NBCC
Nbcc (India) Limited
Historical option data for NBCC
19 Dec 2025 04:13 PM IST
| NBCC 30-DEC-2025 109 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.81
Vega: 0.05
Theta: -0.09
Gamma: 0.05
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 19 Dec | 113.70 | 5.08 | 3.12 | 27.03 | 349 | 1 | 113 | |||||||||
| 18 Dec | 108.26 | 1.95 | -0.83 | 27.17 | 206 | 23 | 98 | |||||||||
| 17 Dec | 109.56 | 2.76 | -1.36 | 29.13 | 56 | 21 | 75 | |||||||||
| 16 Dec | 111.68 | 3.99 | -3.55 | 28.27 | 6 | 2 | 53 | |||||||||
| 15 Dec | 115.39 | 7.64 | 4.47 | 31.14 | 200 | -44 | 53 | |||||||||
| 12 Dec | 109.57 | 3.04 | 0.41 | 26.97 | 358 | -26 | 98 | |||||||||
| 11 Dec | 108.31 | 2.62 | 0.47 | 26.88 | 307 | 69 | 129 | |||||||||
| 10 Dec | 106.69 | 2.01 | -1 | 28.53 | 30 | 10 | 59 | |||||||||
| 9 Dec | 108.10 | 2.98 | 0.01 | 28.86 | 97 | 16 | 47 | |||||||||
| 8 Dec | 107.98 | 2.93 | -6.09 | 30.24 | 47 | 28 | 29 | |||||||||
| 5 Dec | 112.06 | 9.02 | -1.38 | - | 0 | 0 | 0 | |||||||||
| 4 Dec | 112.52 | 9.02 | -1.38 | - | 0 | 0 | 0 | |||||||||
| 3 Dec | 113.21 | 9.02 | -1.38 | - | 0 | -2 | 0 | |||||||||
| 2 Dec | 115.26 | 9.02 | -1.38 | 37.29 | 4 | -2 | 1 | |||||||||
| 1 Dec | 118.01 | 10.4 | -1.3 | 31.55 | 4 | 2 | 3 | |||||||||
| 28 Nov | 116.69 | 11.7 | 2.4 | - | 0 | 0 | 0 | |||||||||
| 27 Nov | 117.42 | 11.7 | 2.4 | - | 0 | 0 | 0 | |||||||||
| 26 Nov | 118.51 | 11.7 | 2.4 | - | 0 | 0 | 0 | |||||||||
| 25 Nov | 117.59 | 11.7 | 2.4 | - | 0 | 0 | 0 | |||||||||
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| 24 Nov | 116.47 | 11.7 | 2.4 | 46.94 | 1 | 0 | 1 | |||||||||
| 21 Nov | 112.61 | 9.3 | 2.44 | - | 0 | 0 | 0 | |||||||||
| 20 Nov | 115.99 | 9.3 | 2.44 | - | 0 | 0 | 0 | |||||||||
| 19 Nov | 113.04 | 9.3 | 2.44 | - | 0 | 0 | 0 | |||||||||
| 18 Nov | 114.96 | 9.3 | 2.44 | - | 0 | 0 | 0 | |||||||||
| 17 Nov | 116.82 | 9.3 | 2.44 | - | 0 | 0 | 0 | |||||||||
| 14 Nov | 114.14 | 9.3 | 2.44 | 33.86 | 2 | -1 | 0 | |||||||||
| 13 Nov | 108.98 | 6.86 | -3.74 | 41.15 | 1 | 0 | 0 | |||||||||
| 12 Nov | 112.06 | 10.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Nov | 113.59 | 10.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 Nov | 113.39 | 10.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Nov | 111.44 | 10.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Nov | 113.95 | 10.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Nov | 117.64 | 10.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 31 Oct | 117.41 | 10.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Oct | 118.37 | 10.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Oct | 115.22 | 10.6 | 0 | - | 0 | 0 | 0 | |||||||||
For Nbcc (India) Limited - strike price 109 expiring on 30DEC2025
Delta for 109 CE is 0.81
Historical price for 109 CE is as follows
On 19 Dec NBCC was trading at 113.70. The strike last trading price was 5.08, which was 3.12 higher than the previous day. The implied volatity was 27.03, the open interest changed by 1 which increased total open position to 113
On 18 Dec NBCC was trading at 108.26. The strike last trading price was 1.95, which was -0.83 lower than the previous day. The implied volatity was 27.17, the open interest changed by 23 which increased total open position to 98
On 17 Dec NBCC was trading at 109.56. The strike last trading price was 2.76, which was -1.36 lower than the previous day. The implied volatity was 29.13, the open interest changed by 21 which increased total open position to 75
On 16 Dec NBCC was trading at 111.68. The strike last trading price was 3.99, which was -3.55 lower than the previous day. The implied volatity was 28.27, the open interest changed by 2 which increased total open position to 53
On 15 Dec NBCC was trading at 115.39. The strike last trading price was 7.64, which was 4.47 higher than the previous day. The implied volatity was 31.14, the open interest changed by -44 which decreased total open position to 53
On 12 Dec NBCC was trading at 109.57. The strike last trading price was 3.04, which was 0.41 higher than the previous day. The implied volatity was 26.97, the open interest changed by -26 which decreased total open position to 98
On 11 Dec NBCC was trading at 108.31. The strike last trading price was 2.62, which was 0.47 higher than the previous day. The implied volatity was 26.88, the open interest changed by 69 which increased total open position to 129
On 10 Dec NBCC was trading at 106.69. The strike last trading price was 2.01, which was -1 lower than the previous day. The implied volatity was 28.53, the open interest changed by 10 which increased total open position to 59
On 9 Dec NBCC was trading at 108.10. The strike last trading price was 2.98, which was 0.01 higher than the previous day. The implied volatity was 28.86, the open interest changed by 16 which increased total open position to 47
On 8 Dec NBCC was trading at 107.98. The strike last trading price was 2.93, which was -6.09 lower than the previous day. The implied volatity was 30.24, the open interest changed by 28 which increased total open position to 29
On 5 Dec NBCC was trading at 112.06. The strike last trading price was 9.02, which was -1.38 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 9.02, which was -1.38 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 9.02, which was -1.38 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 0
On 2 Dec NBCC was trading at 115.26. The strike last trading price was 9.02, which was -1.38 lower than the previous day. The implied volatity was 37.29, the open interest changed by -2 which decreased total open position to 1
On 1 Dec NBCC was trading at 118.01. The strike last trading price was 10.4, which was -1.3 lower than the previous day. The implied volatity was 31.55, the open interest changed by 2 which increased total open position to 3
On 28 Nov NBCC was trading at 116.69. The strike last trading price was 11.7, which was 2.4 higher 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 11.7, which was 2.4 higher 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 11.7, which was 2.4 higher 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 11.7, which was 2.4 higher 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 11.7, which was 2.4 higher than the previous day. The implied volatity was 46.94, the open interest changed by 0 which decreased total open position to 1
On 21 Nov NBCC was trading at 112.61. The strike last trading price was 9.3, which was 2.44 higher 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 9.3, which was 2.44 higher 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 9.3, which was 2.44 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 9.3, which was 2.44 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 9.3, which was 2.44 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 9.3, which was 2.44 higher than the previous day. The implied volatity was 33.86, the open interest changed by -1 which decreased total open position to 0
On 13 Nov NBCC was trading at 108.98. The strike last trading price was 6.86, which was -3.74 lower than the previous day. The implied volatity was 41.15, 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 10.6, 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 Nov NBCC was trading at 113.59. The strike last trading price was 10.6, 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 7 Nov NBCC was trading at 113.39. The strike last trading price was 10.6, 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 6 Nov NBCC was trading at 111.44. The strike last trading price was 10.6, 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 4 Nov NBCC was trading at 113.95. The strike last trading price was 10.6, 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 3 Nov NBCC was trading at 117.64. The strike last trading price was 10.6, 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 31 Oct NBCC was trading at 117.41. The strike last trading price was 10.6, 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 10.6, 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 10.6, 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 109 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.19
Vega: 0.05
Theta: -0.06
Gamma: 0.05
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 19 Dec | 113.70 | 0.61 | -1.94 | 28.12 | 773 | 69 | 144 |
| 18 Dec | 108.26 | 2.57 | 0.61 | 30.33 | 144 | 6 | 75 |
| 17 Dec | 109.56 | 2.06 | 0.71 | 29.22 | 106 | 10 | 70 |
| 16 Dec | 111.68 | 1.46 | 0.8 | 30.01 | 79 | -11 | 58 |
| 15 Dec | 115.39 | 0.63 | -1.44 | 31.80 | 226 | 7 | 71 |
| 12 Dec | 109.57 | 2.16 | -0.68 | 26.51 | 62 | 17 | 65 |
| 11 Dec | 108.31 | 2.84 | -1.06 | 28.46 | 27 | 7 | 48 |
| 10 Dec | 106.69 | 4.06 | 0.84 | 30.03 | 26 | 3 | 41 |
| 9 Dec | 108.10 | 3.3 | -0.4 | 31.71 | 31 | 1 | 39 |
| 8 Dec | 107.98 | 3.7 | 1.89 | 32.28 | 74 | 17 | 39 |
| 5 Dec | 112.06 | 1.68 | -0.38 | 28.14 | 9 | 5 | 21 |
| 4 Dec | 112.52 | 2.06 | 0.29 | 31.99 | 13 | 2 | 17 |
| 3 Dec | 113.21 | 1.69 | 0.4 | 31.53 | 7 | 2 | 15 |
| 2 Dec | 115.26 | 1.29 | 0.25 | 31.21 | 13 | 4 | 13 |
| 1 Dec | 118.01 | 1.04 | -0.56 | 32.73 | 1 | 0 | 9 |
| 28 Nov | 116.69 | 1.6 | -1.07 | - | 0 | 0 | 0 |
| 27 Nov | 117.42 | 1.6 | -1.07 | - | 0 | 0 | 0 |
| 26 Nov | 118.51 | 1.6 | -1.07 | - | 0 | 0 | 0 |
| 25 Nov | 117.59 | 1.6 | -1.07 | - | 0 | 7 | 0 |
| 24 Nov | 116.47 | 1.6 | -1.07 | 32.67 | 13 | 6 | 8 |
| 21 Nov | 112.61 | 2.67 | 0.54 | 32.99 | 7 | 2 | 3 |
| 20 Nov | 115.99 | 2.13 | -6.02 | - | 0 | 0 | 0 |
| 19 Nov | 113.04 | 2.13 | -6.02 | - | 0 | 1 | 0 |
| 18 Nov | 114.96 | 2.13 | -6.02 | 32.83 | 1 | 0 | 0 |
| 17 Nov | 116.82 | 8.15 | 0 | 7.54 | 0 | 0 | 0 |
| 14 Nov | 114.14 | 8.15 | 0 | 5.60 | 0 | 0 | 0 |
| 13 Nov | 108.98 | 8.15 | 0 | 0.97 | 0 | 0 | 0 |
| 12 Nov | 112.06 | 8.15 | 0 | 3.69 | 0 | 0 | 0 |
| 11 Nov | 113.59 | 8.15 | 0 | 4.88 | 0 | 0 | 0 |
| 7 Nov | 113.39 | 8.15 | 0 | 4.70 | 0 | 0 | 0 |
| 6 Nov | 111.44 | 8.15 | 0 | 2.98 | 0 | 0 | 0 |
| 4 Nov | 113.95 | 8.15 | 0 | 5.09 | 0 | 0 | 0 |
| 3 Nov | 117.64 | 8.15 | 0 | 7.37 | 0 | 0 | 0 |
| 31 Oct | 117.41 | 8.15 | 0 | - | 0 | 0 | 0 |
| 30 Oct | 118.37 | 8.15 | 0 | 7.58 | 0 | 0 | 0 |
| 29 Oct | 115.22 | 8.15 | 0 | 6.18 | 0 | 0 | 0 |
For Nbcc (India) Limited - strike price 109 expiring on 30DEC2025
Delta for 109 PE is -0.19
Historical price for 109 PE is as follows
On 19 Dec NBCC was trading at 113.70. The strike last trading price was 0.61, which was -1.94 lower than the previous day. The implied volatity was 28.12, the open interest changed by 69 which increased total open position to 144
On 18 Dec NBCC was trading at 108.26. The strike last trading price was 2.57, which was 0.61 higher than the previous day. The implied volatity was 30.33, the open interest changed by 6 which increased total open position to 75
On 17 Dec NBCC was trading at 109.56. The strike last trading price was 2.06, which was 0.71 higher than the previous day. The implied volatity was 29.22, the open interest changed by 10 which increased total open position to 70
On 16 Dec NBCC was trading at 111.68. The strike last trading price was 1.46, which was 0.8 higher than the previous day. The implied volatity was 30.01, the open interest changed by -11 which decreased total open position to 58
On 15 Dec NBCC was trading at 115.39. The strike last trading price was 0.63, which was -1.44 lower than the previous day. The implied volatity was 31.80, the open interest changed by 7 which increased total open position to 71
On 12 Dec NBCC was trading at 109.57. The strike last trading price was 2.16, which was -0.68 lower than the previous day. The implied volatity was 26.51, the open interest changed by 17 which increased total open position to 65
On 11 Dec NBCC was trading at 108.31. The strike last trading price was 2.84, which was -1.06 lower than the previous day. The implied volatity was 28.46, the open interest changed by 7 which increased total open position to 48
On 10 Dec NBCC was trading at 106.69. The strike last trading price was 4.06, which was 0.84 higher than the previous day. The implied volatity was 30.03, the open interest changed by 3 which increased total open position to 41
On 9 Dec NBCC was trading at 108.10. The strike last trading price was 3.3, which was -0.4 lower than the previous day. The implied volatity was 31.71, the open interest changed by 1 which increased total open position to 39
On 8 Dec NBCC was trading at 107.98. The strike last trading price was 3.7, which was 1.89 higher than the previous day. The implied volatity was 32.28, the open interest changed by 17 which increased total open position to 39
On 5 Dec NBCC was trading at 112.06. The strike last trading price was 1.68, which was -0.38 lower than the previous day. The implied volatity was 28.14, the open interest changed by 5 which increased total open position to 21
On 4 Dec NBCC was trading at 112.52. The strike last trading price was 2.06, which was 0.29 higher than the previous day. The implied volatity was 31.99, the open interest changed by 2 which increased total open position to 17
On 3 Dec NBCC was trading at 113.21. The strike last trading price was 1.69, which was 0.4 higher than the previous day. The implied volatity was 31.53, the open interest changed by 2 which increased total open position to 15
On 2 Dec NBCC was trading at 115.26. The strike last trading price was 1.29, which was 0.25 higher than the previous day. The implied volatity was 31.21, the open interest changed by 4 which increased total open position to 13
On 1 Dec NBCC was trading at 118.01. The strike last trading price was 1.04, which was -0.56 lower than the previous day. The implied volatity was 32.73, the open interest changed by 0 which decreased total open position to 9
On 28 Nov NBCC was trading at 116.69. The strike last trading price was 1.6, which was -1.07 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 1.6, which was -1.07 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 1.6, which was -1.07 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 1.6, which was -1.07 lower than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 0
On 24 Nov NBCC was trading at 116.47. The strike last trading price was 1.6, which was -1.07 lower than the previous day. The implied volatity was 32.67, the open interest changed by 6 which increased total open position to 8
On 21 Nov NBCC was trading at 112.61. The strike last trading price was 2.67, which was 0.54 higher than the previous day. The implied volatity was 32.99, the open interest changed by 2 which increased total open position to 3
On 20 Nov NBCC was trading at 115.99. The strike last trading price was 2.13, which was -6.02 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 2.13, which was -6.02 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 18 Nov NBCC was trading at 114.96. The strike last trading price was 2.13, which was -6.02 lower than the previous day. The implied volatity was 32.83, 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 8.15, which was 0 lower than the previous day. The implied volatity was 7.54, 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 8.15, which was 0 lower than the previous day. The implied volatity was 5.60, 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 8.15, which was 0 lower than the previous day. The implied volatity was 0.97, 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 8.15, which was 0 lower than the previous day. The implied volatity was 3.69, 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 8.15, which was 0 lower than the previous day. The implied volatity was 4.88, 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 8.15, which was 0 lower than the previous day. The implied volatity was 4.70, 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 8.15, which was 0 lower than the previous day. The implied volatity was 2.98, 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 8.15, which was 0 lower than the previous day. The implied volatity was 5.09, 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 8.15, which was 0 lower than the previous day. The implied volatity was 7.37, 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 8.15, 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 8.15, which was 0 lower than the previous day. The implied volatity was 7.58, 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 8.15, which was 0 lower than the previous day. The implied volatity was 6.18, the open interest changed by 0 which decreased total open position to 0































































































































































































































