NBCC

Nbcc (India) Limited

111.49 -1.03 (-0.92%)

L: 110.71 H: 112.59

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Historical option data for NBCC
05 Dec 2025 02:48 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 30-DEC-2025 115 CE
Delta: 0.39 Vega: 0.11 Theta: -0.07 Gamma: 0.05
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
5 Dec	111.54	2.13 ₹ 13,845	-0.63 -4095.00	28.10	537 34,90,500	63 4,09,500	777 50,50,500
4 Dec	112.52	2.74 ₹ 17,810	-0.44 -2860.00	29.86	518 33,67,000	118 7,67,000	716 46,54,000
3 Dec	113.21	3.3 ₹ 21,450	-0.98 -6370.00	28.94	602 39,13,000	193 12,54,500	596 38,74,000
2 Dec	115.26	4.36 ₹ 28,340	-1.78 -11570.00	29.52	228 14,82,000	74 4,81,000	389 25,28,500
1 Dec	118.01	6.06 ₹ 39,390	0.5 3250.00	30.20	80 5,20,000	-5 -32,500	316 20,54,000
28 Nov	116.69	5.48 ₹ 35,620	-0.59 -3835.00	29.48	81 5,26,500	10 65,000	322 20,93,000
27 Nov	117.42	6.25 ₹ 40,625	-0.59 -3835.00	29.93	143 9,29,500	-32 -2,08,000	315 20,47,500
26 Nov	118.51	6.88 ₹ 44,720	0.41 2665.00	29.65	198 12,87,000	-35 -2,27,500	347 22,55,500
25 Nov	117.59	6.56 ₹ 42,640	0.65 4225.00	31.71	387 25,15,500	35 2,27,500	382 24,83,000
24 Nov	116.47	5.94 ₹ 38,610	2.08 13520.00	32.30	999 64,93,500	-55 -3,57,500	347 22,55,500
21 Nov	112.61	3.85 ₹ 25,025	-2.03 -13195.00	29.26	373 24,24,500	92 5,98,000	404 26,26,000
20 Nov	115.99	5.79 ₹ 37,635	1.74 11310.00	30.97	737 47,90,500	146 9,49,000	310 20,15,000
19 Nov	113.04	3.96 ₹ 25,740	-1.24 -8060.00	28.76	131 8,51,500	42 2,73,000	165 10,72,500
18 Nov	114.96	5.22 ₹ 33,930	-1.51 -9815.00	29.12	59 3,83,500	14 91,000	124 8,06,000
17 Nov	116.82	6.8 ₹ 44,200	1.19 7735.00	31.56	136 8,84,000	2 13,000	107 6,95,500

14 Nov	114.14	5.8 ₹ 37,700	2.27 14755.00	33.15	113 7,34,500	7 45,500	104 6,76,000
13 Nov	108.98	3.51 ₹ 22,815	-1.84 -11960.00	35.52	46 2,99,000	12 78,000	95 6,17,500
12 Nov	112.06	5.35 ₹ 34,775	-0.65 -4225.00	37.27	1 6,500	0 0	83 5,39,500
11 Nov	113.59	6 ₹ 39,000	0 0.00	-	0 0	1 6,500	0 0
10 Nov	113.19	6 ₹ 39,000	0 0.00	36.46	1 6,500	0 0	82 5,33,000
7 Nov	113.39	6 ₹ 39,000	-3.4 -22100.00	34.49	7 45,500	2 13,000	81 5,26,500
6 Nov	111.44	9.4 ₹ 61,100	1.4 9100.00	-	0 0	0 0	0 0
4 Nov	113.95	9.4 ₹ 61,100	1.4 9100.00	-	0 0	0 0	0 0
3 Nov	117.64	9.4 ₹ 61,100	1.4 9100.00	-	0 0	0 0	0 0
31 Oct	117.41	9.4 ₹ 61,100	1.4 9100.00	-	0 0	2 13,000	0 0
30 Oct	118.37	9.4 ₹ 61,100	1.4 9100.00	34.67	2 13,000	1 6,500	78 5,07,000
29 Oct	115.22	8 ₹ 52,000	0.05 325.00	33.79	82 5,33,000	62 4,03,000	62 4,03,000

For Nbcc (India) Limited - strike price 115 expiring on 30DEC2025

Delta for 115 CE is 0.39

Historical price for 115 CE is as follows

On 5 Dec NBCC was trading at 111.54. The strike last trading price was 2.13, which was -0.63 lower than the previous day. The implied volatity was 28.10, the open interest changed by 63 which increased total open position to 777

On 4 Dec NBCC was trading at 112.52. The strike last trading price was 2.74, which was -0.44 lower than the previous day. The implied volatity was 29.86, the open interest changed by 118 which increased total open position to 716

On 3 Dec NBCC was trading at 113.21. The strike last trading price was 3.3, which was -0.98 lower than the previous day. The implied volatity was 28.94, the open interest changed by 193 which increased total open position to 596

On 2 Dec NBCC was trading at 115.26. The strike last trading price was 4.36, which was -1.78 lower than the previous day. The implied volatity was 29.52, the open interest changed by 74 which increased total open position to 389

On 1 Dec NBCC was trading at 118.01. The strike last trading price was 6.06, which was 0.5 higher than the previous day. The implied volatity was 30.20, the open interest changed by -5 which decreased total open position to 316

On 28 Nov NBCC was trading at 116.69. The strike last trading price was 5.48, which was -0.59 lower than the previous day. The implied volatity was 29.48, the open interest changed by 10 which increased total open position to 322

On 27 Nov NBCC was trading at 117.42. The strike last trading price was 6.25, which was -0.59 lower than the previous day. The implied volatity was 29.93, the open interest changed by -32 which decreased total open position to 315

On 26 Nov NBCC was trading at 118.51. The strike last trading price was 6.88, which was 0.41 higher than the previous day. The implied volatity was 29.65, the open interest changed by -35 which decreased total open position to 347

On 25 Nov NBCC was trading at 117.59. The strike last trading price was 6.56, which was 0.65 higher than the previous day. The implied volatity was 31.71, the open interest changed by 35 which increased total open position to 382

On 24 Nov NBCC was trading at 116.47. The strike last trading price was 5.94, which was 2.08 higher than the previous day. The implied volatity was 32.30, the open interest changed by -55 which decreased total open position to 347

On 21 Nov NBCC was trading at 112.61. The strike last trading price was 3.85, which was -2.03 lower than the previous day. The implied volatity was 29.26, the open interest changed by 92 which increased total open position to 404

On 20 Nov NBCC was trading at 115.99. The strike last trading price was 5.79, which was 1.74 higher than the previous day. The implied volatity was 30.97, the open interest changed by 146 which increased total open position to 310

On 19 Nov NBCC was trading at 113.04. The strike last trading price was 3.96, which was -1.24 lower than the previous day. The implied volatity was 28.76, the open interest changed by 42 which increased total open position to 165

On 18 Nov NBCC was trading at 114.96. The strike last trading price was 5.22, which was -1.51 lower than the previous day. The implied volatity was 29.12, the open interest changed by 14 which increased total open position to 124

On 17 Nov NBCC was trading at 116.82. The strike last trading price was 6.8, which was 1.19 higher than the previous day. The implied volatity was 31.56, the open interest changed by 2 which increased total open position to 107

On 14 Nov NBCC was trading at 114.14. The strike last trading price was 5.8, which was 2.27 higher than the previous day. The implied volatity was 33.15, the open interest changed by 7 which increased total open position to 104

On 13 Nov NBCC was trading at 108.98. The strike last trading price was 3.51, which was -1.84 lower than the previous day. The implied volatity was 35.52, the open interest changed by 12 which increased total open position to 95

On 12 Nov NBCC was trading at 112.06. The strike last trading price was 5.35, which was -0.65 lower than the previous day. The implied volatity was 37.27, the open interest changed by 0 which decreased total open position to 83

On 11 Nov NBCC was trading at 113.59. The strike last trading price was 6, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0

On 10 Nov NBCC was trading at 113.19. The strike last trading price was 6, which was 0 lower than the previous day. The implied volatity was 36.46, the open interest changed by 0 which decreased total open position to 82

On 7 Nov NBCC was trading at 113.39. The strike last trading price was 6, which was -3.4 lower than the previous day. The implied volatity was 34.49, the open interest changed by 2 which increased total open position to 81

On 6 Nov NBCC was trading at 111.44. The strike last trading price was 9.4, which was 1.4 higher 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 9.4, which was 1.4 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 9.4, which was 1.4 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 9.4, which was 1.4 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0

On 30 Oct NBCC was trading at 118.37. The strike last trading price was 9.4, which was 1.4 higher than the previous day. The implied volatity was 34.67, the open interest changed by 1 which increased total open position to 78

On 29 Oct NBCC was trading at 115.22. The strike last trading price was 8, which was 0.05 higher than the previous day. The implied volatity was 33.79, the open interest changed by 62 which increased total open position to 62

NBCC 30DEC2025 115 PE
Delta: -0.62 Vega: 0.11 Theta: -0.04 Gamma: 0.05
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
5 Dec	111.54	4.74 ₹ 30,810	0.19 1235.00	27.16	32 2,08,000	-6 -39,000	457 29,70,500
4 Dec	112.52	4.55 ₹ 29,575	0.3 1950.00	29.32	42 2,73,000	9 58,500	462 30,03,000
3 Dec	113.21	4.1 ₹ 26,650	0.68 4420.00	30.66	292 18,98,000	120 7,80,000	454 29,51,000
2 Dec	115.26	3.37 ₹ 21,905	1.03 6695.00	31.03	338 21,97,000	-14 -91,000	333 21,64,500
1 Dec	118.01	2.43 ₹ 15,795	-0.51 -3315.00	30.78	242 15,73,000	21 1,36,500	347 22,55,500
28 Nov	116.69	2.86 ₹ 18,590	0.19 1235.00	29.74	187 12,15,500	21 1,36,500	325 21,12,500
27 Nov	117.42	2.62 ₹ 17,030	0.14 910.00	30.28	114 7,41,000	10 65,000	307 19,95,500
26 Nov	118.51	2.43 ₹ 15,795	-0.62 -4030.00	30.71	212 13,78,000	22 1,43,000	298 19,37,000
25 Nov	117.59	3.07 ₹ 19,955	-0.44 -2860.00	32.57	356 23,14,000	55 3,57,500	277 18,00,500
24 Nov	116.47	3.53 ₹ 22,945	-1.97 -12805.00	32.08	736 47,84,000	71 4,61,500	235 15,27,500
21 Nov	112.61	5.41 ₹ 35,165	1.55 10075.00	33.22	109 7,08,500	35 2,27,500	164 10,66,000
20 Nov	115.99	3.82 ₹ 24,830	-1.3 -8450.00	31.53	295 19,17,500	67 4,35,500	129 8,38,500
19 Nov	113.04	5.12 ₹ 33,280	0.59 3835.00	31.04	13 84,500	4 26,000	62 4,03,000
18 Nov	114.96	4.58 ₹ 29,770	0.37 2405.00	33.84	41 2,66,500	25 1,62,500	59 3,83,500
17 Nov	116.82	4.3 ₹ 27,950	-0.52 -3380.00	36.81	48 3,12,000	22 1,43,000	35 2,27,500
14 Nov	114.14	4.82 ₹ 31,330	-2.38 -15470.00	32.53	9 58,500	1 6,500	14 91,000
13 Nov	108.98	7.2 ₹ 46,800	1.09 7085.00	-	0 0	0 0	0 0
12 Nov	112.06	7.2 ₹ 46,800	1.09 7085.00	-	0 0	0 0	0 0
11 Nov	113.59	7.2 ₹ 46,800	1.09 7085.00	-	0 0	0 0	0 0
10 Nov	113.19	7.2 ₹ 46,800	1.09 7085.00	-	0 0	-1 -6,500	0 0
7 Nov	113.39	7.2 ₹ 46,800	1.09 7085.00	42.26	2 13,000	0 0	14 91,000
6 Nov	111.44	6.19 ₹ 40,235	1.34 8710.00	-	0 0	4 26,000	0 0
4 Nov	113.95	6.19 ₹ 40,235	1.34 8710.00	37.23	6 39,000	4 26,000	14 91,000
3 Nov	117.64	4.85 ₹ 31,525	0.35 2275.00	37.70	1 6,500	0 0	9 58,500
31 Oct	117.41	4.5 ₹ 29,250	-1.55 -10075.00	-	0 0	3 19,500	0 0
30 Oct	118.37	4.5 ₹ 29,250	-1.55 -10075.00	35.81	9 58,500	1 6,500	7 45,500
29 Oct	115.22	6.05 ₹ 39,325	-5.4 -35100.00	39.48	6 39,000	5 32,500	5 32,500

For Nbcc (India) Limited - strike price 115 expiring on 30DEC2025

Delta for 115 PE is -0.62

Historical price for 115 PE is as follows

On 5 Dec NBCC was trading at 111.54. The strike last trading price was 4.74, which was 0.19 higher than the previous day. The implied volatity was 27.16, the open interest changed by -6 which decreased total open position to 457

On 4 Dec NBCC was trading at 112.52. The strike last trading price was 4.55, which was 0.3 higher than the previous day. The implied volatity was 29.32, the open interest changed by 9 which increased total open position to 462

On 3 Dec NBCC was trading at 113.21. The strike last trading price was 4.1, which was 0.68 higher than the previous day. The implied volatity was 30.66, the open interest changed by 120 which increased total open position to 454

On 2 Dec NBCC was trading at 115.26. The strike last trading price was 3.37, which was 1.03 higher than the previous day. The implied volatity was 31.03, the open interest changed by -14 which decreased total open position to 333

On 1 Dec NBCC was trading at 118.01. The strike last trading price was 2.43, which was -0.51 lower than the previous day. The implied volatity was 30.78, the open interest changed by 21 which increased total open position to 347

On 28 Nov NBCC was trading at 116.69. The strike last trading price was 2.86, which was 0.19 higher than the previous day. The implied volatity was 29.74, the open interest changed by 21 which increased total open position to 325

On 27 Nov NBCC was trading at 117.42. The strike last trading price was 2.62, which was 0.14 higher than the previous day. The implied volatity was 30.28, the open interest changed by 10 which increased total open position to 307

On 26 Nov NBCC was trading at 118.51. The strike last trading price was 2.43, which was -0.62 lower than the previous day. The implied volatity was 30.71, the open interest changed by 22 which increased total open position to 298

On 25 Nov NBCC was trading at 117.59. The strike last trading price was 3.07, which was -0.44 lower than the previous day. The implied volatity was 32.57, the open interest changed by 55 which increased total open position to 277

On 24 Nov NBCC was trading at 116.47. The strike last trading price was 3.53, which was -1.97 lower than the previous day. The implied volatity was 32.08, the open interest changed by 71 which increased total open position to 235

On 21 Nov NBCC was trading at 112.61. The strike last trading price was 5.41, which was 1.55 higher than the previous day. The implied volatity was 33.22, the open interest changed by 35 which increased total open position to 164

On 20 Nov NBCC was trading at 115.99. The strike last trading price was 3.82, which was -1.3 lower than the previous day. The implied volatity was 31.53, the open interest changed by 67 which increased total open position to 129

On 19 Nov NBCC was trading at 113.04. The strike last trading price was 5.12, which was 0.59 higher than the previous day. The implied volatity was 31.04, the open interest changed by 4 which increased total open position to 62

On 18 Nov NBCC was trading at 114.96. The strike last trading price was 4.58, which was 0.37 higher than the previous day. The implied volatity was 33.84, the open interest changed by 25 which increased total open position to 59

On 17 Nov NBCC was trading at 116.82. The strike last trading price was 4.3, which was -0.52 lower than the previous day. The implied volatity was 36.81, the open interest changed by 22 which increased total open position to 35

On 14 Nov NBCC was trading at 114.14. The strike last trading price was 4.82, which was -2.38 lower than the previous day. The implied volatity was 32.53, the open interest changed by 1 which increased total open position to 14

On 13 Nov NBCC was trading at 108.98. The strike last trading price was 7.2, which was 1.09 higher 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 7.2, which was 1.09 higher 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 7.2, which was 1.09 higher 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 7.2, which was 1.09 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0

On 7 Nov NBCC was trading at 113.39. The strike last trading price was 7.2, which was 1.09 higher than the previous day. The implied volatity was 42.26, the open interest changed by 0 which decreased total open position to 14

On 6 Nov NBCC was trading at 111.44. The strike last trading price was 6.19, which was 1.34 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 0

On 4 Nov NBCC was trading at 113.95. The strike last trading price was 6.19, which was 1.34 higher than the previous day. The implied volatity was 37.23, the open interest changed by 4 which increased total open position to 14

On 3 Nov NBCC was trading at 117.64. The strike last trading price was 4.85, which was 0.35 higher than the previous day. The implied volatity was 37.70, the open interest changed by 0 which decreased total open position to 9

On 31 Oct NBCC was trading at 117.41. The strike last trading price was 4.5, which was -1.55 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0

On 30 Oct NBCC was trading at 118.37. The strike last trading price was 4.5, which was -1.55 lower than the previous day. The implied volatity was 35.81, the open interest changed by 1 which increased total open position to 7

On 29 Oct NBCC was trading at 115.22. The strike last trading price was 6.05, which was -5.4 lower than the previous day. The implied volatity was 39.48, the open interest changed by 5 which increased total open position to 5

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