NCC
Ncc Limited
Historical option data for NCC
21 Sep 2025 04:14 PM IST
| NCC 30SEP2025 190 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 | 216.99 | 22.2 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 14 Sept | 208.72 | 19.55 | -0.45 | 15.86 | 6 | -1 | 19 | |||||||||
For Ncc Limited - strike price 190 expiring on 30SEP2025
Delta for 190 CE is 0.00
Historical price for 190 CE is as follows
On 21 Sept NCC was trading at 216.99. The strike last trading price was 22.2, 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
On 14 Sept NCC was trading at 208.72. The strike last trading price was 19.55, which was -0.45 lower than the previous day. The implied volatity was 15.86, the open interest changed by -1 which decreased total open position to 19
| NCC 30SEP2025 190 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.03
Vega: 0.02
Theta: -0.04
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 216.99 | 0.15 | 0 | 40.77 | 7 | -2 | 171 |
| 14 Sept | 208.72 | 0.55 | 0 | 32.22 | 15 | 6 | 194 |
For Ncc Limited - strike price 190 expiring on 30SEP2025
Delta for 190 PE is -0.03
Historical price for 190 PE is as follows
On 21 Sept NCC was trading at 216.99. The strike last trading price was 0.15, which was 0 lower than the previous day. The implied volatity was 40.77, the open interest changed by -2 which decreased total open position to 171
On 14 Sept NCC was trading at 208.72. The strike last trading price was 0.55, which was 0 lower than the previous day. The implied volatity was 32.22, the open interest changed by 6 which increased total open position to 194
