NBCC
Nbcc (India) Limited
Historical option data for NBCC
21 Sep 2025 04:15 PM IST
| NBCC 30SEP2025 110 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.62
Vega: 0.07
Theta: -0.09
Gamma: 0.09
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 110.81 | 2.45 | 0.15 | 22.96 | 900 | -83 | 624 | |||||||||
| 14 Sept | 106.49 | 1.7 | -0.6 | 31.42 | 3,534 | 635 | 1,249 | |||||||||
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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 0.62
Historical price for 110 CE is as follows
On 21 Sept NBCC was trading at 110.81. The strike last trading price was 2.45, which was 0.15 higher than the previous day. The implied volatity was 22.96, the open interest changed by -83 which decreased total open position to 624
On 14 Sept NBCC was trading at 106.49. The strike last trading price was 1.7, which was -0.6 lower than the previous day. The implied volatity was 31.42, the open interest changed by 635 which increased total open position to 1249
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: -0.39
Vega: 0.07
Theta: -0.08
Gamma: 0.08
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 110.81 | 1.45 | -0.6 | 26.38 | 161 | -20 | 310 |
| 14 Sept | 106.49 | 5.05 | 1.2 | 34.14 | 552 | 74 | 227 |
| 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 -0.39
Historical price for 110 PE is as follows
On 21 Sept NBCC was trading at 110.81. The strike last trading price was 1.45, which was -0.6 lower than the previous day. The implied volatity was 26.38, the open interest changed by -20 which decreased total open position to 310
On 14 Sept NBCC was trading at 106.49. The strike last trading price was 5.05, which was 1.2 higher than the previous day. The implied volatity was 34.14, the open interest changed by 74 which increased total open position to 227
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
