NCC
Ncc Limited
Historical option data for NCC
21 Sep 2025 04:14 PM IST
| NCC 30SEP2025 215 CE | ||||||||||||||||
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Delta: 0.62
Vega: 0.14
Theta: -0.19
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 216.99 | 5.1 | -0.05 | 24.26 | 549 | -56 | 533 | |||||||||
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| 14 Sept | 208.72 | 3.05 | -0.2 | 28.29 | 136 | 27 | 372 | |||||||||
| 17 Aug | 218.44 | 9.85 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Ncc Limited - strike price 215 expiring on 30SEP2025
Delta for 215 CE is 0.62
Historical price for 215 CE is as follows
On 21 Sept NCC was trading at 216.99. The strike last trading price was 5.1, which was -0.05 lower than the previous day. The implied volatity was 24.26, the open interest changed by -56 which decreased total open position to 533
On 14 Sept NCC was trading at 208.72. The strike last trading price was 3.05, which was -0.2 lower than the previous day. The implied volatity was 28.29, the open interest changed by 27 which increased total open position to 372
On 17 Aug NCC was trading at 218.44. The strike last trading price was 9.85, 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 215 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.39
Vega: 0.14
Theta: -0.15
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 216.99 | 2.75 | -0.65 | 26.33 | 329 | 19 | 334 |
| 14 Sept | 208.72 | 8.3 | -0.45 | 27.81 | 68 | -27 | 92 |
| 17 Aug | 218.44 | 6.1 | 0 | 0.00 | 0 | 0 | 0 |
For Ncc Limited - strike price 215 expiring on 30SEP2025
Delta for 215 PE is -0.39
Historical price for 215 PE is as follows
On 21 Sept NCC was trading at 216.99. The strike last trading price was 2.75, which was -0.65 lower than the previous day. The implied volatity was 26.33, the open interest changed by 19 which increased total open position to 334
On 14 Sept NCC was trading at 208.72. The strike last trading price was 8.3, which was -0.45 lower than the previous day. The implied volatity was 27.81, the open interest changed by -27 which decreased total open position to 92
On 17 Aug NCC was trading at 218.44. The strike last trading price was 6.1, 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
