Historical option data for NBCC
22 Jun 2026 01:16 PM IST
| NBCC 28-Jul-2026 (36d) 110 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.56
Vega: 0
Theta: -0.08
Gamma: 0.02774
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 22 Jun | 110.80 | 6.35 | -0.65 (-9.29%) | 40.54 | 23 | 6 | 152 | |||||||||
| 19 Jun | 111.45 | 7.12 | 1.12 (18.67%) | 40.88 | 54 | 15 | 147 | |||||||||
| 18 Jun | 110.15 | 6.27 | -1.73 (-21.63%) | 40.89 | 96 | 55 | 132 | |||||||||
| 17 Jun | 112.83 | 8 | 2 (33.33%) | 40.36 | 121 | -15 | 77 | |||||||||
| 16 Jun | 109.14 | 6 | 1 (20.00%) | 40.44 | 83 | 16 | 94 | |||||||||
| 15 Jun | 107.36 | 5.44 | 0.44 (8.80%) | 42.56 | 36 | 16 | 77 | |||||||||
| 12 Jun | 105.16 | 4.7 | 1.7 (56.67%) | 42.2 | 50 | 10 | 60 | |||||||||
| 11 Jun | 100.52 | 3.2 | -0.8 (-20.00%) | 43.86 | 33 | 6 | 51 | |||||||||
| 10 Jun | 103.00 | 4 | -1 (-20.00%) | 43.2 | 23 | 9 | 44 | |||||||||
| 9 Jun | 105.83 | 5.35 | 1.35 (33.75%) | 43.27 | 17 | 10 | 34 | |||||||||
| 8 Jun | 103.46 | 4.4 | -0.6 (-12.00%) | 43.07 | 6 | 1 | 23 | |||||||||
| 5 Jun | 106.36 | 5.44 | 0.44 (8.80%) | 43.15 | 18 | 3 | 22 | |||||||||
| 4 Jun | 104.08 | 5.19 | 1.19 (29.75%) | 43.93 | 6 | 0 | 19 | |||||||||
| 3 Jun | 102.24 | 3.78 | -1.22 (-24.40%) | 44.27 | 9 | -1 | 19 | |||||||||
| 2 Jun | 104.11 | 4.81 | 0.81 (20.25%) | 41.82 | 19 | 17 | 20 | |||||||||
| 1 Jun | 104.40 | 3.95 | -0.05 (-1.25%) | 42 | 3 | 0 | 3 | |||||||||
| 29 May | 100.26 | 3.95 | -0.74 (-15.78%) | 42 | 3 | 3 | 3 | |||||||||
| 18 May | 91.21 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 15 May | 93.82 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 May | 95.49 | 0 | 0 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 13 May | 94.88 | 0 | -4.69 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 12 May | 92.66 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Nbcc (India) Limited - strike price 110 expiring on 28JUL2026
Delta for 110 CE is 0.56
Historical price for 110 CE is as follows
On 22 Jun NBCC was trading at 110.80. The strike last trading price was 6.35, which was -0.65 lower than the previous day. The implied volatity was 40.54, the open interest changed by 6 which increased total open position to 152
On 19 Jun NBCC was trading at 111.45. The strike last trading price was 7.12, which was 1.12 higher than the previous day. The implied volatity was 40.88, the open interest changed by 15 which increased total open position to 147
On 18 Jun NBCC was trading at 110.15. The strike last trading price was 6.27, which was -1.73 lower than the previous day. The implied volatity was 40.89, the open interest changed by 55 which increased total open position to 132
On 17 Jun NBCC was trading at 112.83. The strike last trading price was 8, which was 2 higher than the previous day. The implied volatity was 40.36, the open interest changed by -15 which decreased total open position to 77
On 16 Jun NBCC was trading at 109.14. The strike last trading price was 6, which was 1 higher than the previous day. The implied volatity was 40.44, the open interest changed by 16 which increased total open position to 94
On 15 Jun NBCC was trading at 107.36. The strike last trading price was 5.44, which was 0.44 higher than the previous day. The implied volatity was 42.56, the open interest changed by 16 which increased total open position to 77
On 12 Jun NBCC was trading at 105.16. The strike last trading price was 4.7, which was 1.7 higher than the previous day. The implied volatity was 42.2, the open interest changed by 10 which increased total open position to 60
On 11 Jun NBCC was trading at 100.52. The strike last trading price was 3.2, which was -0.8 lower than the previous day. The implied volatity was 43.86, the open interest changed by 6 which increased total open position to 51
On 10 Jun NBCC was trading at 103.00. The strike last trading price was 4, which was -1 lower than the previous day. The implied volatity was 43.2, the open interest changed by 9 which increased total open position to 44
On 9 Jun NBCC was trading at 105.83. The strike last trading price was 5.35, which was 1.35 higher than the previous day. The implied volatity was 43.27, the open interest changed by 10 which increased total open position to 34
On 8 Jun NBCC was trading at 103.46. The strike last trading price was 4.4, which was -0.6 lower than the previous day. The implied volatity was 43.07, the open interest changed by 1 which increased total open position to 23
On 5 Jun NBCC was trading at 106.36. The strike last trading price was 5.44, which was 0.44 higher than the previous day. The implied volatity was 43.15, the open interest changed by 3 which increased total open position to 22
On 4 Jun NBCC was trading at 104.08. The strike last trading price was 5.19, which was 1.19 higher than the previous day. The implied volatity was 43.93, the open interest changed by 0 which decreased total open position to 19
On 3 Jun NBCC was trading at 102.24. The strike last trading price was 3.78, which was -1.22 lower than the previous day. The implied volatity was 44.27, the open interest changed by -1 which decreased total open position to 19
On 2 Jun NBCC was trading at 104.11. The strike last trading price was 4.81, which was 0.81 higher than the previous day. The implied volatity was 41.82, the open interest changed by 17 which increased total open position to 20
On 1 Jun NBCC was trading at 104.40. The strike last trading price was 3.95, which was -0.05 lower than the previous day. The implied volatity was 42, the open interest changed by 0 which decreased total open position to 3
On 29 May NBCC was trading at 100.26. The strike last trading price was 3.95, which was -0.74 lower than the previous day. The implied volatity was 42, the open interest changed by 3 which increased total open position to 3
On 18 May NBCC was trading at 91.21. 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 15 May NBCC was trading at 93.82. 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 14 May NBCC was trading at 95.49. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 13 May NBCC was trading at 94.88. The strike last trading price was 0, which was -4.69 lower than the previous day. The implied volatity was 0, 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 0 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 (36d) 110 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.42
Vega: 0
Theta: -0.06
Gamma: 0.02959
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 22 Jun | 110.80 | 4.41 | 0.04 (0.92%) | 37.69 | 24 | 4 | 48 |
| 19 Jun | 111.45 | 4.25 | -1.01 (-19.20%) | 36.82 | 34 | 17 | 44 |
| 18 Jun | 110.15 | 5.26 | 1.31 (33.16%) | 37.79 | 13 | 4 | 28 |
| 17 Jun | 112.83 | 3.95 | -1.81 (-31.42%) | 37.4 | 20 | 10 | 23 |
| 16 Jun | 109.14 | 5.76 | -0.84 (-12.73%) | 37.79 | 9 | 4 | 13 |
| 15 Jun | 107.36 | 6.66 | -1.41 (-17.47%) | 37 | 9 | -1 | 9 |
| 12 Jun | 105.16 | 8.07 | -4.04 (-33.36%) | 38.69 | 2 | 0 | 9 |
| 11 Jun | 100.52 | 12.11 | 3.99 (49.14%) | 42.81 | 3 | 1 | 9 |
| 10 Jun | 103.00 | 8.12 | -0.78 (-8.76%) | 40.6 | 16 | 7 | 9 |
| 9 Jun | 105.83 | 8.9 | 8.9 (11.25%) | 40.47 | 4 | 0 | 2 |
| 8 Jun | 103.46 | 8.9 | 0.9 (11.25%) | 40.47 | 4 | 1 | 2 |
| 5 Jun | 106.36 | 8 | -10.48 (-56.71%) | 39.74 | 7 | 0 | 0 |
| 4 Jun | 104.08 | 0 | 0 | - | 0 | 0 | 0 |
| 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 |
| 18 May | 91.21 | 0 | -18 (-100.00%) | - | 0 | 0 | 0 |
| 15 May | 93.82 | 0 | -18 (-100.00%) | - | 0 | 0 | 0 |
| 14 May | 95.49 | 0 | -18 (-100.00%) | 0 | 0 | 0 | 0 |
| 13 May | 94.88 | 0 | -18 (-100.00%) | 0 | 0 | 0 | 0 |
| 12 May | 92.66 | 0 | -18 (-100.00%) | 0 | 0 | 0 | 0 |
For Nbcc (India) Limited - strike price 110 expiring on 28JUL2026
Delta for 110 PE is -0.42
Historical price for 110 PE is as follows
On 22 Jun NBCC was trading at 110.80. The strike last trading price was 4.41, which was 0.04 higher than the previous day. The implied volatity was 37.69, the open interest changed by 4 which increased total open position to 48
On 19 Jun NBCC was trading at 111.45. The strike last trading price was 4.25, which was -1.01 lower than the previous day. The implied volatity was 36.82, the open interest changed by 17 which increased total open position to 44
On 18 Jun NBCC was trading at 110.15. The strike last trading price was 5.26, which was 1.31 higher than the previous day. The implied volatity was 37.79, the open interest changed by 4 which increased total open position to 28
On 17 Jun NBCC was trading at 112.83. The strike last trading price was 3.95, which was -1.81 lower than the previous day. The implied volatity was 37.4, the open interest changed by 10 which increased total open position to 23
On 16 Jun NBCC was trading at 109.14. The strike last trading price was 5.76, which was -0.84 lower than the previous day. The implied volatity was 37.79, the open interest changed by 4 which increased total open position to 13
On 15 Jun NBCC was trading at 107.36. The strike last trading price was 6.66, which was -1.41 lower than the previous day. The implied volatity was 37, the open interest changed by -1 which decreased total open position to 9
On 12 Jun NBCC was trading at 105.16. The strike last trading price was 8.07, which was -4.04 lower than the previous day. The implied volatity was 38.69, the open interest changed by 0 which decreased total open position to 9
On 11 Jun NBCC was trading at 100.52. The strike last trading price was 12.11, which was 3.99 higher than the previous day. The implied volatity was 42.81, the open interest changed by 1 which increased total open position to 9
On 10 Jun NBCC was trading at 103.00. The strike last trading price was 8.12, which was -0.78 lower than the previous day. The implied volatity was 40.6, the open interest changed by 7 which increased total open position to 9
On 9 Jun NBCC was trading at 105.83. The strike last trading price was 8.9, which was 8.9 higher than the previous day. The implied volatity was 40.47, the open interest changed by 0 which decreased total open position to 2
On 8 Jun NBCC was trading at 103.46. The strike last trading price was 8.9, which was 0.9 higher than the previous day. The implied volatity was 40.47, the open interest changed by 1 which increased total open position to 2
On 5 Jun NBCC was trading at 106.36. The strike last trading price was 8, which was -10.48 lower than the previous day. The implied volatity was 39.74, the open interest changed by 0 which decreased total open position to 0
On 4 Jun NBCC was trading at 104.08. 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 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 18 May NBCC was trading at 91.21. The strike last trading price was 0, which was -18 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 15 May NBCC was trading at 93.82. The strike last trading price was 0, which was -18 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 May NBCC was trading at 95.49. The strike last trading price was 0, which was -18 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 13 May NBCC was trading at 94.88. The strike last trading price was 0, which was -18 lower than the previous day. The implied volatity was 0, 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 -18 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
