NBCC
Nbcc (India) Limited
Historical option data for NBCC
21 Sep 2025 04:15 PM IST
| NBCC 30SEP2025 125 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.02
Vega: 0.01
Theta: -0.02
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 110.81 | 0.05 | -0.05 | 32.81 | 51 | 22 | 157 | |||||||||
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| 14 Sept | 106.49 | 0.15 | 0 | 39.54 | 54 | 12 | 128 | |||||||||
| 17 Aug | 103.46 | 1.2 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Nbcc (India) Limited - strike price 125 expiring on 30SEP2025
Delta for 125 CE is 0.02
Historical price for 125 CE is as follows
On 21 Sept NBCC was trading at 110.81. The strike last trading price was 0.05, which was -0.05 lower than the previous day. The implied volatity was 32.81, the open interest changed by 22 which increased total open position to 157
On 14 Sept NBCC was trading at 106.49. The strike last trading price was 0.15, which was 0 lower than the previous day. The implied volatity was 39.54, the open interest changed by 12 which increased total open position to 128
On 17 Aug NBCC was trading at 103.46. The strike last trading price was 1.2, 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
| NBCC 30SEP2025 125 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 | 15.75 | 0 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 106.49 | 16.7 | 0 | 0.00 | 0 | 0 | 0 |
| 17 Aug | 103.46 | 22 | 4.8 | 54.00 | 1 | 1 | 4 |
For Nbcc (India) Limited - strike price 125 expiring on 30SEP2025
Delta for 125 PE is 0.00
Historical price for 125 PE is as follows
On 21 Sept NBCC was trading at 110.81. The strike last trading price was 15.75, 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 16.7, 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 17 Aug NBCC was trading at 103.46. The strike last trading price was 22, which was 4.8 higher than the previous day. The implied volatity was 54.00, the open interest changed by 1 which increased total open position to 4
