NBCC
Nbcc (India) Limited
Historical option data for NBCC
23 Mar 2026 04:13 PM IST
| NBCC 30-MAR-2026 89 CE | ||||||||||||||||
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Delta: 0.1
Vega: 0.02
Theta: -0.09
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 23 Mar | 79.09 | 0.31 | -0.67 | 62.88 | 56 | 4 | 66 | |||||||||
| 20 Mar | 83.91 | 1.01 | 0.13 | 48.77 | 63 | -2 | 61 | |||||||||
| 19 Mar | 83.14 | 1.02 | -1.32 | 46.54 | 210 | -19 | 63 | |||||||||
| 18 Mar | 88.44 | 2.31 | 1.51 | 39.35 | 336 | 45 | 83 | |||||||||
| 17 Mar | 83.13 | 0.82 | -0.21 | 42.11 | 27 | 1 | 37 | |||||||||
| 16 Mar | 82.88 | 1.03 | -0.32 | 46.24 | 19 | 9 | 36 | |||||||||
| 13 Mar | 83.20 | 1.35 | -1.05 | 45.36 | 8 | 0 | 25 | |||||||||
| 12 Mar | 86.58 | 2.39 | -0.14 | 42.43 | 22 | -1 | 25 | |||||||||
| 11 Mar | 86.16 | 2.53 | -0.29 | 46.1 | 10 | -2 | 27 | |||||||||
| 10 Mar | 87.04 | 2.84 | 0.7 | 42.16 | 22 | 11 | 28 | |||||||||
| 9 Mar | 84.44 | 2.11 | -0.18 | 43.97 | 18 | 0 | 17 | |||||||||
| 6 Mar | 85.64 | 2.29 | -0.39 | 38.45 | 48 | 8 | 18 | |||||||||
| 5 Mar | 86.85 | 2.71 | 0.02 | 35.76 | 14 | 8 | 12 | |||||||||
| 4 Mar | 85.63 | 2.58 | -1.38 | 43.83 | 6 | 1 | 2 | |||||||||
| 2 Mar | 89.36 | 3.96 | -8.77 | 32.18 | 1 | 0 | 0 | |||||||||
| 27 Feb | 92.67 | 12.73 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 Feb | 94.06 | 12.73 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 Feb | 94.63 | 12.73 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Feb | 94.54 | 12.73 | 0 | - | 0 | 0 | 0 | |||||||||
| 23 Feb | 95.34 | 12.73 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Feb | 94.91 | 12.73 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Feb | 95.48 | 12.73 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Feb | 98.04 | 12.73 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Feb | 98.51 | 12.73 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Feb | 99.81 | 12.73 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Feb | 98.08 | 12.73 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Feb | 100.50 | 12.73 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Feb | 101.68 | 12.73 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Feb | 101.44 | 12.73 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Feb | 102.01 | 12.73 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Feb | 98.30 | 12.73 | 0 | - | 0 | 0 | 0 | |||||||||
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| 5 Feb | 100.95 | 12.73 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Feb | 104.35 | 12.73 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Feb | 100.43 | 12.73 | 0 | - | 0 | 0 | 0 | |||||||||
For Nbcc (India) Limited - strike price 89 expiring on 30MAR2026
Delta for 89 CE is 0.1
Historical price for 89 CE is as follows
On 23 Mar NBCC was trading at 79.09. The strike last trading price was 0.31, which was -0.67 lower than the previous day. The implied volatity was 62.88, the open interest changed by 4 which increased total open position to 66
On 20 Mar NBCC was trading at 83.91. The strike last trading price was 1.01, which was 0.13 higher than the previous day. The implied volatity was 48.77, the open interest changed by -2 which decreased total open position to 61
On 19 Mar NBCC was trading at 83.14. The strike last trading price was 1.02, which was -1.32 lower than the previous day. The implied volatity was 46.54, the open interest changed by -19 which decreased total open position to 63
On 18 Mar NBCC was trading at 88.44. The strike last trading price was 2.31, which was 1.51 higher than the previous day. The implied volatity was 39.35, the open interest changed by 45 which increased total open position to 83
On 17 Mar NBCC was trading at 83.13. The strike last trading price was 0.82, which was -0.21 lower than the previous day. The implied volatity was 42.11, the open interest changed by 1 which increased total open position to 37
On 16 Mar NBCC was trading at 82.88. The strike last trading price was 1.03, which was -0.32 lower than the previous day. The implied volatity was 46.24, the open interest changed by 9 which increased total open position to 36
On 13 Mar NBCC was trading at 83.20. The strike last trading price was 1.35, which was -1.05 lower than the previous day. The implied volatity was 45.36, the open interest changed by 0 which decreased total open position to 25
On 12 Mar NBCC was trading at 86.58. The strike last trading price was 2.39, which was -0.14 lower than the previous day. The implied volatity was 42.43, the open interest changed by -1 which decreased total open position to 25
On 11 Mar NBCC was trading at 86.16. The strike last trading price was 2.53, which was -0.29 lower than the previous day. The implied volatity was 46.1, the open interest changed by -2 which decreased total open position to 27
On 10 Mar NBCC was trading at 87.04. The strike last trading price was 2.84, which was 0.7 higher than the previous day. The implied volatity was 42.16, the open interest changed by 11 which increased total open position to 28
On 9 Mar NBCC was trading at 84.44. The strike last trading price was 2.11, which was -0.18 lower than the previous day. The implied volatity was 43.97, the open interest changed by 0 which decreased total open position to 17
On 6 Mar NBCC was trading at 85.64. The strike last trading price was 2.29, which was -0.39 lower than the previous day. The implied volatity was 38.45, the open interest changed by 8 which increased total open position to 18
On 5 Mar NBCC was trading at 86.85. The strike last trading price was 2.71, which was 0.02 higher than the previous day. The implied volatity was 35.76, the open interest changed by 8 which increased total open position to 12
On 4 Mar NBCC was trading at 85.63. The strike last trading price was 2.58, which was -1.38 lower than the previous day. The implied volatity was 43.83, the open interest changed by 1 which increased total open position to 2
On 2 Mar NBCC was trading at 89.36. The strike last trading price was 3.96, which was -8.77 lower than the previous day. The implied volatity was 32.18, the open interest changed by 0 which decreased total open position to 0
On 27 Feb NBCC was trading at 92.67. The strike last trading price was 12.73, 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 12.73, 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 12.73, 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 12.73, 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 12.73, 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 12.73, 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 12.73, 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 12.73, 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 12.73, 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 12.73, 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 12.73, 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 12.73, 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 12.73, 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 12.73, 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 12.73, 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 12.73, 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 12.73, 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 12.73, 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 12.73, 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 89 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 23 Mar | 79.09 | 6 | 3.1 | - | 0 | 0 | 142 |
| 20 Mar | 83.91 | 6 | 3.1 | - | 0 | 0 | 142 |
| 19 Mar | 83.14 | 6 | 3.1 | 50.65 | 9 | 0 | 143 |
| 18 Mar | 88.44 | 3.06 | -3.64 | 44.41 | 76 | -20 | 145 |
| 17 Mar | 83.13 | 6.7 | -1.28 | 50.52 | 1 | 0 | 166 |
| 16 Mar | 82.88 | 7.98 | 1.41 | 67.55 | 3 | -1 | 166 |
| 13 Mar | 83.20 | 6.57 | 1.98 | 44.09 | 7 | -5 | 168 |
| 12 Mar | 86.58 | 4.6 | -0.08 | 45.32 | 54 | -7 | 173 |
| 11 Mar | 86.16 | 4.92 | 0.61 | 44.16 | 223 | 148 | 180 |
| 10 Mar | 87.04 | 4.31 | -1.64 | 44.08 | 5 | -2 | 34 |
| 9 Mar | 84.44 | 5.95 | 0 | 46.58 | 1 | 0 | 36 |
| 6 Mar | 85.64 | 5.5 | 0.92 | 45.84 | 2 | -1 | 37 |
| 5 Mar | 86.85 | 4.53 | -1.28 | 42.56 | 16 | 0 | 38 |
| 4 Mar | 85.63 | 6.04 | 2.63 | 44.88 | 16 | 7 | 36 |
| 2 Mar | 89.36 | 3.35 | -0.61 | 41.15 | 125 | 29 | 29 |
| 27 Feb | 92.67 | 3.96 | 0 | 5.12 | 0 | 0 | 0 |
| 26 Feb | 94.06 | 3.96 | 0 | 6.78 | 0 | 0 | 0 |
| 25 Feb | 94.63 | 3.96 | 0 | 7.5 | 0 | 0 | 0 |
| 24 Feb | 94.54 | 3.96 | 0 | 7.55 | 0 | 0 | 0 |
| 23 Feb | 95.34 | 3.96 | 0 | 8 | 0 | 0 | 0 |
| 20 Feb | 94.91 | 3.96 | 0 | 7.2 | 0 | 0 | 0 |
| 19 Feb | 95.48 | 3.96 | 0 | 7.65 | 0 | 0 | 0 |
| 18 Feb | 98.04 | 3.96 | 0 | 9.69 | 0 | 0 | 0 |
| 17 Feb | 98.51 | 3.96 | 0 | 10.21 | 0 | 0 | 0 |
| 16 Feb | 99.81 | 3.96 | 0 | 12.12 | 0 | 0 | 0 |
| 13 Feb | 98.08 | 3.96 | 0 | 9.31 | 0 | 0 | 0 |
| 12 Feb | 100.50 | 3.96 | 0 | 12.18 | 0 | 0 | 0 |
| 11 Feb | 101.68 | 3.96 | 0 | 12.81 | 0 | 0 | 0 |
| 10 Feb | 101.44 | 3.96 | 0 | 12.43 | 0 | 0 | 0 |
| 9 Feb | 102.01 | 3.96 | 0 | 12.86 | 0 | 0 | 0 |
| 6 Feb | 98.30 | 3.96 | 0 | 9.12 | 0 | 0 | 0 |
| 5 Feb | 100.95 | 3.96 | 0 | 10.91 | 0 | 0 | 0 |
| 4 Feb | 104.35 | 3.96 | 0 | 13.88 | 0 | 0 | 0 |
| 3 Feb | 100.43 | 3.96 | 0 | 10.47 | 0 | 0 | 0 |
For Nbcc (India) Limited - strike price 89 expiring on 30MAR2026
Delta for 89 PE is -
Historical price for 89 PE is as follows
On 23 Mar NBCC was trading at 79.09. The strike last trading price was 6, which was 3.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 142
On 20 Mar NBCC was trading at 83.91. The strike last trading price was 6, which was 3.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 142
On 19 Mar NBCC was trading at 83.14. The strike last trading price was 6, which was 3.1 higher than the previous day. The implied volatity was 50.65, the open interest changed by 0 which decreased total open position to 143
On 18 Mar NBCC was trading at 88.44. The strike last trading price was 3.06, which was -3.64 lower than the previous day. The implied volatity was 44.41, the open interest changed by -20 which decreased total open position to 145
On 17 Mar NBCC was trading at 83.13. The strike last trading price was 6.7, which was -1.28 lower than the previous day. The implied volatity was 50.52, the open interest changed by 0 which decreased total open position to 166
On 16 Mar NBCC was trading at 82.88. The strike last trading price was 7.98, which was 1.41 higher than the previous day. The implied volatity was 67.55, the open interest changed by -1 which decreased total open position to 166
On 13 Mar NBCC was trading at 83.20. The strike last trading price was 6.57, which was 1.98 higher than the previous day. The implied volatity was 44.09, the open interest changed by -5 which decreased total open position to 168
On 12 Mar NBCC was trading at 86.58. The strike last trading price was 4.6, which was -0.08 lower than the previous day. The implied volatity was 45.32, the open interest changed by -7 which decreased total open position to 173
On 11 Mar NBCC was trading at 86.16. The strike last trading price was 4.92, which was 0.61 higher than the previous day. The implied volatity was 44.16, the open interest changed by 148 which increased total open position to 180
On 10 Mar NBCC was trading at 87.04. The strike last trading price was 4.31, which was -1.64 lower than the previous day. The implied volatity was 44.08, the open interest changed by -2 which decreased total open position to 34
On 9 Mar NBCC was trading at 84.44. The strike last trading price was 5.95, which was 0 lower than the previous day. The implied volatity was 46.58, the open interest changed by 0 which decreased total open position to 36
On 6 Mar NBCC was trading at 85.64. The strike last trading price was 5.5, which was 0.92 higher than the previous day. The implied volatity was 45.84, the open interest changed by -1 which decreased total open position to 37
On 5 Mar NBCC was trading at 86.85. The strike last trading price was 4.53, which was -1.28 lower than the previous day. The implied volatity was 42.56, the open interest changed by 0 which decreased total open position to 38
On 4 Mar NBCC was trading at 85.63. The strike last trading price was 6.04, which was 2.63 higher than the previous day. The implied volatity was 44.88, the open interest changed by 7 which increased total open position to 36
On 2 Mar NBCC was trading at 89.36. The strike last trading price was 3.35, which was -0.61 lower than the previous day. The implied volatity was 41.15, the open interest changed by 29 which increased total open position to 29
On 27 Feb NBCC was trading at 92.67. The strike last trading price was 3.96, which was 0 lower than the previous day. The implied volatity was 5.12, 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 3.96, which was 0 lower than the previous day. The implied volatity was 6.78, 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 3.96, which was 0 lower than the previous day. The implied volatity was 7.5, 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 3.96, which was 0 lower than the previous day. The implied volatity was 7.55, 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 3.96, which was 0 lower than the previous day. The implied volatity was 8, 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 3.96, which was 0 lower than the previous day. The implied volatity was 7.2, 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 3.96, which was 0 lower than the previous day. The implied volatity was 7.65, 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 3.96, which was 0 lower than the previous day. The implied volatity was 9.69, 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 3.96, which was 0 lower than the previous day. The implied volatity was 10.21, 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 3.96, which was 0 lower than the previous day. The implied volatity was 12.12, 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 3.96, which was 0 lower than the previous day. The implied volatity was 9.31, 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 3.96, which was 0 lower than the previous day. The implied volatity was 12.18, 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 3.96, which was 0 lower than the previous day. The implied volatity was 12.81, 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 3.96, which was 0 lower than the previous day. The implied volatity was 12.43, 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 3.96, which was 0 lower than the previous day. The implied volatity was 12.86, 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 3.96, 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 5 Feb NBCC was trading at 100.95. The strike last trading price was 3.96, which was 0 lower than the previous day. The implied volatity was 10.91, 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 3.96, which was 0 lower than the previous day. The implied volatity was 13.88, 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 3.96, which was 0 lower than the previous day. The implied volatity was 10.47, the open interest changed by 0 which decreased total open position to 0
