Historical option data for NBCC
29 May 2026 04:10 PM IST
| NBCC 30-Jun-2026 (30d) 81 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 29 May | 100.26 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 May | 99.10 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 May | 95.55 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 May | 96.79 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 22 May | 94.82 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 May | 93.07 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 May | 93.01 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 May | 91.66 | 0 | -16.65 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 15 May | 93.82 | 0 | -16.65 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 14 May | 95.49 | 0 | -16.65 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 13 May | 94.88 | 0 | -16.65 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 12 May | 92.66 | 0 | -16.65 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
For Nbcc (India) Limited - strike price 81 expiring on 30JUN2026
Delta for 81 CE is -
Historical price for 81 CE is as follows
On 29 May NBCC was trading at 100.26. 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 27 May NBCC was trading at 99.10. 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 26 May NBCC was trading at 95.55. 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 25 May NBCC was trading at 96.79. 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 22 May NBCC was trading at 94.82. 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 21 May NBCC was trading at 93.07. 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 20 May NBCC was trading at 93.01. 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 18 May NBCC was trading at 91.66. The strike last trading price was 0, which was -16.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 15 May NBCC was trading at 93.82. The strike last trading price was 0, which was -16.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 May NBCC was trading at 95.49. The strike last trading price was 0, which was -16.65 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 13 May NBCC was trading at 94.88. The strike last trading price was 0, which was -16.65 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 12 May NBCC was trading at 92.66. The strike last trading price was 0, which was -16.65 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
| NBCC 30-Jun-2026 (30d) 81 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.06
Vega: 0
Theta: -0.02
Gamma: 0.0081
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 29 May | 100.26 | 0.44 | -0.56 (-56.00%) | 50.76 | 2 | 0 | 2 |
| 27 May | 99.10 | 1 | 0 (0.00%) | - | 1 | 0 | 2 |
| 26 May | 95.55 | 1 | 0 (0.00%) | - | 1 | 0 | 2 |
| 25 May | 96.79 | 1 | 0 (0.00%) | - | 1 | 0 | 2 |
| 22 May | 94.82 | 1 | 0 (0.00%) | 43.71 | 1 | 0 | 2 |
| 21 May | 93.07 | 1 | 0.07 (7.53%) | 43.71 | 1 | 0 | 2 |
| 20 May | 93.01 | 0.93 | -1.28 (-57.92%) | 41.52 | 2 | 0 | 0 |
| 18 May | 91.66 | 0 | -2.21 (-100.00%) | - | 0 | 0 | 0 |
| 15 May | 93.82 | 0 | -2.21 (-100.00%) | - | 0 | 0 | 0 |
| 14 May | 95.49 | 0 | -2.21 (-100.00%) | 0 | 0 | 0 | 0 |
| 13 May | 94.88 | 0 | -2.21 (-100.00%) | 0 | 0 | 0 | 0 |
| 12 May | 92.66 | 0 | -2.21 (-100.00%) | 0 | 0 | 0 | 0 |
For Nbcc (India) Limited - strike price 81 expiring on 30JUN2026
Delta for 81 PE is -0.06
Historical price for 81 PE is as follows
On 29 May NBCC was trading at 100.26. The strike last trading price was 0.44, which was -0.56 lower than the previous day. The implied volatity was 50.76, the open interest changed by 0 which decreased total open position to 2
On 27 May NBCC was trading at 99.10. The strike last trading price was 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 2
On 26 May NBCC was trading at 95.55. The strike last trading price was 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 2
On 25 May NBCC was trading at 96.79. The strike last trading price was 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 2
On 22 May NBCC was trading at 94.82. The strike last trading price was 1, which was 0 lower than the previous day. The implied volatity was 43.71, the open interest changed by 0 which decreased total open position to 2
On 21 May NBCC was trading at 93.07. The strike last trading price was 1, which was 0.07 higher than the previous day. The implied volatity was 43.71, the open interest changed by 0 which decreased total open position to 2
On 20 May NBCC was trading at 93.01. The strike last trading price was 0.93, which was -1.28 lower than the previous day. The implied volatity was 41.52, the open interest changed by 0 which decreased total open position to 0
On 18 May NBCC was trading at 91.66. The strike last trading price was 0, which was -2.21 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 15 May NBCC was trading at 93.82. The strike last trading price was 0, which was -2.21 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 May NBCC was trading at 95.49. The strike last trading price was 0, which was -2.21 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 13 May NBCC was trading at 94.88. The strike last trading price was 0, which was -2.21 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 12 May NBCC was trading at 92.66. The strike last trading price was 0, which was -2.21 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
