NBCC
Nbcc (India) Limited
Historical option data for NBCC
21 Sep 2025 04:15 PM IST
| NBCC 30SEP2025 100 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 110.81 | 11.1 | 0.8 | - | 13 | -12 | 90 | |||||||||
| 14 Sept | 106.49 | 7.3 | -1.5 | 27.85 | 58 | 14 | 121 | |||||||||
|
|
||||||||||||||||
| 17 Aug | 103.46 | 29.85 | 0 | - | 0 | 0 | 0 | |||||||||
For Nbcc (India) Limited - strike price 100 expiring on 30SEP2025
Delta for 100 CE is -
Historical price for 100 CE is as follows
On 21 Sept NBCC was trading at 110.81. The strike last trading price was 11.1, which was 0.8 higher than the previous day. The implied volatity was -, the open interest changed by -12 which decreased total open position to 90
On 14 Sept NBCC was trading at 106.49. The strike last trading price was 7.3, which was -1.5 lower than the previous day. The implied volatity was 27.85, the open interest changed by 14 which increased total open position to 121
On 17 Aug NBCC was trading at 103.46. The strike last trading price was 29.85, 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
| NBCC 30SEP2025 100 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.04
Vega: 0.02
Theta: -0.02
Gamma: 0.01
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 110.81 | 0.1 | 0 | 34.87 | 36 | -9 | 257 |
| 14 Sept | 106.49 | 0.7 | 0.2 | 32.22 | 508 | 25 | 314 |
| 17 Aug | 103.46 | 3.15 | 0.8 | 36.16 | 5 | -1 | 14 |
For Nbcc (India) Limited - strike price 100 expiring on 30SEP2025
Delta for 100 PE is -0.04
Historical price for 100 PE is as follows
On 21 Sept NBCC was trading at 110.81. The strike last trading price was 0.1, which was 0 lower than the previous day. The implied volatity was 34.87, the open interest changed by -9 which decreased total open position to 257
On 14 Sept NBCC was trading at 106.49. The strike last trading price was 0.7, which was 0.2 higher than the previous day. The implied volatity was 32.22, the open interest changed by 25 which increased total open position to 314
On 17 Aug NBCC was trading at 103.46. The strike last trading price was 3.15, which was 0.8 higher than the previous day. The implied volatity was 36.16, the open interest changed by -1 which decreased total open position to 14
