NCC
Ncc Limited
Historical option data for NCC
28 Sep 2025 10:09 PM IST
| NCC 28-OCT-2025 210 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.39
Vega: 0.23
Theta: -0.13
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 28 Sept | 202.51 | 4.6 | -1.6 | 29.18 | 112 | 59 | 175 | |||||||||
| 21 Sept | 216.99 | 13.1 | 2.05 | 27.49 | 10 | 5 | 42 | |||||||||
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| 14 Sept | 208.72 | 9 | -0.25 | 28.41 | 1 | 1 | 25 | |||||||||
| 17 Aug | 218.44 | 27.3 | 0 | - | 0 | 0 | 0 | |||||||||
For Ncc Limited - strike price 210 expiring on 28OCT2025
Delta for 210 CE is 0.39
Historical price for 210 CE is as follows
On 28 Sept NCC was trading at 202.51. The strike last trading price was 4.6, which was -1.6 lower than the previous day. The implied volatity was 29.18, the open interest changed by 59 which increased total open position to 175
On 21 Sept NCC was trading at 216.99. The strike last trading price was 13.1, which was 2.05 higher than the previous day. The implied volatity was 27.49, the open interest changed by 5 which increased total open position to 42
On 14 Sept NCC was trading at 208.72. The strike last trading price was 9, which was -0.25 lower than the previous day. The implied volatity was 28.41, the open interest changed by 1 which increased total open position to 25
On 17 Aug NCC was trading at 218.44. The strike last trading price was 27.3, 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 28OCT2025 210 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.60
Vega: 0.23
Theta: -0.08
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 202.51 | 10.95 | 2.8 | 32.13 | 17 | 7 | 140 |
| 21 Sept | 216.99 | 4.4 | -1 | 29.63 | 10 | 1 | 73 |
| 14 Sept | 208.72 | 10.3 | 0 | 0.00 | 0 | 0 | 0 |
| 17 Aug | 218.44 | 0 | 0 | 4.07 | 0 | 0 | 0 |
For Ncc Limited - strike price 210 expiring on 28OCT2025
Delta for 210 PE is -0.60
Historical price for 210 PE is as follows
On 28 Sept NCC was trading at 202.51. The strike last trading price was 10.95, which was 2.8 higher than the previous day. The implied volatity was 32.13, the open interest changed by 7 which increased total open position to 140
On 21 Sept NCC was trading at 216.99. The strike last trading price was 4.4, which was -1 lower than the previous day. The implied volatity was 29.63, the open interest changed by 1 which increased total open position to 73
On 14 Sept NCC was trading at 208.72. The strike last trading price was 10.3, 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 17 Aug NCC was trading at 218.44. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 4.07, the open interest changed by 0 which decreased total open position to 0
