NBCC

Nbcc (India) Limited

109.2 -2.89 (-2.58%)

L: 108.76 H: 112.76

Back to Option Chain

Historical option data for NBCC
09 Jan 2026 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 117 CE
Delta: 0.23 Vega: 0.07 Theta: -0.08 Gamma: 0.04
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Jan	109.20	1.1 ₹ 7,150	-0.65 -4225.00	35.43	524 34,06,000	99 6,43,500	333 21,64,500
8 Jan	112.09	1.76 ₹ 11,440	-1.43 -9295.00	35.03	213 13,84,500	50 3,25,000	234 15,21,000
7 Jan	116.05	3.3 ₹ 21,450	-1.37 -8905.00	30.90	367 23,85,500	126 8,19,000	186 12,09,000
6 Jan	118.54	4.61 ₹ 29,965	-0.87 -5655.00	29.83	26 1,69,000	10 65,000	61 3,96,500
5 Jan	119.65	5.48 ₹ 35,620	-2.52 -16380.00	30.77	18 1,17,000	-7 -45,500	51 3,31,500
2 Jan	122.67	8 ₹ 52,000	-0.11 -715.00	31.11	9 58,500	3 19,500	58 3,77,000
1 Jan	122.10	8.17 ₹ 53,105	-1.33 -8645.00	-	0 0	0 0	55 3,57,500
31 Dec	121.77	8.17 ₹ 53,105	-1.33 -8645.00	-	0 0	6 39,000	0 0
30 Dec	121.92	8.17 ₹ 53,105	-1.33 -8645.00	34.04	12 78,000	6 39,000	55 3,57,500
29 Dec	122.09	9.5 ₹ 61,750	1 6500.00	45.54	1 6,500	0 0	49 3,18,500
26 Dec	122.06	8.6 ₹ 55,900	3.8 24700.00	34.06	46 2,99,000	5 32,500	51 3,31,500
24 Dec	116.16	4.8 ₹ 31,200	0.16 1040.00	33.34	47 3,05,500	21 1,36,500	44 2,86,000
23 Dec	116.27	4.64 ₹ 30,160	-0.16 -1040.00	31.56	11 71,500	0 0	15 97,500
22 Dec	116.36	4.8 ₹ 31,200	1.25 8125.00	32.48	53 3,44,500	13 84,500	15 97,500
19 Dec	113.70	3.62 ₹ 23,530	-7.19 -46735.00	32.11	3 19,500	1 6,500	1 6,500
18 Dec	108.26	10.81 ₹ 70,265	0 0.00	6.57	0 0	0 0	0 0
17 Dec	109.56	10.81 ₹ 70,265	0 0.00	5.50	0 0	0 0	0 0
16 Dec	111.68	10.81 ₹ 70,265	0 0.00	3.74	0 0	0 0	0 0
15 Dec	115.39	10.81 ₹ 70,265	0 0.00	-	0 0	0 0	0 0
12 Dec	109.57	10.81 ₹ 70,265	0 0.00	5.10	0 0	0 0	0 0
11 Dec	108.31	10.81 ₹ 70,265	0 0.00	5.76	0 0	0 0	0 0
10 Dec	106.69	10.81 ₹ 70,265	0 0.00	7.07	0 0	0 0	0 0
9 Dec	108.10	10.81 ₹ 70,265	0 0.00	5.72	0 0	0 0	0 0
8 Dec	107.98	10.81 ₹ 70,265	0 0.00	6.06	0 0	0 0	0 0
5 Dec	112.06	10.81 ₹ 70,265	0 0.00	2.55	0 0	0 0	0 0
4 Dec	112.52	10.81 ₹ 70,265	0 0.00	2.20	0 0	0 0	0 0
3 Dec	113.21	10.81 ₹ 70,265	0 0.00	1.58	0 0	0 0	0 0
2 Dec	115.26	10.81 ₹ 70,265	0 0.00	-	0 0	0 0	0 0

1 Dec	118.01	10.81 ₹ 70,265	0 0.00	-	0 0	0 0	0 0
28 Nov	116.69	10.81 ₹ 70,265	0 0.00	-	0 0	0 0	0 0
27 Nov	117.42	10.81 ₹ 70,265	0 0.00	-	0 0	0 0	0 0
26 Nov	118.51	10.81 ₹ 70,265	0 0.00	-	0 0	0 0	0 0

For Nbcc (India) Limited - strike price 117 expiring on 27JAN2026

Delta for 117 CE is 0.23

Historical price for 117 CE is as follows

On 9 Jan NBCC was trading at 109.20. The strike last trading price was 1.1, which was -0.65 lower than the previous day. The implied volatity was 35.43, the open interest changed by 99 which increased total open position to 333

On 8 Jan NBCC was trading at 112.09. The strike last trading price was 1.76, which was -1.43 lower than the previous day. The implied volatity was 35.03, the open interest changed by 50 which increased total open position to 234

On 7 Jan NBCC was trading at 116.05. The strike last trading price was 3.3, which was -1.37 lower than the previous day. The implied volatity was 30.90, the open interest changed by 126 which increased total open position to 186

On 6 Jan NBCC was trading at 118.54. The strike last trading price was 4.61, which was -0.87 lower than the previous day. The implied volatity was 29.83, the open interest changed by 10 which increased total open position to 61

On 5 Jan NBCC was trading at 119.65. The strike last trading price was 5.48, which was -2.52 lower than the previous day. The implied volatity was 30.77, the open interest changed by -7 which decreased total open position to 51

On 2 Jan NBCC was trading at 122.67. The strike last trading price was 8, which was -0.11 lower than the previous day. The implied volatity was 31.11, the open interest changed by 3 which increased total open position to 58

On 1 Jan NBCC was trading at 122.10. The strike last trading price was 8.17, which was -1.33 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 55

On 31 Dec NBCC was trading at 121.77. The strike last trading price was 8.17, which was -1.33 lower than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 0

On 30 Dec NBCC was trading at 121.92. The strike last trading price was 8.17, which was -1.33 lower than the previous day. The implied volatity was 34.04, the open interest changed by 6 which increased total open position to 55

On 29 Dec NBCC was trading at 122.09. The strike last trading price was 9.5, which was 1 higher than the previous day. The implied volatity was 45.54, the open interest changed by 0 which decreased total open position to 49

On 26 Dec NBCC was trading at 122.06. The strike last trading price was 8.6, which was 3.8 higher than the previous day. The implied volatity was 34.06, the open interest changed by 5 which increased total open position to 51

On 24 Dec NBCC was trading at 116.16. The strike last trading price was 4.8, which was 0.16 higher than the previous day. The implied volatity was 33.34, the open interest changed by 21 which increased total open position to 44

On 23 Dec NBCC was trading at 116.27. The strike last trading price was 4.64, which was -0.16 lower than the previous day. The implied volatity was 31.56, the open interest changed by 0 which decreased total open position to 15

On 22 Dec NBCC was trading at 116.36. The strike last trading price was 4.8, which was 1.25 higher than the previous day. The implied volatity was 32.48, the open interest changed by 13 which increased total open position to 15

On 19 Dec NBCC was trading at 113.70. The strike last trading price was 3.62, which was -7.19 lower than the previous day. The implied volatity was 32.11, the open interest changed by 1 which increased total open position to 1

On 18 Dec NBCC was trading at 108.26. The strike last trading price was 10.81, which was 0 lower than the previous day. The implied volatity was 6.57, the open interest changed by 0 which decreased total open position to 0

On 17 Dec NBCC was trading at 109.56. The strike last trading price was 10.81, which was 0 lower than the previous day. The implied volatity was 5.50, the open interest changed by 0 which decreased total open position to 0

On 16 Dec NBCC was trading at 111.68. The strike last trading price was 10.81, which was 0 lower than the previous day. The implied volatity was 3.74, the open interest changed by 0 which decreased total open position to 0

On 15 Dec NBCC was trading at 115.39. The strike last trading price was 10.81, 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 12 Dec NBCC was trading at 109.57. The strike last trading price was 10.81, which was 0 lower than the previous day. The implied volatity was 5.10, 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 10.81, which was 0 lower than the previous day. The implied volatity was 5.76, 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 10.81, which was 0 lower than the previous day. The implied volatity was 7.07, 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 10.81, which was 0 lower than the previous day. The implied volatity was 5.72, 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 10.81, which was 0 lower than the previous day. The implied volatity was 6.06, 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 10.81, which was 0 lower than the previous day. The implied volatity was 2.55, 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 10.81, which was 0 lower than the previous day. The implied volatity was 2.20, 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 10.81, which was 0 lower than the previous day. The implied volatity was 1.58, 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 10.81, 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 10.81, 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 10.81, 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 10.81, 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 10.81, 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 117 PE
Delta: -0.71 Vega: 0.08 Theta: -0.08 Gamma: 0.03
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Jan	109.20	8.85 ₹ 57,525	2.66 17290.00	45.53	43 2,79,500	-12 -78,000	190 12,35,000
8 Jan	112.09	6.49 ₹ 42,185	2.68 17420.00	35.44	86 5,59,000	-3 -19,500	203 13,19,500
7 Jan	116.05	3.74 ₹ 24,310	1.1 7150.00	33.93	240 15,60,000	40 2,60,000	208 13,52,000
6 Jan	118.54	2.65 ₹ 17,225	0.29 1885.00	32.71	112 7,28,000	-2 -13,000	166 10,79,000
5 Jan	119.65	2.36 ₹ 15,340	0.83 5395.00	32.93	137 8,90,500	9 58,500	168 10,92,000
2 Jan	122.67	1.54 ₹ 10,010	-0.31 -2015.00	31.99	51 3,31,500	17 1,10,500	158 10,27,000
1 Jan	122.10	1.85 ₹ 12,025	-0.17 -1105.00	32.94	25 1,62,500	3 19,500	140 9,10,000
31 Dec	121.77	2.01 ₹ 13,065	0.01 65.00	32.73	71 4,61,500	10 65,000	142 9,23,000
30 Dec	121.92	1.96 ₹ 12,740	-0.49 -3185.00	33.01	85 5,52,500	13 84,500	133 8,64,500
29 Dec	122.09	2.42 ₹ 15,730	-0.03 -195.00	35.96	147 9,55,500	73 4,74,500	120 7,80,000
26 Dec	122.06	2.5 ₹ 16,250	-1.92 -12480.00	35.86	41 2,66,500	14 91,000	46 2,99,000
24 Dec	116.16	4.48 ₹ 29,120	0.35 2275.00	32.38	34 2,21,000	28 1,82,000	31 2,01,500
23 Dec	116.27	4.13 ₹ 26,845	-4.87 -31655.00	29.75	4 26,000	1 6,500	1 6,500
22 Dec	116.36	9 ₹ 58,500	0 0.00	0.21	0 0	0 0	0 0
19 Dec	113.70	9 ₹ 58,500	0 0.00	-	0 0	0 0	0 0
18 Dec	108.26	9 ₹ 58,500	0 0.00	-	0 0	0 0	0 0
17 Dec	109.56	9 ₹ 58,500	0 0.00	-	0 0	0 0	0 0
16 Dec	111.68	9 ₹ 58,500	0 0.00	-	0 0	0 0	0 0
15 Dec	115.39	9 ₹ 58,500	0 0.00	-	0 0	0 0	0 0
12 Dec	109.57	9 ₹ 58,500	0 0.00	-	0 0	0 0	0 0
11 Dec	108.31	9 ₹ 58,500	0 0.00	-	0 0	0 0	0 0
10 Dec	106.69	9 ₹ 58,500	0 0.00	-	0 0	0 0	0 0
9 Dec	108.10	9 ₹ 58,500	0 0.00	-	0 0	0 0	0 0
8 Dec	107.98	9 ₹ 58,500	0 0.00	-	0 0	0 0	0 0
5 Dec	112.06	9 ₹ 58,500	0 0.00	-	0 0	0 0	0 0
4 Dec	112.52	9 ₹ 58,500	0 0.00	-	0 0	0 0	0 0
3 Dec	113.21	9 ₹ 58,500	0 0.00	-	0 0	0 0	0 0
2 Dec	115.26	9 ₹ 58,500	0 0.00	0.09	0 0	0 0	0 0
1 Dec	118.01	9 ₹ 58,500	0 0.00	1.93	0 0	0 0	0 0
28 Nov	116.69	9 ₹ 58,500	0 0.00	1.33	0 0	0 0	0 0
27 Nov	117.42	9 ₹ 58,500	0 0.00	1.75	0 0	0 0	0 0
26 Nov	118.51	9 ₹ 58,500	0 0.00	-	0 0	0 0	0 0

For Nbcc (India) Limited - strike price 117 expiring on 27JAN2026

Delta for 117 PE is -0.71

Historical price for 117 PE is as follows

On 9 Jan NBCC was trading at 109.20. The strike last trading price was 8.85, which was 2.66 higher than the previous day. The implied volatity was 45.53, the open interest changed by -12 which decreased total open position to 190

On 8 Jan NBCC was trading at 112.09. The strike last trading price was 6.49, which was 2.68 higher than the previous day. The implied volatity was 35.44, the open interest changed by -3 which decreased total open position to 203

On 7 Jan NBCC was trading at 116.05. The strike last trading price was 3.74, which was 1.1 higher than the previous day. The implied volatity was 33.93, the open interest changed by 40 which increased total open position to 208

On 6 Jan NBCC was trading at 118.54. The strike last trading price was 2.65, which was 0.29 higher than the previous day. The implied volatity was 32.71, the open interest changed by -2 which decreased total open position to 166

On 5 Jan NBCC was trading at 119.65. The strike last trading price was 2.36, which was 0.83 higher than the previous day. The implied volatity was 32.93, the open interest changed by 9 which increased total open position to 168

On 2 Jan NBCC was trading at 122.67. The strike last trading price was 1.54, which was -0.31 lower than the previous day. The implied volatity was 31.99, the open interest changed by 17 which increased total open position to 158

On 1 Jan NBCC was trading at 122.10. The strike last trading price was 1.85, which was -0.17 lower than the previous day. The implied volatity was 32.94, the open interest changed by 3 which increased total open position to 140

On 31 Dec NBCC was trading at 121.77. The strike last trading price was 2.01, which was 0.01 higher than the previous day. The implied volatity was 32.73, the open interest changed by 10 which increased total open position to 142

On 30 Dec NBCC was trading at 121.92. The strike last trading price was 1.96, which was -0.49 lower than the previous day. The implied volatity was 33.01, the open interest changed by 13 which increased total open position to 133

On 29 Dec NBCC was trading at 122.09. The strike last trading price was 2.42, which was -0.03 lower than the previous day. The implied volatity was 35.96, the open interest changed by 73 which increased total open position to 120

On 26 Dec NBCC was trading at 122.06. The strike last trading price was 2.5, which was -1.92 lower than the previous day. The implied volatity was 35.86, the open interest changed by 14 which increased total open position to 46

On 24 Dec NBCC was trading at 116.16. The strike last trading price was 4.48, which was 0.35 higher than the previous day. The implied volatity was 32.38, the open interest changed by 28 which increased total open position to 31

On 23 Dec NBCC was trading at 116.27. The strike last trading price was 4.13, which was -4.87 lower than the previous day. The implied volatity was 29.75, the open interest changed by 1 which increased total open position to 1

On 22 Dec NBCC was trading at 116.36. The strike last trading price was 9, which was 0 lower than the previous day. The implied volatity was 0.21, the open interest changed by 0 which decreased total open position to 0

On 19 Dec NBCC was trading at 113.70. The strike last trading price was 9, 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 18 Dec NBCC was trading at 108.26. The strike last trading price was 9, 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 17 Dec NBCC was trading at 109.56. The strike last trading price was 9, 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 Dec NBCC was trading at 111.68. The strike last trading price was 9, 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 Dec NBCC was trading at 115.39. The strike last trading price was 9, 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 Dec NBCC was trading at 109.57. The strike last trading price was 9, 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 9, 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 9, 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 9, 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 9, 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 9, 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 9, 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 9, 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 9, which was 0 lower than the previous day. The implied volatity was 0.09, 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 9, which was 0 lower than the previous day. The implied volatity was 1.93, 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 9, which was 0 lower than the previous day. The implied volatity was 1.33, 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 9, which was 0 lower than the previous day. The implied volatity was 1.75, 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 9, 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

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