CONFIG_NMI_DEBUGGING is not available for thedefaultarchitecture x86.
Result is shown for architecture avr32
default or selected kernelversion does not have config value CONFIG_NMI_DEBUGGING.
Result is shown for kernelversion 6.5.1

NMI Debugging

modulename: nmi_debug.ko


Linux Kernel Configuration
└─>System Type and features
└─>NMI Debugging
In linux kernel since version 2.6.25 (release Date: 2008-04-16)  
Say Y here and pass the nmi_debug command-line parameter to
the kernel to turn on NMI debugging. Depending on the value
of the nmi_debug option, various pieces of information will
be dumped to the console when a Non-Maskable Interrupt

source code: