Historical option data for NBCC
18 Jun 2026 04:10 PM IST
| NBCC 30-Jun-2026 (11d) 104 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.82
Vega: 0
Theta: -0.1
Gamma: 0.03034
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 18 Jun | 110.15 | 8.21 | -1.72 (-17.32%) | 42.74 | 3 | 1 | 85 | |||||||||
| 17 Jun | 112.83 | 10.12 | 3.2 (46.24%) | 47.12 | 62 | -9 | 85 | |||||||||
| 16 Jun | 109.14 | 7.08 | 1.2 (20.41%) | 45.73 | 24 | -11 | 94 | |||||||||
| 15 Jun | 107.36 | 5.88 | 1.17 (24.84%) | 43.86 | 69 | -17 | 105 | |||||||||
| 12 Jun | 105.16 | 4.57 | 1.98 (76.45%) | 41.3 | 1,163 | -50 | 125 | |||||||||
| 11 Jun | 100.52 | 2.6 | -1.13 (-30.29%) | 42.79 | 304 | 24 | 174 | |||||||||
| 10 Jun | 103.00 | 3.77 | -1.74 (-31.58%) | 41.92 | 103 | 14 | 150 | |||||||||
| 9 Jun | 105.83 | 5.69 | 1.56 (37.77%) | 42.43 | 143 | 1 | 136 | |||||||||
| 8 Jun | 103.46 | 3.87 | -2.3 (-37.28%) | 41.62 | 101 | 8 | 133 | |||||||||
| 5 Jun | 106.36 | 6.03 | 1.08 (21.82%) | 40.74 | 230 | -47 | 127 | |||||||||
| 4 Jun | 104.08 | 4.87 | 0.73 (17.63%) | 42.41 | 448 | 55 | 172 | |||||||||
| 3 Jun | 102.24 | 4.08 | -0.88 (-17.74%) | 42.39 | 164 | -12 | 118 | |||||||||
| 2 Jun | 104.11 | 4.96 | -0.25 (-4.80%) | 40.6 | 444 | 40 | 131 | |||||||||
| 1 Jun | 104.40 | 5.23 | 1.96 (59.94%) | 39.85 | 482 | 51 | 91 | |||||||||
| 29 May | 100.26 | 3.33 | 0.56 (20.22%) | 39.24 | 95 | 3 | 40 | |||||||||
| 27 May | 99.10 | 2.92 | 1.16 (65.91%) | 39.19 | 38 | 10 | 33 | |||||||||
| 26 May | 95.55 | 1.76 | -0.56 (-24.14%) | 38.4 | 30 | 5 | 22 | |||||||||
| 25 May | 96.79 | 2.24 | 0.23 (11.44%) | 38.48 | 19 | 11 | 16 | |||||||||
| 22 May | 94.82 | 2.01 | 0 (0.00%) | 42.37 | 6 | 0 | 5 | |||||||||
| 21 May | 93.07 | 2.01 | 0.01 (0.50%) | 42.37 | 6 | 3 | 5 | |||||||||
| 20 May | 93.01 | 2 | 0 (0.00%) | - | 0 | 0 | 2 | |||||||||
| 19 May | 93.08 | 2 | 0 (0.00%) | 48.31 | 0 | 0 | 2 | |||||||||
| 18 May | 91.66 | 2 | 0 (0.00%) | 48.31 | 1 | 0 | 2 | |||||||||
| 15 May | 93.82 | 2 | 0 (0.00%) | - | 0 | 0 | 2 | |||||||||
| 14 May | 95.49 | 2 | 0 (0.00%) | 0 | 0 | 0 | 2 | |||||||||
| 13 May | 94.88 | 2 | 0 (0.00%) | 0 | 0 | 0 | 2 | |||||||||
| 12 May | 92.66 | 2 | 0 (0.00%) | 0 | 0 | 0 | 2 | |||||||||
| 11 May | 95.70 | 2 | 0 (0.00%) | 0 | 0 | 0 | 2 | |||||||||
| 8 May | 100.64 | 2 | 0 (0.00%) | 33.82 | 0 | 0 | 2 | |||||||||
| 7 May | 96.85 | 2 | -0.02 (-0.99%) | 33.82 | 1 | 0 | 1 | |||||||||
| 6 May | 94.94 | 2.02 | 0 (0.00%) | - | 0 | 0 | 1 | |||||||||
For Nbcc (India) Limited - strike price 104 expiring on 30JUN2026
Delta for 104 CE is 0.82
Historical price for 104 CE is as follows
On 18 Jun NBCC was trading at 110.15. The strike last trading price was 8.21, which was -1.72 lower than the previous day. The implied volatity was 42.74, the open interest changed by 1 which increased total open position to 85
On 17 Jun NBCC was trading at 112.83. The strike last trading price was 10.12, which was 3.2 higher than the previous day. The implied volatity was 47.12, the open interest changed by -9 which decreased total open position to 85
On 16 Jun NBCC was trading at 109.14. The strike last trading price was 7.08, which was 1.2 higher than the previous day. The implied volatity was 45.73, the open interest changed by -11 which decreased total open position to 94
On 15 Jun NBCC was trading at 107.36. The strike last trading price was 5.88, which was 1.17 higher than the previous day. The implied volatity was 43.86, the open interest changed by -17 which decreased total open position to 105
On 12 Jun NBCC was trading at 105.16. The strike last trading price was 4.57, which was 1.98 higher than the previous day. The implied volatity was 41.3, the open interest changed by -50 which decreased total open position to 125
On 11 Jun NBCC was trading at 100.52. The strike last trading price was 2.6, which was -1.13 lower than the previous day. The implied volatity was 42.79, the open interest changed by 24 which increased total open position to 174
On 10 Jun NBCC was trading at 103.00. The strike last trading price was 3.77, which was -1.74 lower than the previous day. The implied volatity was 41.92, the open interest changed by 14 which increased total open position to 150
On 9 Jun NBCC was trading at 105.83. The strike last trading price was 5.69, which was 1.56 higher than the previous day. The implied volatity was 42.43, the open interest changed by 1 which increased total open position to 136
On 8 Jun NBCC was trading at 103.46. The strike last trading price was 3.87, which was -2.3 lower than the previous day. The implied volatity was 41.62, the open interest changed by 8 which increased total open position to 133
On 5 Jun NBCC was trading at 106.36. The strike last trading price was 6.03, which was 1.08 higher than the previous day. The implied volatity was 40.74, the open interest changed by -47 which decreased total open position to 127
On 4 Jun NBCC was trading at 104.08. The strike last trading price was 4.87, which was 0.73 higher than the previous day. The implied volatity was 42.41, the open interest changed by 55 which increased total open position to 172
On 3 Jun NBCC was trading at 102.24. The strike last trading price was 4.08, which was -0.88 lower than the previous day. The implied volatity was 42.39, the open interest changed by -12 which decreased total open position to 118
On 2 Jun NBCC was trading at 104.11. The strike last trading price was 4.96, which was -0.25 lower than the previous day. The implied volatity was 40.6, the open interest changed by 40 which increased total open position to 131
On 1 Jun NBCC was trading at 104.40. The strike last trading price was 5.23, which was 1.96 higher than the previous day. The implied volatity was 39.85, the open interest changed by 51 which increased total open position to 91
On 29 May NBCC was trading at 100.26. The strike last trading price was 3.33, which was 0.56 higher than the previous day. The implied volatity was 39.24, the open interest changed by 3 which increased total open position to 40
On 27 May NBCC was trading at 99.10. The strike last trading price was 2.92, which was 1.16 higher than the previous day. The implied volatity was 39.19, the open interest changed by 10 which increased total open position to 33
On 26 May NBCC was trading at 95.55. The strike last trading price was 1.76, which was -0.56 lower than the previous day. The implied volatity was 38.4, the open interest changed by 5 which increased total open position to 22
On 25 May NBCC was trading at 96.79. The strike last trading price was 2.24, which was 0.23 higher than the previous day. The implied volatity was 38.48, the open interest changed by 11 which increased total open position to 16
On 22 May NBCC was trading at 94.82. The strike last trading price was 2.01, which was 0 lower than the previous day. The implied volatity was 42.37, the open interest changed by 0 which decreased total open position to 5
On 21 May NBCC was trading at 93.07. The strike last trading price was 2.01, which was 0.01 higher than the previous day. The implied volatity was 42.37, the open interest changed by 3 which increased total open position to 5
On 20 May NBCC was trading at 93.01. The strike last trading price was 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 2
On 19 May NBCC was trading at 93.08. The strike last trading price was 2, which was 0 lower than the previous day. The implied volatity was 48.31, the open interest changed by 0 which decreased total open position to 2
On 18 May NBCC was trading at 91.66. The strike last trading price was 2, which was 0 lower than the previous day. The implied volatity was 48.31, the open interest changed by 0 which decreased total open position to 2
On 15 May NBCC was trading at 93.82. The strike last trading price was 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 2
On 14 May NBCC was trading at 95.49. The strike last trading price was 2, 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 2
On 13 May NBCC was trading at 94.88. The strike last trading price was 2, 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 2
On 12 May NBCC was trading at 92.66. The strike last trading price was 2, 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 2
On 11 May NBCC was trading at 95.70. The strike last trading price was 2, 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 2
On 8 May NBCC was trading at 100.64. The strike last trading price was 2, which was 0 lower than the previous day. The implied volatity was 33.82, the open interest changed by 0 which decreased total open position to 2
On 7 May NBCC was trading at 96.85. The strike last trading price was 2, which was -0.02 lower than the previous day. The implied volatity was 33.82, 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 2.02, 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
| NBCC 30-Jun-2026 (11d) 104 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.2
Vega: 0
Theta: -0.08
Gamma: 0.03666
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 18 Jun | 110.15 | 0.88 | -0.12 (-12.00%) | 37.81 | 119 | -29 | 86 |
| 17 Jun | 112.83 | 0.59 | -0.71 (-54.62%) | 40.75 | 110 | 8 | 115 |
| 16 Jun | 109.14 | 1.3 | -0.55 (-29.73%) | 38.52 | 23 | 3 | 108 |
| 15 Jun | 107.36 | 1.85 | -1.05 (-36.21%) | 38.94 | 50 | 13 | 105 |
| 12 Jun | 105.16 | 2.92 | -3.08 (-51.33%) | 37.3 | 436 | 15 | 99 |
| 11 Jun | 100.52 | 5.73 | 1.53 (36.43%) | 42.03 | 55 | -7 | 85 |
| 10 Jun | 103.00 | 4.22 | 1.42 (50.71%) | 41.07 | 100 | 9 | 92 |
| 9 Jun | 105.83 | 2.65 | -1.58 (-37.35%) | 37.46 | 75 | -2 | 81 |
| 8 Jun | 103.46 | 4.44 | 1.4 (46.05%) | 40.09 | 71 | -20 | 84 |
| 5 Jun | 106.36 | 3.04 | -0.89 (-22.65%) | 36.66 | 146 | 13 | 106 |
| 4 Jun | 104.08 | 3.82 | -1.16 (-23.29%) | 37.33 | 96 | -1 | 95 |
| 3 Jun | 102.24 | 4.98 | 0.81 (19.42%) | 37.79 | 75 | -21 | 95 |
| 2 Jun | 104.11 | 4.1 | 0.29 (7.61%) | 38.08 | 287 | -10 | 116 |
| 1 Jun | 104.40 | 3.85 | -1.93 (-33.39%) | 37.01 | 383 | 93 | 107 |
| 29 May | 100.26 | 5.95 | -1.91 (-24.30%) | 31.62 | 3 | 1 | 13 |
| 27 May | 99.10 | 7.86 | 7.86 | - | 3 | 0 | 12 |
| 26 May | 95.55 | 7.86 | 7.86 | - | 3 | 0 | 12 |
| 25 May | 96.79 | 10 | 10 (-21.40%) | 39.48 | 8 | 0 | 10 |
| 22 May | 94.82 | 10 | -1.26 (-11.19%) | 37.01 | 8 | 6 | 8 |
| 21 May | 93.07 | 11.26 | -14.94 (-57.02%) | 32.66 | 2 | 2 | 2 |
| 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 | -26.2 (-100.00%) | - | 0 | 0 | 0 |
| 14 May | 95.49 | 0 | -26.2 (-100.00%) | 0 | 0 | 0 | 0 |
| 13 May | 94.88 | 0 | -26.2 (-100.00%) | 0 | 0 | 0 | 0 |
| 12 May | 92.66 | 0 | -26.2 (-100.00%) | 0 | 0 | 0 | 0 |
| 11 May | 95.70 | 0 | -26.2 (-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 104 expiring on 30JUN2026
Delta for 104 PE is -0.2
Historical price for 104 PE is as follows
On 18 Jun NBCC was trading at 110.15. The strike last trading price was 0.88, which was -0.12 lower than the previous day. The implied volatity was 37.81, the open interest changed by -29 which decreased total open position to 86
On 17 Jun NBCC was trading at 112.83. The strike last trading price was 0.59, which was -0.71 lower than the previous day. The implied volatity was 40.75, the open interest changed by 8 which increased total open position to 115
On 16 Jun NBCC was trading at 109.14. The strike last trading price was 1.3, which was -0.55 lower than the previous day. The implied volatity was 38.52, the open interest changed by 3 which increased total open position to 108
On 15 Jun NBCC was trading at 107.36. The strike last trading price was 1.85, which was -1.05 lower than the previous day. The implied volatity was 38.94, the open interest changed by 13 which increased total open position to 105
On 12 Jun NBCC was trading at 105.16. The strike last trading price was 2.92, which was -3.08 lower than the previous day. The implied volatity was 37.3, the open interest changed by 15 which increased total open position to 99
On 11 Jun NBCC was trading at 100.52. The strike last trading price was 5.73, which was 1.53 higher than the previous day. The implied volatity was 42.03, the open interest changed by -7 which decreased total open position to 85
On 10 Jun NBCC was trading at 103.00. The strike last trading price was 4.22, which was 1.42 higher than the previous day. The implied volatity was 41.07, the open interest changed by 9 which increased total open position to 92
On 9 Jun NBCC was trading at 105.83. The strike last trading price was 2.65, which was -1.58 lower than the previous day. The implied volatity was 37.46, the open interest changed by -2 which decreased total open position to 81
On 8 Jun NBCC was trading at 103.46. The strike last trading price was 4.44, which was 1.4 higher than the previous day. The implied volatity was 40.09, the open interest changed by -20 which decreased total open position to 84
On 5 Jun NBCC was trading at 106.36. The strike last trading price was 3.04, which was -0.89 lower than the previous day. The implied volatity was 36.66, the open interest changed by 13 which increased total open position to 106
On 4 Jun NBCC was trading at 104.08. The strike last trading price was 3.82, which was -1.16 lower than the previous day. The implied volatity was 37.33, the open interest changed by -1 which decreased total open position to 95
On 3 Jun NBCC was trading at 102.24. The strike last trading price was 4.98, which was 0.81 higher than the previous day. The implied volatity was 37.79, the open interest changed by -21 which decreased total open position to 95
On 2 Jun NBCC was trading at 104.11. The strike last trading price was 4.1, which was 0.29 higher than the previous day. The implied volatity was 38.08, the open interest changed by -10 which decreased total open position to 116
On 1 Jun NBCC was trading at 104.40. The strike last trading price was 3.85, which was -1.93 lower than the previous day. The implied volatity was 37.01, the open interest changed by 93 which increased total open position to 107
On 29 May NBCC was trading at 100.26. The strike last trading price was 5.95, which was -1.91 lower than the previous day. The implied volatity was 31.62, the open interest changed by 1 which increased total open position to 13
On 27 May NBCC was trading at 99.10. The strike last trading price was 7.86, which was 7.86 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 12
On 26 May NBCC was trading at 95.55. The strike last trading price was 7.86, which was 7.86 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 12
On 25 May NBCC was trading at 96.79. The strike last trading price was 10, which was 10 higher than the previous day. The implied volatity was 39.48, the open interest changed by 0 which decreased total open position to 10
On 22 May NBCC was trading at 94.82. The strike last trading price was 10, which was -1.26 lower than the previous day. The implied volatity was 37.01, the open interest changed by 6 which increased total open position to 8
On 21 May NBCC was trading at 93.07. The strike last trading price was 11.26, which was -14.94 lower than the previous day. The implied volatity was 32.66, the open interest changed by 2 which increased total open position to 2
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 -26.2 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 -26.2 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 -26.2 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 -26.2 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 -26.2 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
