[--[65.84.65.76]--]

NBCC

Nbcc (India) Limited
105.18 -0.13 (-0.12%)
L: 104.58 H: 106.7

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Historical option data for NBCC

14 Jan 2026 04:13 PM IST
NBCC 27-JAN-2026 112 CE
Delta: 0.21
Vega: 0.06
Theta: -0.09
Gamma: 0.04
Date Close Ltp Change IV Volume OI Chg OI
14 Jan 105.18 0.85 -0.13 37.15 273 16 205
13 Jan 105.31 0.98 -0.73 37.58 218 37 178
12 Jan 107.55 1.73 -0.62 36.83 348 76 142
9 Jan 109.20 2.4 0.32 33.68 165 62 65
8 Jan 112.09 3.5 -2.05 33.07 2 0 3
7 Jan 116.05 5.55 -5.8 - 0 0 3
6 Jan 118.54 5.55 -5.8 - 0 0 3
5 Jan 119.65 5.55 -5.8 - 0 0 3
2 Jan 122.67 5.55 -5.8 - 0 0 3
1 Jan 122.10 5.55 -5.8 - 0 0 3
31 Dec 121.77 5.55 -5.8 - 0 0 0
30 Dec 121.92 5.55 -5.8 - 0 0 3
29 Dec 122.09 5.55 -5.8 - 0 0 3
26 Dec 122.06 5.55 -5.8 - 0 0 3
24 Dec 116.16 5.55 -5.8 - 0 0 3
23 Dec 116.27 5.55 -5.8 - 0 0 0
22 Dec 116.36 5.55 -5.8 - 0 0 3
19 Dec 113.70 5.55 -5.8 29.1 5 3 3
18 Dec 108.26 11.35 0 2.57 0 0 0
17 Dec 109.56 11.35 0 1.37 0 0 0
16 Dec 111.68 11.35 0 - 0 0 0
15 Dec 115.39 11.35 0 - 0 0 0
12 Dec 109.57 11.35 0 1.24 0 0 0
11 Dec 108.31 11.35 0 1.91 0 0 0
10 Dec 106.69 11.35 0 3.42 0 0 0
9 Dec 108.10 11.35 0 1.87 0 0 0
8 Dec 107.98 11.35 0 2.25 0 0 0
5 Dec 112.06 11.35 0 - 0 0 0
4 Dec 112.52 11.35 0 - 0 0 0
3 Dec 113.21 11.35 0 - 0 0 0
2 Dec 115.26 11.35 0 - 0 0 0
1 Dec 118.01 11.35 0 - 0 0 0
28 Nov 116.69 11.35 0 - 0 0 0
27 Nov 117.42 11.35 0 - 0 0 0
26 Nov 118.51 - - - 0 0 0
25 Nov 117.59 - - - 0 0 0
24 Nov 116.47 11.35 0 - 0 0 0
21 Nov 112.61 - - - 0 0 0
20 Nov 115.99 11.35 0 - 0 0 0
19 Nov 113.04 - - - 0 0 0
18 Nov 114.96 - - - 0 0 0
17 Nov 116.82 11.35 0 - 0 0 0
14 Nov 114.14 11.35 0 - 0 0 0
12 Nov 112.06 11.35 0 - 0 0 0
10 Nov 113.19 11.35 0 - 0 0 0
4 Nov 113.95 11.35 0 - 0 0 0


For Nbcc (India) Limited - strike price 112 expiring on 27JAN2026

Delta for 112 CE is 0.21

Historical price for 112 CE is as follows

On 14 Jan NBCC was trading at 105.18. The strike last trading price was 0.85, which was -0.13 lower than the previous day. The implied volatity was 37.15, the open interest changed by 16 which increased total open position to 205


On 13 Jan NBCC was trading at 105.31. The strike last trading price was 0.98, which was -0.73 lower than the previous day. The implied volatity was 37.58, the open interest changed by 37 which increased total open position to 178


On 12 Jan NBCC was trading at 107.55. The strike last trading price was 1.73, which was -0.62 lower than the previous day. The implied volatity was 36.83, the open interest changed by 76 which increased total open position to 142


On 9 Jan NBCC was trading at 109.20. The strike last trading price was 2.4, which was 0.32 higher than the previous day. The implied volatity was 33.68, the open interest changed by 62 which increased total open position to 65


On 8 Jan NBCC was trading at 112.09. The strike last trading price was 3.5, which was -2.05 lower than the previous day. The implied volatity was 33.07, the open interest changed by 0 which decreased total open position to 3


On 7 Jan NBCC was trading at 116.05. The strike last trading price was 5.55, which was -5.8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3


On 6 Jan NBCC was trading at 118.54. The strike last trading price was 5.55, which was -5.8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3


On 5 Jan NBCC was trading at 119.65. The strike last trading price was 5.55, which was -5.8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3


On 2 Jan NBCC was trading at 122.67. The strike last trading price was 5.55, which was -5.8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3


On 1 Jan NBCC was trading at 122.10. The strike last trading price was 5.55, which was -5.8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3


On 31 Dec NBCC was trading at 121.77. The strike last trading price was 5.55, which was -5.8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 30 Dec NBCC was trading at 121.92. The strike last trading price was 5.55, which was -5.8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3


On 29 Dec NBCC was trading at 122.09. The strike last trading price was 5.55, which was -5.8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3


On 26 Dec NBCC was trading at 122.06. The strike last trading price was 5.55, which was -5.8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3


On 24 Dec NBCC was trading at 116.16. The strike last trading price was 5.55, which was -5.8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3


On 23 Dec NBCC was trading at 116.27. The strike last trading price was 5.55, which was -5.8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 22 Dec NBCC was trading at 116.36. The strike last trading price was 5.55, which was -5.8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3


On 19 Dec NBCC was trading at 113.70. The strike last trading price was 5.55, which was -5.8 lower than the previous day. The implied volatity was 29.1, the open interest changed by 3 which increased total open position to 3


On 18 Dec NBCC was trading at 108.26. The strike last trading price was 11.35, which was 0 lower than the previous day. The implied volatity was 2.57, the open interest changed by 0 which decreased total open position to 0


On 17 Dec NBCC was trading at 109.56. The strike last trading price was 11.35, which was 0 lower than the previous day. The implied volatity was 1.37, the open interest changed by 0 which decreased total open position to 0


On 16 Dec NBCC was trading at 111.68. The strike last trading price was 11.35, 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 Dec NBCC was trading at 115.39. The strike last trading price was 11.35, 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 Dec NBCC was trading at 109.57. The strike last trading price was 11.35, which was 0 lower than the previous day. The implied volatity was 1.24, the open interest changed by 0 which decreased total open position to 0


On 11 Dec NBCC was trading at 108.31. The strike last trading price was 11.35, which was 0 lower than the previous day. The implied volatity was 1.91, the open interest changed by 0 which decreased total open position to 0


On 10 Dec NBCC was trading at 106.69. The strike last trading price was 11.35, which was 0 lower than the previous day. The implied volatity was 3.42, the open interest changed by 0 which decreased total open position to 0


On 9 Dec NBCC was trading at 108.10. The strike last trading price was 11.35, which was 0 lower than the previous day. The implied volatity was 1.87, the open interest changed by 0 which decreased total open position to 0


On 8 Dec NBCC was trading at 107.98. The strike last trading price was 11.35, which was 0 lower than the previous day. The implied volatity was 2.25, the open interest changed by 0 which decreased total open position to 0


On 5 Dec NBCC was trading at 112.06. The strike last trading price was 11.35, 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 Dec NBCC was trading at 112.52. The strike last trading price was 11.35, 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 Dec NBCC was trading at 113.21. The strike last trading price was 11.35, 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 Dec NBCC was trading at 115.26. The strike last trading price was 11.35, 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 Dec NBCC was trading at 118.01. The strike last trading price was 11.35, 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 28 Nov NBCC was trading at 116.69. The strike last trading price was 11.35, 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 Nov NBCC was trading at 117.42. The strike last trading price was 11.35, 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 26 Nov NBCC was trading at 118.51. The strike last trading price was -, which was - 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 -, which was - lower 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 11.35, 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 Nov NBCC was trading at 112.61. The strike last trading price was -, which was - 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 11.35, 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 19 Nov NBCC was trading at 113.04. The strike last trading price was -, which was - lower 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 -, which was - lower 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 11.35, 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 Nov NBCC was trading at 114.14. The strike last trading price was 11.35, 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 11.35, 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 Nov NBCC was trading at 113.19. The strike last trading price was 11.35, 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 11.35, 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 27JAN2026 112 PE
Delta: -0.76
Vega: 0.06
Theta: -0.08
Gamma: 0.04
Date Close Ltp Change IV Volume OI Chg OI
14 Jan 105.18 7.53 1.91 42.13 3 0 66
13 Jan 105.31 5.53 0.84 - 0 0 0
12 Jan 107.55 5.53 0.84 37.57 76 -13 63
9 Jan 109.20 4.8 1.46 38.1 248 -46 75
8 Jan 112.09 3.5 2.41 35.85 187 72 121
7 Jan 116.05 1.09 0.07 - 0 0 49
6 Jan 118.54 1.09 0.07 32.87 10 1 49
5 Jan 119.65 1.02 0.37 33.76 23 3 46
2 Jan 122.67 0.66 -0.31 33.34 53 -9 44
1 Jan 122.10 0.98 0.03 - 0 0 53
31 Dec 121.77 0.98 0.03 34.59 29 -1 44
30 Dec 121.92 0.95 -0.3 34.62 38 8 45
29 Dec 122.09 1.25 0 37.25 29 0 37
26 Dec 122.06 1.26 -1.04 36.34 45 20 34
24 Dec 116.16 2.3 0.15 31.85 2 1 15
23 Dec 116.27 2.15 -0.86 30.32 4 3 13
22 Dec 116.36 3.17 -3.33 - 0 0 10
19 Dec 113.70 3.17 -3.33 29.17 8 6 9
18 Dec 108.26 6.5 -4.85 34.62 3 0 0
17 Dec 109.56 11.35 0 - 0 0 0
16 Dec 111.68 11.35 0 0.57 0 0 0
15 Dec 115.39 11.35 0 - 0 0 0
12 Dec 109.57 11.35 0 - 0 0 0
11 Dec 108.31 11.35 0 - 0 0 0
10 Dec 106.69 11.35 0 - 0 0 0
9 Dec 108.10 11.35 0 - 0 0 0
8 Dec 107.98 11.35 0 - 0 0 0
5 Dec 112.06 11.35 0 1.5 0 0 0
4 Dec 112.52 11.35 0 1.65 0 0 0
3 Dec 113.21 11.35 0 2.4 0 0 0
2 Dec 115.26 11.35 0 3.66 0 0 0
1 Dec 118.01 11.35 0 5.31 0 0 0
28 Nov 116.69 11.35 0 4.67 0 0 0
27 Nov 117.42 11.35 0 5.2 0 0 0
26 Nov 118.51 - - - 0 0 0
25 Nov 117.59 - - - 0 0 0
24 Nov 116.47 11.35 0 - 0 0 0
21 Nov 112.61 - - - 0 0 0
20 Nov 115.99 11.35 0 - 0 0 0
19 Nov 113.04 - - - 0 0 0
18 Nov 114.96 - - - 0 0 0
17 Nov 116.82 11.35 0 4.68 0 0 0
14 Nov 114.14 11.35 0 - 0 0 0
12 Nov 112.06 11.35 0 1.49 0 0 0
10 Nov 113.19 11.35 0 2.34 0 0 0
4 Nov 113.95 11.35 0 2.91 0 0 0


For Nbcc (India) Limited - strike price 112 expiring on 27JAN2026

Delta for 112 PE is -0.76

Historical price for 112 PE is as follows

On 14 Jan NBCC was trading at 105.18. The strike last trading price was 7.53, which was 1.91 higher than the previous day. The implied volatity was 42.13, the open interest changed by 0 which decreased total open position to 66


On 13 Jan NBCC was trading at 105.31. The strike last trading price was 5.53, which was 0.84 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 12 Jan NBCC was trading at 107.55. The strike last trading price was 5.53, which was 0.84 higher than the previous day. The implied volatity was 37.57, the open interest changed by -13 which decreased total open position to 63


On 9 Jan NBCC was trading at 109.20. The strike last trading price was 4.8, which was 1.46 higher than the previous day. The implied volatity was 38.1, the open interest changed by -46 which decreased total open position to 75


On 8 Jan NBCC was trading at 112.09. The strike last trading price was 3.5, which was 2.41 higher than the previous day. The implied volatity was 35.85, the open interest changed by 72 which increased total open position to 121


On 7 Jan NBCC was trading at 116.05. The strike last trading price was 1.09, which was 0.07 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 49


On 6 Jan NBCC was trading at 118.54. The strike last trading price was 1.09, which was 0.07 higher than the previous day. The implied volatity was 32.87, the open interest changed by 1 which increased total open position to 49


On 5 Jan NBCC was trading at 119.65. The strike last trading price was 1.02, which was 0.37 higher than the previous day. The implied volatity was 33.76, the open interest changed by 3 which increased total open position to 46


On 2 Jan NBCC was trading at 122.67. The strike last trading price was 0.66, which was -0.31 lower than the previous day. The implied volatity was 33.34, the open interest changed by -9 which decreased total open position to 44


On 1 Jan NBCC was trading at 122.10. The strike last trading price was 0.98, which was 0.03 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 53


On 31 Dec NBCC was trading at 121.77. The strike last trading price was 0.98, which was 0.03 higher than the previous day. The implied volatity was 34.59, the open interest changed by -1 which decreased total open position to 44


On 30 Dec NBCC was trading at 121.92. The strike last trading price was 0.95, which was -0.3 lower than the previous day. The implied volatity was 34.62, the open interest changed by 8 which increased total open position to 45


On 29 Dec NBCC was trading at 122.09. The strike last trading price was 1.25, which was 0 lower than the previous day. The implied volatity was 37.25, the open interest changed by 0 which decreased total open position to 37


On 26 Dec NBCC was trading at 122.06. The strike last trading price was 1.26, which was -1.04 lower than the previous day. The implied volatity was 36.34, the open interest changed by 20 which increased total open position to 34


On 24 Dec NBCC was trading at 116.16. The strike last trading price was 2.3, which was 0.15 higher than the previous day. The implied volatity was 31.85, the open interest changed by 1 which increased total open position to 15


On 23 Dec NBCC was trading at 116.27. The strike last trading price was 2.15, which was -0.86 lower than the previous day. The implied volatity was 30.32, the open interest changed by 3 which increased total open position to 13


On 22 Dec NBCC was trading at 116.36. The strike last trading price was 3.17, which was -3.33 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10


On 19 Dec NBCC was trading at 113.70. The strike last trading price was 3.17, which was -3.33 lower than the previous day. The implied volatity was 29.17, the open interest changed by 6 which increased total open position to 9


On 18 Dec NBCC was trading at 108.26. The strike last trading price was 6.5, which was -4.85 lower than the previous day. The implied volatity was 34.62, the open interest changed by 0 which decreased total open position to 0


On 17 Dec NBCC was trading at 109.56. The strike last trading price was 11.35, 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 Dec NBCC was trading at 111.68. The strike last trading price was 11.35, which was 0 lower than the previous day. The implied volatity was 0.57, the open interest changed by 0 which decreased total open position to 0


On 15 Dec NBCC was trading at 115.39. The strike last trading price was 11.35, 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 Dec NBCC was trading at 109.57. The strike last trading price was 11.35, 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 Dec NBCC was trading at 108.31. The strike last trading price was 11.35, 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 Dec NBCC was trading at 106.69. The strike last trading price was 11.35, 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 Dec NBCC was trading at 108.10. The strike last trading price was 11.35, 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 Dec NBCC was trading at 107.98. The strike last trading price was 11.35, 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 5 Dec NBCC was trading at 112.06. The strike last trading price was 11.35, which was 0 lower than the previous day. The implied volatity was 1.5, 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 11.35, 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 3 Dec NBCC was trading at 113.21. The strike last trading price was 11.35, which was 0 lower than the previous day. The implied volatity was 2.4, 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 11.35, which was 0 lower than the previous day. The implied volatity was 3.66, 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 11.35, which was 0 lower than the previous day. The implied volatity was 5.31, 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 11.35, which was 0 lower than the previous day. The implied volatity was 4.67, 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 11.35, which was 0 lower than the previous day. The implied volatity was 5.2, 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 -, which was - 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 -, which was - lower 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 11.35, 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 Nov NBCC was trading at 112.61. The strike last trading price was -, which was - 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 11.35, 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 19 Nov NBCC was trading at 113.04. The strike last trading price was -, which was - lower 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 -, which was - lower 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 11.35, which was 0 lower than the previous day. The implied volatity was 4.68, 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 11.35, 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 11.35, which was 0 lower than the previous day. The implied volatity was 1.49, 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 11.35, which was 0 lower than the previous day. The implied volatity was 2.34, 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 11.35, which was 0 lower than the previous day. The implied volatity was 2.91, the open interest changed by 0 which decreased total open position to 0