Historical option data for NBCC
29 Jun 2026 10:49 AM IST
| NBCC 28-Jul-2026 (27d) 106 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.56
Vega: 0
Theta: -0.09
Gamma: 0.03121
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 29 Jun | 106.06 | 5.54 | -1.46 (-20.86%) | 41.77 | 19 | -2 | 10 | |||||||||
| 25 Jun | 107.17 | 7.2 | 0.2 (2.86%) | 40.72 | 1 | 0 | 12 | |||||||||
| 24 Jun | 108.88 | 7.2 | -0.8 (-10.00%) | 40.72 | 1 | 0 | 12 | |||||||||
| 23 Jun | 109.04 | 8.5 | 0.5 (6.25%) | - | 1 | 0 | 12 | |||||||||
| 22 Jun | 109.98 | 8.5 | 0.5 (6.25%) | - | 1 | 0 | 12 | |||||||||
| 19 Jun | 111.45 | 8.5 | 0.5 (6.25%) | 40.96 | 1 | 0 | 12 | |||||||||
| 18 Jun | 110.15 | 8.5 | -1.5 (-15.00%) | 40.96 | 1 | 1 | 12 | |||||||||
| 17 Jun | 112.83 | 9.65 | 2.65 (37.86%) | 38.3 | 3 | -3 | 11 | |||||||||
| 16 Jun | 109.14 | 7.1 | 0.1 (1.43%) | 42.35 | 5 | 0 | 14 | |||||||||
| 15 Jun | 107.36 | 7.1 | 2.1 (42.00%) | 42.35 | 5 | -4 | 14 | |||||||||
| 12 Jun | 105.16 | 5.25 | 1.25 (31.25%) | 42.61 | 2 | -2 | 18 | |||||||||
| 11 Jun | 100.52 | 4.2 | -2.8 (-40.00%) | 44.15 | 7 | 2 | 19 | |||||||||
| 10 Jun | 103.00 | 7.23 | 0.23 (3.29%) | 43.57 | 9 | 6 | 17 | |||||||||
| 9 Jun | 105.83 | 6.8 | 0.8 (13.33%) | 41.57 | 10 | 1 | 11 | |||||||||
| 8 Jun | 103.46 | 6.3 | -0.7 (-10.00%) | 42.52 | 2 | 0 | 10 | |||||||||
| 5 Jun | 106.36 | 7 | 0 (0.00%) | 42.81 | 3 | 1 | 10 | |||||||||
| 4 Jun | 104.08 | 7 | 1 (16.67%) | 42.08 | 2 | -2 | 9 | |||||||||
| 3 Jun | 102.24 | 5.61 | -0.39 (-6.50%) | 43.6 | 7 | 6 | 11 | |||||||||
| 2 Jun | 104.11 | 6.5 | -0.5 (-7.14%) | 42.86 | 3 | 2 | 4 | |||||||||
| 1 Jun | 104.40 | 7 | 2 (40.00%) | 42.43 | 1 | -1 | 2 | |||||||||
| 29 May | 100.26 | 4.9 | -1.1 (-18.33%) | 43.55 | 4 | 1 | 2 | |||||||||
| 12 May | 92.66 | 0 | -5.77 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 11 May | 95.70 | 0 | -5.77 (-100.00%) | - | 0 | 0 | 0 | |||||||||
For Nbcc (India) Limited - strike price 106 expiring on 28JUL2026
Delta for 106 CE is 0.56
Historical price for 106 CE is as follows
On 29 Jun NBCC was trading at 106.06. The strike last trading price was 5.54, which was -1.46 lower than the previous day. The implied volatity was 41.77, the open interest changed by -2 which decreased total open position to 10
On 25 Jun NBCC was trading at 107.17. The strike last trading price was 7.2, which was 0.2 higher than the previous day. The implied volatity was 40.72, the open interest changed by 0 which decreased total open position to 12
On 24 Jun NBCC was trading at 108.88. The strike last trading price was 7.2, which was -0.8 lower than the previous day. The implied volatity was 40.72, the open interest changed by 0 which decreased total open position to 12
On 23 Jun NBCC was trading at 109.04. The strike last trading price was 8.5, which was 0.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 12
On 22 Jun NBCC was trading at 109.98. The strike last trading price was 8.5, which was 0.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 12
On 19 Jun NBCC was trading at 111.45. The strike last trading price was 8.5, which was 0.5 higher than the previous day. The implied volatity was 40.96, the open interest changed by 0 which decreased total open position to 12
On 18 Jun NBCC was trading at 110.15. The strike last trading price was 8.5, which was -1.5 lower than the previous day. The implied volatity was 40.96, the open interest changed by 1 which increased total open position to 12
On 17 Jun NBCC was trading at 112.83. The strike last trading price was 9.65, which was 2.65 higher than the previous day. The implied volatity was 38.3, the open interest changed by -3 which decreased total open position to 11
On 16 Jun NBCC was trading at 109.14. The strike last trading price was 7.1, which was 0.1 higher than the previous day. The implied volatity was 42.35, the open interest changed by 0 which decreased total open position to 14
On 15 Jun NBCC was trading at 107.36. The strike last trading price was 7.1, which was 2.1 higher than the previous day. The implied volatity was 42.35, the open interest changed by -4 which decreased total open position to 14
On 12 Jun NBCC was trading at 105.16. The strike last trading price was 5.25, which was 1.25 higher than the previous day. The implied volatity was 42.61, the open interest changed by -2 which decreased total open position to 18
On 11 Jun NBCC was trading at 100.52. The strike last trading price was 4.2, which was -2.8 lower than the previous day. The implied volatity was 44.15, the open interest changed by 2 which increased total open position to 19
On 10 Jun NBCC was trading at 103.00. The strike last trading price was 7.23, which was 0.23 higher than the previous day. The implied volatity was 43.57, the open interest changed by 6 which increased total open position to 17
On 9 Jun NBCC was trading at 105.83. The strike last trading price was 6.8, which was 0.8 higher than the previous day. The implied volatity was 41.57, the open interest changed by 1 which increased total open position to 11
On 8 Jun NBCC was trading at 103.46. The strike last trading price was 6.3, which was -0.7 lower than the previous day. The implied volatity was 42.52, the open interest changed by 0 which decreased total open position to 10
On 5 Jun NBCC was trading at 106.36. The strike last trading price was 7, which was 0 lower than the previous day. The implied volatity was 42.81, the open interest changed by 1 which increased total open position to 10
On 4 Jun NBCC was trading at 104.08. The strike last trading price was 7, which was 1 higher than the previous day. The implied volatity was 42.08, the open interest changed by -2 which decreased total open position to 9
On 3 Jun NBCC was trading at 102.24. The strike last trading price was 5.61, which was -0.39 lower than the previous day. The implied volatity was 43.6, the open interest changed by 6 which increased total open position to 11
On 2 Jun NBCC was trading at 104.11. The strike last trading price was 6.5, which was -0.5 lower than the previous day. The implied volatity was 42.86, the open interest changed by 2 which increased total open position to 4
On 1 Jun NBCC was trading at 104.40. The strike last trading price was 7, which was 2 higher than the previous day. The implied volatity was 42.43, the open interest changed by -1 which decreased total open position to 2
On 29 May NBCC was trading at 100.26. The strike last trading price was 4.9, which was -1.1 lower than the previous day. The implied volatity was 43.55, the open interest changed by 1 which increased total open position to 2
On 12 May NBCC was trading at 92.66. The strike last trading price was 0, which was -5.77 lower than the previous day. The implied volatity was -, 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 -5.77 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| NBCC 28-Jul-2026 (27d) 106 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.47
Vega: 0
Theta: -0.07
Gamma: 0.03398
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 29 Jun | 106.06 | 4.5 | 1.05 (30.43%) | 38.85 | 2 | 0 | 8 |
| 25 Jun | 107.17 | 3.45 | 3.45 | - | 10 | 0 | 8 |
| 24 Jun | 108.88 | 3.45 | 3.45 (-62.74%) | 37.82 | 10 | 0 | 8 |
| 23 Jun | 109.04 | 3.45 | -5.81 (-62.74%) | 37.82 | 10 | 6 | 9 |
| 22 Jun | 109.98 | 9.26 | 9.26 | - | 1 | 0 | 3 |
| 19 Jun | 111.45 | 9.26 | 9.26 | - | 1 | 0 | 3 |
| 18 Jun | 110.15 | 9.26 | 9.26 | - | 1 | 0 | 3 |
| 17 Jun | 112.83 | 9.26 | 9.26 | - | 1 | 0 | 3 |
| 16 Jun | 109.14 | 9.26 | 9.26 | - | 1 | 0 | 3 |
| 15 Jun | 107.36 | 9.26 | 9.26 | - | 1 | 0 | 3 |
| 12 Jun | 105.16 | 9.26 | 9.26 (56.16%) | 45.73 | 1 | 0 | 3 |
| 11 Jun | 100.52 | 9.26 | 3.33 (56.16%) | 45.73 | 1 | 0 | 3 |
| 10 Jun | 103.00 | 5.93 | 0.13 (2.24%) | 41.13 | 12 | -9 | 2 |
| 9 Jun | 105.83 | 5.8 | 5.8 (-6.45%) | 40.05 | 2 | 0 | 11 |
| 8 Jun | 103.46 | 5.8 | -0.4 (-6.45%) | 40.05 | 2 | 1 | 11 |
| 5 Jun | 106.36 | 6.2 | -0.67 (-9.75%) | 39.66 | 5 | -1 | 10 |
| 4 Jun | 104.08 | 6.87 | -8.75 (-56.02%) | 39.37 | 11 | 7 | 7 |
| 3 Jun | 102.24 | 0 | 0 | - | 0 | 0 | 0 |
| 2 Jun | 104.11 | 0 | 0 | - | 0 | 0 | 0 |
| 1 Jun | 104.40 | 0 | 0 | - | 0 | 0 | 0 |
| 29 May | 100.26 | 0 | 0 | - | 0 | 0 | 0 |
| 12 May | 92.66 | 0 | -16 (-100.00%) | 0 | 0 | 0 | 0 |
| 11 May | 95.70 | 0 | -16 (-100.00%) | 0 | 0 | 0 | 0 |
For Nbcc (India) Limited - strike price 106 expiring on 28JUL2026
Delta for 106 PE is -0.47
Historical price for 106 PE is as follows
On 29 Jun NBCC was trading at 106.06. The strike last trading price was 4.5, which was 1.05 higher than the previous day. The implied volatity was 38.85, the open interest changed by 0 which decreased total open position to 8
On 25 Jun NBCC was trading at 107.17. The strike last trading price was 3.45, which was 3.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 24 Jun NBCC was trading at 108.88. The strike last trading price was 3.45, which was 3.45 higher than the previous day. The implied volatity was 37.82, the open interest changed by 0 which decreased total open position to 8
On 23 Jun NBCC was trading at 109.04. The strike last trading price was 3.45, which was -5.81 lower than the previous day. The implied volatity was 37.82, the open interest changed by 6 which increased total open position to 9
On 22 Jun NBCC was trading at 109.98. The strike last trading price was 9.26, which was 9.26 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 19 Jun NBCC was trading at 111.45. The strike last trading price was 9.26, which was 9.26 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 18 Jun NBCC was trading at 110.15. The strike last trading price was 9.26, which was 9.26 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 17 Jun NBCC was trading at 112.83. The strike last trading price was 9.26, which was 9.26 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 16 Jun NBCC was trading at 109.14. The strike last trading price was 9.26, which was 9.26 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 15 Jun NBCC was trading at 107.36. The strike last trading price was 9.26, which was 9.26 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 12 Jun NBCC was trading at 105.16. The strike last trading price was 9.26, which was 9.26 higher than the previous day. The implied volatity was 45.73, the open interest changed by 0 which decreased total open position to 3
On 11 Jun NBCC was trading at 100.52. The strike last trading price was 9.26, which was 3.33 higher than the previous day. The implied volatity was 45.73, the open interest changed by 0 which decreased total open position to 3
On 10 Jun NBCC was trading at 103.00. The strike last trading price was 5.93, which was 0.13 higher than the previous day. The implied volatity was 41.13, the open interest changed by -9 which decreased total open position to 2
On 9 Jun NBCC was trading at 105.83. The strike last trading price was 5.8, which was 5.8 higher than the previous day. The implied volatity was 40.05, the open interest changed by 0 which decreased total open position to 11
On 8 Jun NBCC was trading at 103.46. The strike last trading price was 5.8, which was -0.4 lower than the previous day. The implied volatity was 40.05, the open interest changed by 1 which increased total open position to 11
On 5 Jun NBCC was trading at 106.36. The strike last trading price was 6.2, which was -0.67 lower than the previous day. The implied volatity was 39.66, the open interest changed by -1 which decreased total open position to 10
On 4 Jun NBCC was trading at 104.08. The strike last trading price was 6.87, which was -8.75 lower than the previous day. The implied volatity was 39.37, the open interest changed by 7 which increased total open position to 7
On 3 Jun NBCC was trading at 102.24. 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 2 Jun NBCC was trading at 104.11. 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 1 Jun NBCC was trading at 104.40. 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 29 May NBCC was trading at 100.26. 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 12 May NBCC was trading at 92.66. The strike last trading price was 0, which was -16 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 -16 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
