[--[65.84.65.76]--]

NBCC

Nbcc (India) Limited
109.57 +1.26 (1.16%)
L: 108.32 H: 110.29

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Historical option data for NBCC

12 Dec 2025 04:13 PM IST
NBCC 30-DEC-2025 120 CE
Delta: 0.12
Vega: 0.05
Theta: -0.05
Gamma: 0.02
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 109.57 0.44 0.03 32.53 353 68 1,559
11 Dec 108.31 0.4 -0.03 32.95 482 -3 1,483
10 Dec 106.69 0.42 -0.13 36.76 492 21 1,487
9 Dec 108.10 0.57 0.04 34.56 670 -66 1,479
8 Dec 107.98 0.5 -0.56 33.69 998 -25 1,542
5 Dec 112.06 1.07 -0.21 29.41 518 -80 1,565
4 Dec 112.52 1.25 -0.23 30.11 469 24 1,647
3 Dec 113.21 1.59 -0.54 29.46 880 248 1,623
2 Dec 115.26 2.24 -1.3 29.65 957 132 1,377
1 Dec 118.01 3.39 0.35 29.96 903 47 1,251
28 Nov 116.69 3.1 -0.4 29.83 613 41 1,200
27 Nov 117.42 3.65 -0.42 30.03 673 2 1,159
26 Nov 118.51 4.1 0.27 29.63 1,323 28 1,157
25 Nov 117.59 3.81 0.32 30.49 1,241 47 1,125
24 Nov 116.47 3.48 1.32 31.62 2,736 316 1,075
21 Nov 112.61 2.17 -1.19 30.02 433 65 758
20 Nov 115.99 3.32 1.04 29.87 1,150 193 699
19 Nov 113.04 2.27 -0.82 29.64 265 34 506
18 Nov 114.96 3.02 -1.38 29.03 521 232 469
17 Nov 116.82 4.4 0.91 32.14 164 39 236
14 Nov 114.14 3.66 1.46 33.06 254 62 197
13 Nov 108.98 2.19 -0.97 36.06 106 33 136
12 Nov 112.06 3.16 -0.9 34.94 15 6 104
11 Nov 113.59 4.18 0.28 37.13 22 1 97
10 Nov 113.19 3.9 -0.1 35.76 10 1 94
7 Nov 113.39 4 0.62 34.60 14 -1 93
6 Nov 111.44 3.35 -1.2 35.11 18 2 94
4 Nov 113.95 4.55 -1.45 35.43 13 2 91
3 Nov 117.64 6 -0.25 33.75 12 6 89
31 Oct 117.41 6.25 -0.7 - 8 0 82
30 Oct 118.37 6.9 1.15 35.36 105 79 82
29 Oct 115.22 5.85 -1.3 35.35 5 3 3
27 Oct 111.50 7.15 0 4.39 0 0 0
24 Oct 111.69 7.15 0 4.23 0 0 0
21 Oct 112.72 7.15 0 3.44 0 0 0
20 Oct 113.48 7.15 0 2.70 0 0 0
17 Oct 111.41 7.15 0 - 0 0 0
16 Oct 112.36 7.15 0 3.48 0 0 0
15 Oct 111.87 7.15 0 - 0 0 0
13 Oct 113.29 7.15 0 - 0 0 0
10 Oct 112.66 7.15 0 2.87 0 0 0
9 Oct 113.65 7.15 0 2.16 0 0 0
8 Oct 111.05 7.15 0 4.03 0 0 0
7 Oct 112.62 7.15 0 2.77 0 0 0
6 Oct 111.34 7.15 0 - 0 0 0
3 Oct 113.12 7.15 0 2.47 0 0 0


For Nbcc (India) Limited - strike price 120 expiring on 30DEC2025

Delta for 120 CE is 0.12

Historical price for 120 CE is as follows

On 12 Dec NBCC was trading at 109.57. The strike last trading price was 0.44, which was 0.03 higher than the previous day. The implied volatity was 32.53, the open interest changed by 68 which increased total open position to 1559


On 11 Dec NBCC was trading at 108.31. The strike last trading price was 0.4, which was -0.03 lower than the previous day. The implied volatity was 32.95, the open interest changed by -3 which decreased total open position to 1483


On 10 Dec NBCC was trading at 106.69. The strike last trading price was 0.42, which was -0.13 lower than the previous day. The implied volatity was 36.76, the open interest changed by 21 which increased total open position to 1487


On 9 Dec NBCC was trading at 108.10. The strike last trading price was 0.57, which was 0.04 higher than the previous day. The implied volatity was 34.56, the open interest changed by -66 which decreased total open position to 1479


On 8 Dec NBCC was trading at 107.98. The strike last trading price was 0.5, which was -0.56 lower than the previous day. The implied volatity was 33.69, the open interest changed by -25 which decreased total open position to 1542


On 5 Dec NBCC was trading at 112.06. The strike last trading price was 1.07, which was -0.21 lower than the previous day. The implied volatity was 29.41, the open interest changed by -80 which decreased total open position to 1565


On 4 Dec NBCC was trading at 112.52. The strike last trading price was 1.25, which was -0.23 lower than the previous day. The implied volatity was 30.11, the open interest changed by 24 which increased total open position to 1647


On 3 Dec NBCC was trading at 113.21. The strike last trading price was 1.59, which was -0.54 lower than the previous day. The implied volatity was 29.46, the open interest changed by 248 which increased total open position to 1623


On 2 Dec NBCC was trading at 115.26. The strike last trading price was 2.24, which was -1.3 lower than the previous day. The implied volatity was 29.65, the open interest changed by 132 which increased total open position to 1377


On 1 Dec NBCC was trading at 118.01. The strike last trading price was 3.39, which was 0.35 higher than the previous day. The implied volatity was 29.96, the open interest changed by 47 which increased total open position to 1251


On 28 Nov NBCC was trading at 116.69. The strike last trading price was 3.1, which was -0.4 lower than the previous day. The implied volatity was 29.83, the open interest changed by 41 which increased total open position to 1200


On 27 Nov NBCC was trading at 117.42. The strike last trading price was 3.65, which was -0.42 lower than the previous day. The implied volatity was 30.03, the open interest changed by 2 which increased total open position to 1159


On 26 Nov NBCC was trading at 118.51. The strike last trading price was 4.1, which was 0.27 higher than the previous day. The implied volatity was 29.63, the open interest changed by 28 which increased total open position to 1157


On 25 Nov NBCC was trading at 117.59. The strike last trading price was 3.81, which was 0.32 higher than the previous day. The implied volatity was 30.49, the open interest changed by 47 which increased total open position to 1125


On 24 Nov NBCC was trading at 116.47. The strike last trading price was 3.48, which was 1.32 higher than the previous day. The implied volatity was 31.62, the open interest changed by 316 which increased total open position to 1075


On 21 Nov NBCC was trading at 112.61. The strike last trading price was 2.17, which was -1.19 lower than the previous day. The implied volatity was 30.02, the open interest changed by 65 which increased total open position to 758


On 20 Nov NBCC was trading at 115.99. The strike last trading price was 3.32, which was 1.04 higher than the previous day. The implied volatity was 29.87, the open interest changed by 193 which increased total open position to 699


On 19 Nov NBCC was trading at 113.04. The strike last trading price was 2.27, which was -0.82 lower than the previous day. The implied volatity was 29.64, the open interest changed by 34 which increased total open position to 506


On 18 Nov NBCC was trading at 114.96. The strike last trading price was 3.02, which was -1.38 lower than the previous day. The implied volatity was 29.03, the open interest changed by 232 which increased total open position to 469


On 17 Nov NBCC was trading at 116.82. The strike last trading price was 4.4, which was 0.91 higher than the previous day. The implied volatity was 32.14, the open interest changed by 39 which increased total open position to 236


On 14 Nov NBCC was trading at 114.14. The strike last trading price was 3.66, which was 1.46 higher than the previous day. The implied volatity was 33.06, the open interest changed by 62 which increased total open position to 197


On 13 Nov NBCC was trading at 108.98. The strike last trading price was 2.19, which was -0.97 lower than the previous day. The implied volatity was 36.06, the open interest changed by 33 which increased total open position to 136


On 12 Nov NBCC was trading at 112.06. The strike last trading price was 3.16, which was -0.9 lower than the previous day. The implied volatity was 34.94, the open interest changed by 6 which increased total open position to 104


On 11 Nov NBCC was trading at 113.59. The strike last trading price was 4.18, which was 0.28 higher than the previous day. The implied volatity was 37.13, the open interest changed by 1 which increased total open position to 97


On 10 Nov NBCC was trading at 113.19. The strike last trading price was 3.9, which was -0.1 lower than the previous day. The implied volatity was 35.76, the open interest changed by 1 which increased total open position to 94


On 7 Nov NBCC was trading at 113.39. The strike last trading price was 4, which was 0.62 higher than the previous day. The implied volatity was 34.60, the open interest changed by -1 which decreased total open position to 93


On 6 Nov NBCC was trading at 111.44. The strike last trading price was 3.35, which was -1.2 lower than the previous day. The implied volatity was 35.11, the open interest changed by 2 which increased total open position to 94


On 4 Nov NBCC was trading at 113.95. The strike last trading price was 4.55, which was -1.45 lower than the previous day. The implied volatity was 35.43, the open interest changed by 2 which increased total open position to 91


On 3 Nov NBCC was trading at 117.64. The strike last trading price was 6, which was -0.25 lower than the previous day. The implied volatity was 33.75, the open interest changed by 6 which increased total open position to 89


On 31 Oct NBCC was trading at 117.41. The strike last trading price was 6.25, which was -0.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 82


On 30 Oct NBCC was trading at 118.37. The strike last trading price was 6.9, which was 1.15 higher than the previous day. The implied volatity was 35.36, the open interest changed by 79 which increased total open position to 82


On 29 Oct NBCC was trading at 115.22. The strike last trading price was 5.85, which was -1.3 lower than the previous day. The implied volatity was 35.35, the open interest changed by 3 which increased total open position to 3


On 27 Oct NBCC was trading at 111.50. The strike last trading price was 7.15, which was 0 lower than the previous day. The implied volatity was 4.39, the open interest changed by 0 which decreased total open position to 0


On 24 Oct NBCC was trading at 111.69. The strike last trading price was 7.15, which was 0 lower than the previous day. The implied volatity was 4.23, the open interest changed by 0 which decreased total open position to 0


On 21 Oct NBCC was trading at 112.72. The strike last trading price was 7.15, which was 0 lower than the previous day. The implied volatity was 3.44, the open interest changed by 0 which decreased total open position to 0


On 20 Oct NBCC was trading at 113.48. The strike last trading price was 7.15, which was 0 lower than the previous day. The implied volatity was 2.70, the open interest changed by 0 which decreased total open position to 0


On 17 Oct NBCC was trading at 111.41. The strike last trading price was 7.15, 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 Oct NBCC was trading at 112.36. The strike last trading price was 7.15, which was 0 lower than the previous day. The implied volatity was 3.48, the open interest changed by 0 which decreased total open position to 0


On 15 Oct NBCC was trading at 111.87. The strike last trading price was 7.15, 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 13 Oct NBCC was trading at 113.29. The strike last trading price was 7.15, 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 Oct NBCC was trading at 112.66. The strike last trading price was 7.15, which was 0 lower than the previous day. The implied volatity was 2.87, the open interest changed by 0 which decreased total open position to 0


On 9 Oct NBCC was trading at 113.65. The strike last trading price was 7.15, which was 0 lower than the previous day. The implied volatity was 2.16, the open interest changed by 0 which decreased total open position to 0


On 8 Oct NBCC was trading at 111.05. The strike last trading price was 7.15, which was 0 lower than the previous day. The implied volatity was 4.03, the open interest changed by 0 which decreased total open position to 0


On 7 Oct NBCC was trading at 112.62. The strike last trading price was 7.15, which was 0 lower than the previous day. The implied volatity was 2.77, the open interest changed by 0 which decreased total open position to 0


On 6 Oct NBCC was trading at 111.34. The strike last trading price was 7.15, 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 Oct NBCC was trading at 113.12. The strike last trading price was 7.15, which was 0 lower than the previous day. The implied volatity was 2.47, the open interest changed by 0 which decreased total open position to 0


NBCC 30DEC2025 120 PE
Delta: -0.94
Vega: 0.03
Theta: 0.01
Gamma: 0.02
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 109.57 10.25 -0.95 24.67 21 10 182
11 Dec 108.31 11.2 -0.63 27.60 8 -5 172
10 Dec 106.69 12.39 4.05 - 0 0 177
9 Dec 108.10 12.39 4.05 - 0 -7 0
8 Dec 107.98 12.39 4.05 40.43 41 -6 178
5 Dec 112.06 8.34 -0.21 31.19 5 1 184
4 Dec 112.52 8.55 0.57 34.85 8 -1 184
3 Dec 113.21 7.98 1.68 36.80 24 -3 184
2 Dec 115.26 6.32 1.71 32.12 35 4 187
1 Dec 118.01 4.85 -0.63 31.47 55 14 183
28 Nov 116.69 5.38 0.24 29.67 89 3 169
27 Nov 117.42 5.02 0.34 30.67 60 -5 167
26 Nov 118.51 4.69 -0.74 31.17 136 14 172
25 Nov 117.59 5.43 -0.62 32.39 80 28 158
24 Nov 116.47 6.12 -2.67 32.09 245 35 129
21 Nov 112.61 8.6 2.05 33.81 38 -18 93
20 Nov 115.99 6.38 -1.85 30.99 125 31 109
19 Nov 113.04 8.23 0.83 31.11 25 -2 77
18 Nov 114.96 7.4 0.85 34.33 59 41 78
17 Nov 116.82 6.4 -1.7 34.37 32 15 37
14 Nov 114.14 8.1 -2.1 35.49 10 -6 22
13 Nov 108.98 10.2 0.36 18.23 1 0 27
12 Nov 112.06 9.84 0.84 36.54 8 4 26
11 Nov 113.59 9 -0.75 36.89 1 0 22
10 Nov 113.19 9.75 0.92 - 0 0 0
7 Nov 113.39 9.75 0.92 - 0 0 0
6 Nov 111.44 9.75 0.92 32.49 4 0 22
4 Nov 113.95 8.83 1.73 36.05 1 0 22
3 Nov 117.64 7.1 0 36.77 1 0 21
31 Oct 117.41 7.1 -0.05 - 1 0 21
30 Oct 118.37 7.15 -11.1 37.64 21 19 19
29 Oct 115.22 18.25 0 - 0 0 0
27 Oct 111.50 18.25 0 - 0 0 0
24 Oct 111.69 18.25 0 - 0 0 0
21 Oct 112.72 18.25 0 - 0 0 0
20 Oct 113.48 18.25 0 - 0 0 0
17 Oct 111.41 18.25 0 - 0 0 0
16 Oct 112.36 18.25 0 - 0 0 0
15 Oct 111.87 18.25 0 - 0 0 0
13 Oct 113.29 18.25 0 - 0 0 0
10 Oct 112.66 18.25 0 - 0 0 0
9 Oct 113.65 18.25 0 - 0 0 0
8 Oct 111.05 18.25 0 - 0 0 0
7 Oct 112.62 18.25 0 - 0 0 0
6 Oct 111.34 0 0 - 0 0 0
3 Oct 113.12 0 0 - 0 0 0


For Nbcc (India) Limited - strike price 120 expiring on 30DEC2025

Delta for 120 PE is -0.94

Historical price for 120 PE is as follows

On 12 Dec NBCC was trading at 109.57. The strike last trading price was 10.25, which was -0.95 lower than the previous day. The implied volatity was 24.67, the open interest changed by 10 which increased total open position to 182


On 11 Dec NBCC was trading at 108.31. The strike last trading price was 11.2, which was -0.63 lower than the previous day. The implied volatity was 27.60, the open interest changed by -5 which decreased total open position to 172


On 10 Dec NBCC was trading at 106.69. The strike last trading price was 12.39, which was 4.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 177


On 9 Dec NBCC was trading at 108.10. The strike last trading price was 12.39, which was 4.05 higher than the previous day. The implied volatity was -, the open interest changed by -7 which decreased total open position to 0


On 8 Dec NBCC was trading at 107.98. The strike last trading price was 12.39, which was 4.05 higher than the previous day. The implied volatity was 40.43, the open interest changed by -6 which decreased total open position to 178


On 5 Dec NBCC was trading at 112.06. The strike last trading price was 8.34, which was -0.21 lower than the previous day. The implied volatity was 31.19, the open interest changed by 1 which increased total open position to 184


On 4 Dec NBCC was trading at 112.52. The strike last trading price was 8.55, which was 0.57 higher than the previous day. The implied volatity was 34.85, the open interest changed by -1 which decreased total open position to 184


On 3 Dec NBCC was trading at 113.21. The strike last trading price was 7.98, which was 1.68 higher than the previous day. The implied volatity was 36.80, the open interest changed by -3 which decreased total open position to 184


On 2 Dec NBCC was trading at 115.26. The strike last trading price was 6.32, which was 1.71 higher than the previous day. The implied volatity was 32.12, the open interest changed by 4 which increased total open position to 187


On 1 Dec NBCC was trading at 118.01. The strike last trading price was 4.85, which was -0.63 lower than the previous day. The implied volatity was 31.47, the open interest changed by 14 which increased total open position to 183


On 28 Nov NBCC was trading at 116.69. The strike last trading price was 5.38, which was 0.24 higher than the previous day. The implied volatity was 29.67, the open interest changed by 3 which increased total open position to 169


On 27 Nov NBCC was trading at 117.42. The strike last trading price was 5.02, which was 0.34 higher than the previous day. The implied volatity was 30.67, the open interest changed by -5 which decreased total open position to 167


On 26 Nov NBCC was trading at 118.51. The strike last trading price was 4.69, which was -0.74 lower than the previous day. The implied volatity was 31.17, the open interest changed by 14 which increased total open position to 172


On 25 Nov NBCC was trading at 117.59. The strike last trading price was 5.43, which was -0.62 lower than the previous day. The implied volatity was 32.39, the open interest changed by 28 which increased total open position to 158


On 24 Nov NBCC was trading at 116.47. The strike last trading price was 6.12, which was -2.67 lower than the previous day. The implied volatity was 32.09, the open interest changed by 35 which increased total open position to 129


On 21 Nov NBCC was trading at 112.61. The strike last trading price was 8.6, which was 2.05 higher than the previous day. The implied volatity was 33.81, the open interest changed by -18 which decreased total open position to 93


On 20 Nov NBCC was trading at 115.99. The strike last trading price was 6.38, which was -1.85 lower than the previous day. The implied volatity was 30.99, the open interest changed by 31 which increased total open position to 109


On 19 Nov NBCC was trading at 113.04. The strike last trading price was 8.23, which was 0.83 higher than the previous day. The implied volatity was 31.11, the open interest changed by -2 which decreased total open position to 77


On 18 Nov NBCC was trading at 114.96. The strike last trading price was 7.4, which was 0.85 higher than the previous day. The implied volatity was 34.33, the open interest changed by 41 which increased total open position to 78


On 17 Nov NBCC was trading at 116.82. The strike last trading price was 6.4, which was -1.7 lower than the previous day. The implied volatity was 34.37, the open interest changed by 15 which increased total open position to 37


On 14 Nov NBCC was trading at 114.14. The strike last trading price was 8.1, which was -2.1 lower than the previous day. The implied volatity was 35.49, the open interest changed by -6 which decreased total open position to 22


On 13 Nov NBCC was trading at 108.98. The strike last trading price was 10.2, which was 0.36 higher than the previous day. The implied volatity was 18.23, the open interest changed by 0 which decreased total open position to 27


On 12 Nov NBCC was trading at 112.06. The strike last trading price was 9.84, which was 0.84 higher than the previous day. The implied volatity was 36.54, the open interest changed by 4 which increased total open position to 26


On 11 Nov NBCC was trading at 113.59. The strike last trading price was 9, which was -0.75 lower than the previous day. The implied volatity was 36.89, the open interest changed by 0 which decreased total open position to 22


On 10 Nov NBCC was trading at 113.19. The strike last trading price was 9.75, which was 0.92 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 7 Nov NBCC was trading at 113.39. The strike last trading price was 9.75, which was 0.92 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 6 Nov NBCC was trading at 111.44. The strike last trading price was 9.75, which was 0.92 higher than the previous day. The implied volatity was 32.49, the open interest changed by 0 which decreased total open position to 22


On 4 Nov NBCC was trading at 113.95. The strike last trading price was 8.83, which was 1.73 higher than the previous day. The implied volatity was 36.05, the open interest changed by 0 which decreased total open position to 22


On 3 Nov NBCC was trading at 117.64. The strike last trading price was 7.1, which was 0 lower than the previous day. The implied volatity was 36.77, the open interest changed by 0 which decreased total open position to 21


On 31 Oct NBCC was trading at 117.41. The strike last trading price was 7.1, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 21


On 30 Oct NBCC was trading at 118.37. The strike last trading price was 7.15, which was -11.1 lower than the previous day. The implied volatity was 37.64, the open interest changed by 19 which increased total open position to 19


On 29 Oct NBCC was trading at 115.22. The strike last trading price was 18.25, 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 Oct NBCC was trading at 111.50. The strike last trading price was 18.25, 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 24 Oct NBCC was trading at 111.69. The strike last trading price was 18.25, 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 21 Oct NBCC was trading at 112.72. The strike last trading price was 18.25, 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 20 Oct NBCC was trading at 113.48. The strike last trading price was 18.25, 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 Oct NBCC was trading at 111.41. The strike last trading price was 18.25, 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 Oct NBCC was trading at 112.36. The strike last trading price was 18.25, 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 Oct NBCC was trading at 111.87. The strike last trading price was 18.25, 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 13 Oct NBCC was trading at 113.29. The strike last trading price was 18.25, 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 Oct NBCC was trading at 112.66. The strike last trading price was 18.25, 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 Oct NBCC was trading at 113.65. The strike last trading price was 18.25, 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 Oct NBCC was trading at 111.05. The strike last trading price was 18.25, 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 7 Oct NBCC was trading at 112.62. The strike last trading price was 18.25, 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 6 Oct NBCC was trading at 111.34. The strike last trading price was 0, 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 Oct NBCC was trading at 113.12. The strike last trading price was 0, 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