NBCC
Nbcc (India) Limited
Historical option data for NBCC
21 Sep 2025 04:15 PM IST
| NBCC 28OCT2025 110 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.60
Vega: 0.14
Theta: -0.07
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 110.81 | 5.35 | 0.4 | 29.49 | 75 | 49 | 156 | |||||||||
| 14 Sept | 106.49 | 3.9 | -0.6 | 32.56 | 137 | 50 | 92 | |||||||||
| 17 Aug | 103.46 | 12 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Nbcc (India) Limited - strike price 110 expiring on 28OCT2025
Delta for 110 CE is 0.60
Historical price for 110 CE is as follows
On 21 Sept NBCC was trading at 110.81. The strike last trading price was 5.35, which was 0.4 higher than the previous day. The implied volatity was 29.49, the open interest changed by 49 which increased total open position to 156
On 14 Sept NBCC was trading at 106.49. The strike last trading price was 3.9, which was -0.6 lower than the previous day. The implied volatity was 32.56, the open interest changed by 50 which increased total open position to 92
On 17 Aug NBCC was trading at 103.46. The strike last trading price was 12, 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
| NBCC 28OCT2025 110 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.41
Vega: 0.14
Theta: -0.05
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 110.81 | 3.7 | -0.6 | 32.62 | 63 | 44 | 122 |
| 14 Sept | 106.49 | 6.55 | 1.1 | 35.08 | 66 | 39 | 57 |
| 17 Aug | 103.46 | 12.1 | 0 | - | 0 | 0 | 0 |
For Nbcc (India) Limited - strike price 110 expiring on 28OCT2025
Delta for 110 PE is -0.41
Historical price for 110 PE is as follows
On 21 Sept NBCC was trading at 110.81. The strike last trading price was 3.7, which was -0.6 lower than the previous day. The implied volatity was 32.62, the open interest changed by 44 which increased total open position to 122
On 14 Sept NBCC was trading at 106.49. The strike last trading price was 6.55, which was 1.1 higher than the previous day. The implied volatity was 35.08, the open interest changed by 39 which increased total open position to 57
On 17 Aug NBCC was trading at 103.46. The strike last trading price was 12.1, 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
