Historical option data for NBCC
19 Jun 2026 04:10 PM IST
| NBCC 30-Jun-2026 (10d) 105 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.83
Vega: 0
Theta: -0.09
Gamma: 0.03252
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 19 Jun | 111.45 | 7.66 | 1.29 (20.25%) | 39.53 | 70 | -2 | 262 | |||||||||
| 18 Jun | 110.15 | 6.31 | -2.73 (-30.20%) | 39.1 | 61 | -10 | 264 | |||||||||
| 17 Jun | 112.83 | 9.15 | 3.06 (50.25%) | 42.92 | 313 | -105 | 274 | |||||||||
| 16 Jun | 109.14 | 6.21 | 0.99 (18.97%) | 43.05 | 422 | -138 | 379 | |||||||||
| 15 Jun | 107.36 | 5.25 | 1.08 (25.90%) | 43.17 | 513 | -87 | 557 | |||||||||
| 12 Jun | 105.16 | 4.05 | 1.81 (80.80%) | 42.16 | 2,203 | -217 | 644 | |||||||||
| 11 Jun | 100.52 | 2.35 | -0.93 (-28.35%) | 42.83 | 1,358 | 79 | 859 | |||||||||
| 10 Jun | 103.00 | 3.4 | -1.45 (-29.90%) | 41.54 | 1,320 | 246 | 778 | |||||||||
| 9 Jun | 105.83 | 4.94 | 1.17 (31.03%) | 41.68 | 668 | -56 | 533 | |||||||||
| 8 Jun | 103.46 | 3.44 | -2.12 (-38.13%) | 41.68 | 476 | 65 | 588 | |||||||||
| 5 Jun | 106.36 | 5.49 | 1.01 (22.54%) | 41.17 | 1,548 | -178 | 529 | |||||||||
| 4 Jun | 104.08 | 4.41 | 0.66 (17.60%) | 42.5 | 1,882 | -168 | 706 | |||||||||
| 3 Jun | 102.24 | 3.66 | -0.85 (-18.85%) | 42.6 | 998 | 161 | 874 | |||||||||
| 2 Jun | 104.11 | 4.46 | -0.23 (-4.90%) | 40.41 | 3,428 | 101 | 727 | |||||||||
| 1 Jun | 104.40 | 4.75 | 1.81 (61.56%) | 39.96 | 3,294 | 36 | 613 | |||||||||
| 29 May | 100.26 | 3.22 | 0.73 (29.32%) | 38.01 | 1,415 | 223 | 578 | |||||||||
| 27 May | 99.10 | 2.5 | 0.95 (61.29%) | 37.6 | 683 | 126 | 356 | |||||||||
| 26 May | 95.55 | 1.62 | -0.46 (-22.12%) | 37.79 | 527 | 74 | 229 | |||||||||
| 25 May | 96.79 | 1.99 | 0.06 (3.11%) | 38.56 | 524 | 119 | 156 | |||||||||
| 22 May | 94.82 | 1.95 | 0.23 (13.37%) | 41.85 | 48 | 19 | 26 | |||||||||
| 21 May | 93.07 | 1.72 | -0.07 (-3.91%) | 42.55 | 3 | 1 | 8 | |||||||||
| 20 May | 93.01 | 1.79 | 0 (0.00%) | 43.43 | 1 | 0 | 7 | |||||||||
| 19 May | 93.08 | 1.79 | -0.21 (-10.50%) | 42.08 | 6 | 4 | 7 | |||||||||
| 18 May | 91.66 | 2 | 0 (0.00%) | - | 0 | 0 | 3 | |||||||||
| 15 May | 93.82 | 2 | -1.71 (-46.09%) | 40.66 | 1 | 0 | 3 | |||||||||
| 14 May | 95.49 | 3.71 | 0 (0.00%) | 0 | 0 | 0 | 3 | |||||||||
| 13 May | 94.88 | 3.71 | 0 (0.00%) | 0 | 0 | 0 | 3 | |||||||||
| 12 May | 92.66 | 3.71 | 0 (0.00%) | 0 | 0 | 0 | 3 | |||||||||
| 11 May | 95.70 | 3.71 | -1.31 (-26.10%) | 0 | 2 | 0 | 4 | |||||||||
| 8 May | 100.64 | 5.02 | 0.61 (13.83%) | 41.22 | 6 | 3 | 3 | |||||||||
For Nbcc (India) Limited - strike price 105 expiring on 30JUN2026
Delta for 105 CE is 0.83
Historical price for 105 CE is as follows
On 19 Jun NBCC was trading at 111.45. The strike last trading price was 7.66, which was 1.29 higher than the previous day. The implied volatity was 39.53, the open interest changed by -2 which decreased total open position to 262
On 18 Jun NBCC was trading at 110.15. The strike last trading price was 6.31, which was -2.73 lower than the previous day. The implied volatity was 39.1, the open interest changed by -10 which decreased total open position to 264
On 17 Jun NBCC was trading at 112.83. The strike last trading price was 9.15, which was 3.06 higher than the previous day. The implied volatity was 42.92, the open interest changed by -105 which decreased total open position to 274
On 16 Jun NBCC was trading at 109.14. The strike last trading price was 6.21, which was 0.99 higher than the previous day. The implied volatity was 43.05, the open interest changed by -138 which decreased total open position to 379
On 15 Jun NBCC was trading at 107.36. The strike last trading price was 5.25, which was 1.08 higher than the previous day. The implied volatity was 43.17, the open interest changed by -87 which decreased total open position to 557
On 12 Jun NBCC was trading at 105.16. The strike last trading price was 4.05, which was 1.81 higher than the previous day. The implied volatity was 42.16, the open interest changed by -217 which decreased total open position to 644
On 11 Jun NBCC was trading at 100.52. The strike last trading price was 2.35, which was -0.93 lower than the previous day. The implied volatity was 42.83, the open interest changed by 79 which increased total open position to 859
On 10 Jun NBCC was trading at 103.00. The strike last trading price was 3.4, which was -1.45 lower than the previous day. The implied volatity was 41.54, the open interest changed by 246 which increased total open position to 778
On 9 Jun NBCC was trading at 105.83. The strike last trading price was 4.94, which was 1.17 higher than the previous day. The implied volatity was 41.68, the open interest changed by -56 which decreased total open position to 533
On 8 Jun NBCC was trading at 103.46. The strike last trading price was 3.44, which was -2.12 lower than the previous day. The implied volatity was 41.68, the open interest changed by 65 which increased total open position to 588
On 5 Jun NBCC was trading at 106.36. The strike last trading price was 5.49, which was 1.01 higher than the previous day. The implied volatity was 41.17, the open interest changed by -178 which decreased total open position to 529
On 4 Jun NBCC was trading at 104.08. The strike last trading price was 4.41, which was 0.66 higher than the previous day. The implied volatity was 42.5, the open interest changed by -168 which decreased total open position to 706
On 3 Jun NBCC was trading at 102.24. The strike last trading price was 3.66, which was -0.85 lower than the previous day. The implied volatity was 42.6, the open interest changed by 161 which increased total open position to 874
On 2 Jun NBCC was trading at 104.11. The strike last trading price was 4.46, which was -0.23 lower than the previous day. The implied volatity was 40.41, the open interest changed by 101 which increased total open position to 727
On 1 Jun NBCC was trading at 104.40. The strike last trading price was 4.75, which was 1.81 higher than the previous day. The implied volatity was 39.96, the open interest changed by 36 which increased total open position to 613
On 29 May NBCC was trading at 100.26. The strike last trading price was 3.22, which was 0.73 higher than the previous day. The implied volatity was 38.01, the open interest changed by 223 which increased total open position to 578
On 27 May NBCC was trading at 99.10. The strike last trading price was 2.5, which was 0.95 higher than the previous day. The implied volatity was 37.6, the open interest changed by 126 which increased total open position to 356
On 26 May NBCC was trading at 95.55. The strike last trading price was 1.62, which was -0.46 lower than the previous day. The implied volatity was 37.79, the open interest changed by 74 which increased total open position to 229
On 25 May NBCC was trading at 96.79. The strike last trading price was 1.99, which was 0.06 higher than the previous day. The implied volatity was 38.56, the open interest changed by 119 which increased total open position to 156
On 22 May NBCC was trading at 94.82. The strike last trading price was 1.95, which was 0.23 higher than the previous day. The implied volatity was 41.85, the open interest changed by 19 which increased total open position to 26
On 21 May NBCC was trading at 93.07. The strike last trading price was 1.72, which was -0.07 lower than the previous day. The implied volatity was 42.55, the open interest changed by 1 which increased total open position to 8
On 20 May NBCC was trading at 93.01. The strike last trading price was 1.79, which was 0 lower than the previous day. The implied volatity was 43.43, the open interest changed by 0 which decreased total open position to 7
On 19 May NBCC was trading at 93.08. The strike last trading price was 1.79, which was -0.21 lower than the previous day. The implied volatity was 42.08, the open interest changed by 4 which increased total open position to 7
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 -, 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 2, which was -1.71 lower than the previous day. The implied volatity was 40.66, 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 3.71, 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 3
On 13 May NBCC was trading at 94.88. The strike last trading price was 3.71, 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 3
On 12 May NBCC was trading at 92.66. The strike last trading price was 3.71, 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 3
On 11 May NBCC was trading at 95.70. The strike last trading price was 3.71, which was -1.31 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 4
On 8 May NBCC was trading at 100.64. The strike last trading price was 5.02, which was 0.61 higher than the previous day. The implied volatity was 41.22, the open interest changed by 3 which increased total open position to 3
| NBCC 30-Jun-2026 (10d) 105 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.15
Vega: 0
Theta: -0.06
Gamma: 0.03254
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 19 Jun | 111.45 | 0.6 | -0.46 (-43.40%) | 36.95 | 694 | 21 | 398 |
| 18 Jun | 110.15 | 1.05 | 0.05 (5.00%) | 37.21 | 778 | 2 | 389 |
| 17 Jun | 112.83 | 0.65 | -0.87 (-57.24%) | 39.06 | 562 | -69 | 388 |
| 16 Jun | 109.14 | 1.52 | -0.67 (-30.59%) | 38.3 | 409 | 156 | 457 |
| 15 Jun | 107.36 | 2.14 | -1.16 (-35.15%) | 37.77 | 311 | 58 | 299 |
| 12 Jun | 105.16 | 3.36 | -2.64 (-44.00%) | 37.92 | 290 | -5 | 254 |
| 11 Jun | 100.52 | 6.4 | 1.37 (27.24%) | 41.62 | 443 | -107 | 261 |
| 10 Jun | 103.00 | 4.9 | 1.62 (49.39%) | 42.48 | 784 | 144 | 365 |
| 9 Jun | 105.83 | 3.09 | -1.53 (-33.12%) | 37.56 | 128 | 1 | 221 |
| 8 Jun | 103.46 | 5.05 | 1.8 (55.38%) | 40.92 | 244 | 29 | 218 |
| 5 Jun | 106.36 | 3.15 | -1.33 (-29.69%) | 35.99 | 519 | 14 | 189 |
| 4 Jun | 104.08 | 4.57 | -0.91 (-16.61%) | 37.79 | 177 | 26 | 176 |
| 3 Jun | 102.24 | 5.62 | 0.99 (21.38%) | 37.85 | 144 | -12 | 150 |
| 2 Jun | 104.11 | 4.65 | 0.31 (7.14%) | 37.31 | 337 | 64 | 162 |
| 1 Jun | 104.40 | 4.3 | -1.97 (-31.42%) | 36.6 | 265 | 32 | 98 |
| 29 May | 100.26 | 6.3 | -0.99 (-13.58%) | 31.37 | 146 | 43 | 67 |
| 27 May | 99.10 | 7.28 | -2.51 (-25.64%) | 32.92 | 7 | -2 | 22 |
| 26 May | 95.55 | 9.79 | 1.9 (24.08%) | 33.73 | 30 | 22 | 24 |
| 25 May | 96.79 | 7.89 | -4.61 (-36.88%) | 39.92 | 2 | 1 | 2 |
| 22 May | 94.82 | 12.5 | 12.5 (-8.96%) | 37.87 | 1 | 0 | 1 |
| 21 May | 93.07 | 12.5 | -1.23 (-8.96%) | 37.87 | 1 | 1 | 1 |
| 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 | -13.73 (-100.00%) | - | 0 | 0 | 0 |
| 14 May | 95.49 | 0 | -13.73 (-100.00%) | 0 | 0 | 0 | 0 |
| 13 May | 94.88 | 0 | -13.73 (-100.00%) | 0 | 0 | 0 | 0 |
| 12 May | 92.66 | 0 | -13.73 (-100.00%) | 0 | 0 | 0 | 0 |
| 11 May | 95.70 | 0 | -13.73 (-100.00%) | 0 | 0 | 0 | 0 |
| 8 May | 100.64 | 0 | 0 | - | 0 | 0 | 0 |
For Nbcc (India) Limited - strike price 105 expiring on 30JUN2026
Delta for 105 PE is -0.15
Historical price for 105 PE is as follows
On 19 Jun NBCC was trading at 111.45. The strike last trading price was 0.6, which was -0.46 lower than the previous day. The implied volatity was 36.95, the open interest changed by 21 which increased total open position to 398
On 18 Jun NBCC was trading at 110.15. The strike last trading price was 1.05, which was 0.05 higher than the previous day. The implied volatity was 37.21, the open interest changed by 2 which increased total open position to 389
On 17 Jun NBCC was trading at 112.83. The strike last trading price was 0.65, which was -0.87 lower than the previous day. The implied volatity was 39.06, the open interest changed by -69 which decreased total open position to 388
On 16 Jun NBCC was trading at 109.14. The strike last trading price was 1.52, which was -0.67 lower than the previous day. The implied volatity was 38.3, the open interest changed by 156 which increased total open position to 457
On 15 Jun NBCC was trading at 107.36. The strike last trading price was 2.14, which was -1.16 lower than the previous day. The implied volatity was 37.77, the open interest changed by 58 which increased total open position to 299
On 12 Jun NBCC was trading at 105.16. The strike last trading price was 3.36, which was -2.64 lower than the previous day. The implied volatity was 37.92, the open interest changed by -5 which decreased total open position to 254
On 11 Jun NBCC was trading at 100.52. The strike last trading price was 6.4, which was 1.37 higher than the previous day. The implied volatity was 41.62, the open interest changed by -107 which decreased total open position to 261
On 10 Jun NBCC was trading at 103.00. The strike last trading price was 4.9, which was 1.62 higher than the previous day. The implied volatity was 42.48, the open interest changed by 144 which increased total open position to 365
On 9 Jun NBCC was trading at 105.83. The strike last trading price was 3.09, which was -1.53 lower than the previous day. The implied volatity was 37.56, the open interest changed by 1 which increased total open position to 221
On 8 Jun NBCC was trading at 103.46. The strike last trading price was 5.05, which was 1.8 higher than the previous day. The implied volatity was 40.92, the open interest changed by 29 which increased total open position to 218
On 5 Jun NBCC was trading at 106.36. The strike last trading price was 3.15, which was -1.33 lower than the previous day. The implied volatity was 35.99, the open interest changed by 14 which increased total open position to 189
On 4 Jun NBCC was trading at 104.08. The strike last trading price was 4.57, which was -0.91 lower than the previous day. The implied volatity was 37.79, the open interest changed by 26 which increased total open position to 176
On 3 Jun NBCC was trading at 102.24. The strike last trading price was 5.62, which was 0.99 higher than the previous day. The implied volatity was 37.85, the open interest changed by -12 which decreased total open position to 150
On 2 Jun NBCC was trading at 104.11. The strike last trading price was 4.65, which was 0.31 higher than the previous day. The implied volatity was 37.31, the open interest changed by 64 which increased total open position to 162
On 1 Jun NBCC was trading at 104.40. The strike last trading price was 4.3, which was -1.97 lower than the previous day. The implied volatity was 36.6, the open interest changed by 32 which increased total open position to 98
On 29 May NBCC was trading at 100.26. The strike last trading price was 6.3, which was -0.99 lower than the previous day. The implied volatity was 31.37, the open interest changed by 43 which increased total open position to 67
On 27 May NBCC was trading at 99.10. The strike last trading price was 7.28, which was -2.51 lower than the previous day. The implied volatity was 32.92, the open interest changed by -2 which decreased total open position to 22
On 26 May NBCC was trading at 95.55. The strike last trading price was 9.79, which was 1.9 higher than the previous day. The implied volatity was 33.73, the open interest changed by 22 which increased total open position to 24
On 25 May NBCC was trading at 96.79. The strike last trading price was 7.89, which was -4.61 lower than the previous day. The implied volatity was 39.92, the open interest changed by 1 which increased total open position to 2
On 22 May NBCC was trading at 94.82. The strike last trading price was 12.5, which was 12.5 higher than the previous day. The implied volatity was 37.87, 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 12.5, which was -1.23 lower than the previous day. The implied volatity was 37.87, the open interest changed by 1 which increased total open position to 1
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 -13.73 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 -13.73 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 -13.73 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 -13.73 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 -13.73 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
