NBCC
Nbcc (India) Limited
Historical option data for NBCC
20 Feb 2026 04:13 PM IST
| NBCC 24-FEB-2026 115 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 20 Feb | 94.91 | 0.05 | 0 | - | 49 | -28 | 231 | |||||||||
| 19 Feb | 95.48 | 0.05 | -0.04 | - | 179 | -67 | 263 | |||||||||
| 18 Feb | 98.04 | 0.09 | -0.06 | 62 | 191 | -21 | 331 | |||||||||
| 17 Feb | 98.51 | 0.15 | -0.12 | 62.71 | 170 | 14 | 351 | |||||||||
| 16 Feb | 99.81 | 0.26 | -0.14 | 60.5 | 442 | 21 | 338 | |||||||||
| 13 Feb | 98.08 | 0.38 | -0.22 | 61.9 | 113 | -6 | 313 | |||||||||
| 12 Feb | 100.50 | 0.6 | -0.01 | 58.5 | 91 | 24 | 319 | |||||||||
| 11 Feb | 101.68 | 0.63 | 0.09 | 53.47 | 99 | -26 | 295 | |||||||||
| 10 Feb | 101.44 | 0.53 | -0.19 | 50.52 | 164 | 20 | 316 | |||||||||
| 9 Feb | 102.01 | 0.72 | 0.21 | 50.54 | 250 | 1 | 295 | |||||||||
| 6 Feb | 98.30 | 0.5 | -0.29 | 51.35 | 116 | 13 | 294 | |||||||||
| 5 Feb | 100.95 | 0.76 | -0.47 | 48.5 | 239 | 45 | 281 | |||||||||
| 4 Feb | 104.35 | 1.22 | 0.59 | 46.06 | 482 | -42 | 241 | |||||||||
| 3 Feb | 100.43 | 0.64 | 0.08 | 45.18 | 284 | 1 | 282 | |||||||||
| 2 Feb | 96.96 | 0.55 | -0.01 | 49.47 | 214 | 50 | 280 | |||||||||
| 1 Feb | 95.39 | 0.58 | -0.2 | 52.34 | 148 | 39 | 225 | |||||||||
| 30 Jan | 98.86 | 0.79 | -0.08 | 46.88 | 98 | -5 | 187 | |||||||||
| 29 Jan | 99.30 | 0.88 | 0.02 | 46.79 | 208 | 13 | 192 | |||||||||
| 28 Jan | 99.53 | 0.87 | 0.14 | 44.59 | 143 | -10 | 181 | |||||||||
| 27 Jan | 96.84 | 0.74 | 0.03 | 47.12 | 157 | 77 | 189 | |||||||||
| 23 Jan | 95.08 | 0.71 | -0.28 | 47.92 | 105 | 15 | 111 | |||||||||
| 22 Jan | 98.68 | 1.04 | 0.28 | 43.43 | 94 | 8 | 95 | |||||||||
| 21 Jan | 96.69 | 0.76 | -0.22 | 42.43 | 96 | 31 | 88 | |||||||||
| 20 Jan | 97.78 | 0.92 | -0.67 | 43.37 | 47 | 15 | 57 | |||||||||
| 19 Jan | 102.27 | 1.57 | -0.37 | 41.45 | 19 | 1 | 42 | |||||||||
| 16 Jan | 103.72 | 1.97 | -0.25 | 39.66 | 46 | 20 | 41 | |||||||||
| 14 Jan | 105.18 | 2.15 | 0 | 36.67 | 18 | 11 | 21 | |||||||||
| 13 Jan | 105.31 | 2.3 | -0.83 | 37.23 | 6 | 1 | 10 | |||||||||
| 12 Jan | 107.55 | 3.2 | -0.6 | 37.3 | 11 | 6 | 8 | |||||||||
| 9 Jan | 109.20 | 3.8 | -10.01 | 35.54 | 2 | 1 | 1 | |||||||||
| 8 Jan | 112.09 | 13.81 | 0 | 1.73 | 0 | 0 | 0 | |||||||||
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| 7 Jan | 116.05 | 13.81 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Jan | 118.54 | 13.81 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Jan | 119.65 | 13.81 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Jan | 122.67 | 13.81 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Jan | 122.10 | 13.81 | 0 | - | 0 | 0 | 0 | |||||||||
| 31 Dec | 121.77 | 13.81 | 0 | - | 0 | 0 | 0 | |||||||||
For Nbcc (India) Limited - strike price 115 expiring on 24FEB2026
Delta for 115 CE is -
Historical price for 115 CE is as follows
On 20 Feb NBCC was trading at 94.91. The strike last trading price was 0.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by -28 which decreased total open position to 231
On 19 Feb NBCC was trading at 95.48. The strike last trading price was 0.05, which was -0.04 lower than the previous day. The implied volatity was -, the open interest changed by -67 which decreased total open position to 263
On 18 Feb NBCC was trading at 98.04. The strike last trading price was 0.09, which was -0.06 lower than the previous day. The implied volatity was 62, the open interest changed by -21 which decreased total open position to 331
On 17 Feb NBCC was trading at 98.51. The strike last trading price was 0.15, which was -0.12 lower than the previous day. The implied volatity was 62.71, the open interest changed by 14 which increased total open position to 351
On 16 Feb NBCC was trading at 99.81. The strike last trading price was 0.26, which was -0.14 lower than the previous day. The implied volatity was 60.5, the open interest changed by 21 which increased total open position to 338
On 13 Feb NBCC was trading at 98.08. The strike last trading price was 0.38, which was -0.22 lower than the previous day. The implied volatity was 61.9, the open interest changed by -6 which decreased total open position to 313
On 12 Feb NBCC was trading at 100.50. The strike last trading price was 0.6, which was -0.01 lower than the previous day. The implied volatity was 58.5, the open interest changed by 24 which increased total open position to 319
On 11 Feb NBCC was trading at 101.68. The strike last trading price was 0.63, which was 0.09 higher than the previous day. The implied volatity was 53.47, the open interest changed by -26 which decreased total open position to 295
On 10 Feb NBCC was trading at 101.44. The strike last trading price was 0.53, which was -0.19 lower than the previous day. The implied volatity was 50.52, the open interest changed by 20 which increased total open position to 316
On 9 Feb NBCC was trading at 102.01. The strike last trading price was 0.72, which was 0.21 higher than the previous day. The implied volatity was 50.54, the open interest changed by 1 which increased total open position to 295
On 6 Feb NBCC was trading at 98.30. The strike last trading price was 0.5, which was -0.29 lower than the previous day. The implied volatity was 51.35, the open interest changed by 13 which increased total open position to 294
On 5 Feb NBCC was trading at 100.95. The strike last trading price was 0.76, which was -0.47 lower than the previous day. The implied volatity was 48.5, the open interest changed by 45 which increased total open position to 281
On 4 Feb NBCC was trading at 104.35. The strike last trading price was 1.22, which was 0.59 higher than the previous day. The implied volatity was 46.06, the open interest changed by -42 which decreased total open position to 241
On 3 Feb NBCC was trading at 100.43. The strike last trading price was 0.64, which was 0.08 higher than the previous day. The implied volatity was 45.18, the open interest changed by 1 which increased total open position to 282
On 2 Feb NBCC was trading at 96.96. The strike last trading price was 0.55, which was -0.01 lower than the previous day. The implied volatity was 49.47, the open interest changed by 50 which increased total open position to 280
On 1 Feb NBCC was trading at 95.39. The strike last trading price was 0.58, which was -0.2 lower than the previous day. The implied volatity was 52.34, the open interest changed by 39 which increased total open position to 225
On 30 Jan NBCC was trading at 98.86. The strike last trading price was 0.79, which was -0.08 lower than the previous day. The implied volatity was 46.88, the open interest changed by -5 which decreased total open position to 187
On 29 Jan NBCC was trading at 99.30. The strike last trading price was 0.88, which was 0.02 higher than the previous day. The implied volatity was 46.79, the open interest changed by 13 which increased total open position to 192
On 28 Jan NBCC was trading at 99.53. The strike last trading price was 0.87, which was 0.14 higher than the previous day. The implied volatity was 44.59, the open interest changed by -10 which decreased total open position to 181
On 27 Jan NBCC was trading at 96.84. The strike last trading price was 0.74, which was 0.03 higher than the previous day. The implied volatity was 47.12, the open interest changed by 77 which increased total open position to 189
On 23 Jan NBCC was trading at 95.08. The strike last trading price was 0.71, which was -0.28 lower than the previous day. The implied volatity was 47.92, the open interest changed by 15 which increased total open position to 111
On 22 Jan NBCC was trading at 98.68. The strike last trading price was 1.04, which was 0.28 higher than the previous day. The implied volatity was 43.43, the open interest changed by 8 which increased total open position to 95
On 21 Jan NBCC was trading at 96.69. The strike last trading price was 0.76, which was -0.22 lower than the previous day. The implied volatity was 42.43, the open interest changed by 31 which increased total open position to 88
On 20 Jan NBCC was trading at 97.78. The strike last trading price was 0.92, which was -0.67 lower than the previous day. The implied volatity was 43.37, the open interest changed by 15 which increased total open position to 57
On 19 Jan NBCC was trading at 102.27. The strike last trading price was 1.57, which was -0.37 lower than the previous day. The implied volatity was 41.45, the open interest changed by 1 which increased total open position to 42
On 16 Jan NBCC was trading at 103.72. The strike last trading price was 1.97, which was -0.25 lower than the previous day. The implied volatity was 39.66, the open interest changed by 20 which increased total open position to 41
On 14 Jan NBCC was trading at 105.18. The strike last trading price was 2.15, which was 0 lower than the previous day. The implied volatity was 36.67, the open interest changed by 11 which increased total open position to 21
On 13 Jan NBCC was trading at 105.31. The strike last trading price was 2.3, which was -0.83 lower than the previous day. The implied volatity was 37.23, the open interest changed by 1 which increased total open position to 10
On 12 Jan NBCC was trading at 107.55. The strike last trading price was 3.2, which was -0.6 lower than the previous day. The implied volatity was 37.3, the open interest changed by 6 which increased total open position to 8
On 9 Jan NBCC was trading at 109.20. The strike last trading price was 3.8, which was -10.01 lower than the previous day. The implied volatity was 35.54, the open interest changed by 1 which increased total open position to 1
On 8 Jan NBCC was trading at 112.09. The strike last trading price was 13.81, which was 0 lower than the previous day. The implied volatity was 1.73, the open interest changed by 0 which decreased total open position to 0
On 7 Jan NBCC was trading at 116.05. The strike last trading price was 13.81, 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 Jan NBCC was trading at 118.54. The strike last trading price was 13.81, 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 Jan NBCC was trading at 119.65. The strike last trading price was 13.81, 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 Jan NBCC was trading at 122.67. The strike last trading price was 13.81, 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 Jan NBCC was trading at 122.10. The strike last trading price was 13.81, 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 Dec NBCC was trading at 121.77. The strike last trading price was 13.81, 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 24FEB2026 115 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 20 Feb | 94.91 | 19 | 0.49 | - | 7 | -3 | 41 |
| 19 Feb | 95.48 | 18.51 | 1.47 | - | 2 | 0 | 45 |
| 18 Feb | 98.04 | 17.04 | 0.49 | - | 7 | -4 | 45 |
| 17 Feb | 98.51 | 16.55 | -0.82 | 41.63 | 7 | 0 | 50 |
| 16 Feb | 99.81 | 17.41 | 4.54 | - | 0 | 0 | 50 |
| 13 Feb | 98.08 | 17.41 | 4.54 | 79.2 | 5 | -2 | 50 |
| 12 Feb | 100.50 | 12.87 | 1.87 | - | 0 | 0 | 52 |
| 11 Feb | 101.68 | 12.87 | 1.87 | - | 0 | 0 | 52 |
| 10 Feb | 101.44 | 12.87 | 1.87 | 29.21 | 13 | 0 | 52 |
| 9 Feb | 102.01 | 11 | -3.7 | - | 0 | 0 | 52 |
| 6 Feb | 98.30 | 11 | -3.7 | - | 0 | 0 | 52 |
| 5 Feb | 100.95 | 11 | -3.7 | - | 0 | 0 | 52 |
| 4 Feb | 104.35 | 11 | -3.7 | 36.59 | 1 | 0 | 53 |
| 3 Feb | 100.43 | 14.7 | -0.66 | 45.78 | 6 | 0 | 53 |
| 2 Feb | 96.96 | 15.36 | -1.71 | - | 0 | 0 | 53 |
| 1 Feb | 95.39 | 15.36 | -1.71 | - | 0 | 0 | 53 |
| 30 Jan | 98.86 | 15.36 | -1.71 | - | 0 | 0 | 53 |
| 29 Jan | 99.30 | 15.36 | -1.71 | 39.52 | 8 | 2 | 0 |
| 28 Jan | 99.53 | 17.07 | -0.89 | 68.15 | 5 | 0 | 52 |
| 27 Jan | 96.84 | 17.8 | 0.1 | 53.26 | 29 | 25 | 50 |
| 23 Jan | 95.08 | 17.7 | 0.45 | 27.21 | 6 | 2 | 21 |
| 22 Jan | 98.68 | 17.25 | 0.74 | 61.39 | 11 | 9 | 17 |
| 21 Jan | 96.69 | 16.51 | 5.86 | - | 0 | 0 | 8 |
| 20 Jan | 97.78 | 16.51 | 5.86 | 36.66 | 6 | 1 | 6 |
| 19 Jan | 102.27 | 10.65 | -0.35 | - | 0 | 0 | 5 |
| 16 Jan | 103.72 | 10.65 | -0.35 | - | 0 | 0 | 5 |
| 14 Jan | 105.18 | 10.65 | -0.35 | 36.71 | 3 | 2 | 4 |
| 13 Jan | 105.31 | 11 | 5.17 | 39.69 | 2 | 0 | 0 |
| 12 Jan | 107.55 | 5.83 | 0 | - | 0 | 0 | 0 |
| 9 Jan | 109.20 | 5.83 | 0 | - | 0 | 0 | 0 |
| 8 Jan | 112.09 | 5.83 | 0 | - | 0 | 0 | 0 |
| 7 Jan | 116.05 | 5.83 | 0 | 2.23 | 0 | 0 | 0 |
| 6 Jan | 118.54 | 5.83 | 0 | 4.02 | 0 | 0 | 0 |
| 5 Jan | 119.65 | 5.83 | 0 | 4.74 | 0 | 0 | 0 |
| 2 Jan | 122.67 | 5.83 | 0 | 6.67 | 0 | 0 | 0 |
| 1 Jan | 122.10 | 5.83 | 0 | 6.27 | 0 | 0 | 0 |
| 31 Dec | 121.77 | 5.83 | 0 | 5.99 | 0 | 0 | 0 |
For Nbcc (India) Limited - strike price 115 expiring on 24FEB2026
Delta for 115 PE is -
Historical price for 115 PE is as follows
On 20 Feb NBCC was trading at 94.91. The strike last trading price was 19, which was 0.49 higher than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 41
On 19 Feb NBCC was trading at 95.48. The strike last trading price was 18.51, which was 1.47 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 45
On 18 Feb NBCC was trading at 98.04. The strike last trading price was 17.04, which was 0.49 higher than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 45
On 17 Feb NBCC was trading at 98.51. The strike last trading price was 16.55, which was -0.82 lower than the previous day. The implied volatity was 41.63, the open interest changed by 0 which decreased total open position to 50
On 16 Feb NBCC was trading at 99.81. The strike last trading price was 17.41, which was 4.54 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 50
On 13 Feb NBCC was trading at 98.08. The strike last trading price was 17.41, which was 4.54 higher than the previous day. The implied volatity was 79.2, the open interest changed by -2 which decreased total open position to 50
On 12 Feb NBCC was trading at 100.50. The strike last trading price was 12.87, which was 1.87 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 52
On 11 Feb NBCC was trading at 101.68. The strike last trading price was 12.87, which was 1.87 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 52
On 10 Feb NBCC was trading at 101.44. The strike last trading price was 12.87, which was 1.87 higher than the previous day. The implied volatity was 29.21, the open interest changed by 0 which decreased total open position to 52
On 9 Feb NBCC was trading at 102.01. The strike last trading price was 11, which was -3.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 52
On 6 Feb NBCC was trading at 98.30. The strike last trading price was 11, which was -3.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 52
On 5 Feb NBCC was trading at 100.95. The strike last trading price was 11, which was -3.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 52
On 4 Feb NBCC was trading at 104.35. The strike last trading price was 11, which was -3.7 lower than the previous day. The implied volatity was 36.59, the open interest changed by 0 which decreased total open position to 53
On 3 Feb NBCC was trading at 100.43. The strike last trading price was 14.7, which was -0.66 lower than the previous day. The implied volatity was 45.78, the open interest changed by 0 which decreased total open position to 53
On 2 Feb NBCC was trading at 96.96. The strike last trading price was 15.36, which was -1.71 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 53
On 1 Feb NBCC was trading at 95.39. The strike last trading price was 15.36, which was -1.71 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 53
On 30 Jan NBCC was trading at 98.86. The strike last trading price was 15.36, which was -1.71 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 53
On 29 Jan NBCC was trading at 99.30. The strike last trading price was 15.36, which was -1.71 lower than the previous day. The implied volatity was 39.52, the open interest changed by 2 which increased total open position to 0
On 28 Jan NBCC was trading at 99.53. The strike last trading price was 17.07, which was -0.89 lower than the previous day. The implied volatity was 68.15, the open interest changed by 0 which decreased total open position to 52
On 27 Jan NBCC was trading at 96.84. The strike last trading price was 17.8, which was 0.1 higher than the previous day. The implied volatity was 53.26, the open interest changed by 25 which increased total open position to 50
On 23 Jan NBCC was trading at 95.08. The strike last trading price was 17.7, which was 0.45 higher than the previous day. The implied volatity was 27.21, the open interest changed by 2 which increased total open position to 21
On 22 Jan NBCC was trading at 98.68. The strike last trading price was 17.25, which was 0.74 higher than the previous day. The implied volatity was 61.39, the open interest changed by 9 which increased total open position to 17
On 21 Jan NBCC was trading at 96.69. The strike last trading price was 16.51, which was 5.86 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 20 Jan NBCC was trading at 97.78. The strike last trading price was 16.51, which was 5.86 higher than the previous day. The implied volatity was 36.66, the open interest changed by 1 which increased total open position to 6
On 19 Jan NBCC was trading at 102.27. The strike last trading price was 10.65, which was -0.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 16 Jan NBCC was trading at 103.72. The strike last trading price was 10.65, which was -0.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 14 Jan NBCC was trading at 105.18. The strike last trading price was 10.65, which was -0.35 lower than the previous day. The implied volatity was 36.71, the open interest changed by 2 which increased total open position to 4
On 13 Jan NBCC was trading at 105.31. The strike last trading price was 11, which was 5.17 higher than the previous day. The implied volatity was 39.69, 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 5.83, 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 Jan NBCC was trading at 109.20. The strike last trading price was 5.83, 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 Jan NBCC was trading at 112.09. The strike last trading price was 5.83, 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 Jan NBCC was trading at 116.05. The strike last trading price was 5.83, which was 0 lower than the previous day. The implied volatity was 2.23, the open interest changed by 0 which decreased total open position to 0
On 6 Jan NBCC was trading at 118.54. The strike last trading price was 5.83, which was 0 lower than the previous day. The implied volatity was 4.02, the open interest changed by 0 which decreased total open position to 0
On 5 Jan NBCC was trading at 119.65. The strike last trading price was 5.83, which was 0 lower than the previous day. The implied volatity was 4.74, the open interest changed by 0 which decreased total open position to 0
On 2 Jan NBCC was trading at 122.67. The strike last trading price was 5.83, which was 0 lower than the previous day. The implied volatity was 6.67, the open interest changed by 0 which decreased total open position to 0
On 1 Jan NBCC was trading at 122.10. The strike last trading price was 5.83, which was 0 lower than the previous day. The implied volatity was 6.27, the open interest changed by 0 which decreased total open position to 0
On 31 Dec NBCC was trading at 121.77. The strike last trading price was 5.83, which was 0 lower than the previous day. The implied volatity was 5.99, the open interest changed by 0 which decreased total open position to 0
