[--[65.84.65.76]--]

NBCC

Nbcc (India) Limited
115.39 +5.82 (5.31%)
L: 108.5 H: 116.24

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Historical option data for NBCC

15 Dec 2025 04:13 PM IST
NBCC 30-DEC-2025 113 CE
Delta: 0.68
Vega: 0.08
Theta: -0.10
Gamma: 0.05
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
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
Delta: -0.32
Vega: 0.08
Theta: -0.07
Gamma: 0.05
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