NBCC
Nbcc (India) Limited
Historical option data for NBCC
09 Jan 2026 04:13 PM IST
| NBCC 27-JAN-2026 119 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.18
Vega: 0.06
Theta: -0.07
Gamma: 0.03
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| 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 | |||||||||
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| 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
|
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| 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































































































































































































































