NCC
Ncc Limited
Historical option data for NCC
21 Sep 2025 04:14 PM IST
| NCC 30SEP2025 245 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 | -0.1 | 37.40 | 8 | -3 | 49 | |||||||||
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| 14 Sept | 208.72 | 0.2 | 0 | 36.84 | 9 | 1 | 48 | |||||||||
For Ncc Limited - strike price 245 expiring on 30SEP2025
Delta for 245 CE is 0.04
Historical price for 245 CE is as follows
On 21 Sept NCC was trading at 216.99. The strike last trading price was 0.2, which was -0.1 lower than the previous day. The implied volatity was 37.40, the open interest changed by -3 which decreased total open position to 49
On 14 Sept NCC was trading at 208.72. The strike last trading price was 0.2, which was 0 lower than the previous day. The implied volatity was 36.84, the open interest changed by 1 which increased total open position to 48
| NCC 30SEP2025 245 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 216.99 | 34.15 | 0 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 208.72 | 34.15 | 0 | 0.00 | 0 | 0 | 0 |
For Ncc Limited - strike price 245 expiring on 30SEP2025
Delta for 245 PE is 0.00
Historical price for 245 PE is as follows
On 21 Sept NCC was trading at 216.99. The strike last trading price was 34.15, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 14 Sept NCC was trading at 208.72. The strike last trading price was 34.15, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
