NBCC
Nbcc (India) Limited
Historical option data for NBCC
21 Sep 2025 04:15 PM IST
| NBCC 30SEP2025 97.5 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 | |||||||||
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| 21 Sept | 110.81 | 11 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 14 Sept | 106.49 | 9.65 | -1.7 | 31.65 | 8 | 2 | 13 | |||||||||
For Nbcc (India) Limited - strike price 97.5 expiring on 30SEP2025
Delta for 97.5 CE is 0.00
Historical price for 97.5 CE is as follows
On 21 Sept NBCC was trading at 110.81. The strike last trading price was 11, 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 9.65, which was -1.7 lower than the previous day. The implied volatity was 31.65, the open interest changed by 2 which increased total open position to 13
| NBCC 30SEP2025 97.5 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.03
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 | 0.1 | 0 | 41.64 | 5 | -4 | 107 |
| 14 Sept | 106.49 | 0.35 | 0.1 | 32.40 | 56 | 14 | 138 |
For Nbcc (India) Limited - strike price 97.5 expiring on 30SEP2025
Delta for 97.5 PE is -0.03
Historical price for 97.5 PE is as follows
On 21 Sept NBCC was trading at 110.81. The strike last trading price was 0.1, which was 0 lower than the previous day. The implied volatity was 41.64, the open interest changed by -4 which decreased total open position to 107
On 14 Sept NBCC was trading at 106.49. The strike last trading price was 0.35, which was 0.1 higher than the previous day. The implied volatity was 32.40, the open interest changed by 14 which increased total open position to 138
