NBCC
Nbcc (India) Limited
Historical option data for NBCC
13 Mar 2026 04:13 PM IST
| NBCC 30-MAR-2026 87 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.36
Vega: 0.07
Theta: -0.1
Gamma: 0.05
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 13 Mar | 83.20 | 1.89 | -1.37 | 44.89 | 113 | -1 | 280 | |||||||||
| 12 Mar | 86.58 | 3.25 | -0.03 | 42.4 | 175 | 46 | 281 | |||||||||
| 11 Mar | 86.16 | 3.39 | -0.38 | 46.6 | 136 | 3 | 237 | |||||||||
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| 10 Mar | 87.04 | 3.93 | 1.07 | 44.18 | 93 | 1 | 235 | |||||||||
| 9 Mar | 84.44 | 3 | -0.04 | 45.99 | 65 | 3 | 233 | |||||||||
| 6 Mar | 85.64 | 3.06 | -0.51 | 38 | 287 | 82 | 231 | |||||||||
| 5 Mar | 86.85 | 3.6 | 0.14 | 35.25 | 142 | 71 | 149 | |||||||||
| 4 Mar | 85.63 | 3.33 | -1.93 | 43.68 | 129 | 43 | 75 | |||||||||
| 2 Mar | 89.36 | 5.47 | -8.57 | 35.63 | 58 | 32 | 32 | |||||||||
| 27 Feb | 92.67 | 14.04 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 Feb | 94.06 | 14.04 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 Feb | 94.63 | 14.04 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Feb | 94.54 | 14.04 | 0 | - | 0 | 0 | 0 | |||||||||
| 23 Feb | 95.34 | 14.04 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Feb | 94.91 | 14.04 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Feb | 95.48 | 14.04 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Feb | 98.04 | 14.04 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Feb | 98.51 | 14.04 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Feb | 99.81 | 14.04 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Feb | 98.08 | 14.04 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Feb | 100.50 | 14.04 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Feb | 101.68 | 14.04 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Feb | 101.44 | 14.04 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Feb | 102.01 | 14.04 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Feb | 98.30 | 14.04 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Feb | 100.95 | 14.04 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Feb | 104.35 | 14.04 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Feb | 100.43 | 14.04 | 0 | - | 0 | 0 | 0 | |||||||||
For Nbcc (India) Limited - strike price 87 expiring on 30MAR2026
Delta for 87 CE is 0.36
Historical price for 87 CE is as follows
On 13 Mar NBCC was trading at 83.20. The strike last trading price was 1.89, which was -1.37 lower than the previous day. The implied volatity was 44.89, the open interest changed by -1 which decreased total open position to 280
On 12 Mar NBCC was trading at 86.58. The strike last trading price was 3.25, which was -0.03 lower than the previous day. The implied volatity was 42.4, the open interest changed by 46 which increased total open position to 281
On 11 Mar NBCC was trading at 86.16. The strike last trading price was 3.39, which was -0.38 lower than the previous day. The implied volatity was 46.6, the open interest changed by 3 which increased total open position to 237
On 10 Mar NBCC was trading at 87.04. The strike last trading price was 3.93, which was 1.07 higher than the previous day. The implied volatity was 44.18, the open interest changed by 1 which increased total open position to 235
On 9 Mar NBCC was trading at 84.44. The strike last trading price was 3, which was -0.04 lower than the previous day. The implied volatity was 45.99, the open interest changed by 3 which increased total open position to 233
On 6 Mar NBCC was trading at 85.64. The strike last trading price was 3.06, which was -0.51 lower than the previous day. The implied volatity was 38, the open interest changed by 82 which increased total open position to 231
On 5 Mar NBCC was trading at 86.85. The strike last trading price was 3.6, which was 0.14 higher than the previous day. The implied volatity was 35.25, the open interest changed by 71 which increased total open position to 149
On 4 Mar NBCC was trading at 85.63. The strike last trading price was 3.33, which was -1.93 lower than the previous day. The implied volatity was 43.68, the open interest changed by 43 which increased total open position to 75
On 2 Mar NBCC was trading at 89.36. The strike last trading price was 5.47, which was -8.57 lower than the previous day. The implied volatity was 35.63, the open interest changed by 32 which increased total open position to 32
On 27 Feb NBCC was trading at 92.67. The strike last trading price was 14.04, 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 26 Feb NBCC was trading at 94.06. The strike last trading price was 14.04, 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 14.04, 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 24 Feb NBCC was trading at 94.54. The strike last trading price was 14.04, 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 14.04, 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 14.04, 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 14.04, 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 Feb NBCC was trading at 98.04. The strike last trading price was 14.04, 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 Feb NBCC was trading at 98.51. The strike last trading price was 14.04, 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 Feb NBCC was trading at 99.81. The strike last trading price was 14.04, 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 Feb NBCC was trading at 98.08. The strike last trading price was 14.04, 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 Feb NBCC was trading at 100.50. The strike last trading price was 14.04, 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 Feb NBCC was trading at 101.68. The strike last trading price was 14.04, 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 Feb NBCC was trading at 101.44. The strike last trading price was 14.04, 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 Feb NBCC was trading at 102.01. The strike last trading price was 14.04, 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 Feb NBCC was trading at 98.30. The strike last trading price was 14.04, 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 Feb NBCC was trading at 100.95. The strike last trading price was 14.04, 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 Feb NBCC was trading at 104.35. The strike last trading price was 14.04, 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 14.04, 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 30MAR2026 87 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.62
Vega: 0.07
Theta: -0.08
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 13 Mar | 83.20 | 5.53 | 2.02 | 49.82 | 111 | -73 | 222 |
| 12 Mar | 86.58 | 3.53 | -0.26 | 46.03 | 189 | 43 | 295 |
| 11 Mar | 86.16 | 3.79 | 0.33 | 44.71 | 50 | -13 | 252 |
| 10 Mar | 87.04 | 3.45 | -1.68 | 46.6 | 306 | 189 | 268 |
| 9 Mar | 84.44 | 5 | 0.72 | 50.31 | 140 | -66 | 79 |
| 6 Mar | 85.64 | 4.24 | 0.82 | 44.72 | 110 | -14 | 147 |
| 5 Mar | 86.85 | 3.35 | -1.3 | 41.17 | 191 | 41 | 161 |
| 4 Mar | 85.63 | 4.88 | 2.21 | 45.54 | 104 | 41 | 119 |
| 2 Mar | 89.36 | 2.56 | 0.93 | 41.74 | 188 | 60 | 77 |
| 27 Feb | 92.67 | 1.69 | 0.32 | 38.86 | 20 | 16 | 17 |
| 26 Feb | 94.06 | 1.37 | -1.92 | - | 0 | 0 | 1 |
| 25 Feb | 94.63 | 1.37 | -1.92 | 40.36 | 1 | 0 | 0 |
| 24 Feb | 94.54 | 3.29 | 0 | 9.55 | 0 | 0 | 0 |
| 23 Feb | 95.34 | 3.29 | 0 | 9.95 | 0 | 0 | 0 |
| 20 Feb | 94.91 | 3.29 | 0 | 9.12 | 0 | 0 | 0 |
| 19 Feb | 95.48 | 3.29 | 0 | 9.4 | 0 | 0 | 0 |
| 18 Feb | 98.04 | 3.29 | 0 | 12.57 | 0 | 0 | 0 |
| 17 Feb | 98.51 | 3.29 | 0 | 12.85 | 0 | 0 | 0 |
| 16 Feb | 99.81 | 3.29 | 0 | 13.72 | 0 | 0 | 0 |
| 13 Feb | 98.08 | 3.29 | 0 | 10.94 | 0 | 0 | 0 |
| 12 Feb | 100.50 | 3.29 | 0 | 13.71 | 0 | 0 | 0 |
| 11 Feb | 101.68 | 3.29 | 0 | 14.29 | 0 | 0 | 0 |
| 10 Feb | 101.44 | 3.29 | 0 | 13.95 | 0 | 0 | 0 |
| 9 Feb | 102.01 | 3.29 | 0 | 14.28 | 0 | 0 | 0 |
| 6 Feb | 98.30 | 3.29 | 0 | 10.65 | 0 | 0 | 0 |
| 5 Feb | 100.95 | 3.29 | 0 | 13.22 | 0 | 0 | 0 |
| 4 Feb | 104.35 | 3.29 | 0 | 15.15 | 0 | 0 | 0 |
| 3 Feb | 100.43 | 3.29 | 0 | 12.88 | 0 | 0 | 0 |
For Nbcc (India) Limited - strike price 87 expiring on 30MAR2026
Delta for 87 PE is -0.62
Historical price for 87 PE is as follows
On 13 Mar NBCC was trading at 83.20. The strike last trading price was 5.53, which was 2.02 higher than the previous day. The implied volatity was 49.82, the open interest changed by -73 which decreased total open position to 222
On 12 Mar NBCC was trading at 86.58. The strike last trading price was 3.53, which was -0.26 lower than the previous day. The implied volatity was 46.03, the open interest changed by 43 which increased total open position to 295
On 11 Mar NBCC was trading at 86.16. The strike last trading price was 3.79, which was 0.33 higher than the previous day. The implied volatity was 44.71, the open interest changed by -13 which decreased total open position to 252
On 10 Mar NBCC was trading at 87.04. The strike last trading price was 3.45, which was -1.68 lower than the previous day. The implied volatity was 46.6, the open interest changed by 189 which increased total open position to 268
On 9 Mar NBCC was trading at 84.44. The strike last trading price was 5, which was 0.72 higher than the previous day. The implied volatity was 50.31, the open interest changed by -66 which decreased total open position to 79
On 6 Mar NBCC was trading at 85.64. The strike last trading price was 4.24, which was 0.82 higher than the previous day. The implied volatity was 44.72, the open interest changed by -14 which decreased total open position to 147
On 5 Mar NBCC was trading at 86.85. The strike last trading price was 3.35, which was -1.3 lower than the previous day. The implied volatity was 41.17, the open interest changed by 41 which increased total open position to 161
On 4 Mar NBCC was trading at 85.63. The strike last trading price was 4.88, which was 2.21 higher than the previous day. The implied volatity was 45.54, the open interest changed by 41 which increased total open position to 119
On 2 Mar NBCC was trading at 89.36. The strike last trading price was 2.56, which was 0.93 higher than the previous day. The implied volatity was 41.74, the open interest changed by 60 which increased total open position to 77
On 27 Feb NBCC was trading at 92.67. The strike last trading price was 1.69, which was 0.32 higher than the previous day. The implied volatity was 38.86, the open interest changed by 16 which increased total open position to 17
On 26 Feb NBCC was trading at 94.06. The strike last trading price was 1.37, which was -1.92 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 25 Feb NBCC was trading at 94.63. The strike last trading price was 1.37, which was -1.92 lower than the previous day. The implied volatity was 40.36, 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 3.29, which was 0 lower than the previous day. The implied volatity was 9.55, 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 3.29, which was 0 lower than the previous day. The implied volatity was 9.95, 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 3.29, which was 0 lower than the previous day. The implied volatity was 9.12, 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 3.29, which was 0 lower than the previous day. The implied volatity was 9.4, the open interest changed by 0 which decreased total open position to 0
On 18 Feb NBCC was trading at 98.04. The strike last trading price was 3.29, which was 0 lower than the previous day. The implied volatity was 12.57, the open interest changed by 0 which decreased total open position to 0
On 17 Feb NBCC was trading at 98.51. The strike last trading price was 3.29, which was 0 lower than the previous day. The implied volatity was 12.85, the open interest changed by 0 which decreased total open position to 0
On 16 Feb NBCC was trading at 99.81. The strike last trading price was 3.29, which was 0 lower than the previous day. The implied volatity was 13.72, the open interest changed by 0 which decreased total open position to 0
On 13 Feb NBCC was trading at 98.08. The strike last trading price was 3.29, which was 0 lower than the previous day. The implied volatity was 10.94, the open interest changed by 0 which decreased total open position to 0
On 12 Feb NBCC was trading at 100.50. The strike last trading price was 3.29, which was 0 lower than the previous day. The implied volatity was 13.71, the open interest changed by 0 which decreased total open position to 0
On 11 Feb NBCC was trading at 101.68. The strike last trading price was 3.29, which was 0 lower than the previous day. The implied volatity was 14.29, the open interest changed by 0 which decreased total open position to 0
On 10 Feb NBCC was trading at 101.44. The strike last trading price was 3.29, which was 0 lower than the previous day. The implied volatity was 13.95, the open interest changed by 0 which decreased total open position to 0
On 9 Feb NBCC was trading at 102.01. The strike last trading price was 3.29, which was 0 lower than the previous day. The implied volatity was 14.28, the open interest changed by 0 which decreased total open position to 0
On 6 Feb NBCC was trading at 98.30. The strike last trading price was 3.29, which was 0 lower than the previous day. The implied volatity was 10.65, the open interest changed by 0 which decreased total open position to 0
On 5 Feb NBCC was trading at 100.95. The strike last trading price was 3.29, which was 0 lower than the previous day. The implied volatity was 13.22, the open interest changed by 0 which decreased total open position to 0
On 4 Feb NBCC was trading at 104.35. The strike last trading price was 3.29, which was 0 lower than the previous day. The implied volatity was 15.15, 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 3.29, which was 0 lower than the previous day. The implied volatity was 12.88, the open interest changed by 0 which decreased total open position to 0
