NCC
Ncc Limited
Historical option data for NCC
21 Sep 2025 04:14 PM IST
| NCC 30SEP2025 195 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.94
Vega: 0.04
Theta: -0.13
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 216.99 | 23 | 1 | 41.60 | 1 | -1 | 18 | |||||||||
| 14 Sept | 208.72 | 15.2 | -1.55 | 26.58 | 4 | -1 | 19 | |||||||||
For Ncc Limited - strike price 195 expiring on 30SEP2025
Delta for 195 CE is 0.94
Historical price for 195 CE is as follows
On 21 Sept NCC was trading at 216.99. The strike last trading price was 23, which was 1 higher than the previous day. The implied volatity was 41.60, the open interest changed by -1 which decreased total open position to 18
On 14 Sept NCC was trading at 208.72. The strike last trading price was 15.2, which was -1.55 lower than the previous day. The implied volatity was 26.58, the open interest changed by -1 which decreased total open position to 19
| NCC 30SEP2025 195 PE | |||||||
|---|---|---|---|---|---|---|---|
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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 | 0.2 | -0.05 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 208.72 | 1 | -0.05 | 30.57 | 31 | 0 | 119 |
For Ncc Limited - strike price 195 expiring on 30SEP2025
Delta for 195 PE is 0.00
Historical price for 195 PE is as follows
On 21 Sept NCC was trading at 216.99. The strike last trading price was 0.2, which was -0.05 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 1, which was -0.05 lower than the previous day. The implied volatity was 30.57, the open interest changed by 0 which decreased total open position to 119
