NBCC
Nbcc (India) Limited
Historical option data for NBCC
15 Apr 2026 04:11 PM IST
| NBCC 28-Apr-2026 (12d) 86 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 15 Apr | 91.00 | 5.07 | -0.17999999999999972 | - | 0 | 0 | 71 | |||||||||
| 13 Apr | 88.65 | 5.07 | -0.08000000000000007 | 50.57 | 4 | 0 | 71 | |||||||||
| 10 Apr | 89.18 | 5.15 | 0.020000000000000462 | 44.74 | 24 | -2 | 71 | |||||||||
| 9 Apr | 87.83 | 5.13 | -0.32 | 48.31 | 5 | 1 | 72 | |||||||||
| 8 Apr | 88.73 | 5.45 | 1.75 | 42.24 | 65 | 1 | 69 | |||||||||
| 7 Apr | 84.16 | 3.64 | -0.29 | 53.7 | 32 | 3 | 66 | |||||||||
| 6 Apr | 84.34 | 3.8 | 0.48 | 52.2 | 61 | -5 | 63 | |||||||||
| 2 Apr | 83.09 | 3.41 | 0.16 | 50.08 | 39 | 9 | 68 | |||||||||
| 1 Apr | 82.79 | 3.25 | 1.42 | 47.89 | 60 | 16 | 59 | |||||||||
| 30 Mar | 77.52 | 1.83 | -0.96 | 51.07 | 31 | 2 | 43 | |||||||||
| 27 Mar | 80.53 | 2.8 | -1.51 | 49.15 | 11 | 4 | 39 | |||||||||
| 25 Mar | 84.52 | 4.32 | 0.74 | 45.66 | 43 | 30 | 35 | |||||||||
| 24 Mar | 81.85 | 3.58 | 1.53 | 49 | 12 | -6 | 5 | |||||||||
| 23 Mar | 79.09 | 2.05 | -2.79 | 43.17 | 1 | 0 | 10 | |||||||||
| 20 Mar | 83.91 | 4.84 | 1.03 | 48.99 | 11 | 8 | 11 | |||||||||
|
|
||||||||||||||||
| 19 Mar | 83.14 | 3.81 | -12.52 | 38.95 | 8 | 2 | 2 | |||||||||
| 18 Mar | 88.44 | 16.33 | 0 | 0.49 | 0 | 0 | 0 | |||||||||
| 17 Mar | 83.13 | 16.33 | 0 | 2.38 | 0 | 0 | 0 | |||||||||
| 16 Mar | 82.88 | 16.33 | 0 | 2.75 | 0 | 0 | 0 | |||||||||
| 13 Mar | 83.20 | 16.33 | 0 | 2.08 | 0 | 0 | 0 | |||||||||
| 12 Mar | 86.58 | 16.33 | 0 | 0.36 | 0 | 0 | 0 | |||||||||
| 11 Mar | 86.16 | 16.33 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Mar | 87.04 | 16.33 | 0 | 0.58 | 0 | 0 | 0 | |||||||||
| 9 Mar | 84.44 | 16.33 | 0 | 0.08 | 0 | 0 | 0 | |||||||||
| 6 Mar | 85.64 | 16.33 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Mar | 86.85 | 16.33 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Mar | 85.63 | - | - | - | 0 | 0 | 0 | |||||||||
| 2 Mar | 89.36 | 16.33 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 Feb | 94.63 | - | - | - | 0 | 0 | 0 | |||||||||
| 24 Feb | 94.54 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 23 Feb | 95.34 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Feb | 94.91 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Feb | 95.48 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Feb | 100.43 | - | - | - | 0 | 0 | 0 | |||||||||
| 2 Feb | 96.96 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Feb | 95.39 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Nbcc (India) Limited - strike price 86 expiring on 28APR2026
Delta for 86 CE is -
Historical price for 86 CE is as follows
On 15 Apr NBCC was trading at 91.00. The strike last trading price was 5.07, which was -0.17999999999999972 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 71
On 13 Apr NBCC was trading at 88.65. The strike last trading price was 5.07, which was -0.08000000000000007 lower than the previous day. The implied volatity was 50.57, the open interest changed by 0 which decreased total open position to 71
On 10 Apr NBCC was trading at 89.18. The strike last trading price was 5.15, which was 0.020000000000000462 higher than the previous day. The implied volatity was 44.74, the open interest changed by -2 which decreased total open position to 71
On 9 Apr NBCC was trading at 87.83. The strike last trading price was 5.13, which was -0.32 lower than the previous day. The implied volatity was 48.31, the open interest changed by 1 which increased total open position to 72
On 8 Apr NBCC was trading at 88.73. The strike last trading price was 5.45, which was 1.75 higher than the previous day. The implied volatity was 42.24, the open interest changed by 1 which increased total open position to 69
On 7 Apr NBCC was trading at 84.16. The strike last trading price was 3.64, which was -0.29 lower than the previous day. The implied volatity was 53.7, the open interest changed by 3 which increased total open position to 66
On 6 Apr NBCC was trading at 84.34. The strike last trading price was 3.8, which was 0.48 higher than the previous day. The implied volatity was 52.2, the open interest changed by -5 which decreased total open position to 63
On 2 Apr NBCC was trading at 83.09. The strike last trading price was 3.41, which was 0.16 higher than the previous day. The implied volatity was 50.08, the open interest changed by 9 which increased total open position to 68
On 1 Apr NBCC was trading at 82.79. The strike last trading price was 3.25, which was 1.42 higher than the previous day. The implied volatity was 47.89, the open interest changed by 16 which increased total open position to 59
On 30 Mar NBCC was trading at 77.52. The strike last trading price was 1.83, which was -0.96 lower than the previous day. The implied volatity was 51.07, the open interest changed by 2 which increased total open position to 43
On 27 Mar NBCC was trading at 80.53. The strike last trading price was 2.8, which was -1.51 lower than the previous day. The implied volatity was 49.15, the open interest changed by 4 which increased total open position to 39
On 25 Mar NBCC was trading at 84.52. The strike last trading price was 4.32, which was 0.74 higher than the previous day. The implied volatity was 45.66, the open interest changed by 30 which increased total open position to 35
On 24 Mar NBCC was trading at 81.85. The strike last trading price was 3.58, which was 1.53 higher than the previous day. The implied volatity was 49, the open interest changed by -6 which decreased total open position to 5
On 23 Mar NBCC was trading at 79.09. The strike last trading price was 2.05, which was -2.79 lower than the previous day. The implied volatity was 43.17, the open interest changed by 0 which decreased total open position to 10
On 20 Mar NBCC was trading at 83.91. The strike last trading price was 4.84, which was 1.03 higher than the previous day. The implied volatity was 48.99, the open interest changed by 8 which increased total open position to 11
On 19 Mar NBCC was trading at 83.14. The strike last trading price was 3.81, which was -12.52 lower than the previous day. The implied volatity was 38.95, the open interest changed by 2 which increased total open position to 2
On 18 Mar NBCC was trading at 88.44. The strike last trading price was 16.33, which was 0 lower than the previous day. The implied volatity was 0.49, the open interest changed by 0 which decreased total open position to 0
On 17 Mar NBCC was trading at 83.13. The strike last trading price was 16.33, which was 0 lower than the previous day. The implied volatity was 2.38, the open interest changed by 0 which decreased total open position to 0
On 16 Mar NBCC was trading at 82.88. The strike last trading price was 16.33, which was 0 lower than the previous day. The implied volatity was 2.75, the open interest changed by 0 which decreased total open position to 0
On 13 Mar NBCC was trading at 83.20. The strike last trading price was 16.33, which was 0 lower than the previous day. The implied volatity was 2.08, 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 16.33, which was 0 lower than the previous day. The implied volatity was 0.36, 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 16.33, 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 16.33, which was 0 lower than the previous day. The implied volatity was 0.58, 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 16.33, which was 0 lower than the previous day. The implied volatity was 0.08, 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 16.33, 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 16.33, 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 16.33, 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 Feb NBCC was trading at 94.63. 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 24 Feb NBCC was trading at 94.54. 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 23 Feb NBCC was trading at 95.34. 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 Feb NBCC was trading at 94.91. 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 19 Feb NBCC was trading at 95.48. 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 3 Feb NBCC was trading at 100.43. 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 Feb NBCC was trading at 96.96. 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 1 Feb NBCC was trading at 95.39. 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
| NBCC 28-Apr-2026 (12d) 86 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.24
Vega: 0
Theta: -0.08
Gamma: 0.0384
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 15 Apr | 91.00 | 1.17 | -0.9300000000000002 | 46.19 | 10 | 2 | 26 |
| 13 Apr | 88.65 | 2.1 | 0.08000000000000007 | 45.94 | 17 | 3 | 24 |
| 10 Apr | 89.18 | 2 | -0.5699999999999998 | 44.57 | 4 | -1 | 21 |
| 9 Apr | 87.83 | 2.57 | 0.24 | 46.17 | 20 | -6 | 23 |
| 8 Apr | 88.73 | 2.31 | -2.85 | 46.6 | 48 | 16 | 28 |
| 7 Apr | 84.16 | 5.16 | -3.61 | - | 0 | 0 | 12 |
| 6 Apr | 84.34 | 5.16 | -3.61 | 55.07 | 3 | 2 | 11 |
| 2 Apr | 83.09 | 8.77 | 4.02 | - | 0 | 0 | 9 |
| 1 Apr | 82.79 | 8.77 | 4.02 | - | 0 | 0 | 9 |
| 30 Mar | 77.52 | 8.77 | 4.02 | 42.05 | 1 | 0 | 9 |
| 27 Mar | 80.53 | 4.75 | -0.87 | - | 0 | 0 | 9 |
| 25 Mar | 84.52 | 4.75 | -0.87 | 42.03 | 2 | 0 | 9 |
| 24 Mar | 81.85 | 5.61 | -0.33 | - | 0 | 0 | 9 |
| 23 Mar | 79.09 | 5.61 | -0.33 | - | 0 | 0 | 9 |
| 20 Mar | 83.91 | 5.61 | -0.33 | 45.56 | 12 | 6 | 7 |
| 19 Mar | 83.14 | 5.94 | 1.77 | 48.13 | 1 | 0 | 0 |
| 18 Mar | 88.44 | 4.17 | 0 | 3.71 | 0 | 0 | 0 |
| 17 Mar | 83.13 | 4.17 | 0 | - | 0 | 0 | 0 |
| 16 Mar | 82.88 | 4.17 | 0 | - | 0 | 0 | 0 |
| 13 Mar | 83.20 | 4.17 | 0 | 0.14 | 0 | 0 | 0 |
| 12 Mar | 86.58 | 4.17 | 0 | 2.06 | 0 | 0 | 0 |
| 11 Mar | 86.16 | 4.17 | 0 | 1.39 | 0 | 0 | 0 |
| 10 Mar | 87.04 | 4.17 | 0 | 2.51 | 0 | 0 | 0 |
| 9 Mar | 84.44 | 4.17 | 0 | 0.05 | 0 | 0 | 0 |
| 6 Mar | 85.64 | 4.17 | 0 | 1.27 | 0 | 0 | 0 |
| 5 Mar | 86.85 | 4.17 | 0 | 2.37 | 0 | 0 | 0 |
| 4 Mar | 85.63 | - | - | - | 0 | 0 | 0 |
| 2 Mar | 89.36 | 4.17 | 0 | 3.41 | 0 | 0 | 0 |
| 25 Feb | 94.63 | - | - | - | 0 | 0 | 0 |
| 24 Feb | 94.54 | 0 | 0 | - | 0 | 0 | 0 |
| 23 Feb | 95.34 | 0 | 0 | 8.87 | 0 | 0 | 0 |
| 20 Feb | 94.91 | 0 | 0 | 8.65 | 0 | 0 | 0 |
| 19 Feb | 95.48 | 0 | 0 | 9.1 | 0 | 0 | 0 |
| 3 Feb | 100.43 | - | - | - | 0 | 0 | 0 |
| 2 Feb | 96.96 | 0 | 0 | 8.02 | 0 | 0 | 0 |
| 1 Feb | 95.39 | 0 | 0 | 8.24 | 0 | 0 | 0 |
For Nbcc (India) Limited - strike price 86 expiring on 28APR2026
Delta for 86 PE is -0.24
Historical price for 86 PE is as follows
On 15 Apr NBCC was trading at 91.00. The strike last trading price was 1.17, which was -0.9300000000000002 lower than the previous day. The implied volatity was 46.19, the open interest changed by 2 which increased total open position to 26
On 13 Apr NBCC was trading at 88.65. The strike last trading price was 2.1, which was 0.08000000000000007 higher than the previous day. The implied volatity was 45.94, the open interest changed by 3 which increased total open position to 24
On 10 Apr NBCC was trading at 89.18. The strike last trading price was 2, which was -0.5699999999999998 lower than the previous day. The implied volatity was 44.57, the open interest changed by -1 which decreased total open position to 21
On 9 Apr NBCC was trading at 87.83. The strike last trading price was 2.57, which was 0.24 higher than the previous day. The implied volatity was 46.17, the open interest changed by -6 which decreased total open position to 23
On 8 Apr NBCC was trading at 88.73. The strike last trading price was 2.31, which was -2.85 lower than the previous day. The implied volatity was 46.6, the open interest changed by 16 which increased total open position to 28
On 7 Apr NBCC was trading at 84.16. The strike last trading price was 5.16, which was -3.61 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 12
On 6 Apr NBCC was trading at 84.34. The strike last trading price was 5.16, which was -3.61 lower than the previous day. The implied volatity was 55.07, the open interest changed by 2 which increased total open position to 11
On 2 Apr NBCC was trading at 83.09. The strike last trading price was 8.77, which was 4.02 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 1 Apr NBCC was trading at 82.79. The strike last trading price was 8.77, which was 4.02 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 30 Mar NBCC was trading at 77.52. The strike last trading price was 8.77, which was 4.02 higher than the previous day. The implied volatity was 42.05, the open interest changed by 0 which decreased total open position to 9
On 27 Mar NBCC was trading at 80.53. The strike last trading price was 4.75, which was -0.87 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 25 Mar NBCC was trading at 84.52. The strike last trading price was 4.75, which was -0.87 lower than the previous day. The implied volatity was 42.03, the open interest changed by 0 which decreased total open position to 9
On 24 Mar NBCC was trading at 81.85. The strike last trading price was 5.61, which was -0.33 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 23 Mar NBCC was trading at 79.09. The strike last trading price was 5.61, which was -0.33 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 20 Mar NBCC was trading at 83.91. The strike last trading price was 5.61, which was -0.33 lower than the previous day. The implied volatity was 45.56, the open interest changed by 6 which increased total open position to 7
On 19 Mar NBCC was trading at 83.14. The strike last trading price was 5.94, which was 1.77 higher than the previous day. The implied volatity was 48.13, the open interest changed by 0 which decreased total open position to 0
On 18 Mar NBCC was trading at 88.44. The strike last trading price was 4.17, which was 0 lower than the previous day. The implied volatity was 3.71, the open interest changed by 0 which decreased total open position to 0
On 17 Mar NBCC was trading at 83.13. The strike last trading price was 4.17, 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 16 Mar NBCC was trading at 82.88. The strike last trading price was 4.17, 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 83.20. The strike last trading price was 4.17, which was 0 lower than the previous day. The implied volatity was 0.14, 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 4.17, which was 0 lower than the previous day. The implied volatity was 2.06, 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 4.17, which was 0 lower than the previous day. The implied volatity was 1.39, 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 4.17, which was 0 lower than the previous day. The implied volatity was 2.51, 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 4.17, which was 0 lower than the previous day. The implied volatity was 0.05, 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 4.17, which was 0 lower than the previous day. The implied volatity was 1.27, 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 4.17, which was 0 lower than the previous day. The implied volatity was 2.37, 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 4.17, which was 0 lower than the previous day. The implied volatity was 3.41, the open interest changed by 0 which decreased total open position to 0
On 25 Feb NBCC was trading at 94.63. 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 24 Feb NBCC was trading at 94.54. 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 23 Feb NBCC was trading at 95.34. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 8.87, the open interest changed by 0 which decreased total open position to 0
On 20 Feb NBCC was trading at 94.91. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 8.65, the open interest changed by 0 which decreased total open position to 0
On 19 Feb NBCC was trading at 95.48. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 9.1, the open interest changed by 0 which decreased total open position to 0
On 3 Feb NBCC was trading at 100.43. 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 Feb NBCC was trading at 96.96. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 8.02, the open interest changed by 0 which decreased total open position to 0
On 1 Feb NBCC was trading at 95.39. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 8.24, the open interest changed by 0 which decreased total open position to 0
