NBCC
Nbcc (India) Limited
Historical option data for NBCC
21 Sep 2025 04:15 PM IST
| NBCC 30SEP2025 105 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.94
Vega: 0.02
Theta: -0.05
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 110.81 | 6.35 | 0.75 | 21.90 | 40 | -13 | 328 | |||||||||
| 14 Sept | 106.49 | 3.8 | -1.15 | 29.64 | 1,968 | 176 | 558 | |||||||||
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| 17 Aug | 103.46 | 4.35 | -3.4 | 29.53 | 5 | 4 | 5 | |||||||||
For Nbcc (India) Limited - strike price 105 expiring on 30SEP2025
Delta for 105 CE is 0.94
Historical price for 105 CE is as follows
On 21 Sept NBCC was trading at 110.81. The strike last trading price was 6.35, which was 0.75 higher than the previous day. The implied volatity was 21.90, the open interest changed by -13 which decreased total open position to 328
On 14 Sept NBCC was trading at 106.49. The strike last trading price was 3.8, which was -1.15 lower than the previous day. The implied volatity was 29.64, the open interest changed by 176 which increased total open position to 558
On 17 Aug NBCC was trading at 103.46. The strike last trading price was 4.35, which was -3.4 lower than the previous day. The implied volatity was 29.53, the open interest changed by 4 which increased total open position to 5
| NBCC 30SEP2025 105 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.09
Vega: 0.03
Theta: -0.03
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 110.81 | 0.2 | -0.3 | 25.07 | 282 | 54 | 452 |
| 14 Sept | 106.49 | 2.1 | 0.55 | 31.48 | 913 | 111 | 350 |
| 17 Aug | 103.46 | 4.8 | 0.95 | 32.18 | 8 | 5 | 5 |
For Nbcc (India) Limited - strike price 105 expiring on 30SEP2025
Delta for 105 PE is -0.09
Historical price for 105 PE is as follows
On 21 Sept NBCC was trading at 110.81. The strike last trading price was 0.2, which was -0.3 lower than the previous day. The implied volatity was 25.07, the open interest changed by 54 which increased total open position to 452
On 14 Sept NBCC was trading at 106.49. The strike last trading price was 2.1, which was 0.55 higher than the previous day. The implied volatity was 31.48, the open interest changed by 111 which increased total open position to 350
On 17 Aug NBCC was trading at 103.46. The strike last trading price was 4.8, which was 0.95 higher than the previous day. The implied volatity was 32.18, the open interest changed by 5 which increased total open position to 5
