NBCC
Nbcc (India) Limited
Historical option data for NBCC
11 Apr 2025 04:14 PM IST
| NBCC 24APR2025 82.5 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.80
Vega: 0.05
Theta: -0.10
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 11 Apr | 89.10 | 7.3 | 0.75 | 48.98 | 25 | -3 | 101 | |||
| 9 Apr | 87.01 | 6.6 | 2.6 | 52.72 | 91 | -7 | 104 | |||
| 8 Apr | 83.07 | 3.95 | 0.8 | 50.73 | 53 | 6 | 112 | |||
| 7 Apr | 79.46 | 3.3 | -0.05 | 60.65 | 65 | 8 | 106 | |||
| 4 Apr | 82.73 | 3.45 | -1.15 | 37.92 | 70 | 6 | 98 | |||
| 3 Apr | 84.41 | 4.65 | 0.65 | 42.25 | 54 | 13 | 94 | |||
| 2 Apr | 82.89 | 3.95 | 0.65 | 43.86 | 122 | 19 | 79 | |||
| 1 Apr | 81.61 | 3.3 | -0.55 | 42.79 | 55 | 8 | 61 | |||
| 28 Mar | 81.89 | 3.8 | -1.2 | 44.20 | 106 | 10 | 53 | |||
| 27 Mar | 82.71 | 5.2 | 1.2 | 49.61 | 173 | 17 | 37 | |||
| 26 Mar | 81.07 | 4 | -1.25 | 47.77 | 12 | 6 | 20 | |||
| 25 Mar | 83.16 | 5.25 | -2.05 | 49.80 | 19 | 8 | 14 | |||
| 24 Mar | 85.36 | 7.3 | 1.6 | 54.41 | 4 | 0 | 5 | |||
| 21 Mar | 83.73 | 5.8 | 0.9 | 47.06 | 5 | 2 | 6 | |||
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| 20 Mar | 82.98 | 4.9 | -0.75 | 42.18 | 2 | 0 | 4 | |||
| 19 Mar | 83.33 | 5.7 | 0.55 | 47.39 | 8 | 4 | 4 | |||
| 18 Mar | 79.73 | 5.15 | 0 | 2.74 | 0 | 0 | 0 | |||
| 17 Mar | 77.92 | 5.15 | 0 | 4.77 | 0 | 0 | 0 | |||
| 13 Mar | 77.89 | 5.15 | 0 | 4.51 | 0 | 0 | 0 | |||
| 12 Mar | 79.11 | 5.15 | 0 | 2.96 | 0 | 0 | 0 | |||
| 11 Mar | 78.87 | 5.15 | 0 | 2.88 | 0 | 0 | 0 | |||
| 10 Mar | 78.65 | 5.15 | 0 | 4.20 | 0 | 0 | 0 | |||
| 7 Mar | 80.76 | 5.15 | 0 | 0.71 | 0 | 0 | 0 | |||
| 3 Mar | 73.68 | 5.15 | 0 | 7.89 | 0 | 0 | 0 | |||
| 28 Feb | 72.86 | 5.15 | 0 | 8.60 | 0 | 0 | 0 | |||
For Nbcc (India) Limited - strike price 82.5 expiring on 24APR2025
Delta for 82.5 CE is 0.80
Historical price for 82.5 CE is as follows
On 11 Apr NBCC was trading at 89.10. The strike last trading price was 7.3, which was 0.75 higher than the previous day. The implied volatity was 48.98, the open interest changed by -3 which decreased total open position to 101
On 9 Apr NBCC was trading at 87.01. The strike last trading price was 6.6, which was 2.6 higher than the previous day. The implied volatity was 52.72, the open interest changed by -7 which decreased total open position to 104
On 8 Apr NBCC was trading at 83.07. The strike last trading price was 3.95, which was 0.8 higher than the previous day. The implied volatity was 50.73, the open interest changed by 6 which increased total open position to 112
On 7 Apr NBCC was trading at 79.46. The strike last trading price was 3.3, which was -0.05 lower than the previous day. The implied volatity was 60.65, the open interest changed by 8 which increased total open position to 106
On 4 Apr NBCC was trading at 82.73. The strike last trading price was 3.45, which was -1.15 lower than the previous day. The implied volatity was 37.92, the open interest changed by 6 which increased total open position to 98
On 3 Apr NBCC was trading at 84.41. The strike last trading price was 4.65, which was 0.65 higher than the previous day. The implied volatity was 42.25, the open interest changed by 13 which increased total open position to 94
On 2 Apr NBCC was trading at 82.89. The strike last trading price was 3.95, which was 0.65 higher than the previous day. The implied volatity was 43.86, the open interest changed by 19 which increased total open position to 79
On 1 Apr NBCC was trading at 81.61. The strike last trading price was 3.3, which was -0.55 lower than the previous day. The implied volatity was 42.79, the open interest changed by 8 which increased total open position to 61
On 28 Mar NBCC was trading at 81.89. The strike last trading price was 3.8, which was -1.2 lower than the previous day. The implied volatity was 44.20, the open interest changed by 10 which increased total open position to 53
On 27 Mar NBCC was trading at 82.71. The strike last trading price was 5.2, which was 1.2 higher than the previous day. The implied volatity was 49.61, the open interest changed by 17 which increased total open position to 37
On 26 Mar NBCC was trading at 81.07. The strike last trading price was 4, which was -1.25 lower than the previous day. The implied volatity was 47.77, the open interest changed by 6 which increased total open position to 20
On 25 Mar NBCC was trading at 83.16. The strike last trading price was 5.25, which was -2.05 lower than the previous day. The implied volatity was 49.80, the open interest changed by 8 which increased total open position to 14
On 24 Mar NBCC was trading at 85.36. The strike last trading price was 7.3, which was 1.6 higher than the previous day. The implied volatity was 54.41, the open interest changed by 0 which decreased total open position to 5
On 21 Mar NBCC was trading at 83.73. The strike last trading price was 5.8, which was 0.9 higher than the previous day. The implied volatity was 47.06, the open interest changed by 2 which increased total open position to 6
On 20 Mar NBCC was trading at 82.98. The strike last trading price was 4.9, which was -0.75 lower than the previous day. The implied volatity was 42.18, the open interest changed by 0 which decreased total open position to 4
On 19 Mar NBCC was trading at 83.33. The strike last trading price was 5.7, which was 0.55 higher than the previous day. The implied volatity was 47.39, the open interest changed by 4 which increased total open position to 4
On 18 Mar NBCC was trading at 79.73. The strike last trading price was 5.15, which was 0 lower than the previous day. The implied volatity was 2.74, the open interest changed by 0 which decreased total open position to 0
On 17 Mar NBCC was trading at 77.92. The strike last trading price was 5.15, which was 0 lower than the previous day. The implied volatity was 4.77, the open interest changed by 0 which decreased total open position to 0
On 13 Mar NBCC was trading at 77.89. The strike last trading price was 5.15, which was 0 lower than the previous day. The implied volatity was 4.51, the open interest changed by 0 which decreased total open position to 0
On 12 Mar NBCC was trading at 79.11. The strike last trading price was 5.15, which was 0 lower than the previous day. The implied volatity was 2.96, the open interest changed by 0 which decreased total open position to 0
On 11 Mar NBCC was trading at 78.87. The strike last trading price was 5.15, which was 0 lower than the previous day. The implied volatity was 2.88, the open interest changed by 0 which decreased total open position to 0
On 10 Mar NBCC was trading at 78.65. The strike last trading price was 5.15, which was 0 lower than the previous day. The implied volatity was 4.20, the open interest changed by 0 which decreased total open position to 0
On 7 Mar NBCC was trading at 80.76. The strike last trading price was 5.15, which was 0 lower than the previous day. The implied volatity was 0.71, the open interest changed by 0 which decreased total open position to 0
On 3 Mar NBCC was trading at 73.68. The strike last trading price was 5.15, which was 0 lower than the previous day. The implied volatity was 7.89, the open interest changed by 0 which decreased total open position to 0
On 28 Feb NBCC was trading at 72.86. The strike last trading price was 5.15, which was 0 lower than the previous day. The implied volatity was 8.60, the open interest changed by 0 which decreased total open position to 0
| NBCC 24APR2025 82.5 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.21
Vega: 0.05
Theta: -0.09
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 11 Apr | 89.10 | 1.15 | -0.7 | 53.46 | 86 | 30 | 95 |
| 9 Apr | 87.01 | 1.8 | -1.6 | 55.06 | 87 | -7 | 65 |
| 8 Apr | 83.07 | 3.4 | -3.9 | 55.41 | 35 | -8 | 70 |
| 7 Apr | 79.46 | 7.3 | 4.3 | 89.50 | 20 | -4 | 79 |
| 4 Apr | 82.73 | 2.85 | 0.5 | 43.17 | 58 | 3 | 85 |
| 3 Apr | 84.41 | 2.35 | -0.75 | 42.55 | 18 | 9 | 80 |
| 2 Apr | 82.89 | 3.1 | -0.8 | 43.18 | 88 | 22 | 70 |
| 1 Apr | 81.61 | 3.9 | -0.2 | 45.09 | 32 | 0 | 47 |
| 28 Mar | 81.89 | 4.1 | 0.3 | 44.86 | 65 | -2 | 47 |
| 27 Mar | 82.71 | 3.85 | -0.75 | 49.06 | 115 | 32 | 49 |
| 26 Mar | 81.07 | 4.6 | 0.6 | 45.94 | 13 | 6 | 17 |
| 25 Mar | 83.16 | 3.95 | 0.95 | 47.50 | 19 | 6 | 10 |
| 24 Mar | 85.36 | 2.95 | -8.05 | 46.73 | 4 | 2 | 2 |
| 21 Mar | 83.73 | 11 | 0 | 2.97 | 0 | 0 | 0 |
| 20 Mar | 82.98 | 11 | 0 | 1.76 | 0 | 0 | 0 |
| 19 Mar | 83.33 | 11 | 0 | 2.25 | 0 | 0 | 0 |
| 18 Mar | 79.73 | 11 | 0 | - | 0 | 0 | 0 |
| 17 Mar | 77.92 | 11 | 0 | - | 0 | 0 | 0 |
| 13 Mar | 77.89 | 11 | 0 | - | 0 | 0 | 0 |
| 12 Mar | 79.11 | 11 | 0 | - | 0 | 0 | 0 |
| 11 Mar | 78.87 | 11 | 0 | - | 0 | 0 | 0 |
| 10 Mar | 78.65 | 11 | 0 | - | 0 | 0 | 0 |
| 7 Mar | 80.76 | 11 | 0 | - | 0 | 0 | 0 |
| 3 Mar | 73.68 | 11 | 0 | - | 0 | 0 | 0 |
| 28 Feb | 72.86 | 11 | 0 | - | 0 | 0 | 0 |
For Nbcc (India) Limited - strike price 82.5 expiring on 24APR2025
Delta for 82.5 PE is -0.21
Historical price for 82.5 PE is as follows
On 11 Apr NBCC was trading at 89.10. The strike last trading price was 1.15, which was -0.7 lower than the previous day. The implied volatity was 53.46, the open interest changed by 30 which increased total open position to 95
On 9 Apr NBCC was trading at 87.01. The strike last trading price was 1.8, which was -1.6 lower than the previous day. The implied volatity was 55.06, the open interest changed by -7 which decreased total open position to 65
On 8 Apr NBCC was trading at 83.07. The strike last trading price was 3.4, which was -3.9 lower than the previous day. The implied volatity was 55.41, the open interest changed by -8 which decreased total open position to 70
On 7 Apr NBCC was trading at 79.46. The strike last trading price was 7.3, which was 4.3 higher than the previous day. The implied volatity was 89.50, the open interest changed by -4 which decreased total open position to 79
On 4 Apr NBCC was trading at 82.73. The strike last trading price was 2.85, which was 0.5 higher than the previous day. The implied volatity was 43.17, the open interest changed by 3 which increased total open position to 85
On 3 Apr NBCC was trading at 84.41. The strike last trading price was 2.35, which was -0.75 lower than the previous day. The implied volatity was 42.55, the open interest changed by 9 which increased total open position to 80
On 2 Apr NBCC was trading at 82.89. The strike last trading price was 3.1, which was -0.8 lower than the previous day. The implied volatity was 43.18, the open interest changed by 22 which increased total open position to 70
On 1 Apr NBCC was trading at 81.61. The strike last trading price was 3.9, which was -0.2 lower than the previous day. The implied volatity was 45.09, the open interest changed by 0 which decreased total open position to 47
On 28 Mar NBCC was trading at 81.89. The strike last trading price was 4.1, which was 0.3 higher than the previous day. The implied volatity was 44.86, the open interest changed by -2 which decreased total open position to 47
On 27 Mar NBCC was trading at 82.71. The strike last trading price was 3.85, which was -0.75 lower than the previous day. The implied volatity was 49.06, the open interest changed by 32 which increased total open position to 49
On 26 Mar NBCC was trading at 81.07. The strike last trading price was 4.6, which was 0.6 higher than the previous day. The implied volatity was 45.94, the open interest changed by 6 which increased total open position to 17
On 25 Mar NBCC was trading at 83.16. The strike last trading price was 3.95, which was 0.95 higher than the previous day. The implied volatity was 47.50, the open interest changed by 6 which increased total open position to 10
On 24 Mar NBCC was trading at 85.36. The strike last trading price was 2.95, which was -8.05 lower than the previous day. The implied volatity was 46.73, the open interest changed by 2 which increased total open position to 2
On 21 Mar NBCC was trading at 83.73. The strike last trading price was 11, which was 0 lower than the previous day. The implied volatity was 2.97, 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 11, which was 0 lower than the previous day. The implied volatity was 1.76, the open interest changed by 0 which decreased total open position to 0
On 19 Mar NBCC was trading at 83.33. The strike last trading price was 11, which was 0 lower than the previous day. The implied volatity was 2.25, the open interest changed by 0 which decreased total open position to 0
On 18 Mar NBCC was trading at 79.73. The strike last trading price was 11, 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 Mar NBCC was trading at 77.92. The strike last trading price was 11, 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 Mar NBCC was trading at 77.89. The strike last trading price was 11, 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 12 Mar NBCC was trading at 79.11. The strike last trading price was 11, 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 11 Mar NBCC was trading at 78.87. The strike last trading price was 11, 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 Mar NBCC was trading at 78.65. The strike last trading price was 11, 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 Mar NBCC was trading at 80.76. The strike last trading price was 11, 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 Mar NBCC was trading at 73.68. The strike last trading price was 11, 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 28 Feb NBCC was trading at 72.86. The strike last trading price was 11, 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
