NCC
Ncc Limited
Historical option data for NCC
21 Sep 2025 04:14 PM IST
| NCC 30SEP2025 200 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.90
Vega: 0.07
Theta: -0.16
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 216.99 | 18.3 | 1.75 | 38.78 | 23 | -10 | 103 | |||||||||
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| 14 Sept | 208.72 | 11.45 | 0.4 | 29.57 | 31 | 12 | 159 | |||||||||
| 17 Aug | 218.44 | 22.95 | 1.3 | 29.42 | 2 | 1 | 1 | |||||||||
For Ncc Limited - strike price 200 expiring on 30SEP2025
Delta for 200 CE is 0.90
Historical price for 200 CE is as follows
On 21 Sept NCC was trading at 216.99. The strike last trading price was 18.3, which was 1.75 higher than the previous day. The implied volatity was 38.78, the open interest changed by -10 which decreased total open position to 103
On 14 Sept NCC was trading at 208.72. The strike last trading price was 11.45, which was 0.4 higher than the previous day. The implied volatity was 29.57, the open interest changed by 12 which increased total open position to 159
On 17 Aug NCC was trading at 218.44. The strike last trading price was 22.95, which was 1.3 higher than the previous day. The implied volatity was 29.42, the open interest changed by 1 which increased total open position to 1
| NCC 30SEP2025 200 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.04
Vega: 0.04
Theta: -0.04
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 216.99 | 0.2 | -0.15 | 28.98 | 25 | -17 | 221 |
| 14 Sept | 208.72 | 1.8 | -0.15 | 29.17 | 38 | -11 | 159 |
| 17 Aug | 218.44 | 2.1 | 0.45 | 30.04 | 8 | -5 | 28 |
For Ncc Limited - strike price 200 expiring on 30SEP2025
Delta for 200 PE is -0.04
Historical price for 200 PE is as follows
On 21 Sept NCC was trading at 216.99. The strike last trading price was 0.2, which was -0.15 lower than the previous day. The implied volatity was 28.98, the open interest changed by -17 which decreased total open position to 221
On 14 Sept NCC was trading at 208.72. The strike last trading price was 1.8, which was -0.15 lower than the previous day. The implied volatity was 29.17, the open interest changed by -11 which decreased total open position to 159
On 17 Aug NCC was trading at 218.44. The strike last trading price was 2.1, which was 0.45 higher than the previous day. The implied volatity was 30.04, the open interest changed by -5 which decreased total open position to 28
