NCC
Ncc Limited
Historical option data for NCC
21 Sep 2025 04:14 PM IST
| NCC 30SEP2025 240 CE | ||||||||||||||||
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Delta: 0.04
Vega: 0.03
Theta: -0.05
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 216.99 | 0.2 | -0.15 | 32.00 | 190 | -66 | 201 | |||||||||
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| 14 Sept | 208.72 | 0.25 | 0 | 34.10 | 9 | 0 | 167 | |||||||||
For Ncc Limited - strike price 240 expiring on 30SEP2025
Delta for 240 CE is 0.04
Historical price for 240 CE is as follows
On 21 Sept NCC was trading at 216.99. The strike last trading price was 0.2, which was -0.15 lower than the previous day. The implied volatity was 32.00, the open interest changed by -66 which decreased total open position to 201
On 14 Sept NCC was trading at 208.72. The strike last trading price was 0.25, which was 0 lower than the previous day. The implied volatity was 34.10, the open interest changed by 0 which decreased total open position to 167
| NCC 30SEP2025 240 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 216.99 | 22.15 | -1.25 | - | 16 | -1 | 84 |
| 14 Sept | 208.72 | 30.9 | -0.5 | 0.00 | 0 | 0 | 0 |
For Ncc Limited - strike price 240 expiring on 30SEP2025
Delta for 240 PE is -
Historical price for 240 PE is as follows
On 21 Sept NCC was trading at 216.99. The strike last trading price was 22.15, which was -1.25 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 84
On 14 Sept NCC was trading at 208.72. The strike last trading price was 30.9, which was -0.5 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
