NBCC
Nbcc (India) Limited
Historical option data for NBCC
21 Sep 2025 04:15 PM IST
| NBCC 30SEP2025 112.5 CE | ||||||||||||||||
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Delta: 0.41
Vega: 0.07
Theta: -0.10
Gamma: 0.08
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 110.81 | 1.35 | 0.05 | 24.69 | 354 | -25 | 298 | |||||||||
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| 14 Sept | 106.49 | 1.1 | -0.45 | 32.44 | 470 | 53 | 151 | |||||||||
| 17 Aug | 103.46 | 8.6 | 0 | 6.22 | 0 | 0 | 0 | |||||||||
For Nbcc (India) Limited - strike price 112.5 expiring on 30SEP2025
Delta for 112.5 CE is 0.41
Historical price for 112.5 CE is as follows
On 21 Sept NBCC was trading at 110.81. The strike last trading price was 1.35, which was 0.05 higher than the previous day. The implied volatity was 24.69, the open interest changed by -25 which decreased total open position to 298
On 14 Sept NBCC was trading at 106.49. The strike last trading price was 1.1, which was -0.45 lower than the previous day. The implied volatity was 32.44, the open interest changed by 53 which increased total open position to 151
On 17 Aug NBCC was trading at 103.46. The strike last trading price was 8.6, which was 0 lower than the previous day. The implied volatity was 6.22, the open interest changed by 0 which decreased total open position to 0
| NBCC 30SEP2025 112.5 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.59
Vega: 0.08
Theta: -0.07
Gamma: 0.08
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 110.81 | 2.75 | -0.9 | 26.81 | 38 | 8 | 67 |
| 14 Sept | 106.49 | 7 | 1.35 | 36.38 | 36 | 7 | 23 |
| 17 Aug | 103.46 | 11.75 | 0 | - | 0 | 0 | 0 |
For Nbcc (India) Limited - strike price 112.5 expiring on 30SEP2025
Delta for 112.5 PE is -0.59
Historical price for 112.5 PE is as follows
On 21 Sept NBCC was trading at 110.81. The strike last trading price was 2.75, which was -0.9 lower than the previous day. The implied volatity was 26.81, the open interest changed by 8 which increased total open position to 67
On 14 Sept NBCC was trading at 106.49. The strike last trading price was 7, which was 1.35 higher than the previous day. The implied volatity was 36.38, the open interest changed by 7 which increased total open position to 23
On 17 Aug NBCC was trading at 103.46. The strike last trading price was 11.75, 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
