Historical option data for NBCC
29 May 2026 04:10 PM IST
| NBCC 30-Jun-2026 (30d) 101 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.55
Vega: 0
Theta: -0.08
Gamma: 0.0346
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 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 0.55
Historical price for 101 CE is as follows
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 (30d) 101 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.5
Vega: 0
Theta: -0.05
Gamma: 0.04229
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 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 -0.5
Historical price for 101 PE is as follows
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
