NCC
Ncc Limited
Historical option data for NCC
21 Sep 2025 04:14 PM IST
| NCC 28OCT2025 215 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.60
Vega: 0.27
Theta: -0.13
Gamma: 0.02
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
|
|
||||||||||||||||
| 21 Sept | 216.99 | 10.4 | 0.5 | 28.84 | 8 | 0 | 49 | |||||||||
| 14 Sept | 208.72 | 14.8 | 0 | 1.68 | 0 | 0 | 0 | |||||||||
For Ncc Limited - strike price 215 expiring on 28OCT2025
Delta for 215 CE is 0.60
Historical price for 215 CE is as follows
On 21 Sept NCC was trading at 216.99. The strike last trading price was 10.4, which was 0.5 higher than the previous day. The implied volatity was 28.84, the open interest changed by 0 which decreased total open position to 49
On 14 Sept NCC was trading at 208.72. The strike last trading price was 14.8, which was 0 lower than the previous day. The implied volatity was 1.68, the open interest changed by 0 which decreased total open position to 0
| NCC 28OCT2025 215 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.40
Vega: 0.27
Theta: -0.08
Gamma: 0.02
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 216.99 | 6.5 | -0.95 | 30.25 | 2 | 1 | 5 |
| 14 Sept | 208.72 | 19.7 | 0 | - | 0 | 0 | 0 |
For Ncc Limited - strike price 215 expiring on 28OCT2025
Delta for 215 PE is -0.40
Historical price for 215 PE is as follows
On 21 Sept NCC was trading at 216.99. The strike last trading price was 6.5, which was -0.95 lower than the previous day. The implied volatity was 30.25, the open interest changed by 1 which increased total open position to 5
On 14 Sept NCC was trading at 208.72. The strike last trading price was 19.7, 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
