Historical option data for NBCC
29 Jun 2026 10:49 AM IST
| NBCC 28-Jul-2026 (27d) 105 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.56
Vega: 0
Theta: -0.09
Gamma: 0.03058
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 29 Jun | 106.06 | 5.74 | -2.26 (-28.25%) | 42.83 | 13 | 1 | 28 | |||||||||
| 25 Jun | 107.17 | 7.75 | -0.25 (-3.13%) | 40.65 | 3 | 1 | 27 | |||||||||
| 24 Jun | 108.88 | 7.55 | -0.45 (-5.63%) | 39.02 | 2 | 1 | 26 | |||||||||
| 23 Jun | 109.04 | 8.37 | -1.63 (-16.30%) | 42.4 | 11 | 1 | 26 | |||||||||
| 22 Jun | 109.98 | 10 | 0 (0.00%) | 43.66 | 1 | 1 | 25 | |||||||||
| 19 Jun | 111.45 | 10.1 | 1.1 (12.22%) | 41.64 | 12 | -1 | 24 | |||||||||
| 18 Jun | 110.15 | 9 | -2 (-18.18%) | 41.12 | 10 | 5 | 23 | |||||||||
| 17 Jun | 112.83 | 11 | 2 (22.22%) | 42.61 | 11 | -1 | 18 | |||||||||
| 16 Jun | 109.14 | 8.6 | 0.6 (7.50%) | 42.64 | 4 | 1 | 19 | |||||||||
| 15 Jun | 107.36 | 8.25 | 1.25 (17.86%) | 42.99 | 17 | 1 | 5 | |||||||||
| 12 Jun | 105.16 | 6.6 | 1.6 (32.00%) | 41.8 | 3 | 1 | 4 | |||||||||
| 11 Jun | 100.52 | 4.85 | -0.15 (-3.00%) | 44.01 | 4 | 3 | 3 | |||||||||
For Nbcc (India) Limited - strike price 105 expiring on 28JUL2026
Delta for 105 CE is 0.56
Historical price for 105 CE is as follows
On 29 Jun NBCC was trading at 106.06. The strike last trading price was 5.74, which was -2.26 lower than the previous day. The implied volatity was 42.83, the open interest changed by 1 which increased total open position to 28
On 25 Jun NBCC was trading at 107.17. The strike last trading price was 7.75, which was -0.25 lower than the previous day. The implied volatity was 40.65, the open interest changed by 1 which increased total open position to 27
On 24 Jun NBCC was trading at 108.88. The strike last trading price was 7.55, which was -0.45 lower than the previous day. The implied volatity was 39.02, the open interest changed by 1 which increased total open position to 26
On 23 Jun NBCC was trading at 109.04. The strike last trading price was 8.37, which was -1.63 lower than the previous day. The implied volatity was 42.4, the open interest changed by 1 which increased total open position to 26
On 22 Jun NBCC was trading at 109.98. The strike last trading price was 10, which was 0 lower than the previous day. The implied volatity was 43.66, the open interest changed by 1 which increased total open position to 25
On 19 Jun NBCC was trading at 111.45. The strike last trading price was 10.1, which was 1.1 higher than the previous day. The implied volatity was 41.64, the open interest changed by -1 which decreased total open position to 24
On 18 Jun NBCC was trading at 110.15. The strike last trading price was 9, which was -2 lower than the previous day. The implied volatity was 41.12, the open interest changed by 5 which increased total open position to 23
On 17 Jun NBCC was trading at 112.83. The strike last trading price was 11, which was 2 higher than the previous day. The implied volatity was 42.61, the open interest changed by -1 which decreased total open position to 18
On 16 Jun NBCC was trading at 109.14. The strike last trading price was 8.6, which was 0.6 higher than the previous day. The implied volatity was 42.64, the open interest changed by 1 which increased total open position to 19
On 15 Jun NBCC was trading at 107.36. The strike last trading price was 8.25, which was 1.25 higher than the previous day. The implied volatity was 42.99, the open interest changed by 1 which increased total open position to 5
On 12 Jun NBCC was trading at 105.16. The strike last trading price was 6.6, which was 1.6 higher than the previous day. The implied volatity was 41.8, the open interest changed by 1 which increased total open position to 4
On 11 Jun NBCC was trading at 100.52. The strike last trading price was 4.85, which was -0.15 lower than the previous day. The implied volatity was 44.01, the open interest changed by 3 which increased total open position to 3
| NBCC 28-Jul-2026 (27d) 105 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.43
Vega: 0
Theta: -0.07
Gamma: 0.03456
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 29 Jun | 106.06 | 3.8 | 0.44 (13.10%) | 37.65 | 15 | 4 | 128 |
| 25 Jun | 107.17 | 3.36 | 0.31 (10.16%) | 37.95 | 23 | 3 | 125 |
| 24 Jun | 108.88 | 3.05 | -0.05 (-1.61%) | 38.4 | 6 | 1 | 121 |
| 23 Jun | 109.04 | 3.1 | 0.57 (22.53%) | 38.05 | 156 | 87 | 119 |
| 22 Jun | 109.98 | 2.53 | -0.05 (-1.94%) | 38.87 | 1 | 1 | 32 |
| 19 Jun | 111.45 | 2.58 | -0.52 (-16.77%) | 38.38 | 28 | 16 | 31 |
| 18 Jun | 110.15 | 3.1 | -0.37 (-10.66%) | 38.37 | 38 | 10 | 14 |
| 17 Jun | 112.83 | 3.47 | 3.47 (-16.79%) | 37.91 | 1 | 0 | 4 |
| 16 Jun | 109.14 | 3.47 | -0.7 (-16.79%) | 37.91 | 1 | 1 | 4 |
| 15 Jun | 107.36 | 4.25 | -8.78 (-67.38%) | 38.78 | 3 | 2 | 2 |
| 12 Jun | 105.16 | 0 | 0 | - | 0 | 0 | 0 |
| 11 Jun | 100.52 | 0 | 0 | - | 0 | 0 | 0 |
For Nbcc (India) Limited - strike price 105 expiring on 28JUL2026
Delta for 105 PE is -0.43
Historical price for 105 PE is as follows
On 29 Jun NBCC was trading at 106.06. The strike last trading price was 3.8, which was 0.44 higher than the previous day. The implied volatity was 37.65, the open interest changed by 4 which increased total open position to 128
On 25 Jun NBCC was trading at 107.17. The strike last trading price was 3.36, which was 0.31 higher than the previous day. The implied volatity was 37.95, the open interest changed by 3 which increased total open position to 125
On 24 Jun NBCC was trading at 108.88. The strike last trading price was 3.05, which was -0.05 lower than the previous day. The implied volatity was 38.4, the open interest changed by 1 which increased total open position to 121
On 23 Jun NBCC was trading at 109.04. The strike last trading price was 3.1, which was 0.57 higher than the previous day. The implied volatity was 38.05, the open interest changed by 87 which increased total open position to 119
On 22 Jun NBCC was trading at 109.98. The strike last trading price was 2.53, which was -0.05 lower than the previous day. The implied volatity was 38.87, the open interest changed by 1 which increased total open position to 32
On 19 Jun NBCC was trading at 111.45. The strike last trading price was 2.58, which was -0.52 lower than the previous day. The implied volatity was 38.38, the open interest changed by 16 which increased total open position to 31
On 18 Jun NBCC was trading at 110.15. The strike last trading price was 3.1, which was -0.37 lower than the previous day. The implied volatity was 38.37, the open interest changed by 10 which increased total open position to 14
On 17 Jun NBCC was trading at 112.83. The strike last trading price was 3.47, which was 3.47 higher than the previous day. The implied volatity was 37.91, the open interest changed by 0 which decreased total open position to 4
On 16 Jun NBCC was trading at 109.14. The strike last trading price was 3.47, which was -0.7 lower than the previous day. The implied volatity was 37.91, the open interest changed by 1 which increased total open position to 4
On 15 Jun NBCC was trading at 107.36. The strike last trading price was 4.25, which was -8.78 lower than the previous day. The implied volatity was 38.78, the open interest changed by 2 which increased total open position to 2
On 12 Jun NBCC was trading at 105.16. 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 11 Jun NBCC was trading at 100.52. 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
