NBCC
Nbcc (India) Limited
Historical option data for NBCC
11 Apr 2025 04:14 PM IST
| NBCC 24APR2025 87.5 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.58
Vega: 0.07
Theta: -0.14
Gamma: 0.05
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 11 Apr | 89.10 | 4.1 | 0.55 | 50.87 | 192 | -1 | 77 | |||
| 9 Apr | 87.01 | 3.55 | 1.7 | 50.69 | 168 | 18 | 77 | |||
| 8 Apr | 83.07 | 1.85 | 0.45 | 49.73 | 9 | 0 | 59 | |||
| 7 Apr | 79.46 | 1.4 | 0.05 | 54.95 | 33 | -12 | 59 | |||
| 4 Apr | 82.73 | 1.35 | -1 | 36.73 | 49 | -1 | 70 | |||
| 3 Apr | 84.41 | 2.35 | 0.3 | 42.92 | 13 | -1 | 80 | |||
| 2 Apr | 82.89 | 2.05 | 0.35 | 45.45 | 11 | 5 | 81 | |||
| 1 Apr | 81.61 | 1.7 | -0.3 | 45.08 | 33 | 7 | 75 | |||
| 28 Mar | 81.89 | 2 | -0.85 | 44.74 | 53 | 13 | 68 | |||
| 27 Mar | 82.71 | 3 | 0.8 | 49.03 | 128 | 9 | 58 | |||
| 26 Mar | 81.07 | 2.15 | -0.85 | 47.08 | 11 | 3 | 50 | |||
| 25 Mar | 83.16 | 2.9 | -0.95 | 47.23 | 38 | 7 | 48 | |||
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| 24 Mar | 85.36 | 3.7 | 0.2 | 43.27 | 52 | 10 | 42 | |||
| 21 Mar | 83.73 | 3.5 | 0.3 | 46.66 | 19 | 3 | 32 | |||
| 20 Mar | 82.98 | 3.2 | -0.1 | 46.41 | 8 | -1 | 28 | |||
| 19 Mar | 83.33 | 3.3 | 1.45 | 45.29 | 103 | 26 | 28 | |||
| 18 Mar | 79.73 | 1.85 | -1.85 | 42.20 | 19 | 4 | 4 | |||
| 17 Mar | 77.92 | 3.7 | 0 | 10.82 | 0 | 0 | 0 | |||
| 13 Mar | 77.89 | 3.7 | 0 | 9.45 | 0 | 0 | 0 | |||
| 12 Mar | 79.11 | 3.7 | 0 | 8.10 | 0 | 0 | 0 | |||
| 11 Mar | 78.87 | 3.7 | 0 | 7.98 | 0 | 0 | 0 | |||
| 10 Mar | 78.65 | 3.7 | 0 | 9.04 | 0 | 0 | 0 | |||
| 7 Mar | 80.76 | 3.7 | 0 | 5.76 | 0 | 0 | 0 | |||
| 3 Mar | 73.68 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 28 Feb | 72.86 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
For Nbcc (India) Limited - strike price 87.5 expiring on 24APR2025
Delta for 87.5 CE is 0.58
Historical price for 87.5 CE is as follows
On 11 Apr NBCC was trading at 89.10. The strike last trading price was 4.1, which was 0.55 higher than the previous day. The implied volatity was 50.87, the open interest changed by -1 which decreased total open position to 77
On 9 Apr NBCC was trading at 87.01. The strike last trading price was 3.55, which was 1.7 higher than the previous day. The implied volatity was 50.69, the open interest changed by 18 which increased total open position to 77
On 8 Apr NBCC was trading at 83.07. The strike last trading price was 1.85, which was 0.45 higher than the previous day. The implied volatity was 49.73, the open interest changed by 0 which decreased total open position to 59
On 7 Apr NBCC was trading at 79.46. The strike last trading price was 1.4, which was 0.05 higher than the previous day. The implied volatity was 54.95, the open interest changed by -12 which decreased total open position to 59
On 4 Apr NBCC was trading at 82.73. The strike last trading price was 1.35, which was -1 lower than the previous day. The implied volatity was 36.73, the open interest changed by -1 which decreased total open position to 70
On 3 Apr NBCC was trading at 84.41. The strike last trading price was 2.35, which was 0.3 higher than the previous day. The implied volatity was 42.92, the open interest changed by -1 which decreased total open position to 80
On 2 Apr NBCC was trading at 82.89. The strike last trading price was 2.05, which was 0.35 higher than the previous day. The implied volatity was 45.45, the open interest changed by 5 which increased total open position to 81
On 1 Apr NBCC was trading at 81.61. The strike last trading price was 1.7, which was -0.3 lower than the previous day. The implied volatity was 45.08, the open interest changed by 7 which increased total open position to 75
On 28 Mar NBCC was trading at 81.89. The strike last trading price was 2, which was -0.85 lower than the previous day. The implied volatity was 44.74, the open interest changed by 13 which increased total open position to 68
On 27 Mar NBCC was trading at 82.71. The strike last trading price was 3, which was 0.8 higher than the previous day. The implied volatity was 49.03, the open interest changed by 9 which increased total open position to 58
On 26 Mar NBCC was trading at 81.07. The strike last trading price was 2.15, which was -0.85 lower than the previous day. The implied volatity was 47.08, the open interest changed by 3 which increased total open position to 50
On 25 Mar NBCC was trading at 83.16. The strike last trading price was 2.9, which was -0.95 lower than the previous day. The implied volatity was 47.23, the open interest changed by 7 which increased total open position to 48
On 24 Mar NBCC was trading at 85.36. The strike last trading price was 3.7, which was 0.2 higher than the previous day. The implied volatity was 43.27, the open interest changed by 10 which increased total open position to 42
On 21 Mar NBCC was trading at 83.73. The strike last trading price was 3.5, which was 0.3 higher than the previous day. The implied volatity was 46.66, the open interest changed by 3 which increased total open position to 32
On 20 Mar NBCC was trading at 82.98. The strike last trading price was 3.2, which was -0.1 lower than the previous day. The implied volatity was 46.41, the open interest changed by -1 which decreased total open position to 28
On 19 Mar NBCC was trading at 83.33. The strike last trading price was 3.3, which was 1.45 higher than the previous day. The implied volatity was 45.29, the open interest changed by 26 which increased total open position to 28
On 18 Mar NBCC was trading at 79.73. The strike last trading price was 1.85, which was -1.85 lower than the previous day. The implied volatity was 42.20, the open interest changed by 4 which increased total open position to 4
On 17 Mar NBCC was trading at 77.92. The strike last trading price was 3.7, which was 0 lower than the previous day. The implied volatity was 10.82, 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 3.7, which was 0 lower than the previous day. The implied volatity was 9.45, 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 3.7, which was 0 lower than the previous day. The implied volatity was 8.10, 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 3.7, which was 0 lower than the previous day. The implied volatity was 7.98, 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 3.7, which was 0 lower than the previous day. The implied volatity was 9.04, 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 3.7, which was 0 lower than the previous day. The implied volatity was 5.76, 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 0, which was 0 lower than the previous day. The implied volatity was 0.00, 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 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
| NBCC 24APR2025 87.5 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.42
Vega: 0.07
Theta: -0.12
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 11 Apr | 89.10 | 2.9 | -0.9 | 53.65 | 77 | 15 | 29 |
| 9 Apr | 87.01 | 3.6 | -4.65 | 50.82 | 27 | -1 | 14 |
| 8 Apr | 83.07 | 8.25 | -1.3 | 84.19 | 18 | -4 | 15 |
| 7 Apr | 79.46 | 9.55 | 2.9 | 74.33 | 4 | 0 | 20 |
| 4 Apr | 82.73 | 6.65 | -0.8 | 55.22 | 8 | 2 | 18 |
| 3 Apr | 84.41 | 7.45 | 0 | 0.00 | 0 | 1 | 0 |
| 2 Apr | 82.89 | 7.45 | 0.85 | 61.34 | 3 | 0 | 15 |
| 1 Apr | 81.61 | 6.6 | 0 | 0.00 | 0 | 11 | 0 |
| 28 Mar | 81.89 | 6.6 | -0.6 | 37.17 | 24 | 11 | 13 |
| 27 Mar | 82.71 | 7.2 | 0 | 0.00 | 0 | 0 | 0 |
| 26 Mar | 81.07 | 7.2 | 0 | 0.00 | 0 | 1 | 0 |
| 25 Mar | 83.16 | 7.2 | 2.1 | 51.74 | 5 | 2 | 3 |
| 24 Mar | 85.36 | 5.1 | -9.4 | 44.07 | 2 | 1 | 1 |
| 21 Mar | 83.73 | 14.5 | 0 | - | 0 | 0 | 0 |
| 20 Mar | 82.98 | 14.5 | 0 | - | 0 | 0 | 0 |
| 19 Mar | 83.33 | 14.5 | 0 | - | 0 | 0 | 0 |
| 18 Mar | 79.73 | 14.5 | 0 | - | 0 | 0 | 0 |
| 17 Mar | 77.92 | 14.5 | 0 | - | 0 | 0 | 0 |
| 13 Mar | 77.89 | 14.5 | 0 | - | 0 | 0 | 0 |
| 12 Mar | 79.11 | 14.5 | 0 | - | 0 | 0 | 0 |
| 11 Mar | 78.87 | 14.5 | 0 | - | 0 | 0 | 0 |
| 10 Mar | 78.65 | 14.5 | 0 | - | 0 | 0 | 0 |
| 7 Mar | 80.76 | 14.5 | 0 | - | 0 | 0 | 0 |
| 3 Mar | 73.68 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 28 Feb | 72.86 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Nbcc (India) Limited - strike price 87.5 expiring on 24APR2025
Delta for 87.5 PE is -0.42
Historical price for 87.5 PE is as follows
On 11 Apr NBCC was trading at 89.10. The strike last trading price was 2.9, which was -0.9 lower than the previous day. The implied volatity was 53.65, the open interest changed by 15 which increased total open position to 29
On 9 Apr NBCC was trading at 87.01. The strike last trading price was 3.6, which was -4.65 lower than the previous day. The implied volatity was 50.82, the open interest changed by -1 which decreased total open position to 14
On 8 Apr NBCC was trading at 83.07. The strike last trading price was 8.25, which was -1.3 lower than the previous day. The implied volatity was 84.19, the open interest changed by -4 which decreased total open position to 15
On 7 Apr NBCC was trading at 79.46. The strike last trading price was 9.55, which was 2.9 higher than the previous day. The implied volatity was 74.33, the open interest changed by 0 which decreased total open position to 20
On 4 Apr NBCC was trading at 82.73. The strike last trading price was 6.65, which was -0.8 lower than the previous day. The implied volatity was 55.22, the open interest changed by 2 which increased total open position to 18
On 3 Apr NBCC was trading at 84.41. The strike last trading price was 7.45, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 2 Apr NBCC was trading at 82.89. The strike last trading price was 7.45, which was 0.85 higher than the previous day. The implied volatity was 61.34, the open interest changed by 0 which decreased total open position to 15
On 1 Apr NBCC was trading at 81.61. The strike last trading price was 6.6, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 11 which increased total open position to 0
On 28 Mar NBCC was trading at 81.89. The strike last trading price was 6.6, which was -0.6 lower than the previous day. The implied volatity was 37.17, the open interest changed by 11 which increased total open position to 13
On 27 Mar NBCC was trading at 82.71. The strike last trading price was 7.2, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 26 Mar NBCC was trading at 81.07. The strike last trading price was 7.2, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 25 Mar NBCC was trading at 83.16. The strike last trading price was 7.2, which was 2.1 higher than the previous day. The implied volatity was 51.74, the open interest changed by 2 which increased total open position to 3
On 24 Mar NBCC was trading at 85.36. The strike last trading price was 5.1, which was -9.4 lower than the previous day. The implied volatity was 44.07, the open interest changed by 1 which increased total open position to 1
On 21 Mar NBCC was trading at 83.73. The strike last trading price was 14.5, 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 Mar NBCC was trading at 82.98. The strike last trading price was 14.5, 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 Mar NBCC was trading at 83.33. The strike last trading price was 14.5, 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 Mar NBCC was trading at 79.73. The strike last trading price was 14.5, 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 14.5, 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 14.5, 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 14.5, 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 14.5, 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 14.5, 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 14.5, 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 0, which was 0 lower than the previous day. The implied volatity was 0.00, 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 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
