NBCC
Nbcc (India) Limited
Historical option data for NBCC
21 Sep 2025 04:15 PM IST
| NBCC 30SEP2025 95 CE | ||||||||||||||||
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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 | 13.9 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
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| 14 Sept | 106.49 | 13.9 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Nbcc (India) Limited - strike price 95 expiring on 30SEP2025
Delta for 95 CE is 0.00
Historical price for 95 CE is as follows
On 21 Sept NBCC was trading at 110.81. The strike last trading price was 13.9, 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 13.9, 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 95 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.02
Vega: 0.01
Theta: -0.02
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 110.81 | 0.05 | 0 | 43.44 | 8 | -8 | 123 |
| 14 Sept | 106.49 | 0.25 | 0.05 | 36.02 | 131 | -17 | 161 |
For Nbcc (India) Limited - strike price 95 expiring on 30SEP2025
Delta for 95 PE is -0.02
Historical price for 95 PE is as follows
On 21 Sept NBCC was trading at 110.81. The strike last trading price was 0.05, which was 0 lower than the previous day. The implied volatity was 43.44, the open interest changed by -8 which decreased total open position to 123
On 14 Sept NBCC was trading at 106.49. The strike last trading price was 0.25, which was 0.05 higher than the previous day. The implied volatity was 36.02, the open interest changed by -17 which decreased total open position to 161
