NCC
Ncc Limited
Historical option data for NCC
21 Sep 2025 04:14 PM IST
| NCC 30SEP2025 210 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.81
Vega: 0.10
Theta: -0.15
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 216.99 | 8.55 | 0.4 | 23.59 | 239 | -37 | 333 | |||||||||
| 14 Sept | 208.72 | 5.1 | 0 | 28.53 | 469 | -16 | 682 | |||||||||
| 17 Aug | 218.44 | 15.1 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Ncc Limited - strike price 210 expiring on 30SEP2025
Delta for 210 CE is 0.81
Historical price for 210 CE is as follows
On 21 Sept NCC was trading at 216.99. The strike last trading price was 8.55, which was 0.4 higher than the previous day. The implied volatity was 23.59, the open interest changed by -37 which decreased total open position to 333
On 14 Sept NCC was trading at 208.72. The strike last trading price was 5.1, which was 0 lower than the previous day. The implied volatity was 28.53, the open interest changed by -16 which decreased total open position to 682
On 17 Aug NCC was trading at 218.44. The strike last trading price was 15.1, 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
| NCC 30SEP2025 210 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.21
Vega: 0.11
Theta: -0.11
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 216.99 | 1.15 | -0.5 | 25.81 | 108 | -34 | 282 |
| 14 Sept | 208.72 | 5.45 | -0.2 | 28.49 | 178 | 1 | 270 |
| 17 Aug | 218.44 | 4.5 | 0.25 | 29.49 | 2 | 2 | 6 |
For Ncc Limited - strike price 210 expiring on 30SEP2025
Delta for 210 PE is -0.21
Historical price for 210 PE is as follows
On 21 Sept NCC was trading at 216.99. The strike last trading price was 1.15, which was -0.5 lower than the previous day. The implied volatity was 25.81, the open interest changed by -34 which decreased total open position to 282
On 14 Sept NCC was trading at 208.72. The strike last trading price was 5.45, which was -0.2 lower than the previous day. The implied volatity was 28.49, the open interest changed by 1 which increased total open position to 270
On 17 Aug NCC was trading at 218.44. The strike last trading price was 4.5, which was 0.25 higher than the previous day. The implied volatity was 29.49, the open interest changed by 2 which increased total open position to 6
