NCC
Ncc Limited
Historical option data for NCC
21 Sep 2025 04:14 PM IST
| NCC 30SEP2025 185 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 | 216.99 | 24.85 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
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| 14 Sept | 208.72 | 24.85 | 0.3 | 31.56 | 1 | 0 | 15 | |||||||||
For Ncc Limited - strike price 185 expiring on 30SEP2025
Delta for 185 CE is 0.00
Historical price for 185 CE is as follows
On 21 Sept NCC was trading at 216.99. The strike last trading price was 24.85, 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 NCC was trading at 208.72. The strike last trading price was 24.85, which was 0.3 higher than the previous day. The implied volatity was 31.56, the open interest changed by 0 which decreased total open position to 15
| NCC 30SEP2025 185 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.02
Vega: 0.02
Theta: -0.03
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 216.99 | 0.1 | 0 | 44.59 | 2 | 0 | 103 |
| 14 Sept | 208.72 | 0.35 | -0.25 | 35.06 | 2 | -1 | 108 |
For Ncc Limited - strike price 185 expiring on 30SEP2025
Delta for 185 PE is -0.02
Historical price for 185 PE is as follows
On 21 Sept NCC was trading at 216.99. The strike last trading price was 0.1, which was 0 lower than the previous day. The implied volatity was 44.59, the open interest changed by 0 which decreased total open position to 103
On 14 Sept NCC was trading at 208.72. The strike last trading price was 0.35, which was -0.25 lower than the previous day. The implied volatity was 35.06, the open interest changed by -1 which decreased total open position to 108
