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[--[65.84.65.76]--]
NBCC
Nbcc (India) Limited

95.8 6.03 (6.72%)

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Historical option data for NBCC

16 Apr 2025 04:14 PM IST
NBCC 24APR2025 82.5 CE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
16 Apr 95.80 7.65 0 0.00 0 16 0
15 Apr 89.77 7.65 0.35 41.67 30 0 101
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
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 0.00

Historical price for 82.5 CE is as follows

On 16 Apr NBCC was trading at 95.80. The strike last trading price was 7.65, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 16 which increased total open position to 0


On 15 Apr NBCC was trading at 89.77. The strike last trading price was 7.65, which was 0.35 higher than the previous day. The implied volatity was 41.67, the open interest changed by 0 which decreased total open position to 101


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: -0.05
Vega: 0.01
Theta: -0.06
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
16 Apr 95.80 0.2 -0.45 65.35 37 -9 82
15 Apr 89.77 0.65 -0.5 55.88 30 -3 92
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 -0.05

Historical price for 82.5 PE is as follows

On 16 Apr NBCC was trading at 95.80. The strike last trading price was 0.2, which was -0.45 lower than the previous day. The implied volatity was 65.35, the open interest changed by -9 which decreased total open position to 82


On 15 Apr NBCC was trading at 89.77. The strike last trading price was 0.65, which was -0.5 lower than the previous day. The implied volatity was 55.88, the open interest changed by -3 which decreased total open position to 92


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