NBCC

Nbcc (India) Limited

109.57 +1.26 (1.16%)

L: 108.32 H: 110.29

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Historical option data for NBCC
12 Dec 2025 04:13 PM IST

Strike Price

Expiry

Ltp Ltp OI Open Interest (OI) OI Chg Change Open Interest Volume Volume IV IV

Call
Put

Per Lot

NBCC 30-DEC-2025 105 CE
Delta: 0.75 Vega: 0.08 Theta: -0.09 Gamma: 0.04
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
12 Dec	109.57	6.05 ₹ 39,325	0.73 4745.00	32.29	21 1,36,500	-5 -32,500	62 4,03,000
11 Dec	108.31	5.32 ₹ 34,580	1.35 8775.00	30.57	15 97,500	3 19,500	67 4,35,500
10 Dec	106.69	3.91 ₹ 25,415	-1.4 -9100.00	27.93	29 1,88,500	3 19,500	64 4,16,000
9 Dec	108.10	5.38 ₹ 34,970	0.23 1495.00	29.47	85 5,52,500	20 1,30,000	61 3,96,500
8 Dec	107.98	5.2 ₹ 33,800	-3.33 -21645.00	30.84	22 1,43,000	12 78,000	40 2,60,000
5 Dec	112.06	8.53 ₹ 55,445	-2.72 -17680.00	28.87	22 1,43,000	18 1,17,000	28 1,82,000
4 Dec	112.52	11.25 ₹ 73,125	-3 -19500.00	-	0 0	0 0	0 0
3 Dec	113.21	11.25 ₹ 73,125	-3 -19500.00	45.28	1 6,500	0 0	10 65,000
2 Dec	115.26	14.25 ₹ 92,625	4.29 27885.00	-	0 0	0 0	0 0
1 Dec	118.01	14.25 ₹ 92,625	4.29 27885.00	-	0 0	0 0	0 0
28 Nov	116.69	14.25 ₹ 92,625	4.29 27885.00	-	0 0	0 0	0 0
27 Nov	117.42	14.25 ₹ 92,625	4.29 27885.00	-	0 0	0 0	0 0
26 Nov	118.51	14.25 ₹ 92,625	4.29 27885.00	-	0 0	0 0	0 0
25 Nov	117.59	14.25 ₹ 92,625	4.29 27885.00	-	0 0	-1 -6,500	0 0
24 Nov	116.47	14.25 ₹ 92,625	4.29 27885.00	46.57	3 19,500	-1 -6,500	10 65,000
21 Nov	112.61	9.96 ₹ 64,740	-2.73 -17745.00	28.52	11 71,500	9 58,500	11 71,500

20 Nov	115.99	12.69 ₹ 82,485	-0.13 -845.00	29.91	1 6,500	0 0	1 6,500
19 Nov	113.04	12.82 ₹ 83,330	-0.68 -4420.00	-	0 0	0 0	0 0
18 Nov	114.96	12.82 ₹ 83,330	-0.68 -4420.00	-	0 0	0 0	0 0
17 Nov	116.82	12.82 ₹ 83,330	-0.68 -4420.00	-	0 0	-3 -19,500	0 0
14 Nov	114.14	12.82 ₹ 83,330	-0.68 -4420.00	38.67	4 26,000	0 0	4 26,000
13 Nov	108.98	13.5 ₹ 87,750	0.25 1625.00	-	0 0	0 0	0 0
12 Nov	112.06	13.5 ₹ 87,750	0.25 1625.00	-	0 0	0 0	0 0
11 Nov	113.59	13.5 ₹ 87,750	0.25 1625.00	-	0 0	0 0	0 0
7 Nov	113.39	13.5 ₹ 87,750	0.25 1625.00	-	0 0	0 0	0 0
6 Nov	111.44	13.5 ₹ 87,750	0.25 1625.00	-	0 0	0 0	0 0
4 Nov	113.95	13.5 ₹ 87,750	0.25 1625.00	40.48	1 6,500	0 0	4 26,000
3 Nov	117.64	13.25 ₹ 86,125	0.55 3575.00	-	0 0	0 0	0 0
31 Oct	117.41	13.25 ₹ 86,125	0.55 3575.00	-	0 0	0 0	0 0
30 Oct	118.37	13.25 ₹ 86,125	0.55 3575.00	-	0 0	4 26,000	0 0
29 Oct	115.22	13.25 ₹ 86,125	0.55 3575.00	22.21	4 26,000	2 13,000	2 13,000

For Nbcc (India) Limited - strike price 105 expiring on 30DEC2025

Delta for 105 CE is 0.75

Historical price for 105 CE is as follows

On 12 Dec NBCC was trading at 109.57. The strike last trading price was 6.05, which was 0.73 higher than the previous day. The implied volatity was 32.29, the open interest changed by -5 which decreased total open position to 62

On 11 Dec NBCC was trading at 108.31. The strike last trading price was 5.32, which was 1.35 higher than the previous day. The implied volatity was 30.57, the open interest changed by 3 which increased total open position to 67

On 10 Dec NBCC was trading at 106.69. The strike last trading price was 3.91, which was -1.4 lower than the previous day. The implied volatity was 27.93, the open interest changed by 3 which increased total open position to 64

On 9 Dec NBCC was trading at 108.10. The strike last trading price was 5.38, which was 0.23 higher than the previous day. The implied volatity was 29.47, the open interest changed by 20 which increased total open position to 61

On 8 Dec NBCC was trading at 107.98. The strike last trading price was 5.2, which was -3.33 lower than the previous day. The implied volatity was 30.84, the open interest changed by 12 which increased total open position to 40

On 5 Dec NBCC was trading at 112.06. The strike last trading price was 8.53, which was -2.72 lower than the previous day. The implied volatity was 28.87, the open interest changed by 18 which increased total open position to 28

On 4 Dec NBCC was trading at 112.52. The strike last trading price was 11.25, which was -3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 3 Dec NBCC was trading at 113.21. The strike last trading price was 11.25, which was -3 lower than the previous day. The implied volatity was 45.28, the open interest changed by 0 which decreased total open position to 10

On 2 Dec NBCC was trading at 115.26. The strike last trading price was 14.25, which was 4.29 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 1 Dec NBCC was trading at 118.01. The strike last trading price was 14.25, which was 4.29 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 28 Nov NBCC was trading at 116.69. The strike last trading price was 14.25, which was 4.29 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 27 Nov NBCC was trading at 117.42. The strike last trading price was 14.25, which was 4.29 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 26 Nov NBCC was trading at 118.51. The strike last trading price was 14.25, which was 4.29 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 25 Nov NBCC was trading at 117.59. The strike last trading price was 14.25, which was 4.29 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0

On 24 Nov NBCC was trading at 116.47. The strike last trading price was 14.25, which was 4.29 higher than the previous day. The implied volatity was 46.57, the open interest changed by -1 which decreased total open position to 10

On 21 Nov NBCC was trading at 112.61. The strike last trading price was 9.96, which was -2.73 lower than the previous day. The implied volatity was 28.52, the open interest changed by 9 which increased total open position to 11

On 20 Nov NBCC was trading at 115.99. The strike last trading price was 12.69, which was -0.13 lower than the previous day. The implied volatity was 29.91, the open interest changed by 0 which decreased total open position to 1

On 19 Nov NBCC was trading at 113.04. The strike last trading price was 12.82, which was -0.68 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 18 Nov NBCC was trading at 114.96. The strike last trading price was 12.82, which was -0.68 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 17 Nov NBCC was trading at 116.82. The strike last trading price was 12.82, which was -0.68 lower than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 0

On 14 Nov NBCC was trading at 114.14. The strike last trading price was 12.82, which was -0.68 lower than the previous day. The implied volatity was 38.67, the open interest changed by 0 which decreased total open position to 4

On 13 Nov NBCC was trading at 108.98. The strike last trading price was 13.5, which was 0.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 12 Nov NBCC was trading at 112.06. The strike last trading price was 13.5, which was 0.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 11 Nov NBCC was trading at 113.59. The strike last trading price was 13.5, which was 0.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 7 Nov NBCC was trading at 113.39. The strike last trading price was 13.5, which was 0.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 6 Nov NBCC was trading at 111.44. The strike last trading price was 13.5, which was 0.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 4 Nov NBCC was trading at 113.95. The strike last trading price was 13.5, which was 0.25 higher than the previous day. The implied volatity was 40.48, the open interest changed by 0 which decreased total open position to 4

On 3 Nov NBCC was trading at 117.64. The strike last trading price was 13.25, which was 0.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 31 Oct NBCC was trading at 117.41. The strike last trading price was 13.25, which was 0.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 30 Oct NBCC was trading at 118.37. The strike last trading price was 13.25, which was 0.55 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 0

On 29 Oct NBCC was trading at 115.22. The strike last trading price was 13.25, which was 0.55 higher than the previous day. The implied volatity was 22.21, the open interest changed by 2 which increased total open position to 2

NBCC 30DEC2025 105 PE
Delta: -0.22 Vega: 0.07 Theta: -0.05 Gamma: 0.04
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
12 Dec	109.57	0.89 ₹ 5,785	-0.4 -2600.00	27.73	102 6,63,000	8 52,000	297 19,30,500
11 Dec	108.31	1.25 ₹ 8,125	-0.87 -5655.00	28.72	161 10,46,500	55 3,57,500	289 18,78,500
10 Dec	106.69	2.2 ₹ 14,300	0.59 3835.00	31.77	55 3,57,500	9 58,500	231 15,01,500
9 Dec	108.10	1.6 ₹ 10,400	-0.18 -1170.00	31.41	204 13,26,000	-7 -45,500	224 14,56,000
8 Dec	107.98	1.95 ₹ 12,675	1.13 7345.00	32.63	215 13,97,500	29 1,88,500	229 14,88,500
5 Dec	112.06	0.83 ₹ 5,395	-0.01 -65.00	30.06	102 6,63,000	18 1,17,000	200 13,00,000
4 Dec	112.52	0.86 ₹ 5,590	0.06 390.00	30.49	81 5,26,500	49 3,18,500	182 11,83,000
3 Dec	113.21	0.81 ₹ 5,265	0.18 1170.00	32.06	105 6,82,500	-22 -1,43,000	128 8,32,000
2 Dec	115.26	0.64 ₹ 4,160	0.23 1495.00	32.44	99 6,43,500	23 1,49,500	153 9,94,500
1 Dec	118.01	0.43 ₹ 2,795	-0.13 -845.00	32.65	88 5,72,000	-9 -58,500	130 8,45,000
28 Nov	116.69	0.54 ₹ 3,510	0.01 65.00	31.33	59 3,83,500	0 0	139 9,03,500
27 Nov	117.42	0.52 ₹ 3,380	-0.02 -130.00	32.17	66 4,29,000	22 1,43,000	140 9,10,000
26 Nov	118.51	0.52 ₹ 3,380	-0.19 -1235.00	33.10	146 9,49,000	-25 -1,62,500	119 7,73,500
25 Nov	117.59	0.72 ₹ 4,680	-0.13 -845.00	34.18	86 5,59,000	4 26,000	144 9,36,000
24 Nov	116.47	0.86 ₹ 5,590	-0.71 -4615.00	33.56	173 11,24,500	-4 -26,000	139 9,03,500
21 Nov	112.61	1.5 ₹ 9,750	0.5 3250.00	33.04	43 2,79,500	13 84,500	142 9,23,000
20 Nov	115.99	0.97 ₹ 6,305	-0.38 -2470.00	32.61	141 9,16,500	41 2,66,500	129 8,38,500
19 Nov	113.04	1.34 ₹ 8,710	0.1 650.00	31.04	88 5,72,000	24 1,56,000	88 5,72,000
18 Nov	114.96	1.19 ₹ 7,735	0.04 260.00	33.06	74 4,81,000	43 2,79,500	65 4,22,500
17 Nov	116.82	1.1 ₹ 7,150	-0.71 -4615.00	34.88	10 65,000	7 45,500	21 1,36,500
14 Nov	114.14	1.8 ₹ 11,700	-1.69 -10985.00	36.40	28 1,82,000	1 6,500	14 91,000
13 Nov	108.98	3.61 ₹ 23,465	1.07 6955.00	37.81	21 1,36,500	10 65,000	11 71,500
12 Nov	112.06	2.54 ₹ 16,510	0.84 5460.00	-	0 0	0 0	0 0
11 Nov	113.59	2.54 ₹ 16,510	0.84 5460.00	-	0 0	0 0	0 0
7 Nov	113.39	2.54 ₹ 16,510	0.84 5460.00	38.35	2 13,000	1 6,500	1 6,500
6 Nov	111.44	1.7 ₹ 11,050	-0.6 -3900.00	-	0 0	0 0	0 0
4 Nov	113.95	1.7 ₹ 11,050	-0.6 -3900.00	-	0 0	0 0	0 0
3 Nov	117.64	1.7 ₹ 11,050	-0.6 -3900.00	-	0 0	0 0	0 0
31 Oct	117.41	1.7 ₹ 11,050	-0.6 -3900.00	-	0 0	-1 -6,500	0 0
30 Oct	118.37	1.7 ₹ 11,050	-0.6 -3900.00	37.17	1 6,500	0 0	1 6,500
29 Oct	115.22	2.3 ₹ 14,950	-4 -26000.00	38.26	1 6,500	0 0	0 0

For Nbcc (India) Limited - strike price 105 expiring on 30DEC2025

Delta for 105 PE is -0.22

Historical price for 105 PE is as follows

On 12 Dec NBCC was trading at 109.57. The strike last trading price was 0.89, which was -0.4 lower than the previous day. The implied volatity was 27.73, the open interest changed by 8 which increased total open position to 297

On 11 Dec NBCC was trading at 108.31. The strike last trading price was 1.25, which was -0.87 lower than the previous day. The implied volatity was 28.72, the open interest changed by 55 which increased total open position to 289

On 10 Dec NBCC was trading at 106.69. The strike last trading price was 2.2, which was 0.59 higher than the previous day. The implied volatity was 31.77, the open interest changed by 9 which increased total open position to 231

On 9 Dec NBCC was trading at 108.10. The strike last trading price was 1.6, which was -0.18 lower than the previous day. The implied volatity was 31.41, the open interest changed by -7 which decreased total open position to 224

On 8 Dec NBCC was trading at 107.98. The strike last trading price was 1.95, which was 1.13 higher than the previous day. The implied volatity was 32.63, the open interest changed by 29 which increased total open position to 229

On 5 Dec NBCC was trading at 112.06. The strike last trading price was 0.83, which was -0.01 lower than the previous day. The implied volatity was 30.06, the open interest changed by 18 which increased total open position to 200

On 4 Dec NBCC was trading at 112.52. The strike last trading price was 0.86, which was 0.06 higher than the previous day. The implied volatity was 30.49, the open interest changed by 49 which increased total open position to 182

On 3 Dec NBCC was trading at 113.21. The strike last trading price was 0.81, which was 0.18 higher than the previous day. The implied volatity was 32.06, the open interest changed by -22 which decreased total open position to 128

On 2 Dec NBCC was trading at 115.26. The strike last trading price was 0.64, which was 0.23 higher than the previous day. The implied volatity was 32.44, the open interest changed by 23 which increased total open position to 153

On 1 Dec NBCC was trading at 118.01. The strike last trading price was 0.43, which was -0.13 lower than the previous day. The implied volatity was 32.65, the open interest changed by -9 which decreased total open position to 130

On 28 Nov NBCC was trading at 116.69. The strike last trading price was 0.54, which was 0.01 higher than the previous day. The implied volatity was 31.33, the open interest changed by 0 which decreased total open position to 139

On 27 Nov NBCC was trading at 117.42. The strike last trading price was 0.52, which was -0.02 lower than the previous day. The implied volatity was 32.17, the open interest changed by 22 which increased total open position to 140

On 26 Nov NBCC was trading at 118.51. The strike last trading price was 0.52, which was -0.19 lower than the previous day. The implied volatity was 33.10, the open interest changed by -25 which decreased total open position to 119

On 25 Nov NBCC was trading at 117.59. The strike last trading price was 0.72, which was -0.13 lower than the previous day. The implied volatity was 34.18, the open interest changed by 4 which increased total open position to 144

On 24 Nov NBCC was trading at 116.47. The strike last trading price was 0.86, which was -0.71 lower than the previous day. The implied volatity was 33.56, the open interest changed by -4 which decreased total open position to 139

On 21 Nov NBCC was trading at 112.61. The strike last trading price was 1.5, which was 0.5 higher than the previous day. The implied volatity was 33.04, the open interest changed by 13 which increased total open position to 142

On 20 Nov NBCC was trading at 115.99. The strike last trading price was 0.97, which was -0.38 lower than the previous day. The implied volatity was 32.61, the open interest changed by 41 which increased total open position to 129

On 19 Nov NBCC was trading at 113.04. The strike last trading price was 1.34, which was 0.1 higher than the previous day. The implied volatity was 31.04, the open interest changed by 24 which increased total open position to 88

On 18 Nov NBCC was trading at 114.96. The strike last trading price was 1.19, which was 0.04 higher than the previous day. The implied volatity was 33.06, the open interest changed by 43 which increased total open position to 65

On 17 Nov NBCC was trading at 116.82. The strike last trading price was 1.1, which was -0.71 lower than the previous day. The implied volatity was 34.88, the open interest changed by 7 which increased total open position to 21

On 14 Nov NBCC was trading at 114.14. The strike last trading price was 1.8, which was -1.69 lower than the previous day. The implied volatity was 36.40, the open interest changed by 1 which increased total open position to 14

On 13 Nov NBCC was trading at 108.98. The strike last trading price was 3.61, which was 1.07 higher than the previous day. The implied volatity was 37.81, the open interest changed by 10 which increased total open position to 11

On 12 Nov NBCC was trading at 112.06. The strike last trading price was 2.54, which was 0.84 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 11 Nov NBCC was trading at 113.59. The strike last trading price was 2.54, which was 0.84 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 7 Nov NBCC was trading at 113.39. The strike last trading price was 2.54, which was 0.84 higher than the previous day. The implied volatity was 38.35, the open interest changed by 1 which increased total open position to 1

On 6 Nov NBCC was trading at 111.44. The strike last trading price was 1.7, which was -0.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 4 Nov NBCC was trading at 113.95. The strike last trading price was 1.7, which was -0.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 3 Nov NBCC was trading at 117.64. The strike last trading price was 1.7, which was -0.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 31 Oct NBCC was trading at 117.41. The strike last trading price was 1.7, which was -0.6 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0

On 30 Oct NBCC was trading at 118.37. The strike last trading price was 1.7, which was -0.6 lower than the previous day. The implied volatity was 37.17, the open interest changed by 0 which decreased total open position to 1

On 29 Oct NBCC was trading at 115.22. The strike last trading price was 2.3, which was -4 lower than the previous day. The implied volatity was 38.26, the open interest changed by 0 which decreased total open position to 0

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