NBCC
Nbcc (India) Limited
Historical option data for NBCC
15 Dec 2025 04:13 PM IST
| NBCC 30-DEC-2025 113 CE | ||||||||||||||||
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Delta: 0.68
Vega: 0.08
Theta: -0.10
Gamma: 0.05
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 15 Dec | 115.39 | 4.53 | 3.05 | 29.59 | 1,153 | -62 | 103 | |||||||||
| 12 Dec | 109.57 | 1.42 | 0.16 | 27.56 | 166 | -6 | 167 | |||||||||
| 11 Dec | 108.31 | 1.24 | 0.17 | 27.99 | 118 | 7 | 169 | |||||||||
| 10 Dec | 106.69 | 1.01 | -0.52 | 30.39 | 47 | 7 | 162 | |||||||||
| 9 Dec | 108.10 | 1.61 | -0.01 | 30.54 | 123 | 4 | 161 | |||||||||
| 8 Dec | 107.98 | 1.5 | -1.73 | 30.44 | 320 | 51 | 156 | |||||||||
| 5 Dec | 112.06 | 3.19 | -0.46 | 27.92 | 155 | 27 | 104 | |||||||||
| 4 Dec | 112.52 | 3.63 | -0.52 | 29.91 | 118 | 31 | 76 | |||||||||
| 3 Dec | 113.21 | 4.36 | -2.74 | 29.43 | 51 | 15 | 45 | |||||||||
| 2 Dec | 115.26 | 7.1 | -0.4 | - | 0 | 0 | 0 | |||||||||
| 1 Dec | 118.01 | 7.1 | -0.4 | - | 0 | 2 | 0 | |||||||||
| 28 Nov | 116.69 | 7.1 | -0.4 | 32.59 | 5 | 2 | 30 | |||||||||
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| 27 Nov | 117.42 | 7.5 | -0.7 | 29.50 | 8 | 1 | 28 | |||||||||
| 26 Nov | 118.51 | 8.2 | 0.51 | 29.30 | 8 | -3 | 28 | |||||||||
| 25 Nov | 117.59 | 7.69 | 0.82 | 30.61 | 19 | -1 | 31 | |||||||||
| 24 Nov | 116.47 | 6.87 | 2.05 | 30.43 | 43 | -20 | 32 | |||||||||
| 21 Nov | 112.61 | 4.88 | -2.01 | 29.79 | 53 | 32 | 51 | |||||||||
| 20 Nov | 115.99 | 7.08 | 1.86 | 31.94 | 34 | -5 | 19 | |||||||||
| 19 Nov | 113.04 | 5.22 | -2.11 | 30.75 | 31 | 23 | 24 | |||||||||
| 18 Nov | 114.96 | 7.33 | 0.21 | 35.86 | 6 | 0 | 3 | |||||||||
| 17 Nov | 116.82 | 7.12 | 0.68 | 25.14 | 5 | 2 | 4 | |||||||||
| 14 Nov | 114.14 | 6.72 | 2.35 | 32.31 | 11 | 2 | 3 | |||||||||
| 13 Nov | 108.98 | 4.37 | -1.81 | 36.42 | 2 | 0 | 1 | |||||||||
| 12 Nov | 112.06 | 6.18 | -0.32 | 36.79 | 2 | 0 | 1 | |||||||||
| 11 Nov | 113.59 | 6.5 | -0.32 | - | 0 | -1 | 0 | |||||||||
| 10 Nov | 113.19 | 6.5 | -0.32 | 33.58 | 1 | 0 | 2 | |||||||||
| 7 Nov | 113.39 | 6.82 | -1.93 | - | 0 | 2 | 0 | |||||||||
| 6 Nov | 111.44 | 6.82 | -1.93 | 40.58 | 2 | 1 | 1 | |||||||||
| 4 Nov | 113.95 | 8.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Nov | 117.64 | 8.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 31 Oct | 117.41 | 8.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Oct | 118.37 | 8.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Oct | 115.22 | 8.75 | 0 | - | 0 | 0 | 0 | |||||||||
For Nbcc (India) Limited - strike price 113 expiring on 30DEC2025
Delta for 113 CE is 0.68
Historical price for 113 CE is as follows
On 15 Dec NBCC was trading at 115.39. The strike last trading price was 4.53, which was 3.05 higher than the previous day. The implied volatity was 29.59, the open interest changed by -62 which decreased total open position to 103
On 12 Dec NBCC was trading at 109.57. The strike last trading price was 1.42, which was 0.16 higher than the previous day. The implied volatity was 27.56, the open interest changed by -6 which decreased total open position to 167
On 11 Dec NBCC was trading at 108.31. The strike last trading price was 1.24, which was 0.17 higher than the previous day. The implied volatity was 27.99, the open interest changed by 7 which increased total open position to 169
On 10 Dec NBCC was trading at 106.69. The strike last trading price was 1.01, which was -0.52 lower than the previous day. The implied volatity was 30.39, the open interest changed by 7 which increased total open position to 162
On 9 Dec NBCC was trading at 108.10. The strike last trading price was 1.61, which was -0.01 lower than the previous day. The implied volatity was 30.54, the open interest changed by 4 which increased total open position to 161
On 8 Dec NBCC was trading at 107.98. The strike last trading price was 1.5, which was -1.73 lower than the previous day. The implied volatity was 30.44, the open interest changed by 51 which increased total open position to 156
On 5 Dec NBCC was trading at 112.06. The strike last trading price was 3.19, which was -0.46 lower than the previous day. The implied volatity was 27.92, the open interest changed by 27 which increased total open position to 104
On 4 Dec NBCC was trading at 112.52. The strike last trading price was 3.63, which was -0.52 lower than the previous day. The implied volatity was 29.91, the open interest changed by 31 which increased total open position to 76
On 3 Dec NBCC was trading at 113.21. The strike last trading price was 4.36, which was -2.74 lower than the previous day. The implied volatity was 29.43, the open interest changed by 15 which increased total open position to 45
On 2 Dec NBCC was trading at 115.26. The strike last trading price was 7.1, which was -0.4 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 7.1, which was -0.4 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0
On 28 Nov NBCC was trading at 116.69. The strike last trading price was 7.1, which was -0.4 lower than the previous day. The implied volatity was 32.59, the open interest changed by 2 which increased total open position to 30
On 27 Nov NBCC was trading at 117.42. The strike last trading price was 7.5, which was -0.7 lower than the previous day. The implied volatity was 29.50, the open interest changed by 1 which increased total open position to 28
On 26 Nov NBCC was trading at 118.51. The strike last trading price was 8.2, which was 0.51 higher than the previous day. The implied volatity was 29.30, the open interest changed by -3 which decreased total open position to 28
On 25 Nov NBCC was trading at 117.59. The strike last trading price was 7.69, which was 0.82 higher than the previous day. The implied volatity was 30.61, the open interest changed by -1 which decreased total open position to 31
On 24 Nov NBCC was trading at 116.47. The strike last trading price was 6.87, which was 2.05 higher than the previous day. The implied volatity was 30.43, the open interest changed by -20 which decreased total open position to 32
On 21 Nov NBCC was trading at 112.61. The strike last trading price was 4.88, which was -2.01 lower than the previous day. The implied volatity was 29.79, the open interest changed by 32 which increased total open position to 51
On 20 Nov NBCC was trading at 115.99. The strike last trading price was 7.08, which was 1.86 higher than the previous day. The implied volatity was 31.94, the open interest changed by -5 which decreased total open position to 19
On 19 Nov NBCC was trading at 113.04. The strike last trading price was 5.22, which was -2.11 lower than the previous day. The implied volatity was 30.75, the open interest changed by 23 which increased total open position to 24
On 18 Nov NBCC was trading at 114.96. The strike last trading price was 7.33, which was 0.21 higher than the previous day. The implied volatity was 35.86, the open interest changed by 0 which decreased total open position to 3
On 17 Nov NBCC was trading at 116.82. The strike last trading price was 7.12, which was 0.68 higher than the previous day. The implied volatity was 25.14, the open interest changed by 2 which increased total open position to 4
On 14 Nov NBCC was trading at 114.14. The strike last trading price was 6.72, which was 2.35 higher than the previous day. The implied volatity was 32.31, the open interest changed by 2 which increased total open position to 3
On 13 Nov NBCC was trading at 108.98. The strike last trading price was 4.37, which was -1.81 lower than the previous day. The implied volatity was 36.42, the open interest changed by 0 which decreased total open position to 1
On 12 Nov NBCC was trading at 112.06. The strike last trading price was 6.18, which was -0.32 lower than the previous day. The implied volatity was 36.79, the open interest changed by 0 which decreased total open position to 1
On 11 Nov NBCC was trading at 113.59. The strike last trading price was 6.5, which was -0.32 lower 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 6.5, which was -0.32 lower than the previous day. The implied volatity was 33.58, the open interest changed by 0 which decreased total open position to 2
On 7 Nov NBCC was trading at 113.39. The strike last trading price was 6.82, which was -1.93 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0
On 6 Nov NBCC was trading at 111.44. The strike last trading price was 6.82, which was -1.93 lower than the previous day. The implied volatity was 40.58, the open interest changed by 1 which increased total open position to 1
On 4 Nov NBCC was trading at 113.95. The strike last trading price was 8.75, 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 8.75, 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 8.75, 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 8.75, 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 8.75, 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 113 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.32
Vega: 0.08
Theta: -0.07
Gamma: 0.05
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 15 Dec | 115.39 | 1.55 | -3.82 | 30.59 | 425 | 59 | 127 |
| 12 Dec | 109.57 | 5.37 | -0.22 | 36.46 | 4 | 2 | 68 |
| 11 Dec | 108.31 | 5.59 | -1.36 | 31.53 | 6 | 0 | 65 |
| 10 Dec | 106.69 | 7.11 | 1.37 | 33.15 | 3 | 0 | 65 |
| 9 Dec | 108.10 | 5.68 | -0.54 | 31.27 | 17 | -2 | 69 |
| 8 Dec | 107.98 | 6.26 | 2.8 | 32.88 | 43 | -5 | 70 |
| 5 Dec | 112.06 | 3.53 | 0.03 | 29.47 | 50 | 1 | 77 |
| 4 Dec | 112.52 | 3.5 | 0.19 | 29.76 | 89 | 4 | 76 |
| 3 Dec | 113.21 | 3.08 | 0.59 | 30.62 | 96 | 19 | 71 |
| 2 Dec | 115.26 | 2.52 | 0.76 | 31.05 | 26 | 11 | 52 |
| 1 Dec | 118.01 | 1.76 | -0.39 | 30.75 | 9 | 0 | 39 |
| 28 Nov | 116.69 | 2.14 | 0.06 | 29.94 | 11 | -4 | 39 |
| 27 Nov | 117.42 | 2.08 | 0.22 | 31.49 | 5 | -1 | 42 |
| 26 Nov | 118.51 | 1.86 | -0.51 | 31.26 | 18 | 2 | 45 |
| 25 Nov | 117.59 | 2.33 | -0.33 | 32.43 | 31 | 9 | 43 |
| 24 Nov | 116.47 | 2.7 | -1.84 | 31.86 | 42 | 4 | 34 |
| 21 Nov | 112.61 | 4.52 | 1.5 | 34.19 | 25 | 10 | 30 |
| 20 Nov | 115.99 | 3 | -1.11 | 31.60 | 42 | 17 | 24 |
| 19 Nov | 113.04 | 4.12 | 0.82 | 31.17 | 6 | 4 | 6 |
| 18 Nov | 114.96 | 3.3 | -0.2 | 30.86 | 1 | 0 | 2 |
| 17 Nov | 116.82 | 3.5 | -1.2 | 36.85 | 1 | 0 | 3 |
| 14 Nov | 114.14 | 4.7 | 0.95 | 37.64 | 2 | 1 | 2 |
| 13 Nov | 108.98 | 3.75 | -6.5 | - | 0 | 0 | 0 |
| 12 Nov | 112.06 | 3.75 | -6.5 | - | 0 | 0 | 0 |
| 11 Nov | 113.59 | 3.75 | -6.5 | - | 0 | 0 | 0 |
| 10 Nov | 113.19 | 3.75 | -6.5 | - | 0 | 0 | 0 |
| 7 Nov | 113.39 | 3.75 | -6.5 | - | 0 | 0 | 0 |
| 6 Nov | 111.44 | 3.75 | -6.5 | - | 0 | 0 | 0 |
| 4 Nov | 113.95 | 3.75 | -6.5 | - | 0 | 0 | 0 |
| 3 Nov | 117.64 | 3.75 | -6.5 | - | 0 | 0 | 0 |
| 31 Oct | 117.41 | 3.75 | -6.5 | - | 0 | 1 | 0 |
| 30 Oct | 118.37 | 3.75 | -6.5 | 36.06 | 1 | 0 | 0 |
| 29 Oct | 115.22 | 10.25 | 0 | 3.49 | 0 | 0 | 0 |
For Nbcc (India) Limited - strike price 113 expiring on 30DEC2025
Delta for 113 PE is -0.32
Historical price for 113 PE is as follows
On 15 Dec NBCC was trading at 115.39. The strike last trading price was 1.55, which was -3.82 lower than the previous day. The implied volatity was 30.59, the open interest changed by 59 which increased total open position to 127
On 12 Dec NBCC was trading at 109.57. The strike last trading price was 5.37, which was -0.22 lower than the previous day. The implied volatity was 36.46, the open interest changed by 2 which increased total open position to 68
On 11 Dec NBCC was trading at 108.31. The strike last trading price was 5.59, which was -1.36 lower than the previous day. The implied volatity was 31.53, the open interest changed by 0 which decreased total open position to 65
On 10 Dec NBCC was trading at 106.69. The strike last trading price was 7.11, which was 1.37 higher than the previous day. The implied volatity was 33.15, the open interest changed by 0 which decreased total open position to 65
On 9 Dec NBCC was trading at 108.10. The strike last trading price was 5.68, which was -0.54 lower than the previous day. The implied volatity was 31.27, the open interest changed by -2 which decreased total open position to 69
On 8 Dec NBCC was trading at 107.98. The strike last trading price was 6.26, which was 2.8 higher than the previous day. The implied volatity was 32.88, the open interest changed by -5 which decreased total open position to 70
On 5 Dec NBCC was trading at 112.06. The strike last trading price was 3.53, which was 0.03 higher than the previous day. The implied volatity was 29.47, the open interest changed by 1 which increased total open position to 77
On 4 Dec NBCC was trading at 112.52. The strike last trading price was 3.5, which was 0.19 higher than the previous day. The implied volatity was 29.76, the open interest changed by 4 which increased total open position to 76
On 3 Dec NBCC was trading at 113.21. The strike last trading price was 3.08, which was 0.59 higher than the previous day. The implied volatity was 30.62, the open interest changed by 19 which increased total open position to 71
On 2 Dec NBCC was trading at 115.26. The strike last trading price was 2.52, which was 0.76 higher than the previous day. The implied volatity was 31.05, the open interest changed by 11 which increased total open position to 52
On 1 Dec NBCC was trading at 118.01. The strike last trading price was 1.76, which was -0.39 lower than the previous day. The implied volatity was 30.75, the open interest changed by 0 which decreased total open position to 39
On 28 Nov NBCC was trading at 116.69. The strike last trading price was 2.14, which was 0.06 higher than the previous day. The implied volatity was 29.94, the open interest changed by -4 which decreased total open position to 39
On 27 Nov NBCC was trading at 117.42. The strike last trading price was 2.08, which was 0.22 higher than the previous day. The implied volatity was 31.49, the open interest changed by -1 which decreased total open position to 42
On 26 Nov NBCC was trading at 118.51. The strike last trading price was 1.86, which was -0.51 lower than the previous day. The implied volatity was 31.26, the open interest changed by 2 which increased total open position to 45
On 25 Nov NBCC was trading at 117.59. The strike last trading price was 2.33, which was -0.33 lower than the previous day. The implied volatity was 32.43, the open interest changed by 9 which increased total open position to 43
On 24 Nov NBCC was trading at 116.47. The strike last trading price was 2.7, which was -1.84 lower than the previous day. The implied volatity was 31.86, the open interest changed by 4 which increased total open position to 34
On 21 Nov NBCC was trading at 112.61. The strike last trading price was 4.52, which was 1.5 higher than the previous day. The implied volatity was 34.19, the open interest changed by 10 which increased total open position to 30
On 20 Nov NBCC was trading at 115.99. The strike last trading price was 3, which was -1.11 lower than the previous day. The implied volatity was 31.60, the open interest changed by 17 which increased total open position to 24
On 19 Nov NBCC was trading at 113.04. The strike last trading price was 4.12, which was 0.82 higher than the previous day. The implied volatity was 31.17, the open interest changed by 4 which increased total open position to 6
On 18 Nov NBCC was trading at 114.96. The strike last trading price was 3.3, which was -0.2 lower than the previous day. The implied volatity was 30.86, 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 3.5, which was -1.2 lower than the previous day. The implied volatity was 36.85, the open interest changed by 0 which decreased total open position to 3
On 14 Nov NBCC was trading at 114.14. The strike last trading price was 4.7, which was 0.95 higher than the previous day. The implied volatity was 37.64, the open interest changed by 1 which increased total open position to 2
On 13 Nov NBCC was trading at 108.98. The strike last trading price was 3.75, which was -6.5 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 3.75, which was -6.5 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 3.75, which was -6.5 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 3.75, which was -6.5 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 3.75, which was -6.5 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 3.75, which was -6.5 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 3.75, which was -6.5 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 3.75, which was -6.5 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 3.75, which was -6.5 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 30 Oct NBCC was trading at 118.37. The strike last trading price was 3.75, which was -6.5 lower than the previous day. The implied volatity was 36.06, 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 10.25, 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































































































































































































































