[--[65.84.65.76]--]

NBCC

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

Back to Option Chain


Historical option data for NBCC

19 Dec 2025 04:13 PM IST
NBCC 30-DEC-2025 109 CE
Delta: 0.81
Vega: 0.05
Theta: -0.09
Gamma: 0.05
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
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
Delta: -0.19
Vega: 0.05
Theta: -0.06
Gamma: 0.05
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