[--[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 125 CE
Delta: 0.06
Vega: 0.03
Theta: -0.03
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 109.57 0.21 0.01 36.08 65 -1 373
11 Dec 108.31 0.2 -0.04 36.56 74 -13 373
10 Dec 106.69 0.24 -0.04 40.68 92 -3 385
9 Dec 108.10 0.28 0.01 37.25 136 -9 389
8 Dec 107.98 0.27 -0.22 37.14 371 -35 398
5 Dec 112.06 0.48 -0.1 31.14 248 -109 433
4 Dec 112.52 0.58 -0.12 31.67 172 -4 543
3 Dec 113.21 0.75 -0.28 30.86 161 -35 546
2 Dec 115.26 1.1 -0.68 30.73 305 56 580
1 Dec 118.01 1.75 0.2 30.45 287 27 524
28 Nov 116.69 1.55 -0.32 29.75 366 40 500
27 Nov 117.42 1.97 -0.25 30.41 332 40 462
26 Nov 118.51 2.23 0.13 29.75 570 -37 422
25 Nov 117.59 2.13 0.19 30.95 593 162 414
24 Nov 116.47 1.93 0.75 31.81 1,060 96 250
21 Nov 112.61 1.17 -0.76 30.87 136 21 154
20 Nov 115.99 1.89 0.63 30.58 290 76 134
19 Nov 113.04 1.23 -0.53 30.38 48 14 58
18 Nov 114.96 1.76 -0.87 30.27 64 25 43
17 Nov 116.82 2.71 0.59 32.66 24 8 14
14 Nov 114.14 2.18 0.83 33.03 18 5 5
13 Nov 108.98 1.35 -1.35 36.95 1 0 1
12 Nov 112.06 2.7 -2 - 0 0 0
6 Nov 111.44 4.7 0 8.15 0 0 0
4 Nov 113.95 4.7 0 6.22 0 0 0
3 Nov 117.64 4.7 0 - 0 0 0
31 Oct 117.41 4.7 0 - 0 0 0
30 Oct 118.37 4.7 0 3.21 0 0 0


For Nbcc (India) Limited - strike price 125 expiring on 30DEC2025

Delta for 125 CE is 0.06

Historical price for 125 CE is as follows

On 12 Dec NBCC was trading at 109.57. The strike last trading price was 0.21, which was 0.01 higher than the previous day. The implied volatity was 36.08, the open interest changed by -1 which decreased total open position to 373


On 11 Dec NBCC was trading at 108.31. The strike last trading price was 0.2, which was -0.04 lower than the previous day. The implied volatity was 36.56, the open interest changed by -13 which decreased total open position to 373


On 10 Dec NBCC was trading at 106.69. The strike last trading price was 0.24, which was -0.04 lower than the previous day. The implied volatity was 40.68, the open interest changed by -3 which decreased total open position to 385


On 9 Dec NBCC was trading at 108.10. The strike last trading price was 0.28, which was 0.01 higher than the previous day. The implied volatity was 37.25, the open interest changed by -9 which decreased total open position to 389


On 8 Dec NBCC was trading at 107.98. The strike last trading price was 0.27, which was -0.22 lower than the previous day. The implied volatity was 37.14, the open interest changed by -35 which decreased total open position to 398


On 5 Dec NBCC was trading at 112.06. The strike last trading price was 0.48, which was -0.1 lower than the previous day. The implied volatity was 31.14, the open interest changed by -109 which decreased total open position to 433


On 4 Dec NBCC was trading at 112.52. The strike last trading price was 0.58, which was -0.12 lower than the previous day. The implied volatity was 31.67, the open interest changed by -4 which decreased total open position to 543


On 3 Dec NBCC was trading at 113.21. The strike last trading price was 0.75, which was -0.28 lower than the previous day. The implied volatity was 30.86, the open interest changed by -35 which decreased total open position to 546


On 2 Dec NBCC was trading at 115.26. The strike last trading price was 1.1, which was -0.68 lower than the previous day. The implied volatity was 30.73, the open interest changed by 56 which increased total open position to 580


On 1 Dec NBCC was trading at 118.01. The strike last trading price was 1.75, which was 0.2 higher than the previous day. The implied volatity was 30.45, the open interest changed by 27 which increased total open position to 524


On 28 Nov NBCC was trading at 116.69. The strike last trading price was 1.55, which was -0.32 lower than the previous day. The implied volatity was 29.75, the open interest changed by 40 which increased total open position to 500


On 27 Nov NBCC was trading at 117.42. The strike last trading price was 1.97, which was -0.25 lower than the previous day. The implied volatity was 30.41, the open interest changed by 40 which increased total open position to 462


On 26 Nov NBCC was trading at 118.51. The strike last trading price was 2.23, which was 0.13 higher than the previous day. The implied volatity was 29.75, the open interest changed by -37 which decreased total open position to 422


On 25 Nov NBCC was trading at 117.59. The strike last trading price was 2.13, which was 0.19 higher than the previous day. The implied volatity was 30.95, the open interest changed by 162 which increased total open position to 414


On 24 Nov NBCC was trading at 116.47. The strike last trading price was 1.93, which was 0.75 higher than the previous day. The implied volatity was 31.81, the open interest changed by 96 which increased total open position to 250


On 21 Nov NBCC was trading at 112.61. The strike last trading price was 1.17, which was -0.76 lower than the previous day. The implied volatity was 30.87, the open interest changed by 21 which increased total open position to 154


On 20 Nov NBCC was trading at 115.99. The strike last trading price was 1.89, which was 0.63 higher than the previous day. The implied volatity was 30.58, the open interest changed by 76 which increased total open position to 134


On 19 Nov NBCC was trading at 113.04. The strike last trading price was 1.23, which was -0.53 lower than the previous day. The implied volatity was 30.38, the open interest changed by 14 which increased total open position to 58


On 18 Nov NBCC was trading at 114.96. The strike last trading price was 1.76, which was -0.87 lower than the previous day. The implied volatity was 30.27, the open interest changed by 25 which increased total open position to 43


On 17 Nov NBCC was trading at 116.82. The strike last trading price was 2.71, which was 0.59 higher than the previous day. The implied volatity was 32.66, the open interest changed by 8 which increased total open position to 14


On 14 Nov NBCC was trading at 114.14. The strike last trading price was 2.18, which was 0.83 higher than the previous day. The implied volatity was 33.03, the open interest changed by 5 which increased total open position to 5


On 13 Nov NBCC was trading at 108.98. The strike last trading price was 1.35, which was -1.35 lower than the previous day. The implied volatity was 36.95, the open interest changed by 0 which decreased total open position to 1


On 12 Nov NBCC was trading at 112.06. The strike last trading price was 2.7, which was -2 lower 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 4.7, which was 0 lower than the previous day. The implied volatity was 8.15, 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 4.7, which was 0 lower than the previous day. The implied volatity was 6.22, 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 4.7, 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 31 Oct NBCC was trading at 117.41. The strike last trading price was 4.7, 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 30 Oct NBCC was trading at 118.37. The strike last trading price was 4.7, which was 0 lower than the previous day. The implied volatity was 3.21, the open interest changed by 0 which decreased total open position to 0


NBCC 30DEC2025 125 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 109.57 8.65 1.03 - 0 0 19
11 Dec 108.31 8.65 1.03 - 0 0 19
10 Dec 106.69 8.65 1.03 - 0 0 19
9 Dec 108.10 8.65 1.03 - 0 0 0
8 Dec 107.98 8.65 1.03 - 0 0 19
5 Dec 112.06 8.65 1.03 - 0 0 0
4 Dec 112.52 8.65 1.03 - 0 0 0
3 Dec 113.21 8.65 1.03 - 0 0 0
2 Dec 115.26 8.65 1.03 - 0 1 0
1 Dec 118.01 8.65 1.03 36.27 2 0 18
28 Nov 116.69 7.62 -1.06 - 0 0 0
27 Nov 117.42 7.62 -1.06 - 0 0 0
26 Nov 118.51 7.62 -1.06 30.27 2 -1 17
25 Nov 117.59 8.68 -0.85 32.90 3 2 19
24 Nov 116.47 9.67 -2.63 33.55 12 9 17
21 Nov 112.61 12.3 2.31 33.34 1 0 7
20 Nov 115.99 9.99 -0.01 32.60 1 0 6
19 Nov 113.04 10 -0.15 - 0 1 0
18 Nov 114.96 10 -0.15 28.01 1 0 5
17 Nov 116.82 10.15 -2.25 38.41 7 4 8
14 Nov 114.14 12.4 -1.01 41.63 2 0 2
13 Nov 108.98 13.41 -4.69 - 0 0 0
12 Nov 112.06 13.41 -4.69 - 0 0 0
6 Nov 111.44 13.41 -4.69 30.78 2 0 0
4 Nov 113.95 18.1 0 - 0 0 0
3 Nov 117.64 18.1 0 - 0 0 0
31 Oct 117.41 18.1 0 - 0 0 0
30 Oct 118.37 18.1 0 - 0 0 0


For Nbcc (India) Limited - strike price 125 expiring on 30DEC2025

Delta for 125 PE is -

Historical price for 125 PE is as follows

On 12 Dec NBCC was trading at 109.57. The strike last trading price was 8.65, which was 1.03 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 19


On 11 Dec NBCC was trading at 108.31. The strike last trading price was 8.65, which was 1.03 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 19


On 10 Dec NBCC was trading at 106.69. The strike last trading price was 8.65, which was 1.03 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 19


On 9 Dec NBCC was trading at 108.10. The strike last trading price was 8.65, which was 1.03 higher 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 8.65, which was 1.03 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 19


On 5 Dec NBCC was trading at 112.06. The strike last trading price was 8.65, which was 1.03 higher 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 8.65, which was 1.03 higher 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 8.65, which was 1.03 higher 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 8.65, which was 1.03 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 1 Dec NBCC was trading at 118.01. The strike last trading price was 8.65, which was 1.03 higher than the previous day. The implied volatity was 36.27, the open interest changed by 0 which decreased total open position to 18


On 28 Nov NBCC was trading at 116.69. The strike last trading price was 7.62, which was -1.06 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 7.62, which was -1.06 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 7.62, which was -1.06 lower than the previous day. The implied volatity was 30.27, the open interest changed by -1 which decreased total open position to 17


On 25 Nov NBCC was trading at 117.59. The strike last trading price was 8.68, which was -0.85 lower than the previous day. The implied volatity was 32.90, the open interest changed by 2 which increased total open position to 19


On 24 Nov NBCC was trading at 116.47. The strike last trading price was 9.67, which was -2.63 lower than the previous day. The implied volatity was 33.55, the open interest changed by 9 which increased total open position to 17


On 21 Nov NBCC was trading at 112.61. The strike last trading price was 12.3, which was 2.31 higher than the previous day. The implied volatity was 33.34, the open interest changed by 0 which decreased total open position to 7


On 20 Nov NBCC was trading at 115.99. The strike last trading price was 9.99, which was -0.01 lower than the previous day. The implied volatity was 32.60, the open interest changed by 0 which decreased total open position to 6


On 19 Nov NBCC was trading at 113.04. The strike last trading price was 10, which was -0.15 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 18 Nov NBCC was trading at 114.96. The strike last trading price was 10, which was -0.15 lower than the previous day. The implied volatity was 28.01, the open interest changed by 0 which decreased total open position to 5


On 17 Nov NBCC was trading at 116.82. The strike last trading price was 10.15, which was -2.25 lower than the previous day. The implied volatity was 38.41, the open interest changed by 4 which increased total open position to 8


On 14 Nov NBCC was trading at 114.14. The strike last trading price was 12.4, which was -1.01 lower than the previous day. The implied volatity was 41.63, the open interest changed by 0 which decreased total open position to 2


On 13 Nov NBCC was trading at 108.98. The strike last trading price was 13.41, which was -4.69 lower 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 13.41, which was -4.69 lower 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 13.41, which was -4.69 lower than the previous day. The implied volatity was 30.78, 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 18.1, 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 Nov NBCC was trading at 117.64. The strike last trading price was 18.1, 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 31 Oct NBCC was trading at 117.41. The strike last trading price was 18.1, 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 30 Oct NBCC was trading at 118.37. The strike last trading price was 18.1, 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