[--[65.84.65.76]--]

NBCC

Nbcc (India) Limited
99.3 -0.23 (-0.23%)
L: 97.82 H: 101.5

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Historical option data for NBCC

29 Jan 2026 04:13 PM IST
NBCC 24-FEB-2026 100 CE
Delta: 0.52
Vega: 0.11
Theta: -0.1
Gamma: 0.03
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
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
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