NBCC
Nbcc (India) Limited
Historical option data for NBCC
19 Dec 2025 04:13 PM IST
| NBCC 30-DEC-2025 107 CE | ||||||||||||||||
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Delta: 0.84
Vega: 0.05
Theta: -0.10
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 19 Dec | 113.70 | 7.12 | 4.11 | 35.36 | 107 | -9 | 66 | |||||||||
| 18 Dec | 108.26 | 2.97 | -1.08 | 26.49 | 189 | 48 | 75 | |||||||||
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| 17 Dec | 109.56 | 3.96 | -1.68 | 29.15 | 5 | 0 | 26 | |||||||||
| 16 Dec | 111.68 | 5.65 | -3.57 | 31.80 | 19 | -10 | 28 | |||||||||
| 15 Dec | 115.39 | 9.45 | 5.01 | 33.21 | 30 | -8 | 38 | |||||||||
| 12 Dec | 109.57 | 4.3 | 0.5 | 27.74 | 55 | 0 | 46 | |||||||||
| 11 Dec | 108.31 | 3.74 | 0.76 | 27.30 | 53 | 1 | 48 | |||||||||
| 10 Dec | 106.69 | 2.81 | -1.24 | 27.84 | 62 | 24 | 44 | |||||||||
| 9 Dec | 108.10 | 4.09 | -6.89 | 29.27 | 66 | 21 | 21 | |||||||||
| 8 Dec | 107.98 | 10.98 | -3.47 | - | 0 | 0 | 0 | |||||||||
| 5 Dec | 112.06 | 10.98 | -3.47 | - | 0 | 0 | 0 | |||||||||
| 4 Dec | 112.52 | 10.98 | -3.47 | - | 0 | 0 | 0 | |||||||||
| 3 Dec | 113.21 | 10.98 | -3.47 | - | 0 | 0 | 0 | |||||||||
| 2 Dec | 115.26 | 10.98 | -3.47 | - | 0 | 0 | 0 | |||||||||
| 1 Dec | 118.01 | 10.98 | -3.47 | - | 0 | 0 | 0 | |||||||||
| 28 Nov | 116.69 | 10.98 | -3.47 | - | 0 | 0 | 0 | |||||||||
| 27 Nov | 117.42 | 10.98 | -3.47 | - | 0 | 0 | 0 | |||||||||
| 26 Nov | 118.51 | 10.98 | -3.47 | - | 0 | 0 | 0 | |||||||||
| 25 Nov | 117.59 | 10.98 | -3.47 | - | 0 | 0 | 0 | |||||||||
| 24 Nov | 116.47 | 10.98 | -3.47 | - | 0 | 0 | 0 | |||||||||
| 21 Nov | 112.61 | 10.98 | -3.47 | - | 0 | 0 | 0 | |||||||||
| 20 Nov | 115.99 | 10.98 | -3.47 | - | 0 | 0 | 0 | |||||||||
| 19 Nov | 113.04 | 10.98 | -3.47 | - | 0 | 0 | 0 | |||||||||
| 18 Nov | 114.96 | 10.98 | -3.47 | - | 0 | -2 | 0 | |||||||||
| 17 Nov | 116.82 | 10.98 | -3.47 | - | 2 | 0 | 2 | |||||||||
| 14 Nov | 114.14 | 14.45 | 2.8 | - | 0 | 0 | 0 | |||||||||
| 13 Nov | 108.98 | 14.45 | 2.8 | - | 0 | 0 | 0 | |||||||||
| 12 Nov | 112.06 | 14.45 | 2.8 | - | 0 | 0 | 0 | |||||||||
| 11 Nov | 113.59 | 14.45 | 2.8 | - | 0 | 0 | 0 | |||||||||
| 7 Nov | 113.39 | 14.45 | 2.8 | - | 0 | 0 | 0 | |||||||||
| 6 Nov | 111.44 | 14.45 | 2.8 | - | 0 | 0 | 0 | |||||||||
| 4 Nov | 113.95 | 14.45 | 2.8 | - | 0 | 0 | 0 | |||||||||
| 3 Nov | 117.64 | 14.45 | 2.8 | - | 0 | 2 | 0 | |||||||||
| 31 Oct | 117.41 | 14.45 | 2.8 | - | 2 | 0 | 0 | |||||||||
| 30 Oct | 118.37 | 11.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Oct | 115.22 | 11.65 | 0 | - | 0 | 0 | 0 | |||||||||
For Nbcc (India) Limited - strike price 107 expiring on 30DEC2025
Delta for 107 CE is 0.84
Historical price for 107 CE is as follows
On 19 Dec NBCC was trading at 113.70. The strike last trading price was 7.12, which was 4.11 higher than the previous day. The implied volatity was 35.36, the open interest changed by -9 which decreased total open position to 66
On 18 Dec NBCC was trading at 108.26. The strike last trading price was 2.97, which was -1.08 lower than the previous day. The implied volatity was 26.49, the open interest changed by 48 which increased total open position to 75
On 17 Dec NBCC was trading at 109.56. The strike last trading price was 3.96, which was -1.68 lower than the previous day. The implied volatity was 29.15, the open interest changed by 0 which decreased total open position to 26
On 16 Dec NBCC was trading at 111.68. The strike last trading price was 5.65, which was -3.57 lower than the previous day. The implied volatity was 31.80, the open interest changed by -10 which decreased total open position to 28
On 15 Dec NBCC was trading at 115.39. The strike last trading price was 9.45, which was 5.01 higher than the previous day. The implied volatity was 33.21, the open interest changed by -8 which decreased total open position to 38
On 12 Dec NBCC was trading at 109.57. The strike last trading price was 4.3, which was 0.5 higher than the previous day. The implied volatity was 27.74, the open interest changed by 0 which decreased total open position to 46
On 11 Dec NBCC was trading at 108.31. The strike last trading price was 3.74, which was 0.76 higher than the previous day. The implied volatity was 27.30, the open interest changed by 1 which increased total open position to 48
On 10 Dec NBCC was trading at 106.69. The strike last trading price was 2.81, which was -1.24 lower than the previous day. The implied volatity was 27.84, the open interest changed by 24 which increased total open position to 44
On 9 Dec NBCC was trading at 108.10. The strike last trading price was 4.09, which was -6.89 lower than the previous day. The implied volatity was 29.27, the open interest changed by 21 which increased total open position to 21
On 8 Dec NBCC was trading at 107.98. The strike last trading price was 10.98, which was -3.47 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Dec NBCC was trading at 112.06. The strike last trading price was 10.98, which was -3.47 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Dec NBCC was trading at 112.52. The strike last trading price was 10.98, which was -3.47 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 10.98, which was -3.47 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 2 Dec NBCC was trading at 115.26. The strike last trading price was 10.98, which was -3.47 lower 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 10.98, which was -3.47 lower 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 10.98, which was -3.47 lower 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 10.98, which was -3.47 lower 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 10.98, which was -3.47 lower 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 10.98, which was -3.47 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 24 Nov NBCC was trading at 116.47. The strike last trading price was 10.98, which was -3.47 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 21 Nov NBCC was trading at 112.61. The strike last trading price was 10.98, which was -3.47 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 20 Nov NBCC was trading at 115.99. The strike last trading price was 10.98, which was -3.47 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 19 Nov NBCC was trading at 113.04. The strike last trading price was 10.98, which was -3.47 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 10.98, which was -3.47 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 0
On 17 Nov NBCC was trading at 116.82. The strike last trading price was 10.98, which was -3.47 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 14 Nov NBCC was trading at 114.14. The strike last trading price was 14.45, which was 2.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Nov NBCC was trading at 108.98. The strike last trading price was 14.45, which was 2.8 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 14.45, which was 2.8 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 14.45, which was 2.8 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 14.45, which was 2.8 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 14.45, which was 2.8 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 14.45, which was 2.8 higher 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 14.45, which was 2.8 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0
On 31 Oct NBCC was trading at 117.41. The strike last trading price was 14.45, which was 2.8 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 11.65, 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 Oct NBCC was trading at 115.22. The strike last trading price was 11.65, 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
| NBCC 30DEC2025 107 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.13
Vega: 0.04
Theta: -0.05
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 19 Dec | 113.70 | 0.38 | -1.18 | 30.43 | 351 | 68 | 283 |
| 18 Dec | 108.26 | 1.6 | 0.39 | 29.86 | 208 | 16 | 212 |
| 17 Dec | 109.56 | 1.25 | 0.44 | 29.02 | 120 | 7 | 195 |
| 16 Dec | 111.68 | 0.88 | 0.45 | 30.14 | 138 | 24 | 189 |
| 15 Dec | 115.39 | 0.4 | -0.98 | 32.95 | 216 | -13 | 166 |
| 12 Dec | 109.57 | 1.44 | -0.51 | 27.35 | 68 | -10 | 183 |
| 11 Dec | 108.31 | 1.9 | -0.97 | 28.20 | 109 | -14 | 195 |
| 10 Dec | 106.69 | 3.09 | 0.76 | 31.51 | 165 | 63 | 209 |
| 9 Dec | 108.10 | 2.35 | -0.22 | 31.52 | 228 | 61 | 145 |
| 8 Dec | 107.98 | 2.7 | 1.5 | 32.13 | 118 | 32 | 84 |
| 5 Dec | 112.06 | 1.23 | -0.01 | 29.53 | 25 | 12 | 51 |
| 4 Dec | 112.52 | 1.25 | 0.08 | 29.87 | 13 | 1 | 38 |
| 3 Dec | 113.21 | 1.17 | 0.26 | 31.58 | 21 | 0 | 37 |
| 2 Dec | 115.26 | 0.91 | 0.18 | 31.72 | 31 | 2 | 37 |
| 1 Dec | 118.01 | 0.73 | -0.06 | - | 0 | -1 | 0 |
| 28 Nov | 116.69 | 0.73 | -0.06 | 30.29 | 7 | 0 | 36 |
| 27 Nov | 117.42 | 0.79 | 0.07 | 32.30 | 17 | 7 | 33 |
| 26 Nov | 118.51 | 0.73 | -0.21 | 32.56 | 18 | 1 | 26 |
| 25 Nov | 117.59 | 0.94 | -0.23 | 33.12 | 22 | 3 | 27 |
| 24 Nov | 116.47 | 1.17 | -0.66 | 33.06 | 27 | 9 | 26 |
| 21 Nov | 112.61 | 1.83 | 0.48 | 31.25 | 11 | 6 | 16 |
| 20 Nov | 115.99 | 1.35 | -1.82 | 32.59 | 18 | 10 | 11 |
| 19 Nov | 113.04 | 3.17 | 1.17 | - | 0 | 0 | 0 |
| 18 Nov | 114.96 | 3.17 | 1.17 | - | 0 | 0 | 0 |
| 17 Nov | 116.82 | 3.17 | 1.17 | - | 0 | 0 | 0 |
| 14 Nov | 114.14 | 3.17 | 1.17 | - | 0 | 0 | 0 |
| 13 Nov | 108.98 | 3.17 | 1.17 | - | 0 | 0 | 0 |
| 12 Nov | 112.06 | 3.17 | 1.17 | - | 0 | 0 | 0 |
| 11 Nov | 113.59 | 3.17 | 1.17 | - | 0 | 0 | 0 |
| 7 Nov | 113.39 | 3.17 | 1.17 | 38.45 | 1 | 0 | 1 |
| 6 Nov | 111.44 | 2 | -5.2 | - | 0 | 0 | 0 |
| 4 Nov | 113.95 | 2 | -5.2 | - | 0 | 1 | 0 |
| 3 Nov | 117.64 | 2 | -5.2 | 36.22 | 1 | 0 | 0 |
| 31 Oct | 117.41 | 7.2 | 0 | - | 0 | 0 | 0 |
| 30 Oct | 118.37 | 7.2 | 0 | 8.82 | 0 | 0 | 0 |
| 29 Oct | 115.22 | 7.2 | 0 | 7.47 | 0 | 0 | 0 |
For Nbcc (India) Limited - strike price 107 expiring on 30DEC2025
Delta for 107 PE is -0.13
Historical price for 107 PE is as follows
On 19 Dec NBCC was trading at 113.70. The strike last trading price was 0.38, which was -1.18 lower than the previous day. The implied volatity was 30.43, the open interest changed by 68 which increased total open position to 283
On 18 Dec NBCC was trading at 108.26. The strike last trading price was 1.6, which was 0.39 higher than the previous day. The implied volatity was 29.86, the open interest changed by 16 which increased total open position to 212
On 17 Dec NBCC was trading at 109.56. The strike last trading price was 1.25, which was 0.44 higher than the previous day. The implied volatity was 29.02, the open interest changed by 7 which increased total open position to 195
On 16 Dec NBCC was trading at 111.68. The strike last trading price was 0.88, which was 0.45 higher than the previous day. The implied volatity was 30.14, the open interest changed by 24 which increased total open position to 189
On 15 Dec NBCC was trading at 115.39. The strike last trading price was 0.4, which was -0.98 lower than the previous day. The implied volatity was 32.95, the open interest changed by -13 which decreased total open position to 166
On 12 Dec NBCC was trading at 109.57. The strike last trading price was 1.44, which was -0.51 lower than the previous day. The implied volatity was 27.35, the open interest changed by -10 which decreased total open position to 183
On 11 Dec NBCC was trading at 108.31. The strike last trading price was 1.9, which was -0.97 lower than the previous day. The implied volatity was 28.20, the open interest changed by -14 which decreased total open position to 195
On 10 Dec NBCC was trading at 106.69. The strike last trading price was 3.09, which was 0.76 higher than the previous day. The implied volatity was 31.51, the open interest changed by 63 which increased total open position to 209
On 9 Dec NBCC was trading at 108.10. The strike last trading price was 2.35, which was -0.22 lower than the previous day. The implied volatity was 31.52, the open interest changed by 61 which increased total open position to 145
On 8 Dec NBCC was trading at 107.98. The strike last trading price was 2.7, which was 1.5 higher than the previous day. The implied volatity was 32.13, the open interest changed by 32 which increased total open position to 84
On 5 Dec NBCC was trading at 112.06. The strike last trading price was 1.23, which was -0.01 lower than the previous day. The implied volatity was 29.53, the open interest changed by 12 which increased total open position to 51
On 4 Dec NBCC was trading at 112.52. The strike last trading price was 1.25, which was 0.08 higher than the previous day. The implied volatity was 29.87, the open interest changed by 1 which increased total open position to 38
On 3 Dec NBCC was trading at 113.21. The strike last trading price was 1.17, which was 0.26 higher than the previous day. The implied volatity was 31.58, the open interest changed by 0 which decreased total open position to 37
On 2 Dec NBCC was trading at 115.26. The strike last trading price was 0.91, which was 0.18 higher than the previous day. The implied volatity was 31.72, the open interest changed by 2 which increased total open position to 37
On 1 Dec NBCC was trading at 118.01. The strike last trading price was 0.73, which was -0.06 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0
On 28 Nov NBCC was trading at 116.69. The strike last trading price was 0.73, which was -0.06 lower than the previous day. The implied volatity was 30.29, the open interest changed by 0 which decreased total open position to 36
On 27 Nov NBCC was trading at 117.42. The strike last trading price was 0.79, which was 0.07 higher than the previous day. The implied volatity was 32.30, the open interest changed by 7 which increased total open position to 33
On 26 Nov NBCC was trading at 118.51. The strike last trading price was 0.73, which was -0.21 lower than the previous day. The implied volatity was 32.56, the open interest changed by 1 which increased total open position to 26
On 25 Nov NBCC was trading at 117.59. The strike last trading price was 0.94, which was -0.23 lower than the previous day. The implied volatity was 33.12, the open interest changed by 3 which increased total open position to 27
On 24 Nov NBCC was trading at 116.47. The strike last trading price was 1.17, which was -0.66 lower than the previous day. The implied volatity was 33.06, the open interest changed by 9 which increased total open position to 26
On 21 Nov NBCC was trading at 112.61. The strike last trading price was 1.83, which was 0.48 higher than the previous day. The implied volatity was 31.25, the open interest changed by 6 which increased total open position to 16
On 20 Nov NBCC was trading at 115.99. The strike last trading price was 1.35, which was -1.82 lower than the previous day. The implied volatity was 32.59, the open interest changed by 10 which increased total open position to 11
On 19 Nov NBCC was trading at 113.04. The strike last trading price was 3.17, which was 1.17 higher 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 3.17, which was 1.17 higher 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 3.17, which was 1.17 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 Nov NBCC was trading at 114.14. The strike last trading price was 3.17, which was 1.17 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Nov NBCC was trading at 108.98. The strike last trading price was 3.17, which was 1.17 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 3.17, which was 1.17 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 3.17, which was 1.17 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 3.17, which was 1.17 higher than the previous day. The implied volatity was 38.45, the open interest changed by 0 which decreased total open position to 1
On 6 Nov NBCC was trading at 111.44. The strike last trading price was 2, which was -5.2 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 2, which was -5.2 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 3 Nov NBCC was trading at 117.64. The strike last trading price was 2, which was -5.2 lower than the previous day. The implied volatity was 36.22, 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 7.2, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 30 Oct NBCC was trading at 118.37. The strike last trading price was 7.2, which was 0 lower than the previous day. The implied volatity was 8.82, the open interest changed by 0 which decreased total open position to 0
On 29 Oct NBCC was trading at 115.22. The strike last trading price was 7.2, which was 0 lower than the previous day. The implied volatity was 7.47, the open interest changed by 0 which decreased total open position to 0































































































































































































































