NBCC
Nbcc (India) Limited
Historical option data for NBCC
12 Dec 2025 04:13 PM IST
| NBCC 30-DEC-2025 100 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 12 Dec | 109.57 | 8.92 | 1.22 | - | 0 | 0 | 12 | |||||||||
| 11 Dec | 108.31 | 8.92 | 1.22 | 18.18 | 1 | 0 | 12 | |||||||||
| 10 Dec | 106.69 | 7.7 | -1.53 | 30.37 | 12 | 1 | 12 | |||||||||
|
|
||||||||||||||||
| 9 Dec | 108.10 | 9.23 | 0.23 | 27.42 | 6 | -3 | 11 | |||||||||
| 8 Dec | 107.98 | 9 | -10.28 | 31.52 | 10 | 0 | 4 | |||||||||
| 5 Dec | 112.06 | 19.28 | 7.78 | - | 0 | 0 | 0 | |||||||||
| 4 Dec | 112.52 | 19.28 | 7.78 | - | 0 | 0 | 0 | |||||||||
| 3 Dec | 113.21 | 19.28 | 7.78 | - | 0 | 0 | 0 | |||||||||
| 2 Dec | 115.26 | 19.28 | 7.78 | - | 0 | 0 | 0 | |||||||||
| 1 Dec | 118.01 | 19.28 | 7.78 | - | 0 | 0 | 0 | |||||||||
| 28 Nov | 116.69 | 19.28 | 7.78 | - | 0 | 0 | 0 | |||||||||
| 27 Nov | 117.42 | 19.28 | 7.78 | - | 0 | 0 | 0 | |||||||||
| 26 Nov | 118.51 | 19.28 | 7.78 | - | 0 | 0 | 0 | |||||||||
| 25 Nov | 117.59 | 19.28 | 7.78 | - | 0 | 3 | 0 | |||||||||
| 24 Nov | 116.47 | 19.28 | 7.78 | 56.17 | 6 | 3 | 4 | |||||||||
| 21 Nov | 112.61 | 11.5 | -4.2 | - | 0 | 0 | 0 | |||||||||
| 20 Nov | 115.99 | 11.5 | -4.2 | - | 0 | 0 | 0 | |||||||||
| 19 Nov | 113.04 | 11.5 | -4.2 | - | 0 | 0 | 0 | |||||||||
| 18 Nov | 114.96 | 11.5 | -4.2 | - | 0 | 0 | 0 | |||||||||
| 17 Nov | 116.82 | 11.5 | -4.2 | - | 0 | 1 | 0 | |||||||||
| 14 Nov | 114.14 | 11.5 | -4.2 | - | 1 | 0 | 0 | |||||||||
| 13 Nov | 108.98 | 15.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Nov | 112.06 | 15.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Nov | 113.59 | 15.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 Nov | 113.39 | 15.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Nov | 111.44 | 15.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Nov | 113.95 | 15.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Nov | 117.64 | 15.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 31 Oct | 117.41 | 15.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Oct | 118.37 | 15.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Oct | 115.22 | 15.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 28 Oct | 110.31 | 15.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 23 Oct | 111.48 | 15.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 Oct | 109.84 | 15.7 | 0 | - | 0 | 0 | 0 | |||||||||
For Nbcc (India) Limited - strike price 100 expiring on 30DEC2025
Delta for 100 CE is -
Historical price for 100 CE is as follows
On 12 Dec NBCC was trading at 109.57. The strike last trading price was 8.92, which was 1.22 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 12
On 11 Dec NBCC was trading at 108.31. The strike last trading price was 8.92, which was 1.22 higher than the previous day. The implied volatity was 18.18, the open interest changed by 0 which decreased total open position to 12
On 10 Dec NBCC was trading at 106.69. The strike last trading price was 7.7, which was -1.53 lower than the previous day. The implied volatity was 30.37, the open interest changed by 1 which increased total open position to 12
On 9 Dec NBCC was trading at 108.10. The strike last trading price was 9.23, which was 0.23 higher than the previous day. The implied volatity was 27.42, the open interest changed by -3 which decreased total open position to 11
On 8 Dec NBCC was trading at 107.98. The strike last trading price was 9, which was -10.28 lower than the previous day. The implied volatity was 31.52, the open interest changed by 0 which decreased total open position to 4
On 5 Dec NBCC was trading at 112.06. The strike last trading price was 19.28, which was 7.78 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Dec NBCC was trading at 112.52. The strike last trading price was 19.28, which was 7.78 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Dec NBCC was trading at 113.21. The strike last trading price was 19.28, which was 7.78 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 2 Dec NBCC was trading at 115.26. The strike last trading price was 19.28, which was 7.78 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Dec NBCC was trading at 118.01. The strike last trading price was 19.28, which was 7.78 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 28 Nov NBCC was trading at 116.69. The strike last trading price was 19.28, which was 7.78 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 27 Nov NBCC was trading at 117.42. The strike last trading price was 19.28, which was 7.78 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 26 Nov NBCC was trading at 118.51. The strike last trading price was 19.28, which was 7.78 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 25 Nov NBCC was trading at 117.59. The strike last trading price was 19.28, which was 7.78 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0
On 24 Nov NBCC was trading at 116.47. The strike last trading price was 19.28, which was 7.78 higher than the previous day. The implied volatity was 56.17, the open interest changed by 3 which increased total open position to 4
On 21 Nov NBCC was trading at 112.61. The strike last trading price was 11.5, which was -4.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 20 Nov NBCC was trading at 115.99. The strike last trading price was 11.5, which was -4.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 19 Nov NBCC was trading at 113.04. The strike last trading price was 11.5, which was -4.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 18 Nov NBCC was trading at 114.96. The strike last trading price was 11.5, which was -4.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 17 Nov NBCC was trading at 116.82. The strike last trading price was 11.5, which was -4.2 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 14 Nov NBCC was trading at 114.14. The strike last trading price was 11.5, which was -4.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Nov NBCC was trading at 108.98. The strike last trading price was 15.7, 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 12 Nov NBCC was trading at 112.06. The strike last trading price was 15.7, 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 11 Nov NBCC was trading at 113.59. The strike last trading price was 15.7, 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 7 Nov NBCC was trading at 113.39. The strike last trading price was 15.7, 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 6 Nov NBCC was trading at 111.44. The strike last trading price was 15.7, 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 4 Nov NBCC was trading at 113.95. The strike last trading price was 15.7, 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 3 Nov NBCC was trading at 117.64. The strike last trading price was 15.7, 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 31 Oct NBCC was trading at 117.41. The strike last trading price was 15.7, 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 30 Oct NBCC was trading at 118.37. The strike last trading price was 15.7, 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 29 Oct NBCC was trading at 115.22. The strike last trading price was 15.7, 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 28 Oct NBCC was trading at 110.31. The strike last trading price was 15.7, 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 Oct NBCC was trading at 111.48. The strike last trading price was 15.7, 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 14 Oct NBCC was trading at 109.84. The strike last trading price was 15.7, 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
| NBCC 30DEC2025 100 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.08
Vega: 0.03
Theta: -0.03
Gamma: 0.02
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 12 Dec | 109.57 | 0.26 | -0.12 | 30.30 | 64 | 1 | 226 |
| 11 Dec | 108.31 | 0.39 | -0.29 | 30.72 | 75 | -24 | 226 |
| 10 Dec | 106.69 | 0.78 | 0.21 | 32.40 | 93 | 56 | 251 |
| 9 Dec | 108.10 | 0.55 | -0.09 | 32.23 | 179 | -17 | 191 |
| 8 Dec | 107.98 | 0.73 | 0.42 | 33.52 | 214 | 15 | 208 |
| 5 Dec | 112.06 | 0.33 | 0.03 | 32.89 | 40 | -1 | 192 |
| 4 Dec | 112.52 | 0.31 | -0.01 | 32.24 | 84 | -12 | 193 |
| 3 Dec | 113.21 | 0.3 | 0.06 | 33.60 | 84 | -6 | 205 |
| 2 Dec | 115.26 | 0.24 | 0.06 | 34.10 | 98 | 40 | 212 |
| 1 Dec | 118.01 | 0.19 | -0.05 | 35.24 | 67 | 21 | 172 |
| 28 Nov | 116.69 | 0.23 | 0.01 | 33.68 | 14 | -3 | 151 |
| 27 Nov | 117.42 | 0.21 | -0.04 | 33.91 | 54 | 4 | 153 |
| 26 Nov | 118.51 | 0.24 | -0.09 | 35.51 | 97 | 5 | 148 |
| 25 Nov | 117.59 | 0.34 | -0.06 | 36.34 | 152 | 35 | 142 |
| 24 Nov | 116.47 | 0.4 | -0.33 | 35.46 | 115 | -15 | 107 |
| 21 Nov | 112.61 | 0.72 | 0.25 | 34.50 | 81 | 37 | 122 |
| 20 Nov | 115.99 | 0.45 | -0.15 | 34.19 | 66 | 13 | 85 |
| 19 Nov | 113.04 | 0.6 | 0.02 | 32.16 | 30 | -5 | 72 |
| 18 Nov | 114.96 | 0.58 | 0 | 34.64 | 41 | 7 | 77 |
| 17 Nov | 116.82 | 0.58 | -0.27 | 36.88 | 28 | 7 | 68 |
| 14 Nov | 114.14 | 0.84 | -1.06 | 36.05 | 72 | -15 | 63 |
| 13 Nov | 108.98 | 2 | 0.72 | 37.82 | 42 | 24 | 76 |
| 12 Nov | 112.06 | 1.17 | -0.02 | 35.57 | 18 | 14 | 48 |
| 11 Nov | 113.59 | 1.19 | -0.27 | 37.92 | 24 | 8 | 34 |
| 7 Nov | 113.39 | 1.46 | -0.04 | 39.22 | 5 | 2 | 26 |
| 6 Nov | 111.44 | 1.5 | 0.5 | 36.15 | 3 | 2 | 23 |
| 4 Nov | 113.95 | 1 | 0.05 | 34.35 | 4 | 3 | 20 |
| 3 Nov | 117.64 | 0.95 | -0.05 | 38.17 | 1 | 0 | 16 |
| 31 Oct | 117.41 | 1 | 0 | - | 3 | 0 | 15 |
| 30 Oct | 118.37 | 1 | -0.75 | 38.47 | 11 | 6 | 10 |
| 29 Oct | 115.22 | 1.75 | -0.25 | 42.56 | 1 | 0 | 5 |
| 28 Oct | 110.31 | 2 | 0 | - | 1 | 0 | 4 |
| 23 Oct | 111.48 | 2 | 0.2 | 37.20 | 3 | 0 | 1 |
| 14 Oct | 109.84 | 1.8 | -5.3 | - | 0 | 1 | 0 |
For Nbcc (India) Limited - strike price 100 expiring on 30DEC2025
Delta for 100 PE is -0.08
Historical price for 100 PE is as follows
On 12 Dec NBCC was trading at 109.57. The strike last trading price was 0.26, which was -0.12 lower than the previous day. The implied volatity was 30.30, the open interest changed by 1 which increased total open position to 226
On 11 Dec NBCC was trading at 108.31. The strike last trading price was 0.39, which was -0.29 lower than the previous day. The implied volatity was 30.72, the open interest changed by -24 which decreased total open position to 226
On 10 Dec NBCC was trading at 106.69. The strike last trading price was 0.78, which was 0.21 higher than the previous day. The implied volatity was 32.40, the open interest changed by 56 which increased total open position to 251
On 9 Dec NBCC was trading at 108.10. The strike last trading price was 0.55, which was -0.09 lower than the previous day. The implied volatity was 32.23, the open interest changed by -17 which decreased total open position to 191
On 8 Dec NBCC was trading at 107.98. The strike last trading price was 0.73, which was 0.42 higher than the previous day. The implied volatity was 33.52, the open interest changed by 15 which increased total open position to 208
On 5 Dec NBCC was trading at 112.06. The strike last trading price was 0.33, which was 0.03 higher than the previous day. The implied volatity was 32.89, the open interest changed by -1 which decreased total open position to 192
On 4 Dec NBCC was trading at 112.52. The strike last trading price was 0.31, which was -0.01 lower than the previous day. The implied volatity was 32.24, the open interest changed by -12 which decreased total open position to 193
On 3 Dec NBCC was trading at 113.21. The strike last trading price was 0.3, which was 0.06 higher than the previous day. The implied volatity was 33.60, the open interest changed by -6 which decreased total open position to 205
On 2 Dec NBCC was trading at 115.26. The strike last trading price was 0.24, which was 0.06 higher than the previous day. The implied volatity was 34.10, the open interest changed by 40 which increased total open position to 212
On 1 Dec NBCC was trading at 118.01. The strike last trading price was 0.19, which was -0.05 lower than the previous day. The implied volatity was 35.24, the open interest changed by 21 which increased total open position to 172
On 28 Nov NBCC was trading at 116.69. The strike last trading price was 0.23, which was 0.01 higher than the previous day. The implied volatity was 33.68, the open interest changed by -3 which decreased total open position to 151
On 27 Nov NBCC was trading at 117.42. The strike last trading price was 0.21, which was -0.04 lower than the previous day. The implied volatity was 33.91, the open interest changed by 4 which increased total open position to 153
On 26 Nov NBCC was trading at 118.51. The strike last trading price was 0.24, which was -0.09 lower than the previous day. The implied volatity was 35.51, the open interest changed by 5 which increased total open position to 148
On 25 Nov NBCC was trading at 117.59. The strike last trading price was 0.34, which was -0.06 lower than the previous day. The implied volatity was 36.34, the open interest changed by 35 which increased total open position to 142
On 24 Nov NBCC was trading at 116.47. The strike last trading price was 0.4, which was -0.33 lower than the previous day. The implied volatity was 35.46, the open interest changed by -15 which decreased total open position to 107
On 21 Nov NBCC was trading at 112.61. The strike last trading price was 0.72, which was 0.25 higher than the previous day. The implied volatity was 34.50, the open interest changed by 37 which increased total open position to 122
On 20 Nov NBCC was trading at 115.99. The strike last trading price was 0.45, which was -0.15 lower than the previous day. The implied volatity was 34.19, the open interest changed by 13 which increased total open position to 85
On 19 Nov NBCC was trading at 113.04. The strike last trading price was 0.6, which was 0.02 higher than the previous day. The implied volatity was 32.16, the open interest changed by -5 which decreased total open position to 72
On 18 Nov NBCC was trading at 114.96. The strike last trading price was 0.58, which was 0 lower than the previous day. The implied volatity was 34.64, the open interest changed by 7 which increased total open position to 77
On 17 Nov NBCC was trading at 116.82. The strike last trading price was 0.58, which was -0.27 lower than the previous day. The implied volatity was 36.88, the open interest changed by 7 which increased total open position to 68
On 14 Nov NBCC was trading at 114.14. The strike last trading price was 0.84, which was -1.06 lower than the previous day. The implied volatity was 36.05, the open interest changed by -15 which decreased total open position to 63
On 13 Nov NBCC was trading at 108.98. The strike last trading price was 2, which was 0.72 higher than the previous day. The implied volatity was 37.82, the open interest changed by 24 which increased total open position to 76
On 12 Nov NBCC was trading at 112.06. The strike last trading price was 1.17, which was -0.02 lower than the previous day. The implied volatity was 35.57, the open interest changed by 14 which increased total open position to 48
On 11 Nov NBCC was trading at 113.59. The strike last trading price was 1.19, which was -0.27 lower than the previous day. The implied volatity was 37.92, the open interest changed by 8 which increased total open position to 34
On 7 Nov NBCC was trading at 113.39. The strike last trading price was 1.46, which was -0.04 lower than the previous day. The implied volatity was 39.22, the open interest changed by 2 which increased total open position to 26
On 6 Nov NBCC was trading at 111.44. The strike last trading price was 1.5, which was 0.5 higher than the previous day. The implied volatity was 36.15, the open interest changed by 2 which increased total open position to 23
On 4 Nov NBCC was trading at 113.95. The strike last trading price was 1, which was 0.05 higher than the previous day. The implied volatity was 34.35, the open interest changed by 3 which increased total open position to 20
On 3 Nov NBCC was trading at 117.64. The strike last trading price was 0.95, which was -0.05 lower than the previous day. The implied volatity was 38.17, the open interest changed by 0 which decreased total open position to 16
On 31 Oct NBCC was trading at 117.41. The strike last trading price was 1, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15
On 30 Oct NBCC was trading at 118.37. The strike last trading price was 1, which was -0.75 lower than the previous day. The implied volatity was 38.47, the open interest changed by 6 which increased total open position to 10
On 29 Oct NBCC was trading at 115.22. The strike last trading price was 1.75, which was -0.25 lower than the previous day. The implied volatity was 42.56, the open interest changed by 0 which decreased total open position to 5
On 28 Oct NBCC was trading at 110.31. The strike last trading price was 2, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 23 Oct NBCC was trading at 111.48. The strike last trading price was 2, which was 0.2 higher than the previous day. The implied volatity was 37.20, the open interest changed by 0 which decreased total open position to 1
On 14 Oct NBCC was trading at 109.84. The strike last trading price was 1.8, which was -5.3 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0































































































































































































































