[--[65.84.65.76]--]

NBCC

Nbcc (India) Limited
106.69 -1.41 (-1.30%)
L: 106.15 H: 109.2

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Historical option data for NBCC

10 Dec 2025 04:13 PM IST
NBCC 30-DEC-2025 110 CE
Delta: 0.36
Vega: 0.09
Theta: -0.08
Gamma: 0.05
Date Close Ltp Change IV Volume OI Chg OI
10 Dec 106.69 1.7 -0.85 29.01 419 90 548
9 Dec 108.10 2.56 -0.05 29.21 535 102 458
8 Dec 107.98 2.54 -2.32 30.63 552 148 351
5 Dec 112.06 4.8 -0.58 27.65 195 71 205
4 Dec 112.52 5.38 -0.55 30.77 48 9 134
3 Dec 113.21 6.1 -1.31 28.68 79 33 124
2 Dec 115.26 7.4 -2.5 28.30 26 16 91
1 Dec 118.01 9.9 1.05 33.21 4 1 76
28 Nov 116.69 8.85 -0.6 29.48 3 1 74
27 Nov 117.42 9.45 -0.95 26.54 16 1 63
26 Nov 118.51 10.4 0.5 28.27 28 14 63
25 Nov 117.59 9.9 0 31.07 21 6 48
24 Nov 116.47 9.9 3.43 38.83 28 -1 42
21 Nov 112.61 6.47 -2.59 29.01 25 9 44
20 Nov 115.99 8.73 2.04 29.47 68 -3 37
19 Nov 113.04 6.7 -1.34 29.21 34 10 41
18 Nov 114.96 8 -2.02 27.07 11 2 30
17 Nov 116.82 9.94 1.72 30.59 26 -13 28
14 Nov 114.14 8.35 2.69 31.06 137 7 43
13 Nov 108.98 5.66 -7.44 36.48 57 33 35
12 Nov 112.06 13.1 2.3 - 0 0 0
11 Nov 113.59 13.1 2.3 - 0 0 0
10 Nov 113.19 13.1 2.3 - 0 0 0
7 Nov 113.39 13.1 2.3 - 0 0 0
6 Nov 111.44 13.1 2.3 - 0 0 0
4 Nov 113.95 13.1 2.3 - 0 0 0
3 Nov 117.64 13.1 2.3 - 0 0 0
31 Oct 117.41 13.1 2.3 - 0 2 0
30 Oct 118.37 13.1 2.3 37.35 2 0 0
29 Oct 115.22 10.8 0 - 0 0 0
27 Oct 111.50 10.8 0 - 0 0 0
24 Oct 111.69 10.8 0 - 0 0 0
21 Oct 112.72 10.8 0 - 0 0 0
20 Oct 113.48 10.8 0 - 0 0 0
17 Oct 111.41 10.8 0 - 0 0 0
16 Oct 112.36 10.8 0 - 0 0 0
15 Oct 111.87 10.8 0 - 0 0 0
14 Oct 109.84 10.8 0 - 0 0 0
13 Oct 113.29 10.8 0 - 0 0 0
10 Oct 112.66 10.8 0 - 0 0 0
9 Oct 113.65 10.8 0 - 0 0 0
8 Oct 111.05 10.8 0 - 0 0 0
7 Oct 112.62 10.8 0 - 0 0 0
6 Oct 111.34 10.8 0 - 0 0 0
3 Oct 113.12 10.8 0 - 0 0 0


For Nbcc (India) Limited - strike price 110 expiring on 30DEC2025

Delta for 110 CE is 0.36

Historical price for 110 CE is as follows

On 10 Dec NBCC was trading at 106.69. The strike last trading price was 1.7, which was -0.85 lower than the previous day. The implied volatity was 29.01, the open interest changed by 90 which increased total open position to 548


On 9 Dec NBCC was trading at 108.10. The strike last trading price was 2.56, which was -0.05 lower than the previous day. The implied volatity was 29.21, the open interest changed by 102 which increased total open position to 458


On 8 Dec NBCC was trading at 107.98. The strike last trading price was 2.54, which was -2.32 lower than the previous day. The implied volatity was 30.63, the open interest changed by 148 which increased total open position to 351


On 5 Dec NBCC was trading at 112.06. The strike last trading price was 4.8, which was -0.58 lower than the previous day. The implied volatity was 27.65, the open interest changed by 71 which increased total open position to 205


On 4 Dec NBCC was trading at 112.52. The strike last trading price was 5.38, which was -0.55 lower than the previous day. The implied volatity was 30.77, the open interest changed by 9 which increased total open position to 134


On 3 Dec NBCC was trading at 113.21. The strike last trading price was 6.1, which was -1.31 lower than the previous day. The implied volatity was 28.68, the open interest changed by 33 which increased total open position to 124


On 2 Dec NBCC was trading at 115.26. The strike last trading price was 7.4, which was -2.5 lower than the previous day. The implied volatity was 28.30, the open interest changed by 16 which increased total open position to 91


On 1 Dec NBCC was trading at 118.01. The strike last trading price was 9.9, which was 1.05 higher than the previous day. The implied volatity was 33.21, the open interest changed by 1 which increased total open position to 76


On 28 Nov NBCC was trading at 116.69. The strike last trading price was 8.85, which was -0.6 lower than the previous day. The implied volatity was 29.48, the open interest changed by 1 which increased total open position to 74


On 27 Nov NBCC was trading at 117.42. The strike last trading price was 9.45, which was -0.95 lower than the previous day. The implied volatity was 26.54, the open interest changed by 1 which increased total open position to 63


On 26 Nov NBCC was trading at 118.51. The strike last trading price was 10.4, which was 0.5 higher than the previous day. The implied volatity was 28.27, the open interest changed by 14 which increased total open position to 63


On 25 Nov NBCC was trading at 117.59. The strike last trading price was 9.9, which was 0 lower than the previous day. The implied volatity was 31.07, the open interest changed by 6 which increased total open position to 48


On 24 Nov NBCC was trading at 116.47. The strike last trading price was 9.9, which was 3.43 higher than the previous day. The implied volatity was 38.83, the open interest changed by -1 which decreased total open position to 42


On 21 Nov NBCC was trading at 112.61. The strike last trading price was 6.47, which was -2.59 lower than the previous day. The implied volatity was 29.01, the open interest changed by 9 which increased total open position to 44


On 20 Nov NBCC was trading at 115.99. The strike last trading price was 8.73, which was 2.04 higher than the previous day. The implied volatity was 29.47, the open interest changed by -3 which decreased total open position to 37


On 19 Nov NBCC was trading at 113.04. The strike last trading price was 6.7, which was -1.34 lower than the previous day. The implied volatity was 29.21, the open interest changed by 10 which increased total open position to 41


On 18 Nov NBCC was trading at 114.96. The strike last trading price was 8, which was -2.02 lower than the previous day. The implied volatity was 27.07, the open interest changed by 2 which increased total open position to 30


On 17 Nov NBCC was trading at 116.82. The strike last trading price was 9.94, which was 1.72 higher than the previous day. The implied volatity was 30.59, the open interest changed by -13 which decreased total open position to 28


On 14 Nov NBCC was trading at 114.14. The strike last trading price was 8.35, which was 2.69 higher than the previous day. The implied volatity was 31.06, the open interest changed by 7 which increased total open position to 43


On 13 Nov NBCC was trading at 108.98. The strike last trading price was 5.66, which was -7.44 lower than the previous day. The implied volatity was 36.48, the open interest changed by 33 which increased total open position to 35


On 12 Nov NBCC was trading at 112.06. The strike last trading price was 13.1, which was 2.3 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 13.1, which was 2.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 10 Nov NBCC was trading at 113.19. The strike last trading price was 13.1, which was 2.3 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 13.1, which was 2.3 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 13.1, which was 2.3 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 13.1, which was 2.3 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 13.1, which was 2.3 higher 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 13.1, which was 2.3 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0


On 30 Oct NBCC was trading at 118.37. The strike last trading price was 13.1, which was 2.3 higher than the previous day. The implied volatity was 37.35, 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 10.8, 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 27 Oct NBCC was trading at 111.50. The strike last trading price was 10.8, 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 24 Oct NBCC was trading at 111.69. The strike last trading price was 10.8, 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 21 Oct NBCC was trading at 112.72. The strike last trading price was 10.8, 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 20 Oct NBCC was trading at 113.48. The strike last trading price was 10.8, 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 17 Oct NBCC was trading at 111.41. The strike last trading price was 10.8, 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 16 Oct NBCC was trading at 112.36. The strike last trading price was 10.8, 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 Oct NBCC was trading at 111.87. The strike last trading price was 10.8, 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 Oct NBCC was trading at 109.84. The strike last trading price was 10.8, 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 13 Oct NBCC was trading at 113.29. The strike last trading price was 10.8, 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 10 Oct NBCC was trading at 112.66. The strike last trading price was 10.8, 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 9 Oct NBCC was trading at 113.65. The strike last trading price was 10.8, 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 8 Oct NBCC was trading at 111.05. The strike last trading price was 10.8, 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 Oct NBCC was trading at 112.62. The strike last trading price was 10.8, 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 Oct NBCC was trading at 111.34. The strike last trading price was 10.8, 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 Oct NBCC was trading at 113.12. The strike last trading price was 10.8, 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 110 PE
Delta: -0.62
Vega: 0.10
Theta: -0.06
Gamma: 0.05
Date Close Ltp Change IV Volume OI Chg OI
10 Dec 106.69 5.04 1.29 33.69 165 -75 586
9 Dec 108.10 3.77 -0.27 31.06 94 7 661
8 Dec 107.98 4.11 2.01 30.83 626 7 654
5 Dec 112.06 2.12 -0.02 28.94 219 29 647
4 Dec 112.52 2.18 0.11 29.78 144 15 619
3 Dec 113.21 1.9 0.3 30.55 252 3 604
2 Dec 115.26 1.55 0.54 31.22 218 19 601
1 Dec 118.01 1.05 -0.3 31.08 137 27 582
28 Nov 116.69 1.31 0.09 30.18 227 101 554
27 Nov 117.42 1.21 0.05 30.80 109 11 452
26 Nov 118.51 1.14 -0.39 31.37 357 134 427
25 Nov 117.59 1.5 -0.31 32.61 145 42 293
24 Nov 116.47 1.83 -1.28 32.60 606 29 251
21 Nov 112.61 3.05 1.02 33.06 170 95 224
20 Nov 115.99 2.04 -0.78 31.99 249 50 129
19 Nov 113.04 2.88 0.42 31.44 48 18 78
18 Nov 114.96 2.51 0.27 33.37 45 4 60
17 Nov 116.82 2.16 -1.07 34.27 45 9 56
14 Nov 114.14 3.15 -2.5 35.38 65 10 46
13 Nov 108.98 6.2 1.7 39.87 34 6 36
12 Nov 112.06 4.5 0.68 38.04 9 5 29
11 Nov 113.59 3.82 0.02 36.87 6 2 22
10 Nov 113.19 3.8 -0.53 35.78 1 0 19
7 Nov 113.39 4.33 0.01 38.94 2 0 18
6 Nov 111.44 4.32 0.82 33.93 8 6 16
4 Nov 113.95 3.5 0.65 34.05 1 0 10
3 Nov 117.64 2.85 0 36.36 1 0 10
31 Oct 117.41 2.8 -9.25 - 0 10 0
30 Oct 118.37 2.8 -9.25 36.21 13 9 9
29 Oct 115.22 12.05 0 5.52 0 0 0
27 Oct 111.50 12.05 0 - 0 0 0
24 Oct 111.69 12.05 0 2.52 0 0 0
21 Oct 112.72 12.05 0 - 0 0 0
20 Oct 113.48 12.05 0 3.88 0 0 0
17 Oct 111.41 12.05 0 - 0 0 0
16 Oct 112.36 12.05 0 2.94 0 0 0
15 Oct 111.87 12.05 0 - 0 0 0
14 Oct 109.84 12.05 0 1.38 0 0 0
13 Oct 113.29 12.05 0 - 0 0 0
10 Oct 112.66 12.05 0 3.28 0 0 0
9 Oct 113.65 12.05 0 - 0 0 0
8 Oct 111.05 12.05 0 2.06 0 0 0
7 Oct 112.62 12.05 0 3.30 0 0 0
6 Oct 111.34 0 0 - 0 0 0
3 Oct 113.12 0 0 3.49 0 0 0


For Nbcc (India) Limited - strike price 110 expiring on 30DEC2025

Delta for 110 PE is -0.62

Historical price for 110 PE is as follows

On 10 Dec NBCC was trading at 106.69. The strike last trading price was 5.04, which was 1.29 higher than the previous day. The implied volatity was 33.69, the open interest changed by -75 which decreased total open position to 586


On 9 Dec NBCC was trading at 108.10. The strike last trading price was 3.77, which was -0.27 lower than the previous day. The implied volatity was 31.06, the open interest changed by 7 which increased total open position to 661


On 8 Dec NBCC was trading at 107.98. The strike last trading price was 4.11, which was 2.01 higher than the previous day. The implied volatity was 30.83, the open interest changed by 7 which increased total open position to 654


On 5 Dec NBCC was trading at 112.06. The strike last trading price was 2.12, which was -0.02 lower than the previous day. The implied volatity was 28.94, the open interest changed by 29 which increased total open position to 647


On 4 Dec NBCC was trading at 112.52. The strike last trading price was 2.18, which was 0.11 higher than the previous day. The implied volatity was 29.78, the open interest changed by 15 which increased total open position to 619


On 3 Dec NBCC was trading at 113.21. The strike last trading price was 1.9, which was 0.3 higher than the previous day. The implied volatity was 30.55, the open interest changed by 3 which increased total open position to 604


On 2 Dec NBCC was trading at 115.26. The strike last trading price was 1.55, which was 0.54 higher than the previous day. The implied volatity was 31.22, the open interest changed by 19 which increased total open position to 601


On 1 Dec NBCC was trading at 118.01. The strike last trading price was 1.05, which was -0.3 lower than the previous day. The implied volatity was 31.08, the open interest changed by 27 which increased total open position to 582


On 28 Nov NBCC was trading at 116.69. The strike last trading price was 1.31, which was 0.09 higher than the previous day. The implied volatity was 30.18, the open interest changed by 101 which increased total open position to 554


On 27 Nov NBCC was trading at 117.42. The strike last trading price was 1.21, which was 0.05 higher than the previous day. The implied volatity was 30.80, the open interest changed by 11 which increased total open position to 452


On 26 Nov NBCC was trading at 118.51. The strike last trading price was 1.14, which was -0.39 lower than the previous day. The implied volatity was 31.37, the open interest changed by 134 which increased total open position to 427


On 25 Nov NBCC was trading at 117.59. The strike last trading price was 1.5, which was -0.31 lower than the previous day. The implied volatity was 32.61, the open interest changed by 42 which increased total open position to 293


On 24 Nov NBCC was trading at 116.47. The strike last trading price was 1.83, which was -1.28 lower than the previous day. The implied volatity was 32.60, the open interest changed by 29 which increased total open position to 251


On 21 Nov NBCC was trading at 112.61. The strike last trading price was 3.05, which was 1.02 higher than the previous day. The implied volatity was 33.06, the open interest changed by 95 which increased total open position to 224


On 20 Nov NBCC was trading at 115.99. The strike last trading price was 2.04, which was -0.78 lower than the previous day. The implied volatity was 31.99, the open interest changed by 50 which increased total open position to 129


On 19 Nov NBCC was trading at 113.04. The strike last trading price was 2.88, which was 0.42 higher than the previous day. The implied volatity was 31.44, the open interest changed by 18 which increased total open position to 78


On 18 Nov NBCC was trading at 114.96. The strike last trading price was 2.51, which was 0.27 higher than the previous day. The implied volatity was 33.37, the open interest changed by 4 which increased total open position to 60


On 17 Nov NBCC was trading at 116.82. The strike last trading price was 2.16, which was -1.07 lower than the previous day. The implied volatity was 34.27, the open interest changed by 9 which increased total open position to 56


On 14 Nov NBCC was trading at 114.14. The strike last trading price was 3.15, which was -2.5 lower than the previous day. The implied volatity was 35.38, the open interest changed by 10 which increased total open position to 46


On 13 Nov NBCC was trading at 108.98. The strike last trading price was 6.2, which was 1.7 higher than the previous day. The implied volatity was 39.87, the open interest changed by 6 which increased total open position to 36


On 12 Nov NBCC was trading at 112.06. The strike last trading price was 4.5, which was 0.68 higher than the previous day. The implied volatity was 38.04, the open interest changed by 5 which increased total open position to 29


On 11 Nov NBCC was trading at 113.59. The strike last trading price was 3.82, which was 0.02 higher than the previous day. The implied volatity was 36.87, the open interest changed by 2 which increased total open position to 22


On 10 Nov NBCC was trading at 113.19. The strike last trading price was 3.8, which was -0.53 lower than the previous day. The implied volatity was 35.78, the open interest changed by 0 which decreased total open position to 19


On 7 Nov NBCC was trading at 113.39. The strike last trading price was 4.33, which was 0.01 higher than the previous day. The implied volatity was 38.94, the open interest changed by 0 which decreased total open position to 18


On 6 Nov NBCC was trading at 111.44. The strike last trading price was 4.32, which was 0.82 higher than the previous day. The implied volatity was 33.93, the open interest changed by 6 which increased total open position to 16


On 4 Nov NBCC was trading at 113.95. The strike last trading price was 3.5, which was 0.65 higher than the previous day. The implied volatity was 34.05, the open interest changed by 0 which decreased total open position to 10


On 3 Nov NBCC was trading at 117.64. The strike last trading price was 2.85, which was 0 lower than the previous day. The implied volatity was 36.36, the open interest changed by 0 which decreased total open position to 10


On 31 Oct NBCC was trading at 117.41. The strike last trading price was 2.8, which was -9.25 lower than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 0


On 30 Oct NBCC was trading at 118.37. The strike last trading price was 2.8, which was -9.25 lower than the previous day. The implied volatity was 36.21, the open interest changed by 9 which increased total open position to 9


On 29 Oct NBCC was trading at 115.22. The strike last trading price was 12.05, which was 0 lower than the previous day. The implied volatity was 5.52, the open interest changed by 0 which decreased total open position to 0


On 27 Oct NBCC was trading at 111.50. The strike last trading price was 12.05, 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 24 Oct NBCC was trading at 111.69. The strike last trading price was 12.05, which was 0 lower than the previous day. The implied volatity was 2.52, the open interest changed by 0 which decreased total open position to 0


On 21 Oct NBCC was trading at 112.72. The strike last trading price was 12.05, 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 20 Oct NBCC was trading at 113.48. The strike last trading price was 12.05, which was 0 lower than the previous day. The implied volatity was 3.88, the open interest changed by 0 which decreased total open position to 0


On 17 Oct NBCC was trading at 111.41. The strike last trading price was 12.05, 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 16 Oct NBCC was trading at 112.36. The strike last trading price was 12.05, which was 0 lower than the previous day. The implied volatity was 2.94, the open interest changed by 0 which decreased total open position to 0


On 15 Oct NBCC was trading at 111.87. The strike last trading price was 12.05, 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 Oct NBCC was trading at 109.84. The strike last trading price was 12.05, which was 0 lower than the previous day. The implied volatity was 1.38, the open interest changed by 0 which decreased total open position to 0


On 13 Oct NBCC was trading at 113.29. The strike last trading price was 12.05, 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 10 Oct NBCC was trading at 112.66. The strike last trading price was 12.05, which was 0 lower than the previous day. The implied volatity was 3.28, the open interest changed by 0 which decreased total open position to 0


On 9 Oct NBCC was trading at 113.65. The strike last trading price was 12.05, 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 8 Oct NBCC was trading at 111.05. The strike last trading price was 12.05, which was 0 lower than the previous day. The implied volatity was 2.06, the open interest changed by 0 which decreased total open position to 0


On 7 Oct NBCC was trading at 112.62. The strike last trading price was 12.05, which was 0 lower than the previous day. The implied volatity was 3.30, the open interest changed by 0 which decreased total open position to 0


On 6 Oct NBCC was trading at 111.34. 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 Oct NBCC was trading at 113.12. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 3.49, the open interest changed by 0 which decreased total open position to 0