NBCC
Nbcc (India) Limited
Historical option data for NBCC
21 Sep 2025 04:15 PM IST
| NBCC 30SEP2025 102.5 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 110.81 | 9.15 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 14 Sept | 106.49 | 5.4 | -1.3 | 29.04 | 109 | -1 | 93 | |||||||||
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| 17 Aug | 103.46 | 13.35 | 0 | - | 0 | 0 | 0 | |||||||||
For Nbcc (India) Limited - strike price 102.5 expiring on 30SEP2025
Delta for 102.5 CE is 0.00
Historical price for 102.5 CE is as follows
On 21 Sept NBCC was trading at 110.81. The strike last trading price was 9.15, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 14 Sept NBCC was trading at 106.49. The strike last trading price was 5.4, which was -1.3 lower than the previous day. The implied volatity was 29.04, the open interest changed by -1 which decreased total open position to 93
On 17 Aug NBCC was trading at 103.46. The strike last trading price was 13.35, 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 102.5 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.06
Vega: 0.02
Theta: -0.03
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 110.81 | 0.15 | -0.1 | 30.61 | 100 | -34 | 225 |
| 14 Sept | 106.49 | 1.2 | 0.3 | 31.08 | 360 | 92 | 349 |
| 17 Aug | 103.46 | 6.65 | 0 | 2.22 | 0 | 0 | 0 |
For Nbcc (India) Limited - strike price 102.5 expiring on 30SEP2025
Delta for 102.5 PE is -0.06
Historical price for 102.5 PE is as follows
On 21 Sept NBCC was trading at 110.81. The strike last trading price was 0.15, which was -0.1 lower than the previous day. The implied volatity was 30.61, the open interest changed by -34 which decreased total open position to 225
On 14 Sept NBCC was trading at 106.49. The strike last trading price was 1.2, which was 0.3 higher than the previous day. The implied volatity was 31.08, the open interest changed by 92 which increased total open position to 349
On 17 Aug NBCC was trading at 103.46. The strike last trading price was 6.65, which was 0 lower than the previous day. The implied volatity was 2.22, the open interest changed by 0 which decreased total open position to 0
