Historical option data for NBCC
18 Jun 2026 01:26 PM IST
| NBCC 30-Jun-2026 (12d) 102 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.88
Vega: 0
Theta: -0.07
Gamma: 0.02505
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 18 Jun | 110.49 | 9.29 | -2.55 (-21.54%) | 40.03 | 26 | -11 | 149 | |||||||||
| 17 Jun | 112.83 | 12 | 3.59 (42.69%) | 49.88 | 44 | -32 | 170 | |||||||||
| 16 Jun | 109.14 | 8.34 | 1.1 (15.19%) | 44.47 | 13 | -4 | 203 | |||||||||
| 15 Jun | 107.36 | 7.36 | 1.42 (23.91%) | 45.99 | 25 | -6 | 208 | |||||||||
| 12 Jun | 105.16 | 6 | 2.74 (84.05%) | 42.73 | 200 | -18 | 215 | |||||||||
| 11 Jun | 100.52 | 3.39 | -1.22 (-26.46%) | 41.68 | 249 | 64 | 233 | |||||||||
| 10 Jun | 103.00 | 4.75 | -1.9 (-28.57%) | 41.85 | 25 | -1 | 167 | |||||||||
| 9 Jun | 105.83 | 6.77 | 1.37 (25.37%) | 41.91 | 57 | -5 | 170 | |||||||||
| 8 Jun | 103.46 | 5.26 | -2.05 (-28.04%) | 41.54 | 43 | -6 | 175 | |||||||||
| 5 Jun | 106.36 | 7.31 | 1.3 (21.63%) | 41.83 | 124 | -8 | 181 | |||||||||
| 4 Jun | 104.08 | 5.95 | 0.91 (18.06%) | 42.79 | 152 | -12 | 189 | |||||||||
| 3 Jun | 102.24 | 4.98 | -1.05 (-17.41%) | 42.54 | 662 | 44 | 201 | |||||||||
| 2 Jun | 104.11 | 6.05 | -0.3 (-4.72%) | 40.92 | 423 | -62 | 158 | |||||||||
| 1 Jun | 104.40 | 6.42 | 2.29 (55.45%) | 40.74 | 1,598 | -21 | 221 | |||||||||
| 29 May | 100.26 | 4.55 | 0.99 (27.81%) | 39.25 | 757 | 70 | 244 | |||||||||
| 27 May | 99.10 | 3.6 | 1.27 (54.51%) | 37.89 | 370 | -28 | 175 | |||||||||
| 26 May | 95.55 | 2.43 | -0.54 (-18.18%) | 38.37 | 380 | 112 | 201 | |||||||||
| 25 May | 96.79 | 2.95 | -0.05 (-1.67%) | 39.04 | 147 | 66 | 88 | |||||||||
| 22 May | 94.82 | 3 | 0.62 (26.05%) | 42.15 | 27 | 18 | 22 | |||||||||
| 21 May | 93.07 | 2.38 | 0.57 (31.49%) | 43.38 | 4 | 4 | 4 | |||||||||
| 18 May | 91.66 | 0 | -1.81 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 15 May | 93.82 | 0 | -1.81 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 14 May | 95.49 | 0 | -1.81 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 13 May | 94.88 | 0 | -1.81 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 12 May | 92.66 | 0 | -1.81 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 11 May | 95.70 | 0 | -1.81 (-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 | |||||||||
For Nbcc (India) Limited - strike price 102 expiring on 30JUN2026
Delta for 102 CE is 0.88
Historical price for 102 CE is as follows
On 18 Jun NBCC was trading at 110.49. The strike last trading price was 9.29, which was -2.55 lower than the previous day. The implied volatity was 40.03, the open interest changed by -11 which decreased total open position to 149
On 17 Jun NBCC was trading at 112.83. The strike last trading price was 12, which was 3.59 higher than the previous day. The implied volatity was 49.88, the open interest changed by -32 which decreased total open position to 170
On 16 Jun NBCC was trading at 109.14. The strike last trading price was 8.34, which was 1.1 higher than the previous day. The implied volatity was 44.47, the open interest changed by -4 which decreased total open position to 203
On 15 Jun NBCC was trading at 107.36. The strike last trading price was 7.36, which was 1.42 higher than the previous day. The implied volatity was 45.99, the open interest changed by -6 which decreased total open position to 208
On 12 Jun NBCC was trading at 105.16. The strike last trading price was 6, which was 2.74 higher than the previous day. The implied volatity was 42.73, the open interest changed by -18 which decreased total open position to 215
On 11 Jun NBCC was trading at 100.52. The strike last trading price was 3.39, which was -1.22 lower than the previous day. The implied volatity was 41.68, the open interest changed by 64 which increased total open position to 233
On 10 Jun NBCC was trading at 103.00. The strike last trading price was 4.75, which was -1.9 lower than the previous day. The implied volatity was 41.85, the open interest changed by -1 which decreased total open position to 167
On 9 Jun NBCC was trading at 105.83. The strike last trading price was 6.77, which was 1.37 higher than the previous day. The implied volatity was 41.91, the open interest changed by -5 which decreased total open position to 170
On 8 Jun NBCC was trading at 103.46. The strike last trading price was 5.26, which was -2.05 lower than the previous day. The implied volatity was 41.54, the open interest changed by -6 which decreased total open position to 175
On 5 Jun NBCC was trading at 106.36. The strike last trading price was 7.31, which was 1.3 higher than the previous day. The implied volatity was 41.83, the open interest changed by -8 which decreased total open position to 181
On 4 Jun NBCC was trading at 104.08. The strike last trading price was 5.95, which was 0.91 higher than the previous day. The implied volatity was 42.79, the open interest changed by -12 which decreased total open position to 189
On 3 Jun NBCC was trading at 102.24. The strike last trading price was 4.98, which was -1.05 lower than the previous day. The implied volatity was 42.54, the open interest changed by 44 which increased total open position to 201
On 2 Jun NBCC was trading at 104.11. The strike last trading price was 6.05, which was -0.3 lower than the previous day. The implied volatity was 40.92, the open interest changed by -62 which decreased total open position to 158
On 1 Jun NBCC was trading at 104.40. The strike last trading price was 6.42, which was 2.29 higher than the previous day. The implied volatity was 40.74, the open interest changed by -21 which decreased total open position to 221
On 29 May NBCC was trading at 100.26. The strike last trading price was 4.55, which was 0.99 higher than the previous day. The implied volatity was 39.25, the open interest changed by 70 which increased total open position to 244
On 27 May NBCC was trading at 99.10. The strike last trading price was 3.6, which was 1.27 higher than the previous day. The implied volatity was 37.89, the open interest changed by -28 which decreased total open position to 175
On 26 May NBCC was trading at 95.55. The strike last trading price was 2.43, which was -0.54 lower than the previous day. The implied volatity was 38.37, the open interest changed by 112 which increased total open position to 201
On 25 May NBCC was trading at 96.79. The strike last trading price was 2.95, which was -0.05 lower than the previous day. The implied volatity was 39.04, the open interest changed by 66 which increased total open position to 88
On 22 May NBCC was trading at 94.82. The strike last trading price was 3, which was 0.62 higher than the previous day. The implied volatity was 42.15, the open interest changed by 18 which increased total open position to 22
On 21 May NBCC was trading at 93.07. The strike last trading price was 2.38, which was 0.57 higher than the previous day. The implied volatity was 43.38, the open interest changed by 4 which increased total open position to 4
On 18 May NBCC was trading at 91.66. The strike last trading price was 0, which was -1.81 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 -1.81 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 -1.81 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 -1.81 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 -1.81 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 -1.81 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
| NBCC 30-Jun-2026 (12d) 102 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.12
Vega: 0
Theta: -0.05
Gamma: 0.02375
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 18 Jun | 110.49 | 0.49 | 0.49 (-57.65%) | 40.39 | 46 | -3 | 78 |
| 17 Jun | 112.83 | 0.36 | -0.49 (-57.65%) | 41.35 | 140 | -55 | 82 |
| 16 Jun | 109.14 | 0.86 | -0.45 (-34.35%) | 39.81 | 46 | -10 | 137 |
| 15 Jun | 107.36 | 1.33 | -0.74 (-35.75%) | 39.39 | 94 | -14 | 147 |
| 12 Jun | 105.16 | 2.08 | -1.92 (-48.00%) | 38.23 | 155 | -12 | 161 |
| 11 Jun | 100.52 | 4.54 | 1.22 (36.75%) | 42.01 | 150 | 4 | 174 |
| 10 Jun | 103.00 | 3.19 | 1.13 (54.85%) | 40.66 | 32 | 3 | 168 |
| 9 Jun | 105.83 | 2 | -1.16 (-36.71%) | 38.03 | 21 | 2 | 163 |
| 8 Jun | 103.46 | 3.46 | 1.33 (62.44%) | 40.84 | 55 | 9 | 161 |
| 5 Jun | 106.36 | 2.12 | -0.96 (-31.17%) | 37.17 | 139 | 0 | 152 |
| 4 Jun | 104.08 | 3.02 | -0.89 (-22.76%) | 36.97 | 65 | -8 | 153 |
| 3 Jun | 102.24 | 3.93 | 0.78 (24.76%) | 37.94 | 125 | 11 | 162 |
| 2 Jun | 104.11 | 3.17 | 0.22 (7.46%) | 37.63 | 230 | -6 | 151 |
| 1 Jun | 104.40 | 2.98 | -1.5 (-33.48%) | 36.85 | 503 | 87 | 155 |
| 29 May | 100.26 | 4.1 | -1.23 (-23.08%) | 32.64 | 154 | -9 | 66 |
| 27 May | 99.10 | 5.36 | -2.27 (-29.75%) | 33.6 | 122 | 9 | 98 |
| 26 May | 95.55 | 7.57 | 0.37 (5.14%) | 35 | 114 | 84 | 91 |
| 25 May | 96.79 | 7.2 | -1.6 (-18.18%) | 34.62 | 5 | 0 | 2 |
| 22 May | 94.82 | 8.8 | -15.67 (-64.04%) | 37.06 | 2 | 1 | 1 |
| 21 May | 93.07 | 0 | 0 | - | 0 | 0 | 0 |
| 18 May | 91.66 | 0 | -24.47 (-100.00%) | - | 0 | 0 | 0 |
| 15 May | 93.82 | 0 | -24.47 (-100.00%) | - | 0 | 0 | 0 |
| 14 May | 95.49 | 0 | -24.47 (-100.00%) | 0 | 0 | 0 | 0 |
| 13 May | 94.88 | 0 | -24.47 (-100.00%) | 0 | 0 | 0 | 0 |
| 12 May | 92.66 | 0 | -24.47 (-100.00%) | 0 | 0 | 0 | 0 |
| 11 May | 95.70 | 0 | -24.47 (-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 |
For Nbcc (India) Limited - strike price 102 expiring on 30JUN2026
Delta for 102 PE is -0.12
Historical price for 102 PE is as follows
On 18 Jun NBCC was trading at 110.49. The strike last trading price was 0.49, which was 0.49 higher than the previous day. The implied volatity was 40.39, the open interest changed by -3 which decreased total open position to 78
On 17 Jun NBCC was trading at 112.83. The strike last trading price was 0.36, which was -0.49 lower than the previous day. The implied volatity was 41.35, the open interest changed by -55 which decreased total open position to 82
On 16 Jun NBCC was trading at 109.14. The strike last trading price was 0.86, which was -0.45 lower than the previous day. The implied volatity was 39.81, the open interest changed by -10 which decreased total open position to 137
On 15 Jun NBCC was trading at 107.36. The strike last trading price was 1.33, which was -0.74 lower than the previous day. The implied volatity was 39.39, the open interest changed by -14 which decreased total open position to 147
On 12 Jun NBCC was trading at 105.16. The strike last trading price was 2.08, which was -1.92 lower than the previous day. The implied volatity was 38.23, the open interest changed by -12 which decreased total open position to 161
On 11 Jun NBCC was trading at 100.52. The strike last trading price was 4.54, which was 1.22 higher than the previous day. The implied volatity was 42.01, the open interest changed by 4 which increased total open position to 174
On 10 Jun NBCC was trading at 103.00. The strike last trading price was 3.19, which was 1.13 higher than the previous day. The implied volatity was 40.66, the open interest changed by 3 which increased total open position to 168
On 9 Jun NBCC was trading at 105.83. The strike last trading price was 2, which was -1.16 lower than the previous day. The implied volatity was 38.03, the open interest changed by 2 which increased total open position to 163
On 8 Jun NBCC was trading at 103.46. The strike last trading price was 3.46, which was 1.33 higher than the previous day. The implied volatity was 40.84, the open interest changed by 9 which increased total open position to 161
On 5 Jun NBCC was trading at 106.36. The strike last trading price was 2.12, which was -0.96 lower than the previous day. The implied volatity was 37.17, the open interest changed by 0 which decreased total open position to 152
On 4 Jun NBCC was trading at 104.08. The strike last trading price was 3.02, which was -0.89 lower than the previous day. The implied volatity was 36.97, the open interest changed by -8 which decreased total open position to 153
On 3 Jun NBCC was trading at 102.24. The strike last trading price was 3.93, which was 0.78 higher than the previous day. The implied volatity was 37.94, the open interest changed by 11 which increased total open position to 162
On 2 Jun NBCC was trading at 104.11. The strike last trading price was 3.17, which was 0.22 higher than the previous day. The implied volatity was 37.63, the open interest changed by -6 which decreased total open position to 151
On 1 Jun NBCC was trading at 104.40. The strike last trading price was 2.98, which was -1.5 lower than the previous day. The implied volatity was 36.85, the open interest changed by 87 which increased total open position to 155
On 29 May NBCC was trading at 100.26. The strike last trading price was 4.1, which was -1.23 lower than the previous day. The implied volatity was 32.64, the open interest changed by -9 which decreased total open position to 66
On 27 May NBCC was trading at 99.10. The strike last trading price was 5.36, which was -2.27 lower than the previous day. The implied volatity was 33.6, the open interest changed by 9 which increased total open position to 98
On 26 May NBCC was trading at 95.55. The strike last trading price was 7.57, which was 0.37 higher than the previous day. The implied volatity was 35, the open interest changed by 84 which increased total open position to 91
On 25 May NBCC was trading at 96.79. The strike last trading price was 7.2, which was -1.6 lower than the previous day. The implied volatity was 34.62, the open interest changed by 0 which decreased total open position to 2
On 22 May NBCC was trading at 94.82. The strike last trading price was 8.8, which was -15.67 lower than the previous day. The implied volatity was 37.06, the open interest changed by 1 which increased total open position to 1
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 18 May NBCC was trading at 91.66. The strike last trading price was 0, which was -24.47 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 -24.47 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 -24.47 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 -24.47 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 -24.47 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 -24.47 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
