Historical option data for NBCC
01 Jun 2026 04:11 PM IST
| NBCC 30-Jun-2026 (28d) 100 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.69
Vega: 0
Theta: -0.08
Gamma: 0.02946
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 1 Jun | 104.40 | 7.62 | 2.48 (48.25%) | 40.58 | 2,069 | 330 | 858 | |||||||||
| 29 May | 100.26 | 5.7 | 1.28 (28.96%) | 39.9 | 1,797 | -256 | 529 | |||||||||
| 27 May | 99.10 | 4.45 | 1.52 (51.88%) | 37.79 | 2,049 | 32 | 786 | |||||||||
| 26 May | 95.55 | 3.05 | -0.66 (-17.79%) | 38.1 | 1,470 | 344 | 758 | |||||||||
| 25 May | 96.79 | 3.81 | 0.45 (13.39%) | 40.65 | 1,551 | 248 | 414 | |||||||||
| 22 May | 94.82 | 3.33 | 0.56 (20.22%) | 41.91 | 125 | 54 | 165 | |||||||||
| 21 May | 93.07 | 2.77 | -0.03 (-1.07%) | 42.01 | 43 | 14 | 111 | |||||||||
| 20 May | 93.01 | 2.83 | 0 (0.00%) | 41.74 | 51 | 20 | 97 | |||||||||
| 19 May | 93.08 | 2.81 | 0.25 (9.77%) | 41.6 | 43 | -4 | 77 | |||||||||
| 18 May | 91.66 | 2.63 | -0.67 (-20.30%) | 42.98 | 83 | 18 | 81 | |||||||||
| 15 May | 93.82 | 3.21 | -0.98 (-23.39%) | 40.65 | 21 | 9 | 62 | |||||||||
| 14 May | 95.49 | 4.3 | 0.39 (9.97%) | 42.81 | 22 | 2 | 50 | |||||||||
| 13 May | 94.88 | 3.91 | 0.68 (21.05%) | 0 | 25 | 8 | 48 | |||||||||
| 12 May | 92.66 | 3.13 | -1.37 (-30.44%) | 0 | 27 | 5 | 39 | |||||||||
| 11 May | 95.70 | 4.5 | -2.63 (-36.89%) | 0 | 15 | 7 | 34 | |||||||||
| 8 May | 100.64 | 7.22 | 2.32 (47.35%) | 41.4 | 22 | 6 | 26 | |||||||||
| 7 May | 96.85 | 4.9 | 0.8 (19.51%) | 41.21 | 15 | 7 | 18 | |||||||||
| 6 May | 94.94 | 4.1 | 0.6 (17.14%) | 41.15 | 11 | 6 | 10 | |||||||||
| 5 May | 92.92 | 3.5 | 0.04 (1.16%) | 40.85 | 4 | -2 | 3 | |||||||||
| 4 May | 92.52 | 3.46 | -1.94 (-35.93%) | - | 0 | 0 | 5 | |||||||||
| 30 Apr | 91.65 | 3.46 | -1.29 (-27.16%) | 42.85 | 2 | -1 | 4 | |||||||||
| 29 Apr | 93.20 | 4.75 | 0 (0.00%) | 43.5 | 3 | 1 | 4 | |||||||||
| 28 Apr | 94.63 | 4.75 | -0.4 (-7.77%) | 43.06 | 1 | 0 | 3 | |||||||||
| 27 Apr | 95.41 | 5.15 | -0.9 (-14.88%) | - | 0 | 0 | 3 | |||||||||
| 24 Apr | 93.20 | 5.15 | -0.9 (-14.88%) | - | 0 | 0 | 3 | |||||||||
| 23 Apr | 93.31 | 5.15 | -0.9 (-14.88%) | - | 0 | 0 | 3 | |||||||||
| 22 Apr | 94.20 | 5.15 | -0.9 (-14.88%) | 42.7 | 0 | 0 | 3 | |||||||||
| 21 Apr | 93.28 | 5.15 | -0.3 (-5.50%) | 42.7 | 1 | 0 | 2 | |||||||||
| 20 Apr | 93.32 | 5.45 | 3.37 (162.02%) | 47.69 | 2 | 0 | 0 | |||||||||
| 17 Apr | 94.32 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Apr | 93.05 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 15 Apr | 91.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Apr | 88.65 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Apr | 89.18 | 0 | 0 (0.00%) | 6 | 0 | 0 | 0 | |||||||||
For Nbcc (India) Limited - strike price 100 expiring on 30JUN2026
Delta for 100 CE is 0.69
Historical price for 100 CE is as follows
On 1 Jun NBCC was trading at 104.40. The strike last trading price was 7.62, which was 2.48 higher than the previous day. The implied volatity was 40.58, the open interest changed by 330 which increased total open position to 858
On 29 May NBCC was trading at 100.26. The strike last trading price was 5.7, which was 1.28 higher than the previous day. The implied volatity was 39.9, the open interest changed by -256 which decreased total open position to 529
On 27 May NBCC was trading at 99.10. The strike last trading price was 4.45, which was 1.52 higher than the previous day. The implied volatity was 37.79, the open interest changed by 32 which increased total open position to 786
On 26 May NBCC was trading at 95.55. The strike last trading price was 3.05, which was -0.66 lower than the previous day. The implied volatity was 38.1, the open interest changed by 344 which increased total open position to 758
On 25 May NBCC was trading at 96.79. The strike last trading price was 3.81, which was 0.45 higher than the previous day. The implied volatity was 40.65, the open interest changed by 248 which increased total open position to 414
On 22 May NBCC was trading at 94.82. The strike last trading price was 3.33, which was 0.56 higher than the previous day. The implied volatity was 41.91, the open interest changed by 54 which increased total open position to 165
On 21 May NBCC was trading at 93.07. The strike last trading price was 2.77, which was -0.03 lower than the previous day. The implied volatity was 42.01, the open interest changed by 14 which increased total open position to 111
On 20 May NBCC was trading at 93.01. The strike last trading price was 2.83, which was 0 lower than the previous day. The implied volatity was 41.74, the open interest changed by 20 which increased total open position to 97
On 19 May NBCC was trading at 93.08. The strike last trading price was 2.81, which was 0.25 higher than the previous day. The implied volatity was 41.6, the open interest changed by -4 which decreased total open position to 77
On 18 May NBCC was trading at 91.66. The strike last trading price was 2.63, which was -0.67 lower than the previous day. The implied volatity was 42.98, the open interest changed by 18 which increased total open position to 81
On 15 May NBCC was trading at 93.82. The strike last trading price was 3.21, which was -0.98 lower than the previous day. The implied volatity was 40.65, the open interest changed by 9 which increased total open position to 62
On 14 May NBCC was trading at 95.49. The strike last trading price was 4.3, which was 0.39 higher than the previous day. The implied volatity was 42.81, the open interest changed by 2 which increased total open position to 50
On 13 May NBCC was trading at 94.88. The strike last trading price was 3.91, which was 0.68 higher than the previous day. The implied volatity was 0, the open interest changed by 8 which increased total open position to 48
On 12 May NBCC was trading at 92.66. The strike last trading price was 3.13, which was -1.37 lower than the previous day. The implied volatity was 0, the open interest changed by 5 which increased total open position to 39
On 11 May NBCC was trading at 95.70. The strike last trading price was 4.5, which was -2.63 lower than the previous day. The implied volatity was 0, the open interest changed by 7 which increased total open position to 34
On 8 May NBCC was trading at 100.64. The strike last trading price was 7.22, which was 2.32 higher than the previous day. The implied volatity was 41.4, the open interest changed by 6 which increased total open position to 26
On 7 May NBCC was trading at 96.85. The strike last trading price was 4.9, which was 0.8 higher than the previous day. The implied volatity was 41.21, the open interest changed by 7 which increased total open position to 18
On 6 May NBCC was trading at 94.94. The strike last trading price was 4.1, which was 0.6 higher than the previous day. The implied volatity was 41.15, the open interest changed by 6 which increased total open position to 10
On 5 May NBCC was trading at 92.92. The strike last trading price was 3.5, which was 0.04 higher than the previous day. The implied volatity was 40.85, the open interest changed by -2 which decreased total open position to 3
On 4 May NBCC was trading at 92.52. The strike last trading price was 3.46, which was -1.94 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 30 Apr NBCC was trading at 91.65. The strike last trading price was 3.46, which was -1.29 lower than the previous day. The implied volatity was 42.85, the open interest changed by -1 which decreased total open position to 4
On 29 Apr NBCC was trading at 93.20. The strike last trading price was 4.75, which was 0 lower than the previous day. The implied volatity was 43.5, the open interest changed by 1 which increased total open position to 4
On 28 Apr NBCC was trading at 94.63. The strike last trading price was 4.75, which was -0.4 lower than the previous day. The implied volatity was 43.06, the open interest changed by 0 which decreased total open position to 3
On 27 Apr NBCC was trading at 95.41. The strike last trading price was 5.15, which was -0.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 24 Apr NBCC was trading at 93.20. The strike last trading price was 5.15, which was -0.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 23 Apr NBCC was trading at 93.31. The strike last trading price was 5.15, which was -0.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 22 Apr NBCC was trading at 94.20. The strike last trading price was 5.15, which was -0.9 lower than the previous day. The implied volatity was 42.7, the open interest changed by 0 which decreased total open position to 3
On 21 Apr NBCC was trading at 93.28. The strike last trading price was 5.15, which was -0.3 lower than the previous day. The implied volatity was 42.7, the open interest changed by 0 which decreased total open position to 2
On 20 Apr NBCC was trading at 93.32. The strike last trading price was 5.45, which was 3.37 higher than the previous day. The implied volatity was 47.69, the open interest changed by 0 which decreased total open position to 0
On 17 Apr NBCC was trading at 94.32. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 16 Apr NBCC was trading at 93.05. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 15 Apr NBCC was trading at 91.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Apr NBCC was trading at 88.65. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Apr NBCC was trading at 89.18. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 6, the open interest changed by 0 which decreased total open position to 0
| NBCC 30-Jun-2026 (28d) 100 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.3
Vega: 0
Theta: -0.06
Gamma: 0.03165
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 1 Jun | 104.40 | 2.21 | -1.25 (-36.13%) | 37.03 | 958 | 113 | 360 |
| 29 May | 100.26 | 3.09 | -1.21 (-28.14%) | 32.88 | 712 | -46 | 248 |
| 27 May | 99.10 | 4.26 | -2.02 (-32.17%) | 33.88 | 165 | 21 | 293 |
| 26 May | 95.55 | 6.1 | -0.01 (-0.16%) | 33.85 | 337 | 129 | 274 |
| 25 May | 96.79 | 6.13 | -1.25 (-16.94%) | 38.46 | 253 | 84 | 145 |
| 22 May | 94.82 | 7.47 | -0.73 (-8.90%) | 38.08 | 26 | 16 | 60 |
| 21 May | 93.07 | 8.2 | -0.55 (-6.29%) | 40.29 | 7 | 7 | 44 |
| 20 May | 93.01 | 8.75 | -0.39 (-4.27%) | 36.08 | 2 | 0 | 37 |
| 19 May | 93.08 | 9.14 | -0.86 (-8.60%) | 41.36 | 4 | 2 | 36 |
| 18 May | 91.66 | 9.9 | 1.9 (23.75%) | 40.07 | 1 | 0 | 33 |
| 15 May | 93.82 | 8 | 0.68 (9.29%) | 39.65 | 8 | 4 | 31 |
| 14 May | 95.49 | 7.25 | -1.1 (-13.17%) | 35.97 | 10 | 3 | 26 |
| 13 May | 94.88 | 8.35 | -0.93 (-10.02%) | 0 | 6 | 5 | 22 |
| 12 May | 92.66 | 9.35 | 1.7 (22.22%) | 0 | 5 | 0 | 15 |
| 11 May | 95.70 | 7.65 | 2.65 (53.00%) | 0 | 9 | 4 | 15 |
| 8 May | 100.64 | 5 | -3.51 (-41.25%) | 38.62 | 11 | 10 | 10 |
| 7 May | 96.85 | 8.51 | -0.93 (-9.85%) | 40.41 | 2 | 0 | 2 |
| 6 May | 94.94 | 9.44 | 9.44 | - | 0 | 0 | 2 |
| 5 May | 92.92 | 9.44 | 9.44 | - | 0 | 0 | 2 |
| 4 May | 92.52 | 9.44 | 9.44 | - | 0 | 0 | 2 |
| 30 Apr | 91.65 | 9.44 | 9.44 (-58.54%) | 38.51 | 0 | 0 | 2 |
| 29 Apr | 93.20 | 9.44 | -13.33 (-58.54%) | 38.51 | 2 | 0 | 0 |
| 28 Apr | 94.63 | 0 | 0 | - | 0 | 0 | 0 |
| 27 Apr | 95.41 | 0 | 0 | - | 0 | 0 | 0 |
| 24 Apr | 93.20 | 0 | 0 | - | 0 | 0 | 0 |
| 23 Apr | 93.31 | 0 | 0 | - | 0 | 0 | 0 |
| 22 Apr | 94.20 | 0 | 0 | - | 0 | 0 | 0 |
| 21 Apr | 93.28 | 0 | 0 | - | 0 | 0 | 0 |
| 20 Apr | 93.32 | 0 | 0 | - | 0 | 0 | 0 |
| 17 Apr | 94.32 | 0 | 0 | - | 0 | 0 | 0 |
| 16 Apr | 93.05 | 0 | 0 | - | 0 | 0 | 0 |
| 15 Apr | 91.00 | 0 | 0 | - | 0 | 0 | 0 |
| 13 Apr | 88.65 | 0 | 0 | - | 0 | 0 | 0 |
| 10 Apr | 89.18 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
For Nbcc (India) Limited - strike price 100 expiring on 30JUN2026
Delta for 100 PE is -0.3
Historical price for 100 PE is as follows
On 1 Jun NBCC was trading at 104.40. The strike last trading price was 2.21, which was -1.25 lower than the previous day. The implied volatity was 37.03, the open interest changed by 113 which increased total open position to 360
On 29 May NBCC was trading at 100.26. The strike last trading price was 3.09, which was -1.21 lower than the previous day. The implied volatity was 32.88, the open interest changed by -46 which decreased total open position to 248
On 27 May NBCC was trading at 99.10. The strike last trading price was 4.26, which was -2.02 lower than the previous day. The implied volatity was 33.88, the open interest changed by 21 which increased total open position to 293
On 26 May NBCC was trading at 95.55. The strike last trading price was 6.1, which was -0.01 lower than the previous day. The implied volatity was 33.85, the open interest changed by 129 which increased total open position to 274
On 25 May NBCC was trading at 96.79. The strike last trading price was 6.13, which was -1.25 lower than the previous day. The implied volatity was 38.46, the open interest changed by 84 which increased total open position to 145
On 22 May NBCC was trading at 94.82. The strike last trading price was 7.47, which was -0.73 lower than the previous day. The implied volatity was 38.08, the open interest changed by 16 which increased total open position to 60
On 21 May NBCC was trading at 93.07. The strike last trading price was 8.2, which was -0.55 lower than the previous day. The implied volatity was 40.29, the open interest changed by 7 which increased total open position to 44
On 20 May NBCC was trading at 93.01. The strike last trading price was 8.75, which was -0.39 lower than the previous day. The implied volatity was 36.08, the open interest changed by 0 which decreased total open position to 37
On 19 May NBCC was trading at 93.08. The strike last trading price was 9.14, which was -0.86 lower than the previous day. The implied volatity was 41.36, the open interest changed by 2 which increased total open position to 36
On 18 May NBCC was trading at 91.66. The strike last trading price was 9.9, which was 1.9 higher than the previous day. The implied volatity was 40.07, the open interest changed by 0 which decreased total open position to 33
On 15 May NBCC was trading at 93.82. The strike last trading price was 8, which was 0.68 higher than the previous day. The implied volatity was 39.65, the open interest changed by 4 which increased total open position to 31
On 14 May NBCC was trading at 95.49. The strike last trading price was 7.25, which was -1.1 lower than the previous day. The implied volatity was 35.97, the open interest changed by 3 which increased total open position to 26
On 13 May NBCC was trading at 94.88. The strike last trading price was 8.35, which was -0.93 lower than the previous day. The implied volatity was 0, the open interest changed by 5 which increased total open position to 22
On 12 May NBCC was trading at 92.66. The strike last trading price was 9.35, which was 1.7 higher than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 15
On 11 May NBCC was trading at 95.70. The strike last trading price was 7.65, which was 2.65 higher than the previous day. The implied volatity was 0, the open interest changed by 4 which increased total open position to 15
On 8 May NBCC was trading at 100.64. The strike last trading price was 5, which was -3.51 lower than the previous day. The implied volatity was 38.62, the open interest changed by 10 which increased total open position to 10
On 7 May NBCC was trading at 96.85. The strike last trading price was 8.51, which was -0.93 lower than the previous day. The implied volatity was 40.41, the open interest changed by 0 which decreased total open position to 2
On 6 May NBCC was trading at 94.94. The strike last trading price was 9.44, which was 9.44 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 5 May NBCC was trading at 92.92. The strike last trading price was 9.44, which was 9.44 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 4 May NBCC was trading at 92.52. The strike last trading price was 9.44, which was 9.44 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 30 Apr NBCC was trading at 91.65. The strike last trading price was 9.44, which was 9.44 higher than the previous day. The implied volatity was 38.51, the open interest changed by 0 which decreased total open position to 2
On 29 Apr NBCC was trading at 93.20. The strike last trading price was 9.44, which was -13.33 lower than the previous day. The implied volatity was 38.51, the open interest changed by 0 which decreased total open position to 0
On 28 Apr NBCC was trading at 94.63. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 27 Apr NBCC was trading at 95.41. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 24 Apr NBCC was trading at 93.20. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 23 Apr NBCC was trading at 93.31. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 22 Apr NBCC was trading at 94.20. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 21 Apr NBCC was trading at 93.28. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 20 Apr NBCC was trading at 93.32. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 17 Apr NBCC was trading at 94.32. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 16 Apr NBCC was trading at 93.05. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 15 Apr NBCC was trading at 91.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Apr NBCC was trading at 88.65. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Apr NBCC was trading at 89.18. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
