[--[65.84.65.76]--]

NBCC

Nbcc (India) Limited
113.7 +5.44 (5.02%)
L: 108.45 H: 114

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Historical option data for NBCC

19 Dec 2025 04:13 PM IST
NBCC 30-DEC-2025 107 CE
Delta: 0.84
Vega: 0.05
Theta: -0.10
Gamma: 0.03
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
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
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