NCC
Ncc Limited
Historical option data for NCC
17 Aug 2025 12:58 AM IST
| NCC 30SEP2025 220 CE | ||||||||||||||||
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Delta: 0.54
Vega: 0.31
Theta: -0.12
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 17 Aug | 218.44 | 8.7 | -2.75 | 25.90 | 1 | 0 | 5 | |||||||||
For Ncc Limited - strike price 220 expiring on 30SEP2025
Delta for 220 CE is 0.54
Historical price for 220 CE is as follows
On 17 Aug NCC was trading at 218.44. The strike last trading price was 8.7, which was -2.75 lower than the previous day. The implied volatity was 25.90, the open interest changed by 0 which decreased total open position to 5
| NCC 30SEP2025 220 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.46
Vega: 0.31
Theta: -0.06
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 17 Aug | 218.44 | 7.6 | -0.4 | 26.30 | 4 | 3 | 4 |
For Ncc Limited - strike price 220 expiring on 30SEP2025
Delta for 220 PE is -0.46
Historical price for 220 PE is as follows
On 17 Aug NCC was trading at 218.44. The strike last trading price was 7.6, which was -0.4 lower than the previous day. The implied volatity was 26.30, the open interest changed by 3 which increased total open position to 4
