NBCC
Nbcc (India) Limited
Historical option data for NBCC
11 Apr 2025 04:14 PM IST
| NBCC 24APR2025 77.5 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 11 Apr | 89.10 | 8.5 | 0 | 0.00 | 0 | 0 | 0 | |||
| 9 Apr | 87.01 | 8.5 | 0 | 0.00 | 0 | 0 | 0 | |||
| 8 Apr | 83.07 | 8.5 | 0 | 0.00 | 0 | 0 | 0 | |||
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| 7 Apr | 79.46 | 8.5 | 0 | 0.00 | 0 | 0 | 0 | |||
| 4 Apr | 82.73 | 8.5 | 0 | 0.00 | 0 | 0 | 0 | |||
| 3 Apr | 84.41 | 8.5 | 0 | 0.00 | 0 | 0 | 0 | |||
| 2 Apr | 82.89 | 8.5 | 0 | 0.00 | 0 | 0 | 0 | |||
| 1 Apr | 81.61 | 8.5 | 0 | 0.00 | 0 | 0 | 0 | |||
| 28 Mar | 81.89 | 8.5 | 0 | 0.00 | 0 | 0 | 0 | |||
| 27 Mar | 82.71 | 8.5 | 0 | 0.00 | 0 | 0 | 0 | |||
| 26 Mar | 81.07 | 8.5 | 1.45 | 69.32 | 3 | 1 | 1 | |||
| 25 Mar | 83.16 | 7.05 | 0 | - | 0 | 0 | 0 | |||
| 24 Mar | 85.36 | 7.05 | 0 | - | 0 | 0 | 0 | |||
| 21 Mar | 83.73 | 7.05 | 0 | - | 0 | 0 | 0 | |||
| 20 Mar | 82.98 | 7.05 | 0 | - | 0 | 0 | 0 | |||
For Nbcc (India) Limited - strike price 77.5 expiring on 24APR2025
Delta for 77.5 CE is 0.00
Historical price for 77.5 CE is as follows
On 11 Apr NBCC was trading at 89.10. The strike last trading price was 8.5, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 9 Apr NBCC was trading at 87.01. The strike last trading price was 8.5, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 8 Apr NBCC was trading at 83.07. The strike last trading price was 8.5, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 7 Apr NBCC was trading at 79.46. The strike last trading price was 8.5, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 4 Apr NBCC was trading at 82.73. The strike last trading price was 8.5, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 3 Apr NBCC was trading at 84.41. The strike last trading price was 8.5, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 2 Apr NBCC was trading at 82.89. The strike last trading price was 8.5, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 1 Apr NBCC was trading at 81.61. The strike last trading price was 8.5, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 28 Mar NBCC was trading at 81.89. The strike last trading price was 8.5, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 27 Mar NBCC was trading at 82.71. The strike last trading price was 8.5, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 26 Mar NBCC was trading at 81.07. The strike last trading price was 8.5, which was 1.45 higher than the previous day. The implied volatity was 69.32, the open interest changed by 1 which increased total open position to 1
On 25 Mar NBCC was trading at 83.16. The strike last trading price was 7.05, 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 24 Mar NBCC was trading at 85.36. The strike last trading price was 7.05, 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 21 Mar NBCC was trading at 83.73. The strike last trading price was 7.05, 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 20 Mar NBCC was trading at 82.98. The strike last trading price was 7.05, 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
| NBCC 24APR2025 77.5 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.11
Vega: 0.03
Theta: -0.07
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 11 Apr | 89.10 | 0.55 | -0.3 | 61.20 | 16 | -3 | 29 |
| 9 Apr | 87.01 | 0.85 | -0.8 | 60.26 | 8 | -6 | 31 |
| 8 Apr | 83.07 | 1.65 | -1.65 | 58.35 | 6 | 0 | 37 |
| 7 Apr | 79.46 | 3.3 | 1.9 | 67.91 | 4 | 1 | 38 |
| 4 Apr | 82.73 | 1.4 | 0.5 | 48.62 | 45 | 3 | 37 |
| 3 Apr | 84.41 | 0.9 | -0.55 | 43.56 | 11 | 2 | 34 |
| 2 Apr | 82.89 | 1.45 | -0.35 | 46.38 | 32 | -5 | 33 |
| 1 Apr | 81.61 | 1.8 | -0.35 | 45.79 | 38 | 7 | 37 |
| 28 Mar | 81.89 | 2.15 | 0.05 | 47.52 | 61 | 10 | 30 |
| 27 Mar | 82.71 | 2.1 | -0.3 | 51.68 | 34 | 17 | 20 |
| 26 Mar | 81.07 | 2.4 | -5.55 | 47.14 | 3 | 2 | 2 |
| 25 Mar | 83.16 | 7.95 | 0 | 8.19 | 0 | 0 | 0 |
| 24 Mar | 85.36 | 7.95 | 0 | 11.76 | 0 | 0 | 0 |
| 21 Mar | 83.73 | 7.95 | 0 | 8.75 | 0 | 0 | 0 |
| 20 Mar | 82.98 | 7.95 | 0 | 7.78 | 0 | 0 | 0 |
For Nbcc (India) Limited - strike price 77.5 expiring on 24APR2025
Delta for 77.5 PE is -0.11
Historical price for 77.5 PE is as follows
On 11 Apr NBCC was trading at 89.10. The strike last trading price was 0.55, which was -0.3 lower than the previous day. The implied volatity was 61.20, the open interest changed by -3 which decreased total open position to 29
On 9 Apr NBCC was trading at 87.01. The strike last trading price was 0.85, which was -0.8 lower than the previous day. The implied volatity was 60.26, the open interest changed by -6 which decreased total open position to 31
On 8 Apr NBCC was trading at 83.07. The strike last trading price was 1.65, which was -1.65 lower than the previous day. The implied volatity was 58.35, the open interest changed by 0 which decreased total open position to 37
On 7 Apr NBCC was trading at 79.46. The strike last trading price was 3.3, which was 1.9 higher than the previous day. The implied volatity was 67.91, the open interest changed by 1 which increased total open position to 38
On 4 Apr NBCC was trading at 82.73. The strike last trading price was 1.4, which was 0.5 higher than the previous day. The implied volatity was 48.62, the open interest changed by 3 which increased total open position to 37
On 3 Apr NBCC was trading at 84.41. The strike last trading price was 0.9, which was -0.55 lower than the previous day. The implied volatity was 43.56, the open interest changed by 2 which increased total open position to 34
On 2 Apr NBCC was trading at 82.89. The strike last trading price was 1.45, which was -0.35 lower than the previous day. The implied volatity was 46.38, the open interest changed by -5 which decreased total open position to 33
On 1 Apr NBCC was trading at 81.61. The strike last trading price was 1.8, which was -0.35 lower than the previous day. The implied volatity was 45.79, the open interest changed by 7 which increased total open position to 37
On 28 Mar NBCC was trading at 81.89. The strike last trading price was 2.15, which was 0.05 higher than the previous day. The implied volatity was 47.52, the open interest changed by 10 which increased total open position to 30
On 27 Mar NBCC was trading at 82.71. The strike last trading price was 2.1, which was -0.3 lower than the previous day. The implied volatity was 51.68, the open interest changed by 17 which increased total open position to 20
On 26 Mar NBCC was trading at 81.07. The strike last trading price was 2.4, which was -5.55 lower than the previous day. The implied volatity was 47.14, the open interest changed by 2 which increased total open position to 2
On 25 Mar NBCC was trading at 83.16. The strike last trading price was 7.95, which was 0 lower than the previous day. The implied volatity was 8.19, the open interest changed by 0 which decreased total open position to 0
On 24 Mar NBCC was trading at 85.36. The strike last trading price was 7.95, which was 0 lower than the previous day. The implied volatity was 11.76, the open interest changed by 0 which decreased total open position to 0
On 21 Mar NBCC was trading at 83.73. The strike last trading price was 7.95, which was 0 lower than the previous day. The implied volatity was 8.75, the open interest changed by 0 which decreased total open position to 0
On 20 Mar NBCC was trading at 82.98. The strike last trading price was 7.95, which was 0 lower than the previous day. The implied volatity was 7.78, the open interest changed by 0 which decreased total open position to 0
