NBCC
Nbcc (India) Limited
Historical option data for NBCC
21 Dec 2025 04:16 PM IST
| NBCC 27-JAN-2026 115 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 21 Dec | 113.70 | 4.3 | 2.14 | - | 557 | 44 | 136 | |||||||||
| 20 Dec | 113.70 | 4.3 | 2.14 | - | 557 | 44 | 136 | |||||||||
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| 14 Dec | 109.57 | 3.06 | 0.46 | - | 12 | 3 | 32 | |||||||||
| 13 Dec | 109.57 | 3.06 | 0.46 | - | 12 | 3 | 32 | |||||||||
| 7 Dec | 112.06 | 4.7 | -7.11 | - | 0 | 0 | 0 | |||||||||
| 5 Dec | 112.06 | 4.7 | -7.11 | - | 0 | 1 | 0 | |||||||||
| 30 Nov | 116.69 | 11.81 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Nov | 116.69 | 11.81 | 0 | - | 0 | 0 | 0 | |||||||||
For Nbcc (India) Limited - strike price 115 expiring on 27JAN2026
Delta for 115 CE is -
Historical price for 115 CE is as follows
On 21 Dec NBCC was trading at 113.70. The strike last trading price was 4.3, which was 2.14 higher than the previous day. The implied volatity was -, the open interest changed by 44 which increased total open position to 136
On 20 Dec NBCC was trading at 113.70. The strike last trading price was 4.3, which was 2.14 higher than the previous day. The implied volatity was -, the open interest changed by 44 which increased total open position to 136
On 14 Dec NBCC was trading at 109.57. The strike last trading price was 3.06, which was 0.46 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 32
On 13 Dec NBCC was trading at 109.57. The strike last trading price was 3.06, which was 0.46 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 32
On 7 Dec NBCC was trading at 112.06. The strike last trading price was 4.7, which was -7.11 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Dec NBCC was trading at 112.06. The strike last trading price was 4.7, which was -7.11 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 30 Nov NBCC was trading at 116.69. The strike last trading price was 11.81, 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 29 Nov NBCC was trading at 116.69. The strike last trading price was 11.81, 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
| NBCC 27JAN2026 115 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 21 Dec | 113.70 | 4.57 | -3.5 | - | 66 | 5 | 82 |
| 20 Dec | 113.70 | 4.57 | -3.5 | - | 66 | 5 | 82 |
| 14 Dec | 109.57 | 8.02 | 0 | - | 0 | 0 | 0 |
| 13 Dec | 109.57 | 8.02 | 0 | - | 0 | 0 | 0 |
| 7 Dec | 112.06 | 8.02 | 0 | - | 0 | 0 | 0 |
| 5 Dec | 112.06 | 8.02 | 0 | - | 0 | 0 | 0 |
| 30 Nov | 116.69 | 8.02 | 0 | - | 0 | 0 | 0 |
| 29 Nov | 116.69 | 8.02 | 0 | - | 0 | 0 | 0 |
For Nbcc (India) Limited - strike price 115 expiring on 27JAN2026
Delta for 115 PE is -
Historical price for 115 PE is as follows
On 21 Dec NBCC was trading at 113.70. The strike last trading price was 4.57, which was -3.5 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 82
On 20 Dec NBCC was trading at 113.70. The strike last trading price was 4.57, which was -3.5 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 82
On 14 Dec NBCC was trading at 109.57. The strike last trading price was 8.02, 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 13 Dec NBCC was trading at 109.57. The strike last trading price was 8.02, 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 7 Dec NBCC was trading at 112.06. The strike last trading price was 8.02, 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 5 Dec NBCC was trading at 112.06. The strike last trading price was 8.02, 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 30 Nov NBCC was trading at 116.69. The strike last trading price was 8.02, 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 29 Nov NBCC was trading at 116.69. The strike last trading price was 8.02, 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































































































































































































































