NBCC
Nbcc (India) Limited
Historical option data for NBCC
30 Mar 2026 04:13 PM IST
| NBCC 28-Apr-2026 (28d) 85 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.31
Vega: 0.08
Theta: -0.08
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 30 Mar | 77.52 | 2.13 | -1.03 | 51.75 | 389 | 63 | 345 | |||||||||
| 27 Mar | 80.53 | 3.18 | -1.66 | 49.67 | 337 | 139 | 275 | |||||||||
| 25 Mar | 84.52 | 4.8 | 1.06 | 45.87 | 279 | 62 | 135 | |||||||||
| 24 Mar | 81.85 | 3.74 | 0.73 | 46.72 | 58 | 24 | 72 | |||||||||
| 23 Mar | 79.09 | 3 | -1.77 | 50.34 | 52 | 19 | 48 | |||||||||
| 20 Mar | 83.91 | 4.75 | 0.32 | 44.09 | 31 | 4 | 28 | |||||||||
| 19 Mar | 83.14 | 4.65 | -2.16 | 42.49 | 33 | 16 | 25 | |||||||||
| 18 Mar | 88.44 | 6.9 | 2.9 | 38.71 | 21 | -1 | 8 | |||||||||
| 17 Mar | 83.13 | 4 | 0.53 | 38.84 | 2 | 1 | 9 | |||||||||
| 16 Mar | 82.88 | 3.47 | -1.52 | 36.19 | 10 | 6 | 8 | |||||||||
| 13 Mar | 83.20 | 4.99 | -8.69 | 44.86 | 2 | 1 | 1 | |||||||||
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| 12 Mar | 86.58 | 13.68 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Mar | 86.16 | 13.68 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Mar | 87.04 | 13.68 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Mar | 84.44 | 13.68 | 0 | 0.19 | 0 | 0 | 0 | |||||||||
| 6 Mar | 85.64 | 13.68 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Mar | 86.85 | 13.68 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Mar | 85.63 | - | - | - | 0 | 0 | 0 | |||||||||
| 2 Mar | 89.36 | 13.68 | 0 | - | 0 | 0 | 0 | |||||||||
For Nbcc (India) Limited - strike price 85 expiring on 28APR2026
Delta for 85 CE is 0.31
Historical price for 85 CE is as follows
On 30 Mar NBCC was trading at 77.52. The strike last trading price was 2.13, which was -1.03 lower than the previous day. The implied volatity was 51.75, the open interest changed by 63 which increased total open position to 345
On 27 Mar NBCC was trading at 80.53. The strike last trading price was 3.18, which was -1.66 lower than the previous day. The implied volatity was 49.67, the open interest changed by 139 which increased total open position to 275
On 25 Mar NBCC was trading at 84.52. The strike last trading price was 4.8, which was 1.06 higher than the previous day. The implied volatity was 45.87, the open interest changed by 62 which increased total open position to 135
On 24 Mar NBCC was trading at 81.85. The strike last trading price was 3.74, which was 0.73 higher than the previous day. The implied volatity was 46.72, the open interest changed by 24 which increased total open position to 72
On 23 Mar NBCC was trading at 79.09. The strike last trading price was 3, which was -1.77 lower than the previous day. The implied volatity was 50.34, the open interest changed by 19 which increased total open position to 48
On 20 Mar NBCC was trading at 83.91. The strike last trading price was 4.75, which was 0.32 higher than the previous day. The implied volatity was 44.09, the open interest changed by 4 which increased total open position to 28
On 19 Mar NBCC was trading at 83.14. The strike last trading price was 4.65, which was -2.16 lower than the previous day. The implied volatity was 42.49, the open interest changed by 16 which increased total open position to 25
On 18 Mar NBCC was trading at 88.44. The strike last trading price was 6.9, which was 2.9 higher than the previous day. The implied volatity was 38.71, the open interest changed by -1 which decreased total open position to 8
On 17 Mar NBCC was trading at 83.13. The strike last trading price was 4, which was 0.53 higher than the previous day. The implied volatity was 38.84, the open interest changed by 1 which increased total open position to 9
On 16 Mar NBCC was trading at 82.88. The strike last trading price was 3.47, which was -1.52 lower than the previous day. The implied volatity was 36.19, the open interest changed by 6 which increased total open position to 8
On 13 Mar NBCC was trading at 83.20. The strike last trading price was 4.99, which was -8.69 lower than the previous day. The implied volatity was 44.86, the open interest changed by 1 which increased total open position to 1
On 12 Mar NBCC was trading at 86.58. The strike last trading price was 13.68, 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 86.16. The strike last trading price was 13.68, 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 87.04. The strike last trading price was 13.68, 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 9 Mar NBCC was trading at 84.44. The strike last trading price was 13.68, which was 0 lower than the previous day. The implied volatity was 0.19, the open interest changed by 0 which decreased total open position to 0
On 6 Mar NBCC was trading at 85.64. The strike last trading price was 13.68, 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 5 Mar NBCC was trading at 86.85. The strike last trading price was 13.68, 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 4 Mar NBCC was trading at 85.63. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 2 Mar NBCC was trading at 89.36. The strike last trading price was 13.68, 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 28-Apr-2026 (28d) 85 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.67
Vega: 0.08
Theta: -0.06
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 30 Mar | 77.52 | 9.1 | 1.93 | 56.61 | 117 | 66 | 142 |
| 27 Mar | 80.53 | 7.18 | 2.59 | 52.28 | 47 | 15 | 76 |
| 25 Mar | 84.52 | 4.66 | -1.46 | 46.34 | 73 | 37 | 62 |
| 24 Mar | 81.85 | 6.2 | -2.05 | 48.62 | 25 | 10 | 25 |
| 23 Mar | 79.09 | 8.25 | 5.49 | 52.28 | 16 | 3 | 10 |
| 20 Mar | 83.91 | 2.76 | -2.33 | - | 0 | 0 | 7 |
| 19 Mar | 83.14 | 2.76 | -2.33 | - | 0 | 0 | 7 |
| 18 Mar | 88.44 | 2.76 | -2.33 | 39.74 | 1 | 0 | 7 |
| 17 Mar | 83.13 | 5.09 | 1.29 | - | 6 | 0 | 7 |
| 16 Mar | 82.88 | 5.09 | 1.29 | 39.51 | 6 | 5 | 7 |
| 13 Mar | 83.20 | 3.8 | 0.33 | - | 0 | 0 | 0 |
| 12 Mar | 86.58 | 3.8 | 0.33 | 41.16 | 1 | 0 | 2 |
| 11 Mar | 86.16 | 3.5 | -0.8 | - | 0 | 0 | 2 |
| 10 Mar | 87.04 | 3.5 | -0.8 | 39.96 | 3 | 1 | 2 |
| 9 Mar | 84.44 | 4.3 | 1.13 | - | 0 | 0 | 1 |
| 6 Mar | 85.64 | 4.3 | 1.13 | - | 0 | 0 | 1 |
| 5 Mar | 86.85 | 4.3 | 1.13 | 44.47 | 2 | 1 | 1 |
| 4 Mar | 85.63 | - | - | - | 0 | 0 | 0 |
| 2 Mar | 89.36 | 3.17 | 0 | 4.31 | 0 | 0 | 0 |
For Nbcc (India) Limited - strike price 85 expiring on 28APR2026
Delta for 85 PE is -0.67
Historical price for 85 PE is as follows
On 30 Mar NBCC was trading at 77.52. The strike last trading price was 9.1, which was 1.93 higher than the previous day. The implied volatity was 56.61, the open interest changed by 66 which increased total open position to 142
On 27 Mar NBCC was trading at 80.53. The strike last trading price was 7.18, which was 2.59 higher than the previous day. The implied volatity was 52.28, the open interest changed by 15 which increased total open position to 76
On 25 Mar NBCC was trading at 84.52. The strike last trading price was 4.66, which was -1.46 lower than the previous day. The implied volatity was 46.34, the open interest changed by 37 which increased total open position to 62
On 24 Mar NBCC was trading at 81.85. The strike last trading price was 6.2, which was -2.05 lower than the previous day. The implied volatity was 48.62, the open interest changed by 10 which increased total open position to 25
On 23 Mar NBCC was trading at 79.09. The strike last trading price was 8.25, which was 5.49 higher than the previous day. The implied volatity was 52.28, the open interest changed by 3 which increased total open position to 10
On 20 Mar NBCC was trading at 83.91. The strike last trading price was 2.76, which was -2.33 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 19 Mar NBCC was trading at 83.14. The strike last trading price was 2.76, which was -2.33 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 18 Mar NBCC was trading at 88.44. The strike last trading price was 2.76, which was -2.33 lower than the previous day. The implied volatity was 39.74, the open interest changed by 0 which decreased total open position to 7
On 17 Mar NBCC was trading at 83.13. The strike last trading price was 5.09, which was 1.29 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 16 Mar NBCC was trading at 82.88. The strike last trading price was 5.09, which was 1.29 higher than the previous day. The implied volatity was 39.51, the open interest changed by 5 which increased total open position to 7
On 13 Mar NBCC was trading at 83.20. The strike last trading price was 3.8, which was 0.33 higher 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 86.58. The strike last trading price was 3.8, which was 0.33 higher than the previous day. The implied volatity was 41.16, the open interest changed by 0 which decreased total open position to 2
On 11 Mar NBCC was trading at 86.16. The strike last trading price was 3.5, which was -0.8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 10 Mar NBCC was trading at 87.04. The strike last trading price was 3.5, which was -0.8 lower than the previous day. The implied volatity was 39.96, the open interest changed by 1 which increased total open position to 2
On 9 Mar NBCC was trading at 84.44. The strike last trading price was 4.3, which was 1.13 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 6 Mar NBCC was trading at 85.64. The strike last trading price was 4.3, which was 1.13 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 5 Mar NBCC was trading at 86.85. The strike last trading price was 4.3, which was 1.13 higher than the previous day. The implied volatity was 44.47, the open interest changed by 1 which increased total open position to 1
On 4 Mar NBCC was trading at 85.63. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 2 Mar NBCC was trading at 89.36. The strike last trading price was 3.17, which was 0 lower than the previous day. The implied volatity was 4.31, the open interest changed by 0 which decreased total open position to 0
