NBCC
Nbcc (India) Limited
Historical option data for NBCC
21 Sep 2025 04:15 PM IST
| NBCC 30SEP2025 107.5 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.83
Vega: 0.05
Theta: -0.07
Gamma: 0.06
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 110.81 | 4.1 | 0.4 | 20.74 | 119 | -10 | 136 | |||||||||
| 14 Sept | 106.49 | 2.65 | -0.75 | 31.23 | 1,403 | 154 | 301 | |||||||||
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| 17 Aug | 103.46 | 3.4 | -7.4 | 30.33 | 3 | 1 | 1 | |||||||||
For Nbcc (India) Limited - strike price 107.5 expiring on 30SEP2025
Delta for 107.5 CE is 0.83
Historical price for 107.5 CE is as follows
On 21 Sept NBCC was trading at 110.81. The strike last trading price was 4.1, which was 0.4 higher than the previous day. The implied volatity was 20.74, the open interest changed by -10 which decreased total open position to 136
On 14 Sept NBCC was trading at 106.49. The strike last trading price was 2.65, which was -0.75 lower than the previous day. The implied volatity was 31.23, the open interest changed by 154 which increased total open position to 301
On 17 Aug NBCC was trading at 103.46. The strike last trading price was 3.4, which was -7.4 lower than the previous day. The implied volatity was 30.33, the open interest changed by 1 which increased total open position to 1
| NBCC 30SEP2025 107.5 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.21
Vega: 0.06
Theta: -0.06
Gamma: 0.06
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 110.81 | 0.6 | -0.45 | 25.40 | 88 | -2 | 254 |
| 14 Sept | 106.49 | 3.35 | 0.85 | 32.07 | 604 | 93 | 215 |
| 17 Aug | 103.46 | 9 | 0 | - | 0 | 0 | 0 |
For Nbcc (India) Limited - strike price 107.5 expiring on 30SEP2025
Delta for 107.5 PE is -0.21
Historical price for 107.5 PE is as follows
On 21 Sept NBCC was trading at 110.81. The strike last trading price was 0.6, which was -0.45 lower than the previous day. The implied volatity was 25.40, the open interest changed by -2 which decreased total open position to 254
On 14 Sept NBCC was trading at 106.49. The strike last trading price was 3.35, which was 0.85 higher than the previous day. The implied volatity was 32.07, the open interest changed by 93 which increased total open position to 215
On 17 Aug NBCC was trading at 103.46. The strike last trading price was 9, 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
