NBCC
Nbcc (India) Limited
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
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
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| 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: -
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| 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































































































































































































































