NBCC
Nbcc (India) Limited
Historical option data for NBCC
12 Mar 2026 04:13 PM IST
| NBCC 30-MAR-2026 88 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.47
Vega: 0.08
Theta: -0.1
Gamma: 0.05
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
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| 12 Mar | 86.58 | 2.77 | -0.02 | 42.07 | 89 | 15 | 194 | |||||||||
| 11 Mar | 86.16 | 2.75 | -0.53 | 43.92 | 100 | 13 | 181 | |||||||||
| 10 Mar | 87.04 | 3.41 | 0.96 | 43.75 | 110 | -1 | 168 | |||||||||
| 9 Mar | 84.44 | 2.55 | -0.1 | 45.19 | 155 | -13 | 170 | |||||||||
| 6 Mar | 85.64 | 2.7 | -0.26 | 38.76 | 186 | 3 | 183 | |||||||||
| 5 Mar | 86.85 | 3.16 | 0.14 | 35.82 | 122 | 60 | 183 | |||||||||
| 4 Mar | 85.63 | 2.93 | -1.73 | 43.68 | 190 | 80 | 120 | |||||||||
| 2 Mar | 89.36 | 4.86 | -31.39 | 35.63 | 77 | 40 | 40 | |||||||||
| 27 Feb | 92.67 | 36.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 Feb | 94.06 | 36.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 Feb | 94.63 | 36.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Feb | 94.54 | 36.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 23 Feb | 95.34 | 36.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Feb | 94.91 | 36.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Feb | 95.48 | 36.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Feb | 98.04 | 36.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Feb | 98.51 | 36.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Feb | 99.81 | 36.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Feb | 98.08 | 36.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Feb | 100.50 | 36.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Feb | 101.68 | 36.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Feb | 101.44 | 36.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Feb | 102.01 | 36.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Feb | 98.30 | 36.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Feb | 100.95 | 36.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Feb | 104.35 | 36.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Feb | 100.43 | 36.25 | 0 | - | 0 | 0 | 0 | |||||||||
For Nbcc (India) Limited - strike price 88 expiring on 30MAR2026
Delta for 88 CE is 0.47
Historical price for 88 CE is as follows
On 12 Mar NBCC was trading at 86.58. The strike last trading price was 2.77, which was -0.02 lower than the previous day. The implied volatity was 42.07, the open interest changed by 15 which increased total open position to 194
On 11 Mar NBCC was trading at 86.16. The strike last trading price was 2.75, which was -0.53 lower than the previous day. The implied volatity was 43.92, the open interest changed by 13 which increased total open position to 181
On 10 Mar NBCC was trading at 87.04. The strike last trading price was 3.41, which was 0.96 higher than the previous day. The implied volatity was 43.75, the open interest changed by -1 which decreased total open position to 168
On 9 Mar NBCC was trading at 84.44. The strike last trading price was 2.55, which was -0.1 lower than the previous day. The implied volatity was 45.19, the open interest changed by -13 which decreased total open position to 170
On 6 Mar NBCC was trading at 85.64. The strike last trading price was 2.7, which was -0.26 lower than the previous day. The implied volatity was 38.76, the open interest changed by 3 which increased total open position to 183
On 5 Mar NBCC was trading at 86.85. The strike last trading price was 3.16, which was 0.14 higher than the previous day. The implied volatity was 35.82, the open interest changed by 60 which increased total open position to 183
On 4 Mar NBCC was trading at 85.63. The strike last trading price was 2.93, which was -1.73 lower than the previous day. The implied volatity was 43.68, the open interest changed by 80 which increased total open position to 120
On 2 Mar NBCC was trading at 89.36. The strike last trading price was 4.86, which was -31.39 lower than the previous day. The implied volatity was 35.63, the open interest changed by 40 which increased total open position to 40
On 27 Feb NBCC was trading at 92.67. The strike last trading price was 36.25, 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 36.25, 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 36.25, 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 36.25, 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 36.25, 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 36.25, 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 36.25, 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 36.25, 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 36.25, 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 36.25, 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 36.25, 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 36.25, 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 36.25, 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 36.25, 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 36.25, 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 36.25, 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 36.25, 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 36.25, 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 36.25, 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 88 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.53
Vega: 0.08
Theta: -0.08
Gamma: 0.05
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 12 Mar | 86.58 | 4.03 | -0.29 | 45.51 | 39 | -11 | 127 |
| 11 Mar | 86.16 | 4.33 | 0.53 | 44.39 | 37 | -11 | 139 |
| 10 Mar | 87.04 | 3.66 | -2.09 | 42.9 | 40 | -10 | 149 |
| 9 Mar | 84.44 | 5.72 | 0.84 | 51.79 | 28 | -20 | 160 |
| 6 Mar | 85.64 | 4.96 | 0.89 | 46.52 | 138 | 66 | 179 |
| 5 Mar | 86.85 | 3.91 | -1.37 | 41.76 | 39 | 1 | 111 |
| 4 Mar | 85.63 | 5.38 | 2.31 | 44.52 | 95 | -25 | 107 |
| 2 Mar | 89.36 | 2.97 | 1.04 | 41.8 | 222 | 40 | 129 |
| 27 Feb | 92.67 | 1.97 | 0.45 | 38.5 | 73 | 8 | 89 |
| 26 Feb | 94.06 | 1.45 | -0.04 | 37.1 | 36 | 11 | 80 |
| 25 Feb | 94.63 | 1.47 | -0.21 | 38.62 | 41 | 3 | 68 |
| 24 Feb | 94.54 | 1.66 | -0.06 | 40.62 | 29 | -5 | 65 |
| 23 Feb | 95.34 | 1.72 | -0.06 | 42.18 | 34 | 16 | 69 |
| 20 Feb | 94.91 | 1.78 | 0.08 | 39.94 | 24 | 1 | 52 |
| 19 Feb | 95.48 | 1.8 | 0.2 | 40.93 | 59 | 41 | 49 |
| 18 Feb | 98.04 | 1.6 | 0.33 | - | 0 | 0 | 8 |
| 17 Feb | 98.51 | 1.6 | 0.33 | 45.14 | 3 | 2 | 7 |
| 16 Feb | 99.81 | 1.27 | 0.27 | 43.52 | 3 | 1 | 3 |
| 13 Feb | 98.08 | 1 | -0.03 | - | 0 | 0 | 2 |
| 12 Feb | 100.50 | 1 | -0.03 | - | 0 | 0 | 2 |
| 11 Feb | 101.68 | 1 | -0.03 | - | 0 | 0 | 2 |
| 10 Feb | 101.44 | 1 | -0.03 | 39.65 | 2 | 1 | 1 |
| 9 Feb | 102.01 | 1.03 | 0 | 13.59 | 0 | 0 | 0 |
| 6 Feb | 98.30 | 1.03 | 0 | 9.9 | 0 | 0 | 0 |
| 5 Feb | 100.95 | 1.03 | 0 | 12.52 | 0 | 0 | 0 |
| 4 Feb | 104.35 | 1.03 | 0 | 14.5 | 0 | 0 | 0 |
| 3 Feb | 100.43 | 1.03 | 0 | 11.18 | 0 | 0 | 0 |
For Nbcc (India) Limited - strike price 88 expiring on 30MAR2026
Delta for 88 PE is -0.53
Historical price for 88 PE is as follows
On 12 Mar NBCC was trading at 86.58. The strike last trading price was 4.03, which was -0.29 lower than the previous day. The implied volatity was 45.51, the open interest changed by -11 which decreased total open position to 127
On 11 Mar NBCC was trading at 86.16. The strike last trading price was 4.33, which was 0.53 higher than the previous day. The implied volatity was 44.39, the open interest changed by -11 which decreased total open position to 139
On 10 Mar NBCC was trading at 87.04. The strike last trading price was 3.66, which was -2.09 lower than the previous day. The implied volatity was 42.9, the open interest changed by -10 which decreased total open position to 149
On 9 Mar NBCC was trading at 84.44. The strike last trading price was 5.72, which was 0.84 higher than the previous day. The implied volatity was 51.79, the open interest changed by -20 which decreased total open position to 160
On 6 Mar NBCC was trading at 85.64. The strike last trading price was 4.96, which was 0.89 higher than the previous day. The implied volatity was 46.52, the open interest changed by 66 which increased total open position to 179
On 5 Mar NBCC was trading at 86.85. The strike last trading price was 3.91, which was -1.37 lower than the previous day. The implied volatity was 41.76, the open interest changed by 1 which increased total open position to 111
On 4 Mar NBCC was trading at 85.63. The strike last trading price was 5.38, which was 2.31 higher than the previous day. The implied volatity was 44.52, the open interest changed by -25 which decreased total open position to 107
On 2 Mar NBCC was trading at 89.36. The strike last trading price was 2.97, which was 1.04 higher than the previous day. The implied volatity was 41.8, the open interest changed by 40 which increased total open position to 129
On 27 Feb NBCC was trading at 92.67. The strike last trading price was 1.97, which was 0.45 higher than the previous day. The implied volatity was 38.5, the open interest changed by 8 which increased total open position to 89
On 26 Feb NBCC was trading at 94.06. The strike last trading price was 1.45, which was -0.04 lower than the previous day. The implied volatity was 37.1, the open interest changed by 11 which increased total open position to 80
On 25 Feb NBCC was trading at 94.63. The strike last trading price was 1.47, which was -0.21 lower than the previous day. The implied volatity was 38.62, the open interest changed by 3 which increased total open position to 68
On 24 Feb NBCC was trading at 94.54. The strike last trading price was 1.66, which was -0.06 lower than the previous day. The implied volatity was 40.62, the open interest changed by -5 which decreased total open position to 65
On 23 Feb NBCC was trading at 95.34. The strike last trading price was 1.72, which was -0.06 lower than the previous day. The implied volatity was 42.18, the open interest changed by 16 which increased total open position to 69
On 20 Feb NBCC was trading at 94.91. The strike last trading price was 1.78, which was 0.08 higher than the previous day. The implied volatity was 39.94, the open interest changed by 1 which increased total open position to 52
On 19 Feb NBCC was trading at 95.48. The strike last trading price was 1.8, which was 0.2 higher than the previous day. The implied volatity was 40.93, the open interest changed by 41 which increased total open position to 49
On 18 Feb NBCC was trading at 98.04. The strike last trading price was 1.6, 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 8
On 17 Feb NBCC was trading at 98.51. The strike last trading price was 1.6, which was 0.33 higher than the previous day. The implied volatity was 45.14, the open interest changed by 2 which increased total open position to 7
On 16 Feb NBCC was trading at 99.81. The strike last trading price was 1.27, which was 0.27 higher than the previous day. The implied volatity was 43.52, the open interest changed by 1 which increased total open position to 3
On 13 Feb NBCC was trading at 98.08. The strike last trading price was 1, which was -0.03 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 12 Feb NBCC was trading at 100.50. The strike last trading price was 1, which was -0.03 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 11 Feb NBCC was trading at 101.68. The strike last trading price was 1, which was -0.03 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 10 Feb NBCC was trading at 101.44. The strike last trading price was 1, which was -0.03 lower than the previous day. The implied volatity was 39.65, the open interest changed by 1 which increased total open position to 1
On 9 Feb NBCC was trading at 102.01. The strike last trading price was 1.03, which was 0 lower than the previous day. The implied volatity was 13.59, 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 1.03, which was 0 lower than the previous day. The implied volatity was 9.9, 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 1.03, which was 0 lower than the previous day. The implied volatity was 12.52, 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 1.03, which was 0 lower than the previous day. The implied volatity was 14.5, 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 1.03, which was 0 lower than the previous day. The implied volatity was 11.18, the open interest changed by 0 which decreased total open position to 0
