[--[65.84.65.76]--]

NBCC

Nbcc (India) Limited
109.2 -2.89 (-2.58%)
L: 108.76 H: 112.76

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Historical option data for NBCC

09 Jan 2026 04:13 PM IST
NBCC 27-JAN-2026 119 CE
Delta: 0.18
Vega: 0.06
Theta: -0.07
Gamma: 0.03
Date Close Ltp Change IV Volume OI Chg OI
9 Jan 109.20 0.81 -0.54 36.43 140 -17 247
8 Jan 112.09 1.35 -1.09 36.22 255 82 256
7 Jan 116.05 2.48 -1.15 31.30 367 55 174
6 Jan 118.54 3.53 -3.01 29.88 362 110 118
5 Jan 119.65 7 -0.02 - 0 0 8
2 Jan 122.67 7 -0.02 - 0 0 8
1 Jan 122.10 7 -0.02 - 0 0 8
31 Dec 121.77 7 -0.02 - 0 1 0
30 Dec 121.92 7 -0.02 35.12 8 1 8
29 Dec 122.09 7.02 0.08 35.58 3 0 6
26 Dec 122.06 6.94 -2.94 31.29 13 5 5
24 Dec 116.16 9.88 0 2.00 0 0 0
23 Dec 116.27 9.88 0 1.86 0 0 0
22 Dec 116.36 9.88 0 1.84 0 0 0
19 Dec 113.70 9.88 0 3.98 0 0 0
18 Dec 108.26 9.88 0 7.92 0 0 0
17 Dec 109.56 9.88 0 6.90 0 0 0
16 Dec 111.68 9.88 0 5.43 0 0 0
15 Dec 115.39 9.88 0 1.71 0 0 0
12 Dec 109.57 9.88 0 6.49 0 0 0
11 Dec 108.31 9.88 0 7.14 0 0 0
10 Dec 106.69 9.88 0 8.37 0 0 0
9 Dec 108.10 9.88 0 7.00 0 0 0
8 Dec 107.98 9.88 0 7.38 0 0 0
5 Dec 112.06 9.88 0 3.97 0 0 0
4 Dec 112.52 9.88 0 3.63 0 0 0
3 Dec 113.21 9.88 0 2.83 0 0 0
2 Dec 115.26 9.88 0 1.47 0 0 0
1 Dec 118.01 9.88 0 - 0 0 0
28 Nov 116.69 9.88 0 0.36 0 0 0
27 Nov 117.42 9.88 0 - 0 0 0
26 Nov 118.51 9.88 0 - 0 0 0


For Nbcc (India) Limited - strike price 119 expiring on 27JAN2026

Delta for 119 CE is 0.18

Historical price for 119 CE is as follows

On 9 Jan NBCC was trading at 109.20. The strike last trading price was 0.81, which was -0.54 lower than the previous day. The implied volatity was 36.43, the open interest changed by -17 which decreased total open position to 247


On 8 Jan NBCC was trading at 112.09. The strike last trading price was 1.35, which was -1.09 lower than the previous day. The implied volatity was 36.22, the open interest changed by 82 which increased total open position to 256


On 7 Jan NBCC was trading at 116.05. The strike last trading price was 2.48, which was -1.15 lower than the previous day. The implied volatity was 31.30, the open interest changed by 55 which increased total open position to 174


On 6 Jan NBCC was trading at 118.54. The strike last trading price was 3.53, which was -3.01 lower than the previous day. The implied volatity was 29.88, the open interest changed by 110 which increased total open position to 118


On 5 Jan NBCC was trading at 119.65. The strike last trading price was 7, which was -0.02 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8


On 2 Jan NBCC was trading at 122.67. The strike last trading price was 7, which was -0.02 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8


On 1 Jan NBCC was trading at 122.10. The strike last trading price was 7, which was -0.02 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8


On 31 Dec NBCC was trading at 121.77. The strike last trading price was 7, which was -0.02 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 30 Dec NBCC was trading at 121.92. The strike last trading price was 7, which was -0.02 lower than the previous day. The implied volatity was 35.12, the open interest changed by 1 which increased total open position to 8


On 29 Dec NBCC was trading at 122.09. The strike last trading price was 7.02, which was 0.08 higher than the previous day. The implied volatity was 35.58, the open interest changed by 0 which decreased total open position to 6


On 26 Dec NBCC was trading at 122.06. The strike last trading price was 6.94, which was -2.94 lower than the previous day. The implied volatity was 31.29, the open interest changed by 5 which increased total open position to 5


On 24 Dec NBCC was trading at 116.16. The strike last trading price was 9.88, which was 0 lower than the previous day. The implied volatity was 2.00, the open interest changed by 0 which decreased total open position to 0


On 23 Dec NBCC was trading at 116.27. The strike last trading price was 9.88, which was 0 lower than the previous day. The implied volatity was 1.86, the open interest changed by 0 which decreased total open position to 0


On 22 Dec NBCC was trading at 116.36. The strike last trading price was 9.88, which was 0 lower than the previous day. The implied volatity was 1.84, 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 9.88, 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 18 Dec NBCC was trading at 108.26. The strike last trading price was 9.88, which was 0 lower than the previous day. The implied volatity was 7.92, 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 9.88, which was 0 lower than the previous day. The implied volatity was 6.90, 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 9.88, which was 0 lower than the previous day. The implied volatity was 5.43, 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 9.88, which was 0 lower than the previous day. The implied volatity was 1.71, 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 9.88, which was 0 lower than the previous day. The implied volatity was 6.49, 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 9.88, which was 0 lower than the previous day. The implied volatity was 7.14, 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 9.88, which was 0 lower than the previous day. The implied volatity was 8.37, 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 9.88, which was 0 lower than the previous day. The implied volatity was 7.00, 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 9.88, which was 0 lower than the previous day. The implied volatity was 7.38, 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 9.88, which was 0 lower than the previous day. The implied volatity was 3.97, 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 9.88, which was 0 lower than the previous day. The implied volatity was 3.63, 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 9.88, which was 0 lower than the previous day. The implied volatity was 2.83, 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 9.88, which was 0 lower than the previous day. The implied volatity was 1.47, 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 9.88, 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 9.88, which was 0 lower than the previous day. The implied volatity was 0.36, 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 9.88, 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 9.88, 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 119 PE
Delta: -0.76
Vega: 0.08
Theta: -0.07
Gamma: 0.03
Date Close Ltp Change IV Volume OI Chg OI
9 Jan 109.20 10.47 3.77 46.67 18 1 86
8 Jan 112.09 6.7 1.76 11.94 9 -2 85
7 Jan 116.05 5.02 1.44 35.43 238 30 87
6 Jan 118.54 3.65 0.43 33.44 80 15 56
5 Jan 119.65 3.21 0.65 33.09 82 2 42
2 Jan 122.67 2.56 -0.11 - 0 0 40
1 Jan 122.10 2.56 -0.11 33.34 8 3 37
31 Dec 121.77 2.67 -0.25 32.44 20 5 35
30 Dec 121.92 2.92 -0.3 35.35 22 9 30
29 Dec 122.09 3.19 -2.26 36.38 36 20 22
26 Dec 122.06 5.45 -4.6 - 0 0 2
24 Dec 116.16 5.45 -4.6 - 0 0 2
23 Dec 116.27 5.45 -4.6 31.43 2 0 0
22 Dec 116.36 10.05 0 - 0 0 0
19 Dec 113.70 10.05 0 - 0 0 0
18 Dec 108.26 10.05 0 - 0 0 0
17 Dec 109.56 10.05 0 - 0 0 0
16 Dec 111.68 10.05 0 - 0 0 0
15 Dec 115.39 10.05 0 - 0 0 0
12 Dec 109.57 10.05 0 - 0 0 0
11 Dec 108.31 10.05 0 - 0 0 0
10 Dec 106.69 10.05 0 - 0 0 0
9 Dec 108.10 10.05 0 - 0 0 0
8 Dec 107.98 10.05 0 - 0 0 0
5 Dec 112.06 10.05 0 - 0 0 0
4 Dec 112.52 10.05 0 - 0 0 0
3 Dec 113.21 10.05 0 - 0 0 0
2 Dec 115.26 10.05 0 - 0 0 0
1 Dec 118.01 10.05 0 0.35 0 0 0
28 Nov 116.69 10.05 0 - 0 0 0
27 Nov 117.42 10.05 0 0.49 0 0 0
26 Nov 118.51 10.05 0 - 0 0 0


For Nbcc (India) Limited - strike price 119 expiring on 27JAN2026

Delta for 119 PE is -0.76

Historical price for 119 PE is as follows

On 9 Jan NBCC was trading at 109.20. The strike last trading price was 10.47, which was 3.77 higher than the previous day. The implied volatity was 46.67, the open interest changed by 1 which increased total open position to 86


On 8 Jan NBCC was trading at 112.09. The strike last trading price was 6.7, which was 1.76 higher than the previous day. The implied volatity was 11.94, the open interest changed by -2 which decreased total open position to 85


On 7 Jan NBCC was trading at 116.05. The strike last trading price was 5.02, which was 1.44 higher than the previous day. The implied volatity was 35.43, the open interest changed by 30 which increased total open position to 87


On 6 Jan NBCC was trading at 118.54. The strike last trading price was 3.65, which was 0.43 higher than the previous day. The implied volatity was 33.44, the open interest changed by 15 which increased total open position to 56


On 5 Jan NBCC was trading at 119.65. The strike last trading price was 3.21, which was 0.65 higher than the previous day. The implied volatity was 33.09, the open interest changed by 2 which increased total open position to 42


On 2 Jan NBCC was trading at 122.67. The strike last trading price was 2.56, which was -0.11 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 40


On 1 Jan NBCC was trading at 122.10. The strike last trading price was 2.56, which was -0.11 lower than the previous day. The implied volatity was 33.34, the open interest changed by 3 which increased total open position to 37


On 31 Dec NBCC was trading at 121.77. The strike last trading price was 2.67, which was -0.25 lower than the previous day. The implied volatity was 32.44, the open interest changed by 5 which increased total open position to 35


On 30 Dec NBCC was trading at 121.92. The strike last trading price was 2.92, which was -0.3 lower than the previous day. The implied volatity was 35.35, the open interest changed by 9 which increased total open position to 30


On 29 Dec NBCC was trading at 122.09. The strike last trading price was 3.19, which was -2.26 lower than the previous day. The implied volatity was 36.38, the open interest changed by 20 which increased total open position to 22


On 26 Dec NBCC was trading at 122.06. The strike last trading price was 5.45, which was -4.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 24 Dec NBCC was trading at 116.16. The strike last trading price was 5.45, which was -4.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 23 Dec NBCC was trading at 116.27. The strike last trading price was 5.45, which was -4.6 lower than the previous day. The implied volatity was 31.43, the open interest changed by 0 which decreased total open position to 0


On 22 Dec NBCC was trading at 116.36. The strike last trading price was 10.05, 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 19 Dec NBCC was trading at 113.70. The strike last trading price was 10.05, 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 10.05, 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 10.05, 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 10.05, 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 10.05, 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 10.05, 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 10.05, 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 10.05, 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 10.05, 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 10.05, 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 10.05, 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 10.05, 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 10.05, 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 10.05, 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 10.05, which was 0 lower than the previous day. The implied volatity was 0.35, 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 10.05, 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 10.05, which was 0 lower than the previous day. The implied volatity was 0.49, 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 10.05, 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