NBCC
Nbcc (India) Limited
Historical option data for NBCC
02 Nov 2025 04:14 PM IST
| NBCC 25-NOV-2025 115 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 2 Nov | 117.41 | 5.8 | -1 | - | 148 | 9 | 372 | |||||||||
| 1 Nov | 117.41 | 5.8 | -1 | - | 148 | 9 | 372 | |||||||||
| 27 Oct | 111.50 | 3.15 | -0.2 | - | 144 | 62 | 187 | |||||||||
| 26 Oct | 111.69 | 3.3 | -0.3 | - | 131 | 35 | 122 | |||||||||
| 25 Oct | 111.69 | 3.3 | -0.3 | - | 131 | 35 | 122 | |||||||||
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| 18 Oct | 111.41 | 3.6 | -0.95 | - | 25 | 9 | 32 | |||||||||
| 15 Oct | 109.84 | 5.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 28 Sept | 105.18 | 5.7 | 0 | 5.68 | 0 | 0 | 0 | |||||||||
| 21 Sept | 110.81 | 5.7 | 0 | 1.41 | 0 | 0 | 0 | |||||||||
| 14 Sept | 106.49 | 5.7 | 0 | 4.28 | 0 | 0 | 0 | |||||||||
For Nbcc (India) Limited - strike price 115 expiring on 25NOV2025
Delta for 115 CE is -
Historical price for 115 CE is as follows
On 2 Nov NBCC was trading at 117.41. The strike last trading price was 5.8, which was -1 lower than the previous day. The implied volatity was -, the open interest changed by 9 which increased total open position to 372
On 1 Nov NBCC was trading at 117.41. The strike last trading price was 5.8, which was -1 lower than the previous day. The implied volatity was -, the open interest changed by 9 which increased total open position to 372
On 27 Oct NBCC was trading at 111.50. The strike last trading price was 3.15, which was -0.2 lower than the previous day. The implied volatity was -, the open interest changed by 62 which increased total open position to 187
On 26 Oct NBCC was trading at 111.69. The strike last trading price was 3.3, which was -0.3 lower than the previous day. The implied volatity was -, the open interest changed by 35 which increased total open position to 122
On 25 Oct NBCC was trading at 111.69. The strike last trading price was 3.3, which was -0.3 lower than the previous day. The implied volatity was -, the open interest changed by 35 which increased total open position to 122
On 18 Oct NBCC was trading at 111.41. The strike last trading price was 3.6, which was -0.95 lower than the previous day. The implied volatity was -, the open interest changed by 9 which increased total open position to 32
On 15 Oct NBCC was trading at 109.84. The strike last trading price was 5.7, 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
On 28 Sept NBCC was trading at 105.18. The strike last trading price was 5.7, which was 0 lower than the previous day. The implied volatity was 5.68, the open interest changed by 0 which decreased total open position to 0
On 21 Sept NBCC was trading at 110.81. The strike last trading price was 5.7, which was 0 lower than the previous day. The implied volatity was 1.41, the open interest changed by 0 which decreased total open position to 0
On 14 Sept NBCC was trading at 106.49. The strike last trading price was 5.7, which was 0 lower than the previous day. The implied volatity was 4.28, the open interest changed by 0 which decreased total open position to 0
| NBCC 25NOV2025 115 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 2 Nov | 117.41 | 2.9 | 0.15 | - | 105 | -22 | 227 |
| 1 Nov | 117.41 | 2.9 | 0.15 | - | 105 | -22 | 227 |
| 27 Oct | 111.50 | 5.8 | -0.25 | - | 41 | 25 | 63 |
| 26 Oct | 111.69 | 6 | -0.25 | - | 21 | 13 | 38 |
| 25 Oct | 111.69 | 6 | -0.25 | - | 21 | 13 | 38 |
| 18 Oct | 111.41 | 5.8 | -14.3 | - | 1 | 1 | 0 |
| 15 Oct | 109.84 | 20.1 | 0 | - | 0 | 0 | 0 |
| 28 Sept | 105.18 | 20.1 | 0 | - | 0 | 0 | 0 |
| 21 Sept | 110.81 | 20.1 | 0 | - | 0 | 0 | 0 |
| 14 Sept | 106.49 | 20.1 | 0 | - | 0 | 0 | 0 |
For Nbcc (India) Limited - strike price 115 expiring on 25NOV2025
Delta for 115 PE is -
Historical price for 115 PE is as follows
On 2 Nov NBCC was trading at 117.41. The strike last trading price was 2.9, which was 0.15 higher than the previous day. The implied volatity was -, the open interest changed by -22 which decreased total open position to 227
On 1 Nov NBCC was trading at 117.41. The strike last trading price was 2.9, which was 0.15 higher than the previous day. The implied volatity was -, the open interest changed by -22 which decreased total open position to 227
On 27 Oct NBCC was trading at 111.50. The strike last trading price was 5.8, which was -0.25 lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 63
On 26 Oct NBCC was trading at 111.69. The strike last trading price was 6, which was -0.25 lower than the previous day. The implied volatity was -, the open interest changed by 13 which increased total open position to 38
On 25 Oct NBCC was trading at 111.69. The strike last trading price was 6, which was -0.25 lower than the previous day. The implied volatity was -, the open interest changed by 13 which increased total open position to 38
On 18 Oct NBCC was trading at 111.41. The strike last trading price was 5.8, which was -14.3 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 15 Oct NBCC was trading at 109.84. The strike last trading price was 20.1, 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
On 28 Sept NBCC was trading at 105.18. The strike last trading price was 20.1, 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
On 21 Sept NBCC was trading at 110.81. The strike last trading price was 20.1, 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
On 14 Sept NBCC was trading at 106.49. The strike last trading price was 20.1, 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
































































































































































































































