[--[65.84.65.76]--]

NBCC

Nbcc (India) Limited
108.1 +0.12 (0.11%)
L: 105.65 H: 108.9

Back to Option Chain


Historical option data for NBCC

09 Dec 2025 04:13 PM IST
NBCC 30-DEC-2025 114 CE
Delta: 0.28
Vega: 0.09
Theta: -0.07
Gamma: 0.04
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 108.10 1.34 -0.06 30.60 105 0 239
8 Dec 107.98 1.26 -1.51 30.64 246 68 239
5 Dec 112.06 2.75 -0.48 28.01 90 7 174
4 Dec 112.52 3.2 -0.43 30.19 125 36 169
3 Dec 113.21 3.8 -0.8 29.12 176 56 134
2 Dec 115.26 4.6 -1.7 26.99 15 9 79
1 Dec 118.01 6.3 -0.38 26.66 1 0 70
28 Nov 116.69 6.68 -0.32 34.16 2 -1 70
27 Nov 117.42 7 -0.39 30.87 13 -10 73
26 Nov 118.51 7.39 0.23 28.39 11 5 85
25 Nov 117.59 7.14 0.64 31.43 21 14 80
24 Nov 116.47 6.5 2.17 32.22 65 -24 67
21 Nov 112.61 4.24 -2.23 28.80 64 30 90
20 Nov 115.99 6.34 1.64 30.90 137 51 60
19 Nov 113.04 4.7 -2.78 30.49 1 0 8
18 Nov 114.96 7.48 2.01 - 0 -1 0
17 Nov 116.82 7.48 2.01 32.15 6 -1 8
14 Nov 114.14 5.47 -0.73 27.85 24 1 8
13 Nov 108.98 6.2 0.6 - 0 -1 0
12 Nov 112.06 6.2 0.6 39.79 1 0 8
11 Nov 113.59 5.6 -2.65 - 0 0 0
10 Nov 113.19 5.6 -2.65 - 0 0 0
7 Nov 113.39 5.6 -2.65 - 0 7 0
6 Nov 111.44 5.6 -2.65 35.17 7 1 2
4 Nov 113.95 8.25 1.25 - 0 0 0
3 Nov 117.64 8.25 1.25 - 0 0 0
31 Oct 117.41 8.25 1.25 - 0 0 0
30 Oct 118.37 8.25 1.25 - 0 0 0
29 Oct 115.22 8.25 1.25 32.89 2 0 1
27 Oct 111.50 7 -2.2 - 0 0 0
24 Oct 111.69 7 -2.2 - 0 0 0
21 Oct 112.72 7 -2.2 - 0 1 0
20 Oct 113.48 7 -2.2 30.58 1 0 0
17 Oct 111.41 9.2 0 0.27 0 0 0
16 Oct 112.36 9.2 0 - 0 0 0
15 Oct 111.87 9.2 0 - 0 0 0
14 Oct 109.84 9.2 0 1.42 0 0 0
13 Oct 113.29 9.2 0 - 0 0 0
10 Oct 112.66 9.2 0 - 0 0 0
9 Oct 113.65 9.2 0 - 0 0 0
8 Oct 111.05 9.2 0 0.54 0 0 0
7 Oct 112.62 9.2 0 - 0 0 0
6 Oct 111.34 0 0 - 0 0 0
3 Oct 113.12 0 0 - 0 0 0


For Nbcc (India) Limited - strike price 114 expiring on 30DEC2025

Delta for 114 CE is 0.28

Historical price for 114 CE is as follows

On 9 Dec NBCC was trading at 108.10. The strike last trading price was 1.34, which was -0.06 lower than the previous day. The implied volatity was 30.60, the open interest changed by 0 which decreased total open position to 239


On 8 Dec NBCC was trading at 107.98. The strike last trading price was 1.26, which was -1.51 lower than the previous day. The implied volatity was 30.64, the open interest changed by 68 which increased total open position to 239


On 5 Dec NBCC was trading at 112.06. The strike last trading price was 2.75, which was -0.48 lower than the previous day. The implied volatity was 28.01, the open interest changed by 7 which increased total open position to 174


On 4 Dec NBCC was trading at 112.52. The strike last trading price was 3.2, which was -0.43 lower than the previous day. The implied volatity was 30.19, the open interest changed by 36 which increased total open position to 169


On 3 Dec NBCC was trading at 113.21. The strike last trading price was 3.8, which was -0.8 lower than the previous day. The implied volatity was 29.12, the open interest changed by 56 which increased total open position to 134


On 2 Dec NBCC was trading at 115.26. The strike last trading price was 4.6, which was -1.7 lower than the previous day. The implied volatity was 26.99, the open interest changed by 9 which increased total open position to 79


On 1 Dec NBCC was trading at 118.01. The strike last trading price was 6.3, which was -0.38 lower than the previous day. The implied volatity was 26.66, the open interest changed by 0 which decreased total open position to 70


On 28 Nov NBCC was trading at 116.69. The strike last trading price was 6.68, which was -0.32 lower than the previous day. The implied volatity was 34.16, the open interest changed by -1 which decreased total open position to 70


On 27 Nov NBCC was trading at 117.42. The strike last trading price was 7, which was -0.39 lower than the previous day. The implied volatity was 30.87, the open interest changed by -10 which decreased total open position to 73


On 26 Nov NBCC was trading at 118.51. The strike last trading price was 7.39, which was 0.23 higher than the previous day. The implied volatity was 28.39, the open interest changed by 5 which increased total open position to 85


On 25 Nov NBCC was trading at 117.59. The strike last trading price was 7.14, which was 0.64 higher than the previous day. The implied volatity was 31.43, the open interest changed by 14 which increased total open position to 80


On 24 Nov NBCC was trading at 116.47. The strike last trading price was 6.5, which was 2.17 higher than the previous day. The implied volatity was 32.22, the open interest changed by -24 which decreased total open position to 67


On 21 Nov NBCC was trading at 112.61. The strike last trading price was 4.24, which was -2.23 lower than the previous day. The implied volatity was 28.80, the open interest changed by 30 which increased total open position to 90


On 20 Nov NBCC was trading at 115.99. The strike last trading price was 6.34, which was 1.64 higher than the previous day. The implied volatity was 30.90, the open interest changed by 51 which increased total open position to 60


On 19 Nov NBCC was trading at 113.04. The strike last trading price was 4.7, which was -2.78 lower than the previous day. The implied volatity was 30.49, the open interest changed by 0 which decreased total open position to 8


On 18 Nov NBCC was trading at 114.96. The strike last trading price was 7.48, which was 2.01 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0


On 17 Nov NBCC was trading at 116.82. The strike last trading price was 7.48, which was 2.01 higher than the previous day. The implied volatity was 32.15, the open interest changed by -1 which decreased total open position to 8


On 14 Nov NBCC was trading at 114.14. The strike last trading price was 5.47, which was -0.73 lower than the previous day. The implied volatity was 27.85, the open interest changed by 1 which increased total open position to 8


On 13 Nov NBCC was trading at 108.98. The strike last trading price was 6.2, which was 0.6 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0


On 12 Nov NBCC was trading at 112.06. The strike last trading price was 6.2, which was 0.6 higher than the previous day. The implied volatity was 39.79, the open interest changed by 0 which decreased total open position to 8


On 11 Nov NBCC was trading at 113.59. The strike last trading price was 5.6, which was -2.65 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 5.6, which was -2.65 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 5.6, which was -2.65 lower than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 0


On 6 Nov NBCC was trading at 111.44. The strike last trading price was 5.6, which was -2.65 lower than the previous day. The implied volatity was 35.17, the open interest changed by 1 which increased total open position to 2


On 4 Nov NBCC was trading at 113.95. The strike last trading price was 8.25, which was 1.25 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 8.25, which was 1.25 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 8.25, which was 1.25 higher 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 8.25, which was 1.25 higher 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 8.25, which was 1.25 higher than the previous day. The implied volatity was 32.89, the open interest changed by 0 which decreased total open position to 1


On 27 Oct NBCC was trading at 111.50. The strike last trading price was 7, which was -2.2 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 7, which was -2.2 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 7, which was -2.2 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 20 Oct NBCC was trading at 113.48. The strike last trading price was 7, which was -2.2 lower than the previous day. The implied volatity was 30.58, 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 9.2, which was 0 lower than the previous day. The implied volatity was 0.27, 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 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 15 Oct NBCC was trading at 111.87. 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 14 Oct NBCC was trading at 109.84. The strike last trading price was 9.2, which was 0 lower than the previous day. The implied volatity was 1.42, 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 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 10 Oct NBCC was trading at 112.66. 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 9 Oct NBCC was trading at 113.65. 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 8 Oct NBCC was trading at 111.05. The strike last trading price was 9.2, which was 0 lower than the previous day. The implied volatity was 0.54, 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 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 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 -, the open interest changed by 0 which decreased total open position to 0


NBCC 30DEC2025 114 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 108.10 5.93 1.86 - 0 2 0
8 Dec 107.98 5.93 1.86 19.50 8 0 62
5 Dec 112.06 4.03 0 29.11 27 6 63
4 Dec 112.52 4.03 0.42 29.76 21 -2 57
3 Dec 113.21 3.55 0.56 30.58 137 6 59
2 Dec 115.26 2.9 0.87 30.83 55 11 53
1 Dec 118.01 2.1 -0.4 30.97 34 12 43
28 Nov 116.69 2.49 0.15 29.90 18 -1 32
27 Nov 117.42 2.34 0.01 30.94 7 -3 33
26 Nov 118.51 2.33 -0.27 32.59 35 10 35
25 Nov 117.59 2.6 -0.71 31.86 28 19 25
24 Nov 116.47 3.31 -11.09 33.65 7 5 5
21 Nov 112.61 14.4 0 - 0 0 0
20 Nov 115.99 14.4 0 2.71 0 0 0
19 Nov 113.04 14.4 0 0.24 0 0 0
18 Nov 114.96 14.4 0 1.90 0 0 0
17 Nov 116.82 14.4 0 3.62 0 0 0
14 Nov 114.14 14.4 0 1.77 0 0 0
13 Nov 108.98 14.4 0 - 0 0 0
12 Nov 112.06 14.4 0 - 0 0 0
11 Nov 113.59 14.4 0 0.95 0 0 0
10 Nov 113.19 14.4 0 0.77 0 0 0
7 Nov 113.39 14.4 0 1.02 0 0 0
6 Nov 111.44 14.4 0 - 0 0 0
4 Nov 113.95 14.4 0 1.50 0 0 0
3 Nov 117.64 14.4 0 3.98 0 0 0
31 Oct 117.41 14.4 0 - 0 0 0
30 Oct 118.37 14.4 0 4.27 0 0 0
29 Oct 115.22 14.4 0 2.73 0 0 0
27 Oct 111.50 14.4 0 - 0 0 0
24 Oct 111.69 14.4 0 - 0 0 0
21 Oct 112.72 14.4 0 0.60 0 0 0
20 Oct 113.48 14.4 0 1.38 0 0 0
17 Oct 111.41 14.4 0 - 0 0 0
16 Oct 112.36 14.4 0 0.43 0 0 0
15 Oct 111.87 14.4 0 - 0 0 0
14 Oct 109.84 14.4 0 - 0 0 0
13 Oct 113.29 14.4 0 1.26 0 0 0
10 Oct 112.66 14.4 0 0.86 0 0 0
9 Oct 113.65 14.4 0 - 0 0 0
8 Oct 111.05 14.4 0 - 0 0 0
7 Oct 112.62 14.4 0 0.94 0 0 0
6 Oct 111.34 0 0 - 0 0 0
3 Oct 113.12 0 0 1.23 0 0 0


For Nbcc (India) Limited - strike price 114 expiring on 30DEC2025

Delta for 114 PE is -

Historical price for 114 PE is as follows

On 9 Dec NBCC was trading at 108.10. The strike last trading price was 5.93, which was 1.86 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0


On 8 Dec NBCC was trading at 107.98. The strike last trading price was 5.93, which was 1.86 higher than the previous day. The implied volatity was 19.50, the open interest changed by 0 which decreased total open position to 62


On 5 Dec NBCC was trading at 112.06. The strike last trading price was 4.03, which was 0 lower than the previous day. The implied volatity was 29.11, the open interest changed by 6 which increased total open position to 63


On 4 Dec NBCC was trading at 112.52. The strike last trading price was 4.03, which was 0.42 higher than the previous day. The implied volatity was 29.76, the open interest changed by -2 which decreased total open position to 57


On 3 Dec NBCC was trading at 113.21. The strike last trading price was 3.55, which was 0.56 higher than the previous day. The implied volatity was 30.58, the open interest changed by 6 which increased total open position to 59


On 2 Dec NBCC was trading at 115.26. The strike last trading price was 2.9, which was 0.87 higher than the previous day. The implied volatity was 30.83, the open interest changed by 11 which increased total open position to 53


On 1 Dec NBCC was trading at 118.01. The strike last trading price was 2.1, which was -0.4 lower than the previous day. The implied volatity was 30.97, the open interest changed by 12 which increased total open position to 43


On 28 Nov NBCC was trading at 116.69. The strike last trading price was 2.49, which was 0.15 higher than the previous day. The implied volatity was 29.90, the open interest changed by -1 which decreased total open position to 32


On 27 Nov NBCC was trading at 117.42. The strike last trading price was 2.34, which was 0.01 higher than the previous day. The implied volatity was 30.94, the open interest changed by -3 which decreased total open position to 33


On 26 Nov NBCC was trading at 118.51. The strike last trading price was 2.33, which was -0.27 lower than the previous day. The implied volatity was 32.59, the open interest changed by 10 which increased total open position to 35


On 25 Nov NBCC was trading at 117.59. The strike last trading price was 2.6, which was -0.71 lower than the previous day. The implied volatity was 31.86, the open interest changed by 19 which increased total open position to 25


On 24 Nov NBCC was trading at 116.47. The strike last trading price was 3.31, which was -11.09 lower than the previous day. The implied volatity was 33.65, the open interest changed by 5 which increased total open position to 5


On 21 Nov NBCC was trading at 112.61. The strike last trading price was 14.4, 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 Nov NBCC was trading at 115.99. The strike last trading price was 14.4, which was 0 lower than the previous day. The implied volatity was 2.71, 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 14.4, which was 0 lower than the previous day. The implied volatity was 0.24, 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 14.4, which was 0 lower than the previous day. The implied volatity was 1.90, 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 14.4, which was 0 lower than the previous day. The implied volatity was 3.62, 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 14.4, which was 0 lower than the previous day. The implied volatity was 1.77, 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 14.4, 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 14.4, 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 Nov NBCC was trading at 113.59. The strike last trading price was 14.4, which was 0 lower than the previous day. The implied volatity was 0.95, 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 14.4, which was 0 lower than the previous day. The implied volatity was 0.77, 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 14.4, which was 0 lower than the previous day. The implied volatity was 1.02, 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 14.4, 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 14.4, which was 0 lower than the previous day. The implied volatity was 1.50, 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 14.4, which was 0 lower than the previous day. The implied volatity was 3.98, 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 14.4, 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 14.4, which was 0 lower than the previous day. The implied volatity was 4.27, 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 14.4, which was 0 lower than the previous day. The implied volatity was 2.73, 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 14.4, 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 14.4, 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 14.4, which was 0 lower than the previous day. The implied volatity was 0.60, 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 14.4, 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 17 Oct NBCC was trading at 111.41. The strike last trading price was 14.4, 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 14.4, which was 0 lower than the previous day. The implied volatity was 0.43, 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 14.4, 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 14.4, 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 14.4, which was 0 lower than the previous day. The implied volatity was 1.26, 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 14.4, which was 0 lower than the previous day. The implied volatity was 0.86, 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 14.4, 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 14.4, 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 14.4, which was 0 lower than the previous day. The implied volatity was 0.94, 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 1.23, the open interest changed by 0 which decreased total open position to 0