NCC
Ncc Limited
Historical option data for NCC
21 Sep 2025 04:14 PM IST
| NCC 30SEP2025 205 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.96
Vega: 0.03
Theta: -0.08
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 216.99 | 12.75 | 0.8 | 20.23 | 42 | -8 | 133 | |||||||||
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| 14 Sept | 208.72 | 7.9 | 0.1 | 28.85 | 118 | 30 | 168 | |||||||||
| 17 Aug | 218.44 | 26 | 0 | - | 0 | 0 | 0 | |||||||||
For Ncc Limited - strike price 205 expiring on 30SEP2025
Delta for 205 CE is 0.96
Historical price for 205 CE is as follows
On 21 Sept NCC was trading at 216.99. The strike last trading price was 12.75, which was 0.8 higher than the previous day. The implied volatity was 20.23, the open interest changed by -8 which decreased total open position to 133
On 14 Sept NCC was trading at 208.72. The strike last trading price was 7.9, which was 0.1 higher than the previous day. The implied volatity was 28.85, the open interest changed by 30 which increased total open position to 168
On 17 Aug NCC was trading at 218.44. The strike last trading price was 26, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| NCC 30SEP2025 205 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.09
Vega: 0.06
Theta: -0.07
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 216.99 | 0.45 | -0.2 | 26.68 | 90 | 23 | 383 |
| 14 Sept | 208.72 | 3.2 | -0.2 | 28.38 | 73 | 11 | 213 |
| 17 Aug | 218.44 | 11.2 | 0 | 6.23 | 0 | 0 | 0 |
For Ncc Limited - strike price 205 expiring on 30SEP2025
Delta for 205 PE is -0.09
Historical price for 205 PE is as follows
On 21 Sept NCC was trading at 216.99. The strike last trading price was 0.45, which was -0.2 lower than the previous day. The implied volatity was 26.68, the open interest changed by 23 which increased total open position to 383
On 14 Sept NCC was trading at 208.72. The strike last trading price was 3.2, which was -0.2 lower than the previous day. The implied volatity was 28.38, the open interest changed by 11 which increased total open position to 213
On 17 Aug NCC was trading at 218.44. The strike last trading price was 11.2, which was 0 lower than the previous day. The implied volatity was 6.23, the open interest changed by 0 which decreased total open position to 0
