NBCC
Nbcc (India) Limited
Historical option data for NBCC
24 Apr 2026 04:10 PM IST
| NBCC 28-Apr-2026 (4d) 87 CE | ||||||||||||||||
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Delta: 0.92
Vega: 0
Theta: -0.05
Gamma: 0.04382
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 93.20 | 4.6 | -1.5500000000000007 | 32.01 | 6 | -4 | 28 | |||||||||
| 23 Apr | 93.31 | 6.15 | -1.4499999999999993 | 36.88 | 0 | 0 | 32 | |||||||||
| 22 Apr | 94.20 | 6.15 | -1.5999999999999996 | 36.88 | 1 | 0 | 32 | |||||||||
| 21 Apr | 93.28 | 7.75 | 0.7000000000000002 | 55.07 | 0 | 0 | 32 | |||||||||
| 20 Apr | 93.32 | 7.75 | -0.019999999999999574 | 55.07 | 1 | 0 | 33 | |||||||||
| 17 Apr | 94.32 | 7.77 | 1.9699999999999998 | 42.29 | 4 | -2 | 32 | |||||||||
| 16 Apr | 93.05 | 5.8 | 0.03000000000000025 | 43.39 | 3 | -1 | 34 | |||||||||
| 15 Apr | 91.00 | 5.7 | 1.2300000000000004 | 47.4 | 8 | -5 | 34 | |||||||||
| 13 Apr | 88.65 | 4.47 | -0.04999999999999982 | 47.04 | 33 | 9 | 40 | |||||||||
| 10 Apr | 89.18 | 4.52 | 0.17999999999999972 | 44.69 | 10 | -1 | 31 | |||||||||
| 9 Apr | 87.83 | 4.35 | -0.4 | 45.43 | 34 | 7 | 31 | |||||||||
| 8 Apr | 88.73 | 4.75 | 1.51 | 41.12 | 35 | -4 | 23 | |||||||||
| 7 Apr | 84.16 | 3.15 | -0.28 | 52.56 | 14 | 0 | 28 | |||||||||
| 6 Apr | 84.34 | 3.43 | 0.44 | 52.73 | 28 | -2 | 27 | |||||||||
| 2 Apr | 83.09 | 3.02 | 0.07 | 49.88 | 31 | 0 | 29 | |||||||||
| 1 Apr | 82.79 | 2.95 | 0.1 | 48.65 | 39 | 21 | 26 | |||||||||
| 30 Mar | 77.52 | 2.85 | -1.1 | - | 0 | 0 | 5 | |||||||||
| 27 Mar | 80.53 | 2.85 | -1.1 | 53.15 | 4 | -1 | 5 | |||||||||
| 25 Mar | 84.52 | 3.95 | 1.95 | 46.19 | 6 | 3 | 6 | |||||||||
| 24 Mar | 81.85 | 2 | -10.37 | - | 0 | 0 | 3 | |||||||||
| 23 Mar | 79.09 | 2 | -10.37 | 45.55 | 3 | 0 | 0 | |||||||||
| 20 Mar | 83.91 | 12.37 | 0 | 2.89 | 0 | 0 | 0 | |||||||||
| 19 Mar | 83.14 | 12.37 | 0 | 2.81 | 0 | 0 | 0 | |||||||||
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| 18 Mar | 88.44 | 12.37 | 0 | 0.06 | 0 | 0 | 0 | |||||||||
| 17 Mar | 83.13 | 12.37 | 0 | 3.24 | 0 | 0 | 0 | |||||||||
| 16 Mar | 82.88 | 12.37 | 0 | 3.55 | 0 | 0 | 0 | |||||||||
| 13 Mar | 83.20 | 12.37 | 0 | 2.93 | 0 | 0 | 0 | |||||||||
| 12 Mar | 86.58 | 12.37 | 0 | 0.22 | 0 | 0 | 0 | |||||||||
| 11 Mar | 86.16 | 12.37 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Mar | 87.04 | 12.37 | 0 | 0.16 | 0 | 0 | 0 | |||||||||
| 9 Mar | 84.44 | 12.37 | 0 | 1.17 | 0 | 0 | 0 | |||||||||
| 6 Mar | 85.64 | 12.37 | 0 | 0.16 | 0 | 0 | 0 | |||||||||
| 5 Mar | 86.85 | 12.37 | 0 | 0.08 | 0 | 0 | 0 | |||||||||
| 4 Mar | 85.63 | - | - | - | 0 | 0 | 0 | |||||||||
| 2 Mar | 89.36 | 12.37 | 0 | - | 0 | 0 | 0 | |||||||||
For Nbcc (India) Limited - strike price 87 expiring on 28APR2026
Delta for 87 CE is 0.92
Historical price for 87 CE is as follows
On 24 Apr NBCC was trading at 93.20. The strike last trading price was 4.6, which was -1.5500000000000007 lower than the previous day. The implied volatity was 32.01, the open interest changed by -4 which decreased total open position to 28
On 23 Apr NBCC was trading at 93.31. The strike last trading price was 6.15, which was -1.4499999999999993 lower than the previous day. The implied volatity was 36.88, the open interest changed by 0 which decreased total open position to 32
On 22 Apr NBCC was trading at 94.20. The strike last trading price was 6.15, which was -1.5999999999999996 lower than the previous day. The implied volatity was 36.88, the open interest changed by 0 which decreased total open position to 32
On 21 Apr NBCC was trading at 93.28. The strike last trading price was 7.75, which was 0.7000000000000002 higher than the previous day. The implied volatity was 55.07, the open interest changed by 0 which decreased total open position to 32
On 20 Apr NBCC was trading at 93.32. The strike last trading price was 7.75, which was -0.019999999999999574 lower than the previous day. The implied volatity was 55.07, the open interest changed by 0 which decreased total open position to 33
On 17 Apr NBCC was trading at 94.32. The strike last trading price was 7.77, which was 1.9699999999999998 higher than the previous day. The implied volatity was 42.29, the open interest changed by -2 which decreased total open position to 32
On 16 Apr NBCC was trading at 93.05. The strike last trading price was 5.8, which was 0.03000000000000025 higher than the previous day. The implied volatity was 43.39, the open interest changed by -1 which decreased total open position to 34
On 15 Apr NBCC was trading at 91.00. The strike last trading price was 5.7, which was 1.2300000000000004 higher than the previous day. The implied volatity was 47.4, the open interest changed by -5 which decreased total open position to 34
On 13 Apr NBCC was trading at 88.65. The strike last trading price was 4.47, which was -0.04999999999999982 lower than the previous day. The implied volatity was 47.04, the open interest changed by 9 which increased total open position to 40
On 10 Apr NBCC was trading at 89.18. The strike last trading price was 4.52, which was 0.17999999999999972 higher than the previous day. The implied volatity was 44.69, the open interest changed by -1 which decreased total open position to 31
On 9 Apr NBCC was trading at 87.83. The strike last trading price was 4.35, which was -0.4 lower than the previous day. The implied volatity was 45.43, the open interest changed by 7 which increased total open position to 31
On 8 Apr NBCC was trading at 88.73. The strike last trading price was 4.75, which was 1.51 higher than the previous day. The implied volatity was 41.12, the open interest changed by -4 which decreased total open position to 23
On 7 Apr NBCC was trading at 84.16. The strike last trading price was 3.15, which was -0.28 lower than the previous day. The implied volatity was 52.56, the open interest changed by 0 which decreased total open position to 28
On 6 Apr NBCC was trading at 84.34. The strike last trading price was 3.43, which was 0.44 higher than the previous day. The implied volatity was 52.73, the open interest changed by -2 which decreased total open position to 27
On 2 Apr NBCC was trading at 83.09. The strike last trading price was 3.02, which was 0.07 higher than the previous day. The implied volatity was 49.88, the open interest changed by 0 which decreased total open position to 29
On 1 Apr NBCC was trading at 82.79. The strike last trading price was 2.95, which was 0.1 higher than the previous day. The implied volatity was 48.65, the open interest changed by 21 which increased total open position to 26
On 30 Mar NBCC was trading at 77.52. The strike last trading price was 2.85, which was -1.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 27 Mar NBCC was trading at 80.53. The strike last trading price was 2.85, which was -1.1 lower than the previous day. The implied volatity was 53.15, the open interest changed by -1 which decreased total open position to 5
On 25 Mar NBCC was trading at 84.52. The strike last trading price was 3.95, which was 1.95 higher than the previous day. The implied volatity was 46.19, the open interest changed by 3 which increased total open position to 6
On 24 Mar NBCC was trading at 81.85. The strike last trading price was 2, which was -10.37 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 23 Mar NBCC was trading at 79.09. The strike last trading price was 2, which was -10.37 lower than the previous day. The implied volatity was 45.55, the open interest changed by 0 which decreased total open position to 0
On 20 Mar NBCC was trading at 83.91. The strike last trading price was 12.37, which was 0 lower than the previous day. The implied volatity was 2.89, the open interest changed by 0 which decreased total open position to 0
On 19 Mar NBCC was trading at 83.14. The strike last trading price was 12.37, which was 0 lower than the previous day. The implied volatity was 2.81, 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 12.37, which was 0 lower than the previous day. The implied volatity was 0.06, 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 12.37, which was 0 lower than the previous day. The implied volatity was 3.24, 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 12.37, which was 0 lower than the previous day. The implied volatity was 3.55, 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 12.37, which was 0 lower than the previous day. The implied volatity was 2.93, 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 12.37, which was 0 lower than the previous day. The implied volatity was 0.22, 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 12.37, 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 12.37, which was 0 lower than the previous day. The implied volatity was 0.16, 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 12.37, which was 0 lower than the previous day. The implied volatity was 1.17, 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 12.37, which was 0 lower than the previous day. The implied volatity was 0.16, 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 12.37, 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 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 12.37, 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 (4d) 87 PE | |||||||
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Delta: -0.07
Vega: 0
Theta: -0.06
Gamma: 0.02818
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 93.20 | 0.15 | -0.07 | 46.66 | 43 | -14 | 44 |
| 23 Apr | 93.31 | 0.22 | 0.010000000000000009 | 46.21 | 9 | 3 | 58 |
| 22 Apr | 94.20 | 0.21 | -0.19999999999999998 | 46.42 | 23 | -12 | 56 |
| 21 Apr | 93.28 | 0.41 | -0.26000000000000006 | 45.38 | 30 | 23 | 68 |
| 20 Apr | 93.32 | 0.67 | 0.08000000000000007 | 50.93 | 18 | 0 | 48 |
| 17 Apr | 94.32 | 0.55 | -0.2899999999999999 | 45.22 | 36 | -4 | 47 |
| 16 Apr | 93.05 | 0.82 | -0.5500000000000002 | 44.45 | 26 | 6 | 52 |
| 15 Apr | 91.00 | 1.41 | -1.0200000000000002 | 44.59 | 29 | -6 | 45 |
| 13 Apr | 88.65 | 2.38 | -0.1299999999999999 | 46.02 | 26 | 7 | 47 |
| 10 Apr | 89.18 | 2.51 | -0.4400000000000004 | 44.46 | 44 | -9 | 39 |
| 9 Apr | 87.83 | 2.94 | 0.2 | 45.32 | 70 | 10 | 46 |
| 8 Apr | 88.73 | 2.69 | -3.56 | 46.39 | 67 | 27 | 36 |
| 7 Apr | 84.16 | 6.25 | 0 | 60.1 | 9 | 6 | 8 |
| 6 Apr | 84.34 | 6.25 | -1.63 | 60.69 | 2 | 0 | 2 |
| 2 Apr | 83.09 | 7.88 | -1.29 | - | 0 | 0 | 2 |
| 1 Apr | 82.79 | 7.88 | -1.29 | - | 0 | 0 | 2 |
| 30 Mar | 77.52 | 7.88 | -1.29 | - | 0 | 0 | 2 |
| 27 Mar | 80.53 | 7.88 | -1.29 | 44.34 | 2 | 1 | 3 |
| 25 Mar | 84.52 | 9.17 | 5.34 | - | 0 | 0 | 2 |
| 24 Mar | 81.85 | 9.17 | 5.34 | - | 0 | 0 | 2 |
| 23 Mar | 79.09 | 9.17 | 5.34 | 46.97 | 2 | 0 | 0 |
| 20 Mar | 83.91 | 3.83 | 0 | - | 0 | 0 | 0 |
| 19 Mar | 83.14 | 3.83 | 0 | 2.62 | 0 | 0 | 0 |
| 18 Mar | 88.44 | 3.83 | 0 | 2.62 | 0 | 0 | 0 |
| 17 Mar | 83.13 | 3.83 | 0 | - | 0 | 0 | 0 |
| 16 Mar | 82.88 | 3.83 | 0 | - | 0 | 0 | 0 |
| 13 Mar | 83.20 | 3.83 | 0 | - | 0 | 0 | 0 |
| 12 Mar | 86.58 | 3.83 | 0 | 0.85 | 0 | 0 | 0 |
| 11 Mar | 86.16 | 3.83 | 0 | 0.24 | 0 | 0 | 0 |
| 10 Mar | 87.04 | 3.83 | 0 | 1.64 | 0 | 0 | 0 |
| 9 Mar | 84.44 | 3.83 | 0 | - | 0 | 0 | 0 |
| 6 Mar | 85.64 | 3.83 | 0 | 0.15 | 0 | 0 | 0 |
| 5 Mar | 86.85 | 3.83 | 0 | 1.53 | 0 | 0 | 0 |
| 4 Mar | 85.63 | - | - | - | 0 | 0 | 0 |
| 2 Mar | 89.36 | 3.83 | 0 | 2.43 | 0 | 0 | 0 |
For Nbcc (India) Limited - strike price 87 expiring on 28APR2026
Delta for 87 PE is -0.07
Historical price for 87 PE is as follows
On 24 Apr NBCC was trading at 93.20. The strike last trading price was 0.15, which was -0.07 lower than the previous day. The implied volatity was 46.66, the open interest changed by -14 which decreased total open position to 44
On 23 Apr NBCC was trading at 93.31. The strike last trading price was 0.22, which was 0.010000000000000009 higher than the previous day. The implied volatity was 46.21, the open interest changed by 3 which increased total open position to 58
On 22 Apr NBCC was trading at 94.20. The strike last trading price was 0.21, which was -0.19999999999999998 lower than the previous day. The implied volatity was 46.42, the open interest changed by -12 which decreased total open position to 56
On 21 Apr NBCC was trading at 93.28. The strike last trading price was 0.41, which was -0.26000000000000006 lower than the previous day. The implied volatity was 45.38, the open interest changed by 23 which increased total open position to 68
On 20 Apr NBCC was trading at 93.32. The strike last trading price was 0.67, which was 0.08000000000000007 higher than the previous day. The implied volatity was 50.93, the open interest changed by 0 which decreased total open position to 48
On 17 Apr NBCC was trading at 94.32. The strike last trading price was 0.55, which was -0.2899999999999999 lower than the previous day. The implied volatity was 45.22, the open interest changed by -4 which decreased total open position to 47
On 16 Apr NBCC was trading at 93.05. The strike last trading price was 0.82, which was -0.5500000000000002 lower than the previous day. The implied volatity was 44.45, the open interest changed by 6 which increased total open position to 52
On 15 Apr NBCC was trading at 91.00. The strike last trading price was 1.41, which was -1.0200000000000002 lower than the previous day. The implied volatity was 44.59, the open interest changed by -6 which decreased total open position to 45
On 13 Apr NBCC was trading at 88.65. The strike last trading price was 2.38, which was -0.1299999999999999 lower than the previous day. The implied volatity was 46.02, the open interest changed by 7 which increased total open position to 47
On 10 Apr NBCC was trading at 89.18. The strike last trading price was 2.51, which was -0.4400000000000004 lower than the previous day. The implied volatity was 44.46, the open interest changed by -9 which decreased total open position to 39
On 9 Apr NBCC was trading at 87.83. The strike last trading price was 2.94, which was 0.2 higher than the previous day. The implied volatity was 45.32, the open interest changed by 10 which increased total open position to 46
On 8 Apr NBCC was trading at 88.73. The strike last trading price was 2.69, which was -3.56 lower than the previous day. The implied volatity was 46.39, the open interest changed by 27 which increased total open position to 36
On 7 Apr NBCC was trading at 84.16. The strike last trading price was 6.25, which was 0 lower than the previous day. The implied volatity was 60.1, the open interest changed by 6 which increased total open position to 8
On 6 Apr NBCC was trading at 84.34. The strike last trading price was 6.25, which was -1.63 lower than the previous day. The implied volatity was 60.69, the open interest changed by 0 which decreased total open position to 2
On 2 Apr NBCC was trading at 83.09. The strike last trading price was 7.88, which was -1.29 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 1 Apr NBCC was trading at 82.79. The strike last trading price was 7.88, which was -1.29 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 30 Mar NBCC was trading at 77.52. The strike last trading price was 7.88, which was -1.29 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 27 Mar NBCC was trading at 80.53. The strike last trading price was 7.88, which was -1.29 lower than the previous day. The implied volatity was 44.34, the open interest changed by 1 which increased total open position to 3
On 25 Mar NBCC was trading at 84.52. The strike last trading price was 9.17, which was 5.34 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 24 Mar NBCC was trading at 81.85. The strike last trading price was 9.17, which was 5.34 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 23 Mar NBCC was trading at 79.09. The strike last trading price was 9.17, which was 5.34 higher than the previous day. The implied volatity was 46.97, the open interest changed by 0 which decreased total open position to 0
On 20 Mar NBCC was trading at 83.91. The strike last trading price was 3.83, 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 83.14. The strike last trading price was 3.83, which was 0 lower than the previous day. The implied volatity was 2.62, 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 3.83, which was 0 lower than the previous day. The implied volatity was 2.62, 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 3.83, 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 3.83, 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 3.83, 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 86.58. The strike last trading price was 3.83, which was 0 lower than the previous day. The implied volatity was 0.85, 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 3.83, which was 0 lower than the previous day. The implied volatity was 0.24, 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 3.83, which was 0 lower than the previous day. The implied volatity was 1.64, 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 3.83, 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 6 Mar NBCC was trading at 85.64. The strike last trading price was 3.83, which was 0 lower than the previous day. The implied volatity was 0.15, 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 3.83, which was 0 lower than the previous day. The implied volatity was 1.53, 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 3.83, which was 0 lower than the previous day. The implied volatity was 2.43, the open interest changed by 0 which decreased total open position to 0
