NBCC

Nbcc (India) Limited

116.16 -0.11 (-0.09%)

L: 115.5 H: 117.37

Back to Option Chain

Historical option data for NBCC
24 Dec 2025 04:13 PM IST

Strike Price

Expiry

Ltp Ltp OI Open Interest (OI) OI Chg Change Open Interest Volume Volume IV IV

Call
Put

Per Lot

NBCC 27-JAN-2026 115 CE
Delta: 0.60 Vega: 0.14 Theta: -0.08 Gamma: 0.03
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
24 Dec	116.16	5.6 ₹ 36,400	-0.11 -715.00	31.67	153 9,94,500	75 4,87,500	182 11,83,000
23 Dec	116.27	5.65 ₹ 36,725	-0.23 -1495.00	31.36	34 2,21,000	-5 -32,500	107 6,95,500
22 Dec	116.36	5.9 ₹ 38,350	1.55 10075.00	32.74	185 12,02,500	-21 -1,36,500	113 7,34,500
19 Dec	113.70	4.3 ₹ 27,950	2.14 13910.00	30.98	557 36,20,500	46 2,99,000	136 8,84,000
18 Dec	108.26	2.16 ₹ 14,040	-0.66 -4290.00	29.77	64 4,16,000	0 0	90 5,85,000
17 Dec	109.56	2.83 ₹ 18,395	-0.94 -6110.00	31.58	46 2,99,000	27 1,75,500	90 5,85,000
16 Dec	111.68	3.55 ₹ 23,075	-2.78 -18070.00	30.68	35 2,27,500	15 97,500	62 4,03,000
15 Dec	115.39	6.33 ₹ 41,145	3.25 21125.00	33.79	29 1,88,500	16 1,04,000	46 2,99,000
12 Dec	109.57	3.06 ₹ 19,890	0.46 2990.00	31.06	12 78,000	5 32,500	32 2,08,000
11 Dec	108.31	2.6 ₹ 16,900	0.32 2080.00	29.86	6 39,000	3 19,500	25 1,62,500

10 Dec	106.69	2.31 ₹ 15,015	-0.42 -2730.00	31.81	13 84,500	6 39,000	22 1,43,000
9 Dec	108.10	3 ₹ 19,500	0.1 650.00	31.85	12 78,000	9 58,500	16 1,04,000
8 Dec	107.98	3 ₹ 19,500	-1.7 -11050.00	32.82	7 45,500	5 32,500	6 39,000
5 Dec	112.06	4.7 ₹ 30,550	-7.11 -46215.00	-	0 0	1 6,500	0 0
4 Dec	112.52	4.7 ₹ 30,550	-7.11 -46215.00	29.63	1 6,500	0 0	0 0
3 Dec	113.21	11.81 ₹ 76,765	0 0.00	-	0 0	0 0	0 0
2 Dec	115.26	11.81 ₹ 76,765	0 0.00	-	0 0	0 0	0 0
1 Dec	118.01	11.81 ₹ 76,765	0 0.00	-	0 0	0 0	0 0
28 Nov	116.69	11.81 ₹ 76,765	0 0.00	-	0 0	0 0	0 0
27 Nov	117.42	11.81 ₹ 76,765	0 0.00	-	0 0	0 0	0 0
26 Nov	118.51	11.81 ₹ 76,765	0 0.00	-	0 0	0 0	0 0

For Nbcc (India) Limited - strike price 115 expiring on 27JAN2026

Delta for 115 CE is 0.60

Historical price for 115 CE is as follows

On 24 Dec NBCC was trading at 116.16. The strike last trading price was 5.6, which was -0.11 lower than the previous day. The implied volatity was 31.67, the open interest changed by 75 which increased total open position to 182

On 23 Dec NBCC was trading at 116.27. The strike last trading price was 5.65, which was -0.23 lower than the previous day. The implied volatity was 31.36, the open interest changed by -5 which decreased total open position to 107

On 22 Dec NBCC was trading at 116.36. The strike last trading price was 5.9, which was 1.55 higher than the previous day. The implied volatity was 32.74, the open interest changed by -21 which decreased total open position to 113

On 19 Dec NBCC was trading at 113.70. The strike last trading price was 4.3, which was 2.14 higher than the previous day. The implied volatity was 30.98, the open interest changed by 46 which increased total open position to 136

On 18 Dec NBCC was trading at 108.26. The strike last trading price was 2.16, which was -0.66 lower than the previous day. The implied volatity was 29.77, the open interest changed by 0 which decreased total open position to 90

On 17 Dec NBCC was trading at 109.56. The strike last trading price was 2.83, which was -0.94 lower than the previous day. The implied volatity was 31.58, the open interest changed by 27 which increased total open position to 90

On 16 Dec NBCC was trading at 111.68. The strike last trading price was 3.55, which was -2.78 lower than the previous day. The implied volatity was 30.68, the open interest changed by 15 which increased total open position to 62

On 15 Dec NBCC was trading at 115.39. The strike last trading price was 6.33, which was 3.25 higher than the previous day. The implied volatity was 33.79, the open interest changed by 16 which increased total open position to 46

On 12 Dec NBCC was trading at 109.57. The strike last trading price was 3.06, which was 0.46 higher than the previous day. The implied volatity was 31.06, the open interest changed by 5 which increased total open position to 32

On 11 Dec NBCC was trading at 108.31. The strike last trading price was 2.6, which was 0.32 higher than the previous day. The implied volatity was 29.86, the open interest changed by 3 which increased total open position to 25

On 10 Dec NBCC was trading at 106.69. The strike last trading price was 2.31, which was -0.42 lower than the previous day. The implied volatity was 31.81, the open interest changed by 6 which increased total open position to 22

On 9 Dec NBCC was trading at 108.10. The strike last trading price was 3, which was 0.1 higher than the previous day. The implied volatity was 31.85, the open interest changed by 9 which increased total open position to 16

On 8 Dec NBCC was trading at 107.98. The strike last trading price was 3, which was -1.7 lower than the previous day. The implied volatity was 32.82, the open interest changed by 5 which increased total open position to 6

On 5 Dec NBCC was trading at 112.06. The strike last trading price was 4.7, which was -7.11 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0

On 4 Dec NBCC was trading at 112.52. The strike last trading price was 4.7, which was -7.11 lower than the previous day. The implied volatity was 29.63, 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 11.81, 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 Dec NBCC was trading at 115.26. The strike last trading price was 11.81, 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 Dec NBCC was trading at 118.01. The strike last trading price was 11.81, 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 28 Nov NBCC was trading at 116.69. The strike last trading price was 11.81, 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 27 Nov NBCC was trading at 117.42. The strike last trading price was 11.81, 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 26 Nov NBCC was trading at 118.51. The strike last trading price was 11.81, 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 27JAN2026 115 PE
Delta: -0.40 Vega: 0.14 Theta: -0.05 Gamma: 0.03
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
24 Dec	116.16	3.4 ₹ 22,100	0.01 65.00	31.42	57 3,70,500	24 1,56,000	165 10,72,500
23 Dec	116.27	3.44 ₹ 22,360	-0.02 -130.00	31.41	41 2,66,500	9 58,500	141 9,16,500
22 Dec	116.36	3.55 ₹ 23,075	-1.15 -7475.00	31.74	105 6,82,500	50 3,25,000	132 8,58,000
19 Dec	113.70	4.57 ₹ 29,705	-3.5 -22750.00	28.90	66 4,29,000	5 32,500	82 5,33,000
18 Dec	108.26	8.07 ₹ 52,455	0.87 5655.00	33.09	2 13,000	1 6,500	77 5,00,500
17 Dec	109.56	7.2 ₹ 46,800	1.37 8905.00	31.39	30 1,95,000	24 1,56,000	76 4,94,000
16 Dec	111.68	5.88 ₹ 38,220	1.64 10660.00	29.97	36 2,34,000	25 1,62,500	46 2,99,000
15 Dec	115.39	4.08 ₹ 26,520	-3.94 -25610.00	31.83	44 2,86,000	20 1,30,000	20 1,30,000
12 Dec	109.57	8.02 ₹ 52,130	0 0.00	-	0 0	0 0	0 0
11 Dec	108.31	8.02 ₹ 52,130	0 0.00	-	0 0	0 0	0 0
10 Dec	106.69	8.02 ₹ 52,130	0 0.00	-	0 0	0 0	0 0
9 Dec	108.10	8.02 ₹ 52,130	0 0.00	-	0 0	0 0	0 0
8 Dec	107.98	8.02 ₹ 52,130	0 0.00	-	0 0	0 0	0 0
5 Dec	112.06	8.02 ₹ 52,130	0 0.00	-	0 0	0 0	0 0
4 Dec	112.52	8.02 ₹ 52,130	0 0.00	-	0 0	0 0	0 0
3 Dec	113.21	8.02 ₹ 52,130	0 0.00	0.27	0 0	0 0	0 0
2 Dec	115.26	8.02 ₹ 52,130	0 0.00	1.56	0 0	0 0	0 0
1 Dec	118.01	8.02 ₹ 52,130	0 0.00	3.16	0 0	0 0	0 0
28 Nov	116.69	8.02 ₹ 52,130	0 0.00	2.60	0 0	0 0	0 0
27 Nov	117.42	8.02 ₹ 52,130	0 0.00	3.18	0 0	0 0	0 0
26 Nov	118.51	8.02 ₹ 52,130	0 0.00	3.78	0 0	0 0	0 0

For Nbcc (India) Limited - strike price 115 expiring on 27JAN2026

Delta for 115 PE is -0.40

Historical price for 115 PE is as follows

On 24 Dec NBCC was trading at 116.16. The strike last trading price was 3.4, which was 0.01 higher than the previous day. The implied volatity was 31.42, the open interest changed by 24 which increased total open position to 165

On 23 Dec NBCC was trading at 116.27. The strike last trading price was 3.44, which was -0.02 lower than the previous day. The implied volatity was 31.41, the open interest changed by 9 which increased total open position to 141

On 22 Dec NBCC was trading at 116.36. The strike last trading price was 3.55, which was -1.15 lower than the previous day. The implied volatity was 31.74, the open interest changed by 50 which increased total open position to 132

On 19 Dec NBCC was trading at 113.70. The strike last trading price was 4.57, which was -3.5 lower than the previous day. The implied volatity was 28.90, the open interest changed by 5 which increased total open position to 82

On 18 Dec NBCC was trading at 108.26. The strike last trading price was 8.07, which was 0.87 higher than the previous day. The implied volatity was 33.09, the open interest changed by 1 which increased total open position to 77

On 17 Dec NBCC was trading at 109.56. The strike last trading price was 7.2, which was 1.37 higher than the previous day. The implied volatity was 31.39, the open interest changed by 24 which increased total open position to 76

On 16 Dec NBCC was trading at 111.68. The strike last trading price was 5.88, which was 1.64 higher than the previous day. The implied volatity was 29.97, the open interest changed by 25 which increased total open position to 46

On 15 Dec NBCC was trading at 115.39. The strike last trading price was 4.08, which was -3.94 lower than the previous day. The implied volatity was 31.83, the open interest changed by 20 which increased total open position to 20

On 12 Dec NBCC was trading at 109.57. The strike last trading price was 8.02, 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 8.02, 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 8.02, 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 8.02, 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 8.02, 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 8.02, 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 8.02, 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 8.02, 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 2 Dec NBCC was trading at 115.26. The strike last trading price was 8.02, which was 0 lower than the previous day. The implied volatity was 1.56, 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 8.02, which was 0 lower than the previous day. The implied volatity was 3.16, 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 8.02, which was 0 lower than the previous day. The implied volatity was 2.60, 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 8.02, which was 0 lower than the previous day. The implied volatity was 3.18, 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 8.02, which was 0 lower than the previous day. The implied volatity was 3.78, the open interest changed by 0 which decreased total open position to 0

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