NBCC
Nbcc (India) Limited
Historical option data for NBCC
21 Sep 2025 04:15 PM IST
| NBCC 30SEP2025 117.5 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.13
Vega: 0.04
Theta: -0.06
Gamma: 0.04
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 110.81 | 0.35 | -0.05 | 27.69 | 37 | 1 | 150 | |||||||||
| 14 Sept | 106.49 | 0.45 | -0.15 | 34.64 | 117 | 18 | 94 | |||||||||
| 17 Aug | 103.46 | 6.75 | 0 | 9.62 | 0 | 0 | 0 | |||||||||
For Nbcc (India) Limited - strike price 117.5 expiring on 30SEP2025
Delta for 117.5 CE is 0.13
Historical price for 117.5 CE is as follows
On 21 Sept NBCC was trading at 110.81. The strike last trading price was 0.35, which was -0.05 lower than the previous day. The implied volatity was 27.69, the open interest changed by 1 which increased total open position to 150
On 14 Sept NBCC was trading at 106.49. The strike last trading price was 0.45, which was -0.15 lower than the previous day. The implied volatity was 34.64, the open interest changed by 18 which increased total open position to 94
On 17 Aug NBCC was trading at 103.46. The strike last trading price was 6.75, which was 0 lower than the previous day. The implied volatity was 9.62, the open interest changed by 0 which decreased total open position to 0
| NBCC 30SEP2025 117.5 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 110.81 | 7.7 | 0 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 106.49 | 11.15 | -4.4 | 37.26 | 1 | 1 | 0 |
| 17 Aug | 103.46 | 14.9 | 0 | - | 0 | 0 | 0 |
For Nbcc (India) Limited - strike price 117.5 expiring on 30SEP2025
Delta for 117.5 PE is 0.00
Historical price for 117.5 PE is as follows
On 21 Sept NBCC was trading at 110.81. The strike last trading price was 7.7, which was 0 lower than the previous day. The implied volatity was 0.00, 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 11.15, which was -4.4 lower than the previous day. The implied volatity was 37.26, the open interest changed by 1 which increased total open position to 0
On 17 Aug NBCC was trading at 103.46. The strike last trading price was 14.9, 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
