NBCC
Nbcc (India) Limited
Historical option data for NBCC
21 Sep 2025 04:15 PM IST
| NBCC 30SEP2025 120 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.09
Vega: 0.03
Theta: -0.05
Gamma: 0.03
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 110.81 | 0.25 | 0 | 31.85 | 205 | -16 | 355 | |||||||||
|
|
||||||||||||||||
| 14 Sept | 106.49 | 0.3 | -0.1 | 36.11 | 398 | 4 | 244 | |||||||||
| 17 Aug | 103.46 | 1 | -0.4 | 34.82 | 4 | 3 | 6 | |||||||||
For Nbcc (India) Limited - strike price 120 expiring on 30SEP2025
Delta for 120 CE is 0.09
Historical price for 120 CE is as follows
On 21 Sept NBCC was trading at 110.81. The strike last trading price was 0.25, which was 0 lower than the previous day. The implied volatity was 31.85, the open interest changed by -16 which decreased total open position to 355
On 14 Sept NBCC was trading at 106.49. The strike last trading price was 0.3, which was -0.1 lower than the previous day. The implied volatity was 36.11, the open interest changed by 4 which increased total open position to 244
On 17 Aug NBCC was trading at 103.46. The strike last trading price was 1, which was -0.4 lower than the previous day. The implied volatity was 34.82, the open interest changed by 3 which increased total open position to 6
| NBCC 30SEP2025 120 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.89
Vega: 0.04
Theta: -0.03
Gamma: 0.03
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 110.81 | 9.05 | -1.25 | 34.28 | 21 | 1 | 28 |
| 14 Sept | 106.49 | 12.6 | 0.55 | - | 4 | 1 | 33 |
| 17 Aug | 103.46 | 11.9 | 0 | - | 0 | 0 | 0 |
For Nbcc (India) Limited - strike price 120 expiring on 30SEP2025
Delta for 120 PE is -0.89
Historical price for 120 PE is as follows
On 21 Sept NBCC was trading at 110.81. The strike last trading price was 9.05, which was -1.25 lower than the previous day. The implied volatity was 34.28, the open interest changed by 1 which increased total open position to 28
On 14 Sept NBCC was trading at 106.49. The strike last trading price was 12.6, which was 0.55 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 33
On 17 Aug NBCC was trading at 103.46. The strike last trading price was 11.9, 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
