NCC
Ncc Limited
Historical option data for NCC
21 Sep 2025 04:14 PM IST
| NCC 30SEP2025 235 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.09
Vega: 0.06
Theta: -0.10
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 216.99 | 0.5 | -0.1 | 32.34 | 31 | -3 | 248 | |||||||||
| 14 Sept | 208.72 | 0.4 | -0.05 | 32.75 | 5 | -1 | 112 | |||||||||
For Ncc Limited - strike price 235 expiring on 30SEP2025
Delta for 235 CE is 0.09
Historical price for 235 CE is as follows
On 21 Sept NCC was trading at 216.99. The strike last trading price was 0.5, which was -0.1 lower than the previous day. The implied volatity was 32.34, the open interest changed by -3 which decreased total open position to 248
On 14 Sept NCC was trading at 208.72. The strike last trading price was 0.4, which was -0.05 lower than the previous day. The implied volatity was 32.75, the open interest changed by -1 which decreased total open position to 112
| NCC 30SEP2025 235 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.88
Vega: 0.07
Theta: -0.06
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 216.99 | 18.05 | -0.6 | 36.13 | 19 | 4 | 11 |
| 14 Sept | 208.72 | 26.3 | -1.3 | 41.65 | 2 | 0 | 12 |
For Ncc Limited - strike price 235 expiring on 30SEP2025
Delta for 235 PE is -0.88
Historical price for 235 PE is as follows
On 21 Sept NCC was trading at 216.99. The strike last trading price was 18.05, which was -0.6 lower than the previous day. The implied volatity was 36.13, the open interest changed by 4 which increased total open position to 11
On 14 Sept NCC was trading at 208.72. The strike last trading price was 26.3, which was -1.3 lower than the previous day. The implied volatity was 41.65, the open interest changed by 0 which decreased total open position to 12
