NCC
Ncc Limited
Historical option data for NCC
21 Sep 2025 04:14 PM IST
| NCC 30SEP2025 230 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.14
Vega: 0.09
Theta: -0.12
Gamma: 0.02
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
|
|
||||||||||||||||
| 21 Sept | 216.99 | 0.8 | -0.2 | 29.28 | 163 | -30 | 406 | |||||||||
| 14 Sept | 208.72 | 0.65 | -0.05 | 31.38 | 20 | -6 | 210 | |||||||||
For Ncc Limited - strike price 230 expiring on 30SEP2025
Delta for 230 CE is 0.14
Historical price for 230 CE is as follows
On 21 Sept NCC was trading at 216.99. The strike last trading price was 0.8, which was -0.2 lower than the previous day. The implied volatity was 29.28, the open interest changed by -30 which decreased total open position to 406
On 14 Sept NCC was trading at 208.72. The strike last trading price was 0.65, which was -0.05 lower than the previous day. The implied volatity was 31.38, the open interest changed by -6 which decreased total open position to 210
| NCC 30SEP2025 230 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.82
Vega: 0.10
Theta: -0.09
Gamma: 0.02
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 216.99 | 13.45 | -0.7 | 33.01 | 28 | -1 | 47 |
| 14 Sept | 208.72 | 21.1 | -0.15 | 0.00 | 0 | 0 | 0 |
For Ncc Limited - strike price 230 expiring on 30SEP2025
Delta for 230 PE is -0.82
Historical price for 230 PE is as follows
On 21 Sept NCC was trading at 216.99. The strike last trading price was 13.45, which was -0.7 lower than the previous day. The implied volatity was 33.01, the open interest changed by -1 which decreased total open position to 47
On 14 Sept NCC was trading at 208.72. The strike last trading price was 21.1, which was -0.15 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
