Historical option data for NBCC
17 Jun 2026 10:45 AM IST
| NBCC 30-Jun-2026 (13d) 103 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.78
Vega: 0
Theta: -0.11
Gamma: 0.0314
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 17 Jun | 109.43 | 7.9 | 0.14 (1.80%) | 44.88 | 4 | -3 | 113 | |||||||||
| 16 Jun | 109.14 | 7.8 | 0.95 (13.87%) | 43.55 | 48 | -27 | 117 | |||||||||
| 15 Jun | 107.36 | 6.85 | 1.61 (30.73%) | 42.66 | 30 | -7 | 145 | |||||||||
| 12 Jun | 105.16 | 5.05 | 2.18 (75.96%) | 40.93 | 555 | -34 | 153 | |||||||||
| 11 Jun | 100.52 | 2.95 | -1.12 (-27.52%) | 41.63 | 359 | 31 | 186 | |||||||||
| 10 Jun | 103.00 | 4.27 | -1.86 (-30.34%) | 40.97 | 62 | 16 | 149 | |||||||||
| 9 Jun | 105.83 | 6.35 | 1.88 (42.06%) | 44.57 | 88 | 23 | 132 | |||||||||
| 8 Jun | 103.46 | 4.3 | -2.52 (-36.95%) | 40.29 | 28 | -2 | 108 | |||||||||
| 5 Jun | 106.36 | 6.63 | 1.21 (22.32%) | 41.75 | 111 | -8 | 111 | |||||||||
| 4 Jun | 104.08 | 5.55 | 0.97 (21.18%) | 42.57 | 261 | 8 | 119 | |||||||||
| 3 Jun | 102.24 | 4.5 | -1.01 (-18.33%) | 42.45 | 174 | 28 | 110 | |||||||||
| 2 Jun | 104.11 | 5.51 | -0.17 (-2.99%) | 40.74 | 264 | 15 | 82 | |||||||||
| 1 Jun | 104.40 | 5.73 | 2.07 (56.56%) | 39.81 | 344 | 18 | 67 | |||||||||
| 29 May | 100.26 | 3.95 | 0.77 (24.21%) | 39.94 | 206 | 42 | 49 | |||||||||
| 27 May | 99.10 | 3.22 | -0.78 (-19.50%) | 37.76 | 18 | 6 | 7 | |||||||||
| 26 May | 95.55 | 4 | 0 (0.00%) | 51.28 | 1 | 0 | 1 | |||||||||
| 25 May | 96.79 | 4 | -1.01 (-20.16%) | 51.28 | 1 | 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 | -5.01 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 15 May | 93.82 | 0 | -5.01 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 14 May | 95.49 | 0 | -5.01 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 13 May | 94.88 | 0 | -5.01 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 12 May | 92.66 | 0 | -5.01 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 11 May | 95.70 | 0 | -5.01 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 8 May | 100.64 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 May | 96.85 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Nbcc (India) Limited - strike price 103 expiring on 30JUN2026
Delta for 103 CE is 0.78
Historical price for 103 CE is as follows
On 17 Jun NBCC was trading at 109.43. The strike last trading price was 7.9, which was 0.14 higher than the previous day. The implied volatity was 44.88, the open interest changed by -3 which decreased total open position to 113
On 16 Jun NBCC was trading at 109.14. The strike last trading price was 7.8, which was 0.95 higher than the previous day. The implied volatity was 43.55, the open interest changed by -27 which decreased total open position to 117
On 15 Jun NBCC was trading at 107.36. The strike last trading price was 6.85, which was 1.61 higher than the previous day. The implied volatity was 42.66, the open interest changed by -7 which decreased total open position to 145
On 12 Jun NBCC was trading at 105.16. The strike last trading price was 5.05, which was 2.18 higher than the previous day. The implied volatity was 40.93, the open interest changed by -34 which decreased total open position to 153
On 11 Jun NBCC was trading at 100.52. The strike last trading price was 2.95, which was -1.12 lower than the previous day. The implied volatity was 41.63, the open interest changed by 31 which increased total open position to 186
On 10 Jun NBCC was trading at 103.00. The strike last trading price was 4.27, which was -1.86 lower than the previous day. The implied volatity was 40.97, the open interest changed by 16 which increased total open position to 149
On 9 Jun NBCC was trading at 105.83. The strike last trading price was 6.35, which was 1.88 higher than the previous day. The implied volatity was 44.57, the open interest changed by 23 which increased total open position to 132
On 8 Jun NBCC was trading at 103.46. The strike last trading price was 4.3, which was -2.52 lower than the previous day. The implied volatity was 40.29, the open interest changed by -2 which decreased total open position to 108
On 5 Jun NBCC was trading at 106.36. The strike last trading price was 6.63, which was 1.21 higher than the previous day. The implied volatity was 41.75, the open interest changed by -8 which decreased total open position to 111
On 4 Jun NBCC was trading at 104.08. The strike last trading price was 5.55, which was 0.97 higher than the previous day. The implied volatity was 42.57, the open interest changed by 8 which increased total open position to 119
On 3 Jun NBCC was trading at 102.24. The strike last trading price was 4.5, which was -1.01 lower than the previous day. The implied volatity was 42.45, the open interest changed by 28 which increased total open position to 110
On 2 Jun NBCC was trading at 104.11. The strike last trading price was 5.51, which was -0.17 lower than the previous day. The implied volatity was 40.74, the open interest changed by 15 which increased total open position to 82
On 1 Jun NBCC was trading at 104.40. The strike last trading price was 5.73, which was 2.07 higher than the previous day. The implied volatity was 39.81, the open interest changed by 18 which increased total open position to 67
On 29 May NBCC was trading at 100.26. The strike last trading price was 3.95, which was 0.77 higher than the previous day. The implied volatity was 39.94, the open interest changed by 42 which increased total open position to 49
On 27 May NBCC was trading at 99.10. The strike last trading price was 3.22, which was -0.78 lower than the previous day. The implied volatity was 37.76, the open interest changed by 6 which increased total open position to 7
On 26 May NBCC was trading at 95.55. The strike last trading price was 4, which was 0 lower than the previous day. The implied volatity was 51.28, the open interest changed by 0 which decreased total open position to 1
On 25 May NBCC was trading at 96.79. The strike last trading price was 4, which was -1.01 lower than the previous day. The implied volatity was 51.28, 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 -5.01 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 -5.01 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 -5.01 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 -5.01 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 -5.01 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 -5.01 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
| NBCC 30-Jun-2026 (13d) 103 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.19
Vega: 0
Theta: -0.07
Gamma: 0.03218
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 17 Jun | 109.43 | 0.9 | -0.1 (-10.00%) | 39.72 | 18 | -4 | 349 |
| 16 Jun | 109.14 | 1.12 | -0.44 (-28.21%) | 39.51 | 89 | -18 | 354 |
| 15 Jun | 107.36 | 1.62 | -0.88 (-35.20%) | 38.8 | 216 | -17 | 377 |
| 12 Jun | 105.16 | 2.48 | -2.52 (-50.40%) | 38.26 | 779 | 226 | 394 |
| 11 Jun | 100.52 | 5.18 | 1.53 (41.92%) | 43.16 | 146 | -6 | 167 |
| 10 Jun | 103.00 | 3.83 | 1.41 (58.26%) | 42.47 | 152 | 36 | 172 |
| 9 Jun | 105.83 | 2.28 | -1.37 (-37.53%) | 37.43 | 158 | 44 | 139 |
| 8 Jun | 103.46 | 4 | 1.4 (53.85%) | 41.44 | 138 | 18 | 95 |
| 5 Jun | 106.36 | 2.6 | -0.93 (-26.35%) | 37.36 | 148 | 5 | 75 |
| 4 Jun | 104.08 | 3.59 | -0.87 (-19.51%) | 38.08 | 104 | 9 | 70 |
| 3 Jun | 102.24 | 4.44 | 0.54 (13.85%) | 37.98 | 51 | -13 | 61 |
| 2 Jun | 104.11 | 3.9 | 0.51 (15.04%) | 38.21 | 219 | 31 | 74 |
| 1 Jun | 104.40 | 3.39 | -1.74 (-33.92%) | 36.89 | 112 | 24 | 42 |
| 29 May | 100.26 | 5.3 | -5.3 (-50.00%) | 32.5 | 49 | 17 | 18 |
| 27 May | 99.10 | 10.6 | 10.6 | - | 0 | 0 | 1 |
| 26 May | 95.55 | 10.6 | 10.6 (0.00%) | - | 0 | 0 | 1 |
| 25 May | 96.79 | 10.6 | 0 (0.00%) | - | 0 | 0 | 1 |
| 22 May | 94.82 | 10.6 | 0 (0.00%) | - | 0 | 0 | 1 |
| 21 May | 93.07 | 10.6 | 0 (0.00%) | - | 0 | 0 | 1 |
| 20 May | 93.01 | 10.6 | 0 (0.00%) | 33.17 | 0 | 0 | 1 |
| 19 May | 93.08 | 10.6 | -1.4 (-11.67%) | 33.17 | 1 | 1 | 1 |
| 18 May | 91.66 | 0 | -12.36 (-100.00%) | - | 0 | 0 | 0 |
| 15 May | 93.82 | 0 | -12.36 (-100.00%) | - | 0 | 0 | 0 |
| 14 May | 95.49 | 0 | -12.36 (-100.00%) | 0 | 0 | 0 | 0 |
| 13 May | 94.88 | 0 | -12.36 (-100.00%) | 0 | 0 | 0 | 0 |
| 12 May | 92.66 | 0 | -12.36 (-100.00%) | 0 | 0 | 0 | 0 |
| 11 May | 95.70 | 0 | -12.36 (-100.00%) | 0 | 0 | 0 | 0 |
| 8 May | 100.64 | 0 | 0 | - | 0 | 0 | 0 |
| 7 May | 96.85 | 0 | 0 | - | 0 | 0 | 0 |
For Nbcc (India) Limited - strike price 103 expiring on 30JUN2026
Delta for 103 PE is -0.19
Historical price for 103 PE is as follows
On 17 Jun NBCC was trading at 109.43. The strike last trading price was 0.9, which was -0.1 lower than the previous day. The implied volatity was 39.72, the open interest changed by -4 which decreased total open position to 349
On 16 Jun NBCC was trading at 109.14. The strike last trading price was 1.12, which was -0.44 lower than the previous day. The implied volatity was 39.51, the open interest changed by -18 which decreased total open position to 354
On 15 Jun NBCC was trading at 107.36. The strike last trading price was 1.62, which was -0.88 lower than the previous day. The implied volatity was 38.8, the open interest changed by -17 which decreased total open position to 377
On 12 Jun NBCC was trading at 105.16. The strike last trading price was 2.48, which was -2.52 lower than the previous day. The implied volatity was 38.26, the open interest changed by 226 which increased total open position to 394
On 11 Jun NBCC was trading at 100.52. The strike last trading price was 5.18, which was 1.53 higher than the previous day. The implied volatity was 43.16, the open interest changed by -6 which decreased total open position to 167
On 10 Jun NBCC was trading at 103.00. The strike last trading price was 3.83, which was 1.41 higher than the previous day. The implied volatity was 42.47, the open interest changed by 36 which increased total open position to 172
On 9 Jun NBCC was trading at 105.83. The strike last trading price was 2.28, which was -1.37 lower than the previous day. The implied volatity was 37.43, the open interest changed by 44 which increased total open position to 139
On 8 Jun NBCC was trading at 103.46. The strike last trading price was 4, which was 1.4 higher than the previous day. The implied volatity was 41.44, the open interest changed by 18 which increased total open position to 95
On 5 Jun NBCC was trading at 106.36. The strike last trading price was 2.6, which was -0.93 lower than the previous day. The implied volatity was 37.36, the open interest changed by 5 which increased total open position to 75
On 4 Jun NBCC was trading at 104.08. The strike last trading price was 3.59, which was -0.87 lower than the previous day. The implied volatity was 38.08, the open interest changed by 9 which increased total open position to 70
On 3 Jun NBCC was trading at 102.24. The strike last trading price was 4.44, which was 0.54 higher than the previous day. The implied volatity was 37.98, the open interest changed by -13 which decreased total open position to 61
On 2 Jun NBCC was trading at 104.11. The strike last trading price was 3.9, which was 0.51 higher than the previous day. The implied volatity was 38.21, the open interest changed by 31 which increased total open position to 74
On 1 Jun NBCC was trading at 104.40. The strike last trading price was 3.39, which was -1.74 lower than the previous day. The implied volatity was 36.89, the open interest changed by 24 which increased total open position to 42
On 29 May NBCC was trading at 100.26. The strike last trading price was 5.3, which was -5.3 lower than the previous day. The implied volatity was 32.5, the open interest changed by 17 which increased total open position to 18
On 27 May NBCC was trading at 99.10. The strike last trading price was 10.6, which was 10.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 26 May NBCC was trading at 95.55. The strike last trading price was 10.6, which was 10.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 25 May NBCC was trading at 96.79. The strike last trading price was 10.6, 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 22 May NBCC was trading at 94.82. The strike last trading price was 10.6, 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 21 May NBCC was trading at 93.07. The strike last trading price was 10.6, 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 20 May NBCC was trading at 93.01. The strike last trading price was 10.6, which was 0 lower than the previous day. The implied volatity was 33.17, the open interest changed by 0 which decreased total open position to 1
On 19 May NBCC was trading at 93.08. The strike last trading price was 10.6, which was -1.4 lower than the previous day. The implied volatity was 33.17, the open interest changed by 1 which increased total open position to 1
On 18 May NBCC was trading at 91.66. The strike last trading price was 0, which was -12.36 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 -12.36 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 -12.36 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 -12.36 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 -12.36 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 -12.36 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
