NCC
Ncc Limited
Historical option data for NCC
21 Sep 2025 04:14 PM IST
| NCC 30SEP2025 225 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.25
Vega: 0.12
Theta: -0.17
Gamma: 0.03
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
|
|
||||||||||||||||
| 21 Sept | 216.99 | 1.55 | -0.2 | 27.77 | 446 | 17 | 538 | |||||||||
| 14 Sept | 208.72 | 1.1 | -0.1 | 30.32 | 16 | 5 | 257 | |||||||||
For Ncc Limited - strike price 225 expiring on 30SEP2025
Delta for 225 CE is 0.25
Historical price for 225 CE is as follows
On 21 Sept NCC was trading at 216.99. The strike last trading price was 1.55, which was -0.2 lower than the previous day. The implied volatity was 27.77, the open interest changed by 17 which increased total open position to 538
On 14 Sept NCC was trading at 208.72. The strike last trading price was 1.1, which was -0.1 lower than the previous day. The implied volatity was 30.32, the open interest changed by 5 which increased total open position to 257
| NCC 30SEP2025 225 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.73
Vega: 0.13
Theta: -0.13
Gamma: 0.03
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 216.99 | 9.2 | -0.55 | 30.43 | 48 | 6 | 58 |
| 14 Sept | 208.72 | 16.2 | 0.5 | 28.60 | 2 | -2 | 27 |
For Ncc Limited - strike price 225 expiring on 30SEP2025
Delta for 225 PE is -0.73
Historical price for 225 PE is as follows
On 21 Sept NCC was trading at 216.99. The strike last trading price was 9.2, which was -0.55 lower than the previous day. The implied volatity was 30.43, the open interest changed by 6 which increased total open position to 58
On 14 Sept NCC was trading at 208.72. The strike last trading price was 16.2, which was 0.5 higher than the previous day. The implied volatity was 28.60, the open interest changed by -2 which decreased total open position to 27
