NBCC
Nbcc (India) Limited
Historical option data for NBCC
29 Jan 2026 04:13 PM IST
| NBCC 24-FEB-2026 100 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.52
Vega: 0.11
Theta: -0.1
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 29 Jan | 99.30 | 4.62 | 0.08 | 43.62 | 2,087 | 159 | 784 | |||||||||
| 28 Jan | 99.53 | 4.65 | 1.06 | 40.65 | 1,603 | 133 | 626 | |||||||||
| 27 Jan | 96.84 | 3.8 | 0.7 | 42.71 | 704 | 97 | 482 | |||||||||
| 23 Jan | 95.08 | 3.03 | -1.38 | 41.48 | 448 | 138 | 389 | |||||||||
| 22 Jan | 98.68 | 4.5 | 1.04 | 36.99 | 345 | 71 | 250 | |||||||||
| 21 Jan | 96.69 | 3.6 | -0.55 | 36.29 | 257 | 65 | 180 | |||||||||
| 20 Jan | 97.78 | 4.11 | -2.27 | 38.33 | 121 | 67 | 117 | |||||||||
| 19 Jan | 102.27 | 6.36 | -1.16 | 37.1 | 24 | 4 | 51 | |||||||||
| 16 Jan | 103.72 | 7.52 | -0.93 | 35.81 | 72 | 39 | 47 | |||||||||
| 14 Jan | 105.18 | 8.45 | -2.28 | - | 0 | 0 | 8 | |||||||||
| 13 Jan | 105.31 | 8.45 | -2.28 | 32.78 | 2 | 1 | 7 | |||||||||
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| 12 Jan | 107.55 | 10.81 | -12.25 | 36.26 | 8 | 5 | 5 | |||||||||
| 9 Jan | 109.20 | 23.06 | 0 | - | 0 | 0 | 0 | |||||||||
| 8 Jan | 112.09 | 23.06 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 Jan | 116.05 | 23.06 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Jan | 118.54 | 23.06 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Jan | 119.65 | 23.06 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Jan | 122.67 | 23.06 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Jan | 122.10 | 23.06 | 0 | - | 0 | 0 | 0 | |||||||||
| 31 Dec | 121.77 | 23.06 | - | - | 0 | 0 | 0 | |||||||||
| 30 Dec | 121.92 | 23.06 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Dec | 122.09 | 23.06 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 Dec | 122.06 | 23.06 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Dec | 116.16 | 23.06 | 0 | - | 0 | 0 | 0 | |||||||||
| 23 Dec | 116.27 | 23.06 | - | - | 0 | 0 | 0 | |||||||||
| 22 Dec | 116.36 | 23.06 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Dec | 113.70 | 23.06 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Dec | 108.26 | 23.06 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Dec | 109.56 | 23.06 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Dec | 111.68 | 23.06 | 0 | - | 0 | 0 | 0 | |||||||||
| 15 Dec | 115.39 | 23.06 | - | - | 0 | 0 | 0 | |||||||||
| 12 Dec | 109.57 | 23.06 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Dec | 108.31 | 23.06 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Dec | 106.69 | 23.06 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Dec | 108.10 | 23.06 | 0 | - | 0 | 0 | 0 | |||||||||
| 8 Dec | 107.98 | 23.06 | 0 | - | 0 | 0 | 0 | |||||||||
For Nbcc (India) Limited - strike price 100 expiring on 24FEB2026
Delta for 100 CE is 0.52
Historical price for 100 CE is as follows
On 29 Jan NBCC was trading at 99.30. The strike last trading price was 4.62, which was 0.08 higher than the previous day. The implied volatity was 43.62, the open interest changed by 159 which increased total open position to 784
On 28 Jan NBCC was trading at 99.53. The strike last trading price was 4.65, which was 1.06 higher than the previous day. The implied volatity was 40.65, the open interest changed by 133 which increased total open position to 626
On 27 Jan NBCC was trading at 96.84. The strike last trading price was 3.8, which was 0.7 higher than the previous day. The implied volatity was 42.71, the open interest changed by 97 which increased total open position to 482
On 23 Jan NBCC was trading at 95.08. The strike last trading price was 3.03, which was -1.38 lower than the previous day. The implied volatity was 41.48, the open interest changed by 138 which increased total open position to 389
On 22 Jan NBCC was trading at 98.68. The strike last trading price was 4.5, which was 1.04 higher than the previous day. The implied volatity was 36.99, the open interest changed by 71 which increased total open position to 250
On 21 Jan NBCC was trading at 96.69. The strike last trading price was 3.6, which was -0.55 lower than the previous day. The implied volatity was 36.29, the open interest changed by 65 which increased total open position to 180
On 20 Jan NBCC was trading at 97.78. The strike last trading price was 4.11, which was -2.27 lower than the previous day. The implied volatity was 38.33, the open interest changed by 67 which increased total open position to 117
On 19 Jan NBCC was trading at 102.27. The strike last trading price was 6.36, which was -1.16 lower than the previous day. The implied volatity was 37.1, the open interest changed by 4 which increased total open position to 51
On 16 Jan NBCC was trading at 103.72. The strike last trading price was 7.52, which was -0.93 lower than the previous day. The implied volatity was 35.81, the open interest changed by 39 which increased total open position to 47
On 14 Jan NBCC was trading at 105.18. The strike last trading price was 8.45, which was -2.28 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 13 Jan NBCC was trading at 105.31. The strike last trading price was 8.45, which was -2.28 lower than the previous day. The implied volatity was 32.78, the open interest changed by 1 which increased total open position to 7
On 12 Jan NBCC was trading at 107.55. The strike last trading price was 10.81, which was -12.25 lower than the previous day. The implied volatity was 36.26, the open interest changed by 5 which increased total open position to 5
On 9 Jan NBCC was trading at 109.20. The strike last trading price was 23.06, 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 8 Jan NBCC was trading at 112.09. The strike last trading price was 23.06, 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 Jan NBCC was trading at 116.05. The strike last trading price was 23.06, 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 Jan NBCC was trading at 118.54. The strike last trading price was 23.06, 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 5 Jan NBCC was trading at 119.65. The strike last trading price was 23.06, 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 2 Jan NBCC was trading at 122.67. The strike last trading price was 23.06, 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 1 Jan NBCC was trading at 122.10. The strike last trading price was 23.06, 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 Dec NBCC was trading at 121.77. The strike last trading price was 23.06, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 30 Dec NBCC was trading at 121.92. The strike last trading price was 23.06, 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 Dec NBCC was trading at 122.09. The strike last trading price was 23.06, 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 26 Dec NBCC was trading at 122.06. The strike last trading price was 23.06, 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 Dec NBCC was trading at 116.16. The strike last trading price was 23.06, 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 Dec NBCC was trading at 116.27. The strike last trading price was 23.06, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 22 Dec NBCC was trading at 116.36. The strike last trading price was 23.06, 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 19 Dec NBCC was trading at 113.70. The strike last trading price was 23.06, 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 18 Dec NBCC was trading at 108.26. The strike last trading price was 23.06, 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 Dec NBCC was trading at 109.56. The strike last trading price was 23.06, 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 Dec NBCC was trading at 111.68. The strike last trading price was 23.06, 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 Dec NBCC was trading at 115.39. The strike last trading price was 23.06, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Dec NBCC was trading at 109.57. The strike last trading price was 23.06, 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 Dec NBCC was trading at 108.31. The strike last trading price was 23.06, 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 Dec NBCC was trading at 106.69. The strike last trading price was 23.06, 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 9 Dec NBCC was trading at 108.10. The strike last trading price was 23.06, 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 8 Dec NBCC was trading at 107.98. The strike last trading price was 23.06, 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 24FEB2026 100 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.48
Vega: 0.11
Theta: -0.08
Gamma: 0.03
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 29 Jan | 99.30 | 4.74 | 0.11 | 44.94 | 303 | 37 | 448 |
| 28 Jan | 99.53 | 4.59 | -1.53 | 44.89 | 177 | 76 | 408 |
| 27 Jan | 96.84 | 6.34 | -1.23 | 49.74 | 165 | 79 | 321 |
| 23 Jan | 95.08 | 7.79 | 2.24 | 48.66 | 135 | 23 | 240 |
| 22 Jan | 98.68 | 5.4 | -1.37 | 46.25 | 162 | 21 | 215 |
| 21 Jan | 96.69 | 6.74 | 1.03 | 49.52 | 128 | 21 | 194 |
| 20 Jan | 97.78 | 5.91 | 2.33 | 43.75 | 130 | 36 | 173 |
| 19 Jan | 102.27 | 3.65 | 0.58 | 39.98 | 70 | 20 | 140 |
| 16 Jan | 103.72 | 3.14 | 0.38 | 39.35 | 138 | 25 | 120 |
| 14 Jan | 105.18 | 2.76 | -0.24 | 39.06 | 21 | 7 | 95 |
| 13 Jan | 105.31 | 3 | 0.54 | 40.9 | 19 | 10 | 86 |
| 12 Jan | 107.55 | 2.51 | 0.73 | 42.13 | 45 | 6 | 72 |
| 9 Jan | 109.20 | 1.78 | 0.63 | 37.89 | 36 | 25 | 65 |
| 8 Jan | 112.09 | 1.15 | 0.35 | 35.16 | 11 | 10 | 39 |
| 7 Jan | 116.05 | 0.8 | 0.1 | 37.04 | 5 | 0 | 28 |
| 6 Jan | 118.54 | 0.7 | 0 | 38.69 | 14 | 3 | 27 |
| 5 Jan | 119.65 | 0.7 | 0.1 | 39.69 | 2 | 1 | 23 |
| 2 Jan | 122.67 | 0.6 | 0 | 40.66 | 1 | 0 | 22 |
| 1 Jan | 122.10 | 0.6 | -2.2 | 39.65 | 28 | 18 | 21 |
| 31 Dec | 121.77 | 2.8 | - | - | 0 | 0 | 3 |
| 30 Dec | 121.92 | 2.8 | -1.16 | - | 0 | 0 | 3 |
| 29 Dec | 122.09 | 2.8 | -1.16 | - | 0 | 0 | 3 |
| 26 Dec | 122.06 | 2.8 | -1.16 | - | 0 | 0 | 3 |
| 24 Dec | 116.16 | 2.8 | -1.16 | - | 0 | 0 | 3 |
| 23 Dec | 116.27 | 2.8 | - | - | 0 | 0 | 3 |
| 22 Dec | 116.36 | 2.8 | -1.16 | - | 0 | 0 | 3 |
| 19 Dec | 113.70 | 2.8 | -1.16 | - | 0 | 0 | 3 |
| 18 Dec | 108.26 | 2.8 | -1.16 | - | 0 | 0 | 3 |
| 17 Dec | 109.56 | 2.8 | -1.16 | - | 0 | 0 | 3 |
| 16 Dec | 111.68 | 2.8 | -1.16 | - | 0 | 0 | 3 |
| 15 Dec | 115.39 | 2.8 | - | - | 0 | 0 | 0 |
| 12 Dec | 109.57 | 2.8 | -1.16 | - | 0 | 0 | 3 |
| 11 Dec | 108.31 | 2.8 | -1.16 | - | 0 | 0 | 3 |
| 10 Dec | 106.69 | 2.8 | -1.16 | - | 0 | 0 | 3 |
| 9 Dec | 108.10 | 2.8 | -1.16 | 35.71 | 3 | 0 | 0 |
| 8 Dec | 107.98 | 3.96 | 0 | - | 0 | 0 | 0 |
For Nbcc (India) Limited - strike price 100 expiring on 24FEB2026
Delta for 100 PE is -0.48
Historical price for 100 PE is as follows
On 29 Jan NBCC was trading at 99.30. The strike last trading price was 4.74, which was 0.11 higher than the previous day. The implied volatity was 44.94, the open interest changed by 37 which increased total open position to 448
On 28 Jan NBCC was trading at 99.53. The strike last trading price was 4.59, which was -1.53 lower than the previous day. The implied volatity was 44.89, the open interest changed by 76 which increased total open position to 408
On 27 Jan NBCC was trading at 96.84. The strike last trading price was 6.34, which was -1.23 lower than the previous day. The implied volatity was 49.74, the open interest changed by 79 which increased total open position to 321
On 23 Jan NBCC was trading at 95.08. The strike last trading price was 7.79, which was 2.24 higher than the previous day. The implied volatity was 48.66, the open interest changed by 23 which increased total open position to 240
On 22 Jan NBCC was trading at 98.68. The strike last trading price was 5.4, which was -1.37 lower than the previous day. The implied volatity was 46.25, the open interest changed by 21 which increased total open position to 215
On 21 Jan NBCC was trading at 96.69. The strike last trading price was 6.74, which was 1.03 higher than the previous day. The implied volatity was 49.52, the open interest changed by 21 which increased total open position to 194
On 20 Jan NBCC was trading at 97.78. The strike last trading price was 5.91, which was 2.33 higher than the previous day. The implied volatity was 43.75, the open interest changed by 36 which increased total open position to 173
On 19 Jan NBCC was trading at 102.27. The strike last trading price was 3.65, which was 0.58 higher than the previous day. The implied volatity was 39.98, the open interest changed by 20 which increased total open position to 140
On 16 Jan NBCC was trading at 103.72. The strike last trading price was 3.14, which was 0.38 higher than the previous day. The implied volatity was 39.35, the open interest changed by 25 which increased total open position to 120
On 14 Jan NBCC was trading at 105.18. The strike last trading price was 2.76, which was -0.24 lower than the previous day. The implied volatity was 39.06, the open interest changed by 7 which increased total open position to 95
On 13 Jan NBCC was trading at 105.31. The strike last trading price was 3, which was 0.54 higher than the previous day. The implied volatity was 40.9, the open interest changed by 10 which increased total open position to 86
On 12 Jan NBCC was trading at 107.55. The strike last trading price was 2.51, which was 0.73 higher than the previous day. The implied volatity was 42.13, the open interest changed by 6 which increased total open position to 72
On 9 Jan NBCC was trading at 109.20. The strike last trading price was 1.78, which was 0.63 higher than the previous day. The implied volatity was 37.89, the open interest changed by 25 which increased total open position to 65
On 8 Jan NBCC was trading at 112.09. The strike last trading price was 1.15, which was 0.35 higher than the previous day. The implied volatity was 35.16, the open interest changed by 10 which increased total open position to 39
On 7 Jan NBCC was trading at 116.05. The strike last trading price was 0.8, which was 0.1 higher than the previous day. The implied volatity was 37.04, the open interest changed by 0 which decreased total open position to 28
On 6 Jan NBCC was trading at 118.54. The strike last trading price was 0.7, which was 0 lower than the previous day. The implied volatity was 38.69, the open interest changed by 3 which increased total open position to 27
On 5 Jan NBCC was trading at 119.65. The strike last trading price was 0.7, which was 0.1 higher than the previous day. The implied volatity was 39.69, the open interest changed by 1 which increased total open position to 23
On 2 Jan NBCC was trading at 122.67. The strike last trading price was 0.6, which was 0 lower than the previous day. The implied volatity was 40.66, the open interest changed by 0 which decreased total open position to 22
On 1 Jan NBCC was trading at 122.10. The strike last trading price was 0.6, which was -2.2 lower than the previous day. The implied volatity was 39.65, the open interest changed by 18 which increased total open position to 21
On 31 Dec NBCC was trading at 121.77. The strike last trading price was 2.8, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 30 Dec NBCC was trading at 121.92. The strike last trading price was 2.8, which was -1.16 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 29 Dec NBCC was trading at 122.09. The strike last trading price was 2.8, which was -1.16 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 26 Dec NBCC was trading at 122.06. The strike last trading price was 2.8, which was -1.16 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 24 Dec NBCC was trading at 116.16. The strike last trading price was 2.8, which was -1.16 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 23 Dec NBCC was trading at 116.27. The strike last trading price was 2.8, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 22 Dec NBCC was trading at 116.36. The strike last trading price was 2.8, which was -1.16 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 19 Dec NBCC was trading at 113.70. The strike last trading price was 2.8, which was -1.16 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 18 Dec NBCC was trading at 108.26. The strike last trading price was 2.8, which was -1.16 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 17 Dec NBCC was trading at 109.56. The strike last trading price was 2.8, which was -1.16 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 16 Dec NBCC was trading at 111.68. The strike last trading price was 2.8, which was -1.16 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 15 Dec NBCC was trading at 115.39. The strike last trading price was 2.8, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Dec NBCC was trading at 109.57. The strike last trading price was 2.8, which was -1.16 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 11 Dec NBCC was trading at 108.31. The strike last trading price was 2.8, which was -1.16 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 10 Dec NBCC was trading at 106.69. The strike last trading price was 2.8, which was -1.16 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 9 Dec NBCC was trading at 108.10. The strike last trading price was 2.8, which was -1.16 lower than the previous day. The implied volatity was 35.71, the open interest changed by 0 which decreased total open position to 0
On 8 Dec NBCC was trading at 107.98. The strike last trading price was 3.96, 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






























































































































































































































