NBCC

Nbcc (India) Limited

109.56 -2.12 (-1.90%)

L: 109.16 H: 113.25

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Historical option data for NBCC
17 Dec 2025 04:13 PM IST

Strike Price

Expiry

Ltp Ltp OI Open Interest (OI) OI Chg Change Open Interest Volume Volume IV IV

Call
Put

Per Lot

NBCC 30-DEC-2025 111 CE
Delta: 0.43 Vega: 0.08 Theta: -0.10 Gamma: 0.06
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
17 Dec	109.56	1.86 ₹ 12,090	-1.04 -6760.00	29.59	296 19,24,000	43 2,79,500	246 15,99,000
16 Dec	111.68	2.88 ₹ 18,720	-2.97 -19305.00	29.18	146 9,49,000	-83 -5,39,500	202 13,13,000
15 Dec	115.39	5.96 ₹ 38,740	3.76 24440.00	29.71	587 38,15,500	217 14,10,500	288 18,72,000
12 Dec	109.57	2.13 ₹ 13,845	0.35 2275.00	27.41	171 11,11,500	2 13,000	73 4,74,500
11 Dec	108.31	1.78 ₹ 11,570	0.36 2340.00	26.95	67 4,35,500	-3 -19,500	72 4,68,000
10 Dec	106.69	1.45 ₹ 9,425	-0.73 -4745.00	29.67	53 3,44,500	5 32,500	71 4,61,500
9 Dec	108.10	2.18 ₹ 14,170	-0.11 -715.00	29.46	51 3,31,500	4 26,000	64 4,16,000
8 Dec	107.98	2.35 ₹ 15,275	-1.84 -11960.00	32.55	106 6,89,000	24 1,56,000	59 3,83,500
5 Dec	112.06	4.23 ₹ 27,495	-0.53 -3445.00	27.88	71 4,61,500	26 1,69,000	36 2,34,000
4 Dec	112.52	4.7 ₹ 30,550	-5.2 -33800.00	30.00	17 1,10,500	8 52,000	9 58,500
3 Dec	113.21	9.9 ₹ 64,350	0.6 3900.00	-	0 0	0 0	0 0
2 Dec	115.26	9.9 ₹ 64,350	0.6 3900.00	-	0 0	0 0	0 0
1 Dec	118.01	9.9 ₹ 64,350	0.6 3900.00	-	0 0	0 0	0 0
28 Nov	116.69	9.9 ₹ 64,350	0.6 3900.00	-	0 0	0 0	0 0
27 Nov	117.42	9.9 ₹ 64,350	0.6 3900.00	-	0 0	0 0	0 0
26 Nov	118.51	9.9 ₹ 64,350	0.6 3900.00	31.71	1 6,500	0 0	1 6,500
25 Nov	117.59	9.3 ₹ 60,450	0.75 4875.00	31.78	1 6,500	0 0	1 6,500
24 Nov	116.47	8.55 ₹ 55,575	-1 -6500.00	-	0 0	0 0	0 0
21 Nov	112.61	8.55 ₹ 55,575	-1 -6500.00	-	0 0	0 0	0 0
20 Nov	115.99	8.55 ₹ 55,575	-1 -6500.00	-	0 0	0 0	0 0
19 Nov	113.04	8.55 ₹ 55,575	-1 -6500.00	-	0 0	-1 -6,500	0 0
18 Nov	114.96	8.55 ₹ 55,575	-1 -6500.00	36.75	2 13,000	0 0	2 13,000
17 Nov	116.82	9.55 ₹ 62,075	1.45 9425.00	32.98	2 13,000	0 0	2 13,000
14 Nov	114.14	8.1 ₹ 52,650	2.5 16250.00	33.69	4 26,000	0 0	2 13,000
13 Nov	108.98	5.6 ₹ 36,400	-2.5 -16250.00	39.01	1 6,500	0 0	2 13,000
12 Nov	112.06	8.1 ₹ 52,650	1.01 6565.00	-	0 0	0 0	0 0
11 Nov	113.59	8.1 ₹ 52,650	1.01 6565.00	-	0 0	-1 -6,500	0 0
10 Nov	113.19	8.1 ₹ 52,650	1.01 6565.00	36.77	2 13,000	0 0	3 19,500
7 Nov	113.39	7.09 ₹ 46,085	-3.31 -21515.00	28.29	1 6,500	0 0	2 13,000
6 Nov	111.44	10.4 ₹ 67,600	0.75 4875.00	-	0 0	0 0	0 0
4 Nov	113.95	10.4 ₹ 67,600	0.75 4875.00	-	0 0	0 0	0 0
3 Nov	117.64	10.4 ₹ 67,600	0.75 4875.00	-	0 0	0 0	0 0

31 Oct	117.41	10.4 ₹ 67,600	0.75 4875.00	-	0 0	2 13,000	0 0
30 Oct	118.37	10.4 ₹ 67,600	0.75 4875.00	24.35	2 13,000	0 0	0 0
29 Oct	115.22	9.65 ₹ 62,725	0 0.00	-	0 0	0 0	0 0

For Nbcc (India) Limited - strike price 111 expiring on 30DEC2025

Delta for 111 CE is 0.43

Historical price for 111 CE is as follows

On 17 Dec NBCC was trading at 109.56. The strike last trading price was 1.86, which was -1.04 lower than the previous day. The implied volatity was 29.59, the open interest changed by 43 which increased total open position to 246

On 16 Dec NBCC was trading at 111.68. The strike last trading price was 2.88, which was -2.97 lower than the previous day. The implied volatity was 29.18, the open interest changed by -83 which decreased total open position to 202

On 15 Dec NBCC was trading at 115.39. The strike last trading price was 5.96, which was 3.76 higher than the previous day. The implied volatity was 29.71, the open interest changed by 217 which increased total open position to 288

On 12 Dec NBCC was trading at 109.57. The strike last trading price was 2.13, which was 0.35 higher than the previous day. The implied volatity was 27.41, the open interest changed by 2 which increased total open position to 73

On 11 Dec NBCC was trading at 108.31. The strike last trading price was 1.78, which was 0.36 higher than the previous day. The implied volatity was 26.95, the open interest changed by -3 which decreased total open position to 72

On 10 Dec NBCC was trading at 106.69. The strike last trading price was 1.45, which was -0.73 lower than the previous day. The implied volatity was 29.67, the open interest changed by 5 which increased total open position to 71

On 9 Dec NBCC was trading at 108.10. The strike last trading price was 2.18, which was -0.11 lower than the previous day. The implied volatity was 29.46, the open interest changed by 4 which increased total open position to 64

On 8 Dec NBCC was trading at 107.98. The strike last trading price was 2.35, which was -1.84 lower than the previous day. The implied volatity was 32.55, the open interest changed by 24 which increased total open position to 59

On 5 Dec NBCC was trading at 112.06. The strike last trading price was 4.23, which was -0.53 lower than the previous day. The implied volatity was 27.88, the open interest changed by 26 which increased total open position to 36

On 4 Dec NBCC was trading at 112.52. The strike last trading price was 4.7, which was -5.2 lower than the previous day. The implied volatity was 30.00, the open interest changed by 8 which increased total open position to 9

On 3 Dec NBCC was trading at 113.21. The strike last trading price was 9.9, which was 0.6 higher 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 9.9, which was 0.6 higher 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 9.9, which was 0.6 higher 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 9.9, which was 0.6 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 9.9, which was 0.6 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 9.9, which was 0.6 higher than the previous day. The implied volatity was 31.71, the open interest changed by 0 which decreased total open position to 1

On 25 Nov NBCC was trading at 117.59. The strike last trading price was 9.3, which was 0.75 higher than the previous day. The implied volatity was 31.78, the open interest changed by 0 which decreased total open position to 1

On 24 Nov NBCC was trading at 116.47. The strike last trading price was 8.55, which was -1 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 8.55, which was -1 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 8.55, which was -1 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 8.55, which was -1 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0

On 18 Nov NBCC was trading at 114.96. The strike last trading price was 8.55, which was -1 lower than the previous day. The implied volatity was 36.75, the open interest changed by 0 which decreased total open position to 2

On 17 Nov NBCC was trading at 116.82. The strike last trading price was 9.55, which was 1.45 higher than the previous day. The implied volatity was 32.98, 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 8.1, which was 2.5 higher than the previous day. The implied volatity was 33.69, the open interest changed by 0 which decreased total open position to 2

On 13 Nov NBCC was trading at 108.98. The strike last trading price was 5.6, which was -2.5 lower than the previous day. The implied volatity was 39.01, the open interest changed by 0 which decreased total open position to 2

On 12 Nov NBCC was trading at 112.06. The strike last trading price was 8.1, which was 1.01 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 8.1, which was 1.01 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0

On 10 Nov NBCC was trading at 113.19. The strike last trading price was 8.1, which was 1.01 higher than the previous day. The implied volatity was 36.77, the open interest changed by 0 which decreased total open position to 3

On 7 Nov NBCC was trading at 113.39. The strike last trading price was 7.09, which was -3.31 lower than the previous day. The implied volatity was 28.29, the open interest changed by 0 which decreased total open position to 2

On 6 Nov NBCC was trading at 111.44. The strike last trading price was 10.4, which was 0.75 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 10.4, which was 0.75 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 10.4, which was 0.75 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 10.4, which was 0.75 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 10.4, which was 0.75 higher than the previous day. The implied volatity was 24.35, 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 9.65, 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 111 PE
Delta: -0.57 Vega: 0.08 Theta: -0.08 Gamma: 0.06
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
17 Dec	109.56	3.21 ₹ 20,865	1.04 6760.00	30.39	160 10,40,000	26 1,69,000	122 7,93,000
16 Dec	111.68	2.3 ₹ 14,950	1.27 8255.00	30.28	236 15,34,000	-4 -26,000	95 6,17,500
15 Dec	115.39	0.99 ₹ 6,435	-2.17 -14105.00	30.94	394 25,61,000	35 2,27,500	97 6,30,500
12 Dec	109.57	3.16 ₹ 20,540	-0.93 -6045.00	26.12	15 97,500	2 13,000	65 4,22,500
11 Dec	108.31	4.09 ₹ 26,585	-0.99 -6435.00	29.63	17 1,10,500	4 26,000	63 4,09,500
10 Dec	106.69	5.08 ₹ 33,020	0.69 4485.00	26.65	1 6,500	0 0	59 3,83,500
9 Dec	108.10	4.38 ₹ 28,470	-0.75 -4875.00	31.31	13 84,500	1 6,500	62 4,03,000
8 Dec	107.98	5.13 ₹ 33,345	2.63 17095.00	34.85	103 6,69,500	1 6,500	60 3,90,000
5 Dec	112.06	2.52 ₹ 16,380	-0.11 -715.00	28.92	127 8,25,500	27 1,75,500	59 3,83,500
4 Dec	112.52	2.63 ₹ 17,095	-0.11 -715.00	30.24	17 1,10,500	7 45,500	32 2,08,000
3 Dec	113.21	2.74 ₹ 17,810	1.49 9685.00	34.84	5 32,500	1 6,500	25 1,62,500
2 Dec	115.26	1.26 ₹ 8,190	-0.35 -2275.00	-	0 0	10 65,000	0 0
1 Dec	118.01	1.26 ₹ 8,190	-0.35 -2275.00	31.02	35 2,27,500	9 58,500	23 1,49,500
28 Nov	116.69	1.59 ₹ 10,335	-0.14 -910.00	30.44	8 52,000	2 13,000	14 91,000
27 Nov	117.42	1.73 ₹ 11,245	-1.83 -11895.00	-	0 0	0 0	0 0
26 Nov	118.51	1.73 ₹ 11,245	-1.83 -11895.00	-	0 0	9 58,500	0 0
25 Nov	117.59	1.73 ₹ 11,245	-1.83 -11895.00	32.58	11 71,500	8 52,000	11 71,500
24 Nov	116.47	3.58 ₹ 23,270	-5.62 -36530.00	-	0 0	3 19,500	0 0
21 Nov	112.61	3.58 ₹ 23,270	-5.62 -36530.00	33.96	3 19,500	0 0	0 0
20 Nov	115.99	9.2 ₹ 59,800	0 0.00	5.36	0 0	0 0	0 0
19 Nov	113.04	9.2 ₹ 59,800	0 0.00	2.83	0 0	0 0	0 0
18 Nov	114.96	9.2 ₹ 59,800	0 0.00	4.48	0 0	0 0	0 0
17 Nov	116.82	9.2 ₹ 59,800	0 0.00	6.01	0 0	0 0	0 0
14 Nov	114.14	9.2 ₹ 59,800	0 0.00	3.97	0 0	0 0	0 0
13 Nov	108.98	9.2 ₹ 59,800	0 0.00	-	0 0	0 0	0 0
12 Nov	112.06	9.2 ₹ 59,800	0 0.00	2.06	0 0	0 0	0 0
11 Nov	113.59	9.2 ₹ 59,800	0 0.00	3.33	0 0	0 0	0 0
10 Nov	113.19	9.2 ₹ 59,800	0 0.00	3.05	0 0	0 0	0 0
7 Nov	113.39	9.2 ₹ 59,800	0 0.00	3.20	0 0	0 0	0 0
6 Nov	111.44	9.2 ₹ 59,800	0 0.00	1.65	0 0	0 0	0 0
4 Nov	113.95	9.2 ₹ 59,800	0 0.00	3.64	0 0	0 0	0 0
3 Nov	117.64	9.2 ₹ 59,800	0 0.00	6.04	0 0	0 0	0 0
31 Oct	117.41	9.2 ₹ 59,800	0 0.00	-	0 0	0 0	0 0
30 Oct	118.37	9.2 ₹ 59,800	0 0.00	6.31	0 0	0 0	0 0
29 Oct	115.22	9.2 ₹ 59,800	0 0.00	4.85	0 0	0 0	0 0

For Nbcc (India) Limited - strike price 111 expiring on 30DEC2025

Delta for 111 PE is -0.57

Historical price for 111 PE is as follows

On 17 Dec NBCC was trading at 109.56. The strike last trading price was 3.21, which was 1.04 higher than the previous day. The implied volatity was 30.39, the open interest changed by 26 which increased total open position to 122

On 16 Dec NBCC was trading at 111.68. The strike last trading price was 2.3, which was 1.27 higher than the previous day. The implied volatity was 30.28, the open interest changed by -4 which decreased total open position to 95

On 15 Dec NBCC was trading at 115.39. The strike last trading price was 0.99, which was -2.17 lower than the previous day. The implied volatity was 30.94, the open interest changed by 35 which increased total open position to 97

On 12 Dec NBCC was trading at 109.57. The strike last trading price was 3.16, which was -0.93 lower than the previous day. The implied volatity was 26.12, the open interest changed by 2 which increased total open position to 65

On 11 Dec NBCC was trading at 108.31. The strike last trading price was 4.09, which was -0.99 lower than the previous day. The implied volatity was 29.63, the open interest changed by 4 which increased total open position to 63

On 10 Dec NBCC was trading at 106.69. The strike last trading price was 5.08, which was 0.69 higher than the previous day. The implied volatity was 26.65, the open interest changed by 0 which decreased total open position to 59

On 9 Dec NBCC was trading at 108.10. The strike last trading price was 4.38, which was -0.75 lower than the previous day. The implied volatity was 31.31, the open interest changed by 1 which increased total open position to 62

On 8 Dec NBCC was trading at 107.98. The strike last trading price was 5.13, which was 2.63 higher than the previous day. The implied volatity was 34.85, the open interest changed by 1 which increased total open position to 60

On 5 Dec NBCC was trading at 112.06. The strike last trading price was 2.52, which was -0.11 lower than the previous day. The implied volatity was 28.92, the open interest changed by 27 which increased total open position to 59

On 4 Dec NBCC was trading at 112.52. The strike last trading price was 2.63, which was -0.11 lower than the previous day. The implied volatity was 30.24, the open interest changed by 7 which increased total open position to 32

On 3 Dec NBCC was trading at 113.21. The strike last trading price was 2.74, which was 1.49 higher than the previous day. The implied volatity was 34.84, the open interest changed by 1 which increased total open position to 25

On 2 Dec NBCC was trading at 115.26. The strike last trading price was 1.26, which was -0.35 lower than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 0

On 1 Dec NBCC was trading at 118.01. The strike last trading price was 1.26, which was -0.35 lower than the previous day. The implied volatity was 31.02, the open interest changed by 9 which increased total open position to 23

On 28 Nov NBCC was trading at 116.69. The strike last trading price was 1.59, which was -0.14 lower than the previous day. The implied volatity was 30.44, the open interest changed by 2 which increased total open position to 14

On 27 Nov NBCC was trading at 117.42. The strike last trading price was 1.73, which was -1.83 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 1.73, which was -1.83 lower than the previous day. The implied volatity was -, the open interest changed by 9 which increased total open position to 0

On 25 Nov NBCC was trading at 117.59. The strike last trading price was 1.73, which was -1.83 lower than the previous day. The implied volatity was 32.58, the open interest changed by 8 which increased total open position to 11

On 24 Nov NBCC was trading at 116.47. The strike last trading price was 3.58, which was -5.62 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0

On 21 Nov NBCC was trading at 112.61. The strike last trading price was 3.58, which was -5.62 lower than the previous day. The implied volatity was 33.96, 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 9.2, which was 0 lower than the previous day. The implied volatity was 5.36, 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 9.2, which was 0 lower than the previous day. The implied volatity was 2.83, 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 9.2, which was 0 lower than the previous day. The implied volatity was 4.48, 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 9.2, which was 0 lower than the previous day. The implied volatity was 6.01, 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 9.2, which was 0 lower than the previous day. The implied volatity was 3.97, 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 9.2, 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 12 Nov NBCC was trading at 112.06. The strike last trading price was 9.2, 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 11 Nov NBCC was trading at 113.59. The strike last trading price was 9.2, which was 0 lower than the previous day. The implied volatity was 3.33, 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 9.2, which was 0 lower than the previous day. The implied volatity was 3.05, 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 9.2, which was 0 lower than the previous day. The implied volatity was 3.20, 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 9.2, which was 0 lower than the previous day. The implied volatity was 1.65, 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 9.2, which was 0 lower than the previous day. The implied volatity was 3.64, 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 9.2, which was 0 lower than the previous day. The implied volatity was 6.04, 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 9.2, 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 9.2, which was 0 lower than the previous day. The implied volatity was 6.31, 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 9.2, which was 0 lower than the previous day. The implied volatity was 4.85, the open interest changed by 0 which decreased total open position to 0

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