Historical option data for NMDC
11 Jun 2026 04:12 PM IST
| NMDC 30-Jun-2026 (18d) 91 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.4
Vega: 0
Theta: -0.07
Gamma: 0.05653
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 11 Jun | 88.47 | 1.88 | 0.13 (7.43%) | 33.5 | 269 | -51 | 384 | |||||||||
| 10 Jun | 88.45 | 1.84 | -0.75 (-28.96%) | 32.6 | 943 | 63 | 435 | |||||||||
| 9 Jun | 90.04 | 2.58 | 0.22 (9.32%) | 33.02 | 832 | 106 | 371 | |||||||||
| 8 Jun | 89.59 | 2.2 | -2.04 (-48.11%) | 32.32 | 675 | 129 | 264 | |||||||||
| 5 Jun | 92.90 | 4.23 | -1.44 (-25.40%) | 31.85 | 180 | -25 | 135 | |||||||||
| 4 Jun | 94.70 | 5.79 | -1.12 (-16.21%) | 33.72 | 20 | -7 | 163 | |||||||||
| 3 Jun | 96.04 | 6.87 | 0.31 (4.73%) | 35.7 | 16 | -8 | 170 | |||||||||
| 2 Jun | 95.31 | 6.59 | 2.24 (51.49%) | 36.28 | 331 | -60 | 179 | |||||||||
| 1 Jun | 92.37 | 5 | 2.44 (95.31%) | 32.21 | 2,605 | -27 | 255 | |||||||||
| 29 May | 87.99 | 2.57 | -1.91 (-42.63%) | 34.65 | 541 | 99 | 281 | |||||||||
| 27 May | 92.28 | 4.54 | 0.9 (24.73%) | 31.64 | 533 | -122 | 180 | |||||||||
| 26 May | 90.67 | 3.73 | 0.15 (4.19%) | 32.22 | 1,138 | 261 | 311 | |||||||||
| 25 May | 90.19 | 3.53 | 0.9 (34.22%) | 32.15 | 74 | 10 | 50 | |||||||||
| 22 May | 87.85 | 2.63 | -0.06 (-2.23%) | 32.14 | 29 | 11 | 39 | |||||||||
| 21 May | 88.16 | 2.69 | -0.35 (-11.51%) | 31.97 | 80 | -44 | 26 | |||||||||
| 20 May | 88.48 | 3 | -0.19 (-5.96%) | 32.23 | 6 | 2 | 69 | |||||||||
| 19 May | 89.02 | 3.15 | -0.67 (-17.54%) | 31.96 | 76 | 64 | 67 | |||||||||
| 18 May | 90.14 | 3.82 | -2.31 (-37.68%) | 31.41 | 5 | 3 | 3 | |||||||||
| 15 May | 91.41 | 0 | -6.13 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 14 May | 93.21 | 0 | -6.13 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 13 May | 91.11 | 0 | -6.13 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 12 May | 86.62 | 0 | -6.13 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 11 May | 86.79 | 0 | -6.13 (-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 91 expiring on 30JUN2026
Delta for 91 CE is 0.4
Historical price for 91 CE is as follows
On 11 Jun NMDC was trading at 88.47. The strike last trading price was 1.88, which was 0.13 higher than the previous day. The implied volatity was 33.5, the open interest changed by -51 which decreased total open position to 384
On 10 Jun NMDC was trading at 88.45. The strike last trading price was 1.84, which was -0.75 lower than the previous day. The implied volatity was 32.6, the open interest changed by 63 which increased total open position to 435
On 9 Jun NMDC was trading at 90.04. The strike last trading price was 2.58, which was 0.22 higher than the previous day. The implied volatity was 33.02, the open interest changed by 106 which increased total open position to 371
On 8 Jun NMDC was trading at 89.59. The strike last trading price was 2.2, which was -2.04 lower than the previous day. The implied volatity was 32.32, the open interest changed by 129 which increased total open position to 264
On 5 Jun NMDC was trading at 92.90. The strike last trading price was 4.23, which was -1.44 lower than the previous day. The implied volatity was 31.85, the open interest changed by -25 which decreased total open position to 135
On 4 Jun NMDC was trading at 94.70. The strike last trading price was 5.79, which was -1.12 lower than the previous day. The implied volatity was 33.72, the open interest changed by -7 which decreased total open position to 163
On 3 Jun NMDC was trading at 96.04. The strike last trading price was 6.87, which was 0.31 higher than the previous day. The implied volatity was 35.7, the open interest changed by -8 which decreased total open position to 170
On 2 Jun NMDC was trading at 95.31. The strike last trading price was 6.59, which was 2.24 higher than the previous day. The implied volatity was 36.28, the open interest changed by -60 which decreased total open position to 179
On 1 Jun NMDC was trading at 92.37. The strike last trading price was 5, which was 2.44 higher than the previous day. The implied volatity was 32.21, the open interest changed by -27 which decreased total open position to 255
On 29 May NMDC was trading at 87.99. The strike last trading price was 2.57, which was -1.91 lower than the previous day. The implied volatity was 34.65, the open interest changed by 99 which increased total open position to 281
On 27 May NMDC was trading at 92.28. The strike last trading price was 4.54, which was 0.9 higher than the previous day. The implied volatity was 31.64, the open interest changed by -122 which decreased total open position to 180
On 26 May NMDC was trading at 90.67. The strike last trading price was 3.73, which was 0.15 higher than the previous day. The implied volatity was 32.22, the open interest changed by 261 which increased total open position to 311
On 25 May NMDC was trading at 90.19. The strike last trading price was 3.53, which was 0.9 higher than the previous day. The implied volatity was 32.15, the open interest changed by 10 which increased total open position to 50
On 22 May NMDC was trading at 87.85. The strike last trading price was 2.63, which was -0.06 lower than the previous day. The implied volatity was 32.14, the open interest changed by 11 which increased total open position to 39
On 21 May NMDC was trading at 88.16. The strike last trading price was 2.69, which was -0.35 lower than the previous day. The implied volatity was 31.97, the open interest changed by -44 which decreased total open position to 26
On 20 May NMDC was trading at 88.48. The strike last trading price was 3, which was -0.19 lower than the previous day. The implied volatity was 32.23, the open interest changed by 2 which increased total open position to 69
On 19 May NMDC was trading at 89.02. The strike last trading price was 3.15, which was -0.67 lower than the previous day. The implied volatity was 31.96, the open interest changed by 64 which increased total open position to 67
On 18 May NMDC was trading at 90.14. The strike last trading price was 3.82, which was -2.31 lower than the previous day. The implied volatity was 31.41, the open interest changed by 3 which increased total open position to 3
On 15 May NMDC was trading at 91.41. The strike last trading price was 0, which was -6.13 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 -6.13 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 -6.13 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 -6.13 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 -6.13 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 30-Jun-2026 (18d) 91 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.61
Vega: 0
Theta: -0.05
Gamma: 0.0639
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 11 Jun | 88.47 | 3.47 | -0.52 (-13.03%) | 29.41 | 51 | -4 | 490 |
| 10 Jun | 88.45 | 4 | 1.18 (41.84%) | 32.88 | 137 | -12 | 494 |
| 9 Jun | 90.04 | 2.87 | -0.44 (-13.29%) | 29.24 | 224 | 10 | 506 |
| 8 Jun | 89.59 | 3.68 | 1.93 (110.29%) | 31.9 | 379 | -22 | 497 |
| 5 Jun | 92.90 | 1.79 | 0.46 (34.59%) | 28.13 | 508 | -46 | 526 |
| 4 Jun | 94.70 | 1.3 | 0.19 (17.12%) | 29.09 | 465 | 258 | 571 |
| 3 Jun | 96.04 | 1.12 | -0.14 (-11.11%) | 30.05 | 268 | -11 | 314 |
| 2 Jun | 95.31 | 1.3 | -0.91 (-41.18%) | 29.06 | 691 | 87 | 325 |
| 1 Jun | 92.37 | 1.8 | -2.54 (-58.53%) | 29.32 | 802 | 84 | 234 |
| 29 May | 87.99 | 4.39 | 1.99 (82.92%) | 28.26 | 418 | 20 | 152 |
| 27 May | 92.28 | 2.4 | -0.63 (-20.79%) | 28.83 | 304 | 27 | 132 |
| 26 May | 90.67 | 3 | 0 (0.00%) | 27.62 | 213 | 90 | 105 |
| 25 May | 90.19 | 3 | -2 (-40.00%) | 28.71 | 13 | 6 | 15 |
| 22 May | 87.85 | 5 | 1 (25.00%) | 28.42 | 2 | 2 | 9 |
| 21 May | 88.16 | 4 | 4 | - | 0 | 0 | 7 |
| 20 May | 88.48 | 4 | 4 | - | 0 | 0 | 7 |
| 19 May | 89.02 | 4 | 4 (-20.00%) | 31.51 | 0 | 0 | 7 |
| 18 May | 90.14 | 4 | -1 (-20.00%) | 31.51 | 8 | 7 | 7 |
| 15 May | 91.41 | 0 | -5.32 (-100.00%) | - | 0 | 0 | 0 |
| 14 May | 93.21 | 0 | -5.32 (-100.00%) | 0 | 0 | 0 | 0 |
| 13 May | 91.11 | 0 | -5.32 (-100.00%) | 0 | 0 | 0 | 0 |
| 12 May | 86.62 | 0 | -5.32 (-100.00%) | 0 | 0 | 0 | 0 |
| 11 May | 86.79 | 0 | -5.32 (-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 91 expiring on 30JUN2026
Delta for 91 PE is -0.61
Historical price for 91 PE is as follows
On 11 Jun NMDC was trading at 88.47. The strike last trading price was 3.47, which was -0.52 lower than the previous day. The implied volatity was 29.41, the open interest changed by -4 which decreased total open position to 490
On 10 Jun NMDC was trading at 88.45. The strike last trading price was 4, which was 1.18 higher than the previous day. The implied volatity was 32.88, the open interest changed by -12 which decreased total open position to 494
On 9 Jun NMDC was trading at 90.04. The strike last trading price was 2.87, which was -0.44 lower than the previous day. The implied volatity was 29.24, the open interest changed by 10 which increased total open position to 506
On 8 Jun NMDC was trading at 89.59. The strike last trading price was 3.68, which was 1.93 higher than the previous day. The implied volatity was 31.9, the open interest changed by -22 which decreased total open position to 497
On 5 Jun NMDC was trading at 92.90. The strike last trading price was 1.79, which was 0.46 higher than the previous day. The implied volatity was 28.13, the open interest changed by -46 which decreased total open position to 526
On 4 Jun NMDC was trading at 94.70. The strike last trading price was 1.3, which was 0.19 higher than the previous day. The implied volatity was 29.09, the open interest changed by 258 which increased total open position to 571
On 3 Jun NMDC was trading at 96.04. The strike last trading price was 1.12, which was -0.14 lower than the previous day. The implied volatity was 30.05, the open interest changed by -11 which decreased total open position to 314
On 2 Jun NMDC was trading at 95.31. The strike last trading price was 1.3, which was -0.91 lower than the previous day. The implied volatity was 29.06, the open interest changed by 87 which increased total open position to 325
On 1 Jun NMDC was trading at 92.37. The strike last trading price was 1.8, which was -2.54 lower than the previous day. The implied volatity was 29.32, the open interest changed by 84 which increased total open position to 234
On 29 May NMDC was trading at 87.99. The strike last trading price was 4.39, which was 1.99 higher than the previous day. The implied volatity was 28.26, the open interest changed by 20 which increased total open position to 152
On 27 May NMDC was trading at 92.28. The strike last trading price was 2.4, which was -0.63 lower than the previous day. The implied volatity was 28.83, the open interest changed by 27 which increased total open position to 132
On 26 May NMDC was trading at 90.67. The strike last trading price was 3, which was 0 lower than the previous day. The implied volatity was 27.62, the open interest changed by 90 which increased total open position to 105
On 25 May NMDC was trading at 90.19. The strike last trading price was 3, which was -2 lower than the previous day. The implied volatity was 28.71, the open interest changed by 6 which increased total open position to 15
On 22 May NMDC was trading at 87.85. The strike last trading price was 5, which was 1 higher than the previous day. The implied volatity was 28.42, the open interest changed by 2 which increased total open position to 9
On 21 May NMDC was trading at 88.16. The strike last trading price was 4, which was 4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 20 May NMDC was trading at 88.48. The strike last trading price was 4, which was 4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 19 May NMDC was trading at 89.02. The strike last trading price was 4, which was 4 higher than the previous day. The implied volatity was 31.51, the open interest changed by 0 which decreased total open position to 7
On 18 May NMDC was trading at 90.14. The strike last trading price was 4, which was -1 lower than the previous day. The implied volatity was 31.51, the open interest changed by 7 which increased total open position to 7
On 15 May NMDC was trading at 91.41. The strike last trading price was 0, which was -5.32 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 -5.32 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 -5.32 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 -5.32 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 -5.32 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
