Historical option data for NBCC
10 Jun 2026 04:12 PM IST
| NBCC 30-Jun-2026 (19d) 101 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.71
Vega: 0
Theta: -0.09
Gamma: 0.03087
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 10 Jun | 103.00 | 7.51 | 0 (0.00%) | 43.03 | 23 | 0 | 69 | |||||||||
| 9 Jun | 105.83 | 7.57 | 1.89 (33.27%) | 43.03 | 23 | 10 | 70 | |||||||||
| 8 Jun | 103.46 | 5.39 | -2.56 (-32.20%) | 40.78 | 4 | 1 | 59 | |||||||||
| 5 Jun | 106.36 | 7.95 | 1.16 (17.08%) | 42.91 | 50 | -1 | 59 | |||||||||
| 4 Jun | 104.08 | 6.72 | 1.24 (22.63%) | 43.18 | 33 | -14 | 60 | |||||||||
| 3 Jun | 102.24 | 5.57 | -0.98 (-14.96%) | 42.91 | 100 | 3 | 75 | |||||||||
| 2 Jun | 104.11 | 6.59 | -0.28 (-4.08%) | 41.15 | 91 | -19 | 72 | |||||||||
| 1 Jun | 104.40 | 6.88 | 2.39 (53.23%) | 40.84 | 295 | 14 | 92 | |||||||||
| 29 May | 100.26 | 4.95 | 0.99 (25.00%) | 37.94 | 253 | 5 | 79 | |||||||||
| 27 May | 99.10 | 4 | 1.35 (50.94%) | 37.69 | 61 | 25 | 73 | |||||||||
| 26 May | 95.55 | 2.71 | -0.58 (-17.63%) | 37.93 | 68 | 28 | 48 | |||||||||
| 25 May | 96.79 | 3.24 | 0.24 (8.00%) | 39.18 | 41 | 18 | 21 | |||||||||
| 22 May | 94.82 | 3 | -1.2 (-28.57%) | 41.38 | 1 | 0 | 3 | |||||||||
| 21 May | 93.07 | 4.2 | 0 (0.00%) | - | 0 | 0 | 3 | |||||||||
| 20 May | 93.01 | 4.2 | 0 (0.00%) | - | 0 | 0 | 3 | |||||||||
| 19 May | 93.08 | 4.2 | 0 (0.00%) | - | 0 | 0 | 3 | |||||||||
| 18 May | 91.66 | 4.2 | 0 (0.00%) | - | 0 | 0 | 3 | |||||||||
| 15 May | 93.82 | 4.2 | 0 (0.00%) | 43.97 | 0 | 0 | 3 | |||||||||
| 14 May | 95.49 | 4.2 | 0.11 (2.69%) | 43.97 | 2 | 2 | 3 | |||||||||
| 13 May | 94.88 | 4.09 | 0 (0.00%) | 0 | 0 | 0 | 1 | |||||||||
| 12 May | 92.66 | 4.09 | 0 (0.00%) | 0 | 0 | 0 | 1 | |||||||||
| 11 May | 95.70 | 4.09 | 0 (0.00%) | 0 | 0 | 0 | 1 | |||||||||
| 8 May | 100.64 | 4.09 | 0 (0.00%) | - | 0 | 0 | 1 | |||||||||
| 7 May | 96.85 | 4.09 | 0 (0.00%) | - | 0 | 0 | 1 | |||||||||
| 6 May | 94.94 | 4.09 | 0 (0.00%) | - | 0 | 0 | 1 | |||||||||
| 5 May | 92.92 | 4.09 | 0 (0.00%) | 46.81 | 0 | 0 | 1 | |||||||||
For Nbcc (India) Limited - strike price 101 expiring on 30JUN2026
Delta for 101 CE is 0.71
Historical price for 101 CE is as follows
On 10 Jun NBCC was trading at 103.00. The strike last trading price was 7.51, which was 0 lower than the previous day. The implied volatity was 43.03, the open interest changed by 0 which decreased total open position to 69
On 9 Jun NBCC was trading at 105.83. The strike last trading price was 7.57, which was 1.89 higher than the previous day. The implied volatity was 43.03, the open interest changed by 10 which increased total open position to 70
On 8 Jun NBCC was trading at 103.46. The strike last trading price was 5.39, which was -2.56 lower than the previous day. The implied volatity was 40.78, the open interest changed by 1 which increased total open position to 59
On 5 Jun NBCC was trading at 106.36. The strike last trading price was 7.95, which was 1.16 higher than the previous day. The implied volatity was 42.91, the open interest changed by -1 which decreased total open position to 59
On 4 Jun NBCC was trading at 104.08. The strike last trading price was 6.72, which was 1.24 higher than the previous day. The implied volatity was 43.18, the open interest changed by -14 which decreased total open position to 60
On 3 Jun NBCC was trading at 102.24. The strike last trading price was 5.57, which was -0.98 lower than the previous day. The implied volatity was 42.91, the open interest changed by 3 which increased total open position to 75
On 2 Jun NBCC was trading at 104.11. The strike last trading price was 6.59, which was -0.28 lower than the previous day. The implied volatity was 41.15, the open interest changed by -19 which decreased total open position to 72
On 1 Jun NBCC was trading at 104.40. The strike last trading price was 6.88, which was 2.39 higher than the previous day. The implied volatity was 40.84, the open interest changed by 14 which increased total open position to 92
On 29 May NBCC was trading at 100.26. The strike last trading price was 4.95, which was 0.99 higher than the previous day. The implied volatity was 37.94, the open interest changed by 5 which increased total open position to 79
On 27 May NBCC was trading at 99.10. The strike last trading price was 4, which was 1.35 higher than the previous day. The implied volatity was 37.69, the open interest changed by 25 which increased total open position to 73
On 26 May NBCC was trading at 95.55. The strike last trading price was 2.71, which was -0.58 lower than the previous day. The implied volatity was 37.93, the open interest changed by 28 which increased total open position to 48
On 25 May NBCC was trading at 96.79. The strike last trading price was 3.24, which was 0.24 higher than the previous day. The implied volatity was 39.18, the open interest changed by 18 which increased total open position to 21
On 22 May NBCC was trading at 94.82. The strike last trading price was 3, which was -1.2 lower than the previous day. The implied volatity was 41.38, the open interest changed by 0 which decreased total open position to 3
On 21 May NBCC was trading at 93.07. The strike last trading price was 4.2, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 20 May NBCC was trading at 93.01. The strike last trading price was 4.2, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 19 May NBCC was trading at 93.08. The strike last trading price was 4.2, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 18 May NBCC was trading at 91.66. The strike last trading price was 4.2, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 15 May NBCC was trading at 93.82. The strike last trading price was 4.2, which was 0 lower than the previous day. The implied volatity was 43.97, the open interest changed by 0 which decreased total open position to 3
On 14 May NBCC was trading at 95.49. The strike last trading price was 4.2, which was 0.11 higher than the previous day. The implied volatity was 43.97, the open interest changed by 2 which increased total open position to 3
On 13 May NBCC was trading at 94.88. The strike last trading price was 4.09, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 1
On 12 May NBCC was trading at 92.66. The strike last trading price was 4.09, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 1
On 11 May NBCC was trading at 95.70. The strike last trading price was 4.09, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 1
On 8 May NBCC was trading at 100.64. The strike last trading price was 4.09, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 7 May NBCC was trading at 96.85. The strike last trading price was 4.09, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 6 May NBCC was trading at 94.94. The strike last trading price was 4.09, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 5 May NBCC was trading at 92.92. The strike last trading price was 4.09, which was 0 lower than the previous day. The implied volatity was 46.81, the open interest changed by 0 which decreased total open position to 1
| NBCC 30-Jun-2026 (19d) 101 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.4
Vega: 0
Theta: -0.09
Gamma: 0.039
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 10 Jun | 103.00 | 3 | 1.25 (71.43%) | 40.9 | 24 | -4 | 80 |
| 9 Jun | 105.83 | 1.74 | -1.11 (-38.95%) | 38.91 | 37 | 0 | 87 |
| 8 Jun | 103.46 | 3.02 | 1.19 (65.03%) | 40.73 | 48 | 2 | 91 |
| 5 Jun | 106.36 | 1.81 | -0.87 (-32.46%) | 37.53 | 74 | 1 | 89 |
| 4 Jun | 104.08 | 2.7 | -0.78 (-22.41%) | 38.33 | 54 | 21 | 88 |
| 3 Jun | 102.24 | 3.47 | 0.71 (25.72%) | 38.18 | 113 | 12 | 69 |
| 2 Jun | 104.11 | 2.78 | 0.17 (6.51%) | 38.3 | 72 | -11 | 58 |
| 1 Jun | 104.40 | 2.7 | -1.41 (-34.31%) | 37.41 | 158 | 37 | 70 |
| 29 May | 100.26 | 3.94 | -3.03 (-43.47%) | 31.64 | 84 | 28 | 32 |
| 27 May | 99.10 | 6.97 | 6.97 (-38.01%) | 34.31 | 6 | 0 | 4 |
| 26 May | 95.55 | 6.85 | -4.2 (-38.01%) | 34.31 | 6 | 5 | 5 |
| 25 May | 96.79 | 0 | 0 | - | 0 | 0 | 0 |
| 22 May | 94.82 | 0 | 0 | - | 0 | 0 | 0 |
| 21 May | 93.07 | 0 | 0 | - | 0 | 0 | 0 |
| 20 May | 93.01 | 0 | 0 | - | 0 | 0 | 0 |
| 19 May | 93.08 | 0 | 0 | - | 0 | 0 | 0 |
| 18 May | 91.66 | 0 | 0 (-100.00%) | - | 0 | 0 | 0 |
| 15 May | 93.82 | 0 | -11.05 (-100.00%) | - | 0 | 0 | 0 |
| 14 May | 95.49 | 0 | -11.05 (-100.00%) | 0 | 0 | 0 | 0 |
| 13 May | 94.88 | 0 | -11.05 (-100.00%) | 0 | 0 | 0 | 0 |
| 12 May | 92.66 | 0 | -11.05 (-100.00%) | 0 | 0 | 0 | 0 |
| 11 May | 95.70 | 0 | -11.05 (-100.00%) | 0 | 0 | 0 | 0 |
| 8 May | 100.64 | 0 | 0 | - | 0 | 0 | 0 |
| 7 May | 96.85 | 0 | 0 | - | 0 | 0 | 0 |
| 6 May | 94.94 | 0 | 0 | - | 0 | 0 | 0 |
| 5 May | 92.92 | 0 | 0 | - | 0 | 0 | 0 |
For Nbcc (India) Limited - strike price 101 expiring on 30JUN2026
Delta for 101 PE is -0.4
Historical price for 101 PE is as follows
On 10 Jun NBCC was trading at 103.00. The strike last trading price was 3, which was 1.25 higher than the previous day. The implied volatity was 40.9, the open interest changed by -4 which decreased total open position to 80
On 9 Jun NBCC was trading at 105.83. The strike last trading price was 1.74, which was -1.11 lower than the previous day. The implied volatity was 38.91, the open interest changed by 0 which decreased total open position to 87
On 8 Jun NBCC was trading at 103.46. The strike last trading price was 3.02, which was 1.19 higher than the previous day. The implied volatity was 40.73, the open interest changed by 2 which increased total open position to 91
On 5 Jun NBCC was trading at 106.36. The strike last trading price was 1.81, which was -0.87 lower than the previous day. The implied volatity was 37.53, the open interest changed by 1 which increased total open position to 89
On 4 Jun NBCC was trading at 104.08. The strike last trading price was 2.7, which was -0.78 lower than the previous day. The implied volatity was 38.33, the open interest changed by 21 which increased total open position to 88
On 3 Jun NBCC was trading at 102.24. The strike last trading price was 3.47, which was 0.71 higher than the previous day. The implied volatity was 38.18, the open interest changed by 12 which increased total open position to 69
On 2 Jun NBCC was trading at 104.11. The strike last trading price was 2.78, which was 0.17 higher than the previous day. The implied volatity was 38.3, the open interest changed by -11 which decreased total open position to 58
On 1 Jun NBCC was trading at 104.40. The strike last trading price was 2.7, which was -1.41 lower than the previous day. The implied volatity was 37.41, the open interest changed by 37 which increased total open position to 70
On 29 May NBCC was trading at 100.26. The strike last trading price was 3.94, which was -3.03 lower than the previous day. The implied volatity was 31.64, the open interest changed by 28 which increased total open position to 32
On 27 May NBCC was trading at 99.10. The strike last trading price was 6.97, which was 6.97 higher than the previous day. The implied volatity was 34.31, the open interest changed by 0 which decreased total open position to 4
On 26 May NBCC was trading at 95.55. The strike last trading price was 6.85, which was -4.2 lower than the previous day. The implied volatity was 34.31, the open interest changed by 5 which increased total open position to 5
On 25 May NBCC was trading at 96.79. 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 May NBCC was trading at 94.82. 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 May NBCC was trading at 93.07. 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 May NBCC was trading at 93.01. 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 19 May NBCC was trading at 93.08. 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 18 May NBCC was trading at 91.66. 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 May NBCC was trading at 93.82. The strike last trading price was 0, which was -11.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 May NBCC was trading at 95.49. The strike last trading price was 0, which was -11.05 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 13 May NBCC was trading at 94.88. The strike last trading price was 0, which was -11.05 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 12 May NBCC was trading at 92.66. The strike last trading price was 0, which was -11.05 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 11 May NBCC was trading at 95.70. The strike last trading price was 0, which was -11.05 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 8 May NBCC was trading at 100.64. 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 7 May NBCC was trading at 96.85. 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 6 May NBCC was trading at 94.94. 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 5 May NBCC was trading at 92.92. 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
