NBCC
Nbcc (India) Limited
Historical option data for NBCC
17 Aug 2025 12:58 AM IST
| NBCC 30SEP2025 110 CE | ||||||||||||||||
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Delta: 0.35
Vega: 0.14
Theta: -0.05
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 17 Aug | 103.46 | 2.55 | -1.25 | 30.46 | 33 | 12 | 35 | |||||||||
For Nbcc (India) Limited - strike price 110 expiring on 30SEP2025
Delta for 110 CE is 0.35
Historical price for 110 CE is as follows
On 17 Aug NBCC was trading at 103.46. The strike last trading price was 2.55, which was -1.25 lower than the previous day. The implied volatity was 30.46, the open interest changed by 12 which increased total open position to 35
| NBCC 30SEP2025 110 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.62
Vega: 0.14
Theta: -0.04
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 17 Aug | 103.46 | 8.4 | 1.55 | 36.57 | 2 | 2 | 3 |
For Nbcc (India) Limited - strike price 110 expiring on 30SEP2025
Delta for 110 PE is -0.62
Historical price for 110 PE is as follows
On 17 Aug NBCC was trading at 103.46. The strike last trading price was 8.4, which was 1.55 higher than the previous day. The implied volatity was 36.57, the open interest changed by 2 which increased total open position to 3
