 | 44 | 21 | 56 | |||||||||
| 19 Jun | 88.42 | 4.25 | 0.25 (6.25%) | 33.01 | 18 | 3 | 35 | |||||||||
| 18 Jun | 88.53 | 4.37 | 0.37 (9.25%) | 34.37 | 33 | 12 | 32 | |||||||||
| 17 Jun | 88.00 | 4.27 | 0.27 (6.75%) | 33.81 | 17 | 10 | 20 | |||||||||
| 16 Jun | 88.09 | 4.3 | -0.7 (-14.00%) | 33.05 | 13 | 1 | 9 | |||||||||
| 15 Jun | 88.47 | 4.72 | -1.28 (-21.33%) | 34.58 | 4 | 3 | 8 | |||||||||
| 12 Jun | 90.93 | 5.5 | -0.5 (-8.33%) | 39.32 | 1 | 0 | 5 | |||||||||
| 11 Jun | 88.47 | 5.5 | -1.5 (-21.43%) | 39.32 | 1 | 1 | 5 | |||||||||
| 10 Jun | 88.45 | 7 | 0 (0.00%) | - | 2 | 0 | 4 | |||||||||
| 9 Jun | 90.04 | 7 | 0 (0.00%) | - | 2 | 0 | 4 | |||||||||
| 8 Jun | 89.59 | 7 | 0 (0.00%) | - | 2 | 0 | 4 | |||||||||
| 5 Jun | 92.90 | 7 | 0 (0.00%) | 31.11 | 2 | 1 | 4 | |||||||||
| 4 Jun | 94.70 | 7 | 0 (0.00%) | - | 6 | 0 | 3 | |||||||||
| 3 Jun | 96.04 | 7 | 0 (0.00%) | - | 6 | 0 | 3 | |||||||||
| 2 Jun | 95.31 | 7 | 0 (0.00%) | 19.89 | 6 | 0 | 3 | |||||||||
| 1 Jun | 92.37 | 7 | -2 (-22.22%) | 19.89 | 6 | 3 | 3 | |||||||||
| 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 88 expiring on 28JUL2026
Delta for 88 CE is 0.39
Historical price for 88 CE is as follows
On 23 Jun NMDC was trading at 84.33. The strike last trading price was 2.29, which was -1.6 lower than the previous day. The implied volatity was 34.16, the open interest changed by 32 which increased total open position to 89
On 22 Jun NMDC was trading at 88.19. The strike last trading price was 3.86, which was -0.48 lower than the previous day. The implied volatity was 32.64, the open interest changed by 21 which increased total open position to 56
On 19 Jun NMDC was trading at 88.42. The strike last trading price was 4.25, which was 0.25 higher than the previous day. The implied volatity was 33.01, the open interest changed by 3 which increased total open position to 35
On 18 Jun NMDC was trading at 88.53. The strike last trading price was 4.37, which was 0.37 higher than the previous day. The implied volatity was 34.37, the open interest changed by 12 which increased total open position to 32
On 17 Jun NMDC was trading at 88.00. The strike last trading price was 4.27, which was 0.27 higher than the previous day. The implied volatity was 33.81, the open interest changed by 10 which increased total open position to 20
On 16 Jun NMDC was trading at 88.09. The strike last trading price was 4.3, which was -0.7 lower than the previous day. The implied volatity was 33.05, the open interest changed by 1 which increased total open position to 9
On 15 Jun NMDC was trading at 88.47. The strike last trading price was 4.72, which was -1.28 lower than the previous day. The implied volatity was 34.58, the open interest changed by 3 which increased total open position to 8
On 12 Jun NMDC was trading at 90.93. The strike last trading price was 5.5, which was -0.5 lower than the previous day. The implied volatity was 39.32, the open interest changed by 0 which decreased total open position to 5
On 11 Jun NMDC was trading at 88.47. The strike last trading price was 5.5, which was -1.5 lower than the previous day. The implied volatity was 39.32, the open interest changed by 1 which increased total open position to 5
On 10 Jun NMDC was trading at 88.45. The strike last trading price was 7, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 9 Jun NMDC was trading at 90.04. The strike last trading price was 7, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 8 Jun NMDC was trading at 89.59. The strike last trading price was 7, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 5 Jun NMDC was trading at 92.90. The strike last trading price was 7, which was 0 lower than the previous day. The implied volatity was 31.11, the open interest changed by 1 which increased total open position to 4
On 4 Jun NMDC was trading at 94.70. The strike last trading price was 7, 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 3 Jun NMDC was trading at 96.04. The strike last trading price was 7, 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 2 Jun NMDC was trading at 95.31. The strike last trading price was 7, which was 0 lower than the previous day. The implied volatity was 19.89, the open interest changed by 0 which decreased total open position to 3
On 1 Jun NMDC was trading at 92.37. The strike last trading price was 7, which was -2 lower than the previous day. The implied volatity was 19.89, the open interest changed by 3 which increased total open position to 3
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 (35d) 88 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.61
Vega: 0
Theta: -0.04
Gamma: 0.04515
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 23 Jun | 84.33 | 5.1 | 2.11 (70.57%) | 32.15 | 16 | 7 | 28 |
| 22 Jun | 88.19 | 3 | 0 (0.00%) | 29.74 | 20 | 11 | 21 |
| 19 Jun | 88.42 | 2.96 | -0.38 (-11.38%) | 29.42 | 8 | 3 | 5 |
| 18 Jun | 88.53 | 3.34 | 0.06 (1.83%) | 30.87 | 1 | 0 | 2 |
| 17 Jun | 88.00 | 3.28 | -0.1 (-2.96%) | 30.06 | 7 | 0 | 3 |
| 16 Jun | 88.09 | 3.38 | 0.38 (12.67%) | 31.27 | 2 | 2 | 3 |
| 15 Jun | 88.47 | 3 | -1.86 (-38.27%) | 28.93 | 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 |
| 5 Jun | 92.90 | 0 | 0 | - | 0 | 0 | 0 |
| 4 Jun | 94.70 | 0 | 0 | - | 0 | 0 | 0 |
| 3 Jun | 96.04 | 0 | 0 | - | 0 | 0 | 0 |
| 2 Jun | 95.31 | 0 | 0 | - | 0 | 0 | 0 |
| 1 Jun | 92.37 | 0 | 0 | - | 0 | 0 | 0 |
| 13 May | 91.11 | 0 | -4.86 (-100.00%) | - | 0 | 0 | 0 |
| 12 May | 86.62 | 0 | -4.86 (-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 88 expiring on 28JUL2026
Delta for 88 PE is -0.61
Historical price for 88 PE is as follows
On 23 Jun NMDC was trading at 84.33. The strike last trading price was 5.1, which was 2.11 higher than the previous day. The implied volatity was 32.15, the open interest changed by 7 which increased total open position to 28
On 22 Jun NMDC was trading at 88.19. The strike last trading price was 3, which was 0 lower than the previous day. The implied volatity was 29.74, the open interest changed by 11 which increased total open position to 21
On 19 Jun NMDC was trading at 88.42. The strike last trading price was 2.96, which was -0.38 lower than the previous day. The implied volatity was 29.42, the open interest changed by 3 which increased total open position to 5
On 18 Jun NMDC was trading at 88.53. The strike last trading price was 3.34, which was 0.06 higher than the previous day. The implied volatity was 30.87, 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 3.28, which was -0.1 lower than the previous day. The implied volatity was 30.06, the open interest changed by 0 which decreased total open position to 3
On 16 Jun NMDC was trading at 88.09. The strike last trading price was 3.38, which was 0.38 higher than the previous day. The implied volatity was 31.27, the open interest changed by 2 which increased total open position to 3
On 15 Jun NMDC was trading at 88.47. The strike last trading price was 3, which was -1.86 lower than the previous day. The implied volatity was 28.93, 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
On 5 Jun NMDC was trading at 92.90. 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 Jun NMDC was trading at 94.70. 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 3 Jun NMDC was trading at 96.04. 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 2 Jun NMDC was trading at 95.31. 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 1 Jun NMDC was trading at 92.37. 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 13 May NMDC was trading at 91.11. The strike last trading price was 0, which was -4.86 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 -4.86 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
