NBCC
Nbcc (India) Limited
Historical option data for NBCC
21 Sep 2025 04:15 PM IST
| NBCC 30SEP2025 115 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.25
Vega: 0.06
Theta: -0.08
Gamma: 0.06
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 110.81 | 0.75 | 0 | 27.05 | 415 | 18 | 548 | |||||||||
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| 14 Sept | 106.49 | 0.7 | -0.25 | 33.44 | 925 | 177 | 429 | |||||||||
| 17 Aug | 103.46 | 1.45 | -0.8 | 31.52 | 1 | 1 | 4 | |||||||||
For Nbcc (India) Limited - strike price 115 expiring on 30SEP2025
Delta for 115 CE is 0.25
Historical price for 115 CE is as follows
On 21 Sept NBCC was trading at 110.81. The strike last trading price was 0.75, which was 0 lower than the previous day. The implied volatity was 27.05, the open interest changed by 18 which increased total open position to 548
On 14 Sept NBCC was trading at 106.49. The strike last trading price was 0.7, which was -0.25 lower than the previous day. The implied volatity was 33.44, the open interest changed by 177 which increased total open position to 429
On 17 Aug NBCC was trading at 103.46. The strike last trading price was 1.45, which was -0.8 lower than the previous day. The implied volatity was 31.52, the open interest changed by 1 which increased total open position to 4
| NBCC 30SEP2025 115 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.74
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 | 4.6 | -0.8 | 28.93 | 15 | -5 | 34 |
| 14 Sept | 106.49 | 9.05 | 1.6 | 37.64 | 23 | 9 | 34 |
| 17 Aug | 103.46 | 9.6 | 0 | - | 0 | 0 | 0 |
For Nbcc (India) Limited - strike price 115 expiring on 30SEP2025
Delta for 115 PE is -0.74
Historical price for 115 PE is as follows
On 21 Sept NBCC was trading at 110.81. The strike last trading price was 4.6, which was -0.8 lower than the previous day. The implied volatity was 28.93, the open interest changed by -5 which decreased total open position to 34
On 14 Sept NBCC was trading at 106.49. The strike last trading price was 9.05, which was 1.6 higher than the previous day. The implied volatity was 37.64, the open interest changed by 9 which increased total open position to 34
On 17 Aug NBCC was trading at 103.46. The strike last trading price was 9.6, 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
