NBCC
Nbcc (India) Limited
Historical option data for NBCC
17 Mar 2026 04:13 PM IST
| NBCC 30-MAR-2026 90 CE | ||||||||||||||||
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Delta: 0.19
Vega: 0.04
Theta: -0.07
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 17 Mar | 83.13 | 0.66 | -0.21 | 42.61 | 182 | 30 | 313 | |||||||||
| 16 Mar | 82.88 | 0.87 | -0.26 | 47.04 | 439 | -1 | 282 | |||||||||
| 13 Mar | 83.20 | 1.14 | -0.91 | 45.71 | 251 | -48 | 283 | |||||||||
| 12 Mar | 86.58 | 2.01 | -0.08 | 42.19 | 361 | 12 | 330 | |||||||||
| 11 Mar | 86.16 | 2.15 | -0.26 | 45.69 | 330 | -3 | 309 | |||||||||
| 10 Mar | 87.04 | 2.48 | 0.65 | 42.61 | 393 | 2 | 309 | |||||||||
| 9 Mar | 84.44 | 1.94 | -0.04 | 45.81 | 505 | -71 | 317 | |||||||||
| 6 Mar | 85.64 | 2.08 | -0.34 | 40.03 | 631 | 60 | 390 | |||||||||
| 5 Mar | 86.85 | 2.44 | 0.12 | 37.19 | 367 | 51 | 338 | |||||||||
| 4 Mar | 85.63 | 2.23 | -1.48 | 43.58 | 436 | 88 | 290 | |||||||||
| 2 Mar | 89.36 | 3.79 | -1.75 | 35.8 | 556 | 171 | 208 | |||||||||
| 27 Feb | 92.67 | 5.49 | -1.36 | 35.29 | 19 | 15 | 35 | |||||||||
| 26 Feb | 94.06 | 6.85 | -0.54 | - | 0 | 0 | 20 | |||||||||
| 25 Feb | 94.63 | 6.85 | -0.54 | 30.52 | 5 | 2 | 19 | |||||||||
| 24 Feb | 94.54 | 7.58 | 0.43 | 36.83 | 7 | 3 | 18 | |||||||||
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| 23 Feb | 95.34 | 7.15 | -1.14 | 24.72 | 1 | 0 | 14 | |||||||||
| 20 Feb | 94.91 | 8.29 | -0.71 | 41.12 | 2 | 1 | 13 | |||||||||
| 19 Feb | 95.48 | 9 | -1.13 | 43.77 | 1 | 0 | 12 | |||||||||
| 18 Feb | 98.04 | 10.04 | -0.58 | 33.93 | 7 | -3 | 11 | |||||||||
| 17 Feb | 98.51 | 10.62 | -2.38 | 34.11 | 4 | 2 | 13 | |||||||||
| 16 Feb | 99.81 | 13 | -1 | - | 0 | 0 | 11 | |||||||||
| 13 Feb | 98.08 | 13 | -1 | - | 0 | 0 | 11 | |||||||||
| 12 Feb | 100.50 | 13 | -1 | - | 0 | 0 | 11 | |||||||||
| 11 Feb | 101.68 | 13 | -1 | 23.02 | 11 | -1 | 10 | |||||||||
| 10 Feb | 101.44 | 14 | -1 | 43.11 | 1 | 0 | 10 | |||||||||
| 9 Feb | 102.01 | 15 | -19.51 | 46.16 | 10 | 1 | 1 | |||||||||
| 6 Feb | 98.30 | 34.51 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Feb | 100.95 | 34.51 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Feb | 104.35 | 34.51 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Feb | 100.43 | 34.51 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Feb | 96.96 | 34.51 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Feb | 95.39 | 34.51 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Jan | 98.86 | 34.51 | 0 | - | 0 | 0 | 0 | |||||||||
For Nbcc (India) Limited - strike price 90 expiring on 30MAR2026
Delta for 90 CE is 0.19
Historical price for 90 CE is as follows
On 17 Mar NBCC was trading at 83.13. The strike last trading price was 0.66, which was -0.21 lower than the previous day. The implied volatity was 42.61, the open interest changed by 30 which increased total open position to 313
On 16 Mar NBCC was trading at 82.88. The strike last trading price was 0.87, which was -0.26 lower than the previous day. The implied volatity was 47.04, the open interest changed by -1 which decreased total open position to 282
On 13 Mar NBCC was trading at 83.20. The strike last trading price was 1.14, which was -0.91 lower than the previous day. The implied volatity was 45.71, the open interest changed by -48 which decreased total open position to 283
On 12 Mar NBCC was trading at 86.58. The strike last trading price was 2.01, which was -0.08 lower than the previous day. The implied volatity was 42.19, the open interest changed by 12 which increased total open position to 330
On 11 Mar NBCC was trading at 86.16. The strike last trading price was 2.15, which was -0.26 lower than the previous day. The implied volatity was 45.69, the open interest changed by -3 which decreased total open position to 309
On 10 Mar NBCC was trading at 87.04. The strike last trading price was 2.48, which was 0.65 higher than the previous day. The implied volatity was 42.61, the open interest changed by 2 which increased total open position to 309
On 9 Mar NBCC was trading at 84.44. The strike last trading price was 1.94, which was -0.04 lower than the previous day. The implied volatity was 45.81, the open interest changed by -71 which decreased total open position to 317
On 6 Mar NBCC was trading at 85.64. The strike last trading price was 2.08, which was -0.34 lower than the previous day. The implied volatity was 40.03, the open interest changed by 60 which increased total open position to 390
On 5 Mar NBCC was trading at 86.85. The strike last trading price was 2.44, which was 0.12 higher than the previous day. The implied volatity was 37.19, the open interest changed by 51 which increased total open position to 338
On 4 Mar NBCC was trading at 85.63. The strike last trading price was 2.23, which was -1.48 lower than the previous day. The implied volatity was 43.58, the open interest changed by 88 which increased total open position to 290
On 2 Mar NBCC was trading at 89.36. The strike last trading price was 3.79, which was -1.75 lower than the previous day. The implied volatity was 35.8, the open interest changed by 171 which increased total open position to 208
On 27 Feb NBCC was trading at 92.67. The strike last trading price was 5.49, which was -1.36 lower than the previous day. The implied volatity was 35.29, the open interest changed by 15 which increased total open position to 35
On 26 Feb NBCC was trading at 94.06. The strike last trading price was 6.85, which was -0.54 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 20
On 25 Feb NBCC was trading at 94.63. The strike last trading price was 6.85, which was -0.54 lower than the previous day. The implied volatity was 30.52, the open interest changed by 2 which increased total open position to 19
On 24 Feb NBCC was trading at 94.54. The strike last trading price was 7.58, which was 0.43 higher than the previous day. The implied volatity was 36.83, the open interest changed by 3 which increased total open position to 18
On 23 Feb NBCC was trading at 95.34. The strike last trading price was 7.15, which was -1.14 lower than the previous day. The implied volatity was 24.72, the open interest changed by 0 which decreased total open position to 14
On 20 Feb NBCC was trading at 94.91. The strike last trading price was 8.29, which was -0.71 lower than the previous day. The implied volatity was 41.12, the open interest changed by 1 which increased total open position to 13
On 19 Feb NBCC was trading at 95.48. The strike last trading price was 9, which was -1.13 lower than the previous day. The implied volatity was 43.77, the open interest changed by 0 which decreased total open position to 12
On 18 Feb NBCC was trading at 98.04. The strike last trading price was 10.04, which was -0.58 lower than the previous day. The implied volatity was 33.93, the open interest changed by -3 which decreased total open position to 11
On 17 Feb NBCC was trading at 98.51. The strike last trading price was 10.62, which was -2.38 lower than the previous day. The implied volatity was 34.11, the open interest changed by 2 which increased total open position to 13
On 16 Feb NBCC was trading at 99.81. The strike last trading price was 13, which was -1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11
On 13 Feb NBCC was trading at 98.08. The strike last trading price was 13, which was -1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11
On 12 Feb NBCC was trading at 100.50. The strike last trading price was 13, which was -1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11
On 11 Feb NBCC was trading at 101.68. The strike last trading price was 13, which was -1 lower than the previous day. The implied volatity was 23.02, the open interest changed by -1 which decreased total open position to 10
On 10 Feb NBCC was trading at 101.44. The strike last trading price was 14, which was -1 lower than the previous day. The implied volatity was 43.11, the open interest changed by 0 which decreased total open position to 10
On 9 Feb NBCC was trading at 102.01. The strike last trading price was 15, which was -19.51 lower than the previous day. The implied volatity was 46.16, the open interest changed by 1 which increased total open position to 1
On 6 Feb NBCC was trading at 98.30. The strike last trading price was 34.51, 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 34.51, 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 34.51, 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 34.51, 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 2 Feb NBCC was trading at 96.96. The strike last trading price was 34.51, 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 1 Feb NBCC was trading at 95.39. The strike last trading price was 34.51, 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 30 Jan NBCC was trading at 98.86. The strike last trading price was 34.51, 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 90 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.76
Vega: 0.05
Theta: -0.08
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 17 Mar | 83.13 | 7.59 | -0.43 | 52.85 | 26 | -13 | 178 |
| 16 Mar | 82.88 | 8.02 | 0.32 | 54.84 | 27 | -12 | 191 |
| 13 Mar | 83.20 | 7.7 | 2.49 | 50.34 | 12 | -6 | 203 |
| 12 Mar | 86.58 | 5.24 | -0.28 | 45.5 | 48 | -25 | 210 |
| 11 Mar | 86.16 | 5.72 | 0.73 | 46.19 | 86 | 25 | 236 |
| 10 Mar | 87.04 | 4.81 | -2.26 | 42.88 | 46 | -17 | 212 |
| 9 Mar | 84.44 | 6.98 | 0.85 | 51.24 | 35 | -23 | 229 |
| 6 Mar | 85.64 | 6 | 1 | 44.23 | 92 | -52 | 253 |
| 5 Mar | 86.85 | 5 | -1.46 | 41.26 | 95 | -49 | 305 |
| 4 Mar | 85.63 | 6.61 | 2.66 | 43.8 | 92 | -19 | 353 |
| 2 Mar | 89.36 | 3.9 | 1.31 | 41.86 | 298 | -10 | 371 |
| 27 Feb | 92.67 | 2.68 | 0.58 | 38.39 | 139 | 32 | 380 |
| 26 Feb | 94.06 | 2 | 0 | 36.67 | 123 | 31 | 349 |
| 25 Feb | 94.63 | 2.02 | -0.12 | 38.39 | 154 | 18 | 318 |
| 24 Feb | 94.54 | 2.07 | 0.08 | 38.73 | 198 | 76 | 299 |
| 23 Feb | 95.34 | 1.97 | -0.38 | 39.28 | 96 | 22 | 223 |
| 20 Feb | 94.91 | 2.37 | 0.14 | 39.8 | 92 | 23 | 203 |
| 19 Feb | 95.48 | 2.39 | 0.74 | 40.91 | 104 | 18 | 180 |
| 18 Feb | 98.04 | 1.69 | -0.31 | 39.79 | 89 | 18 | 161 |
| 17 Feb | 98.51 | 2 | 0.32 | 43.95 | 106 | 60 | 143 |
| 16 Feb | 99.81 | 1.8 | -0.7 | 44.67 | 39 | 14 | 83 |
| 13 Feb | 98.08 | 2.54 | 0.25 | 46.58 | 88 | 36 | 66 |
| 12 Feb | 100.50 | 2.29 | 0.97 | 48.95 | 5 | 0 | 32 |
| 11 Feb | 101.68 | 1.32 | -0.25 | 40.56 | 13 | 5 | 31 |
| 10 Feb | 101.44 | 1.6 | -0.1 | 42.27 | 42 | -24 | 24 |
| 9 Feb | 102.01 | 1.7 | -0.36 | 44.54 | 19 | 6 | 48 |
| 6 Feb | 98.30 | 2.07 | -0.13 | 39.63 | 29 | 2 | 41 |
| 5 Feb | 100.95 | 2.2 | -0.3 | 45.75 | 27 | 0 | 38 |
| 4 Feb | 104.35 | 2.5 | 1.24 | - | 0 | 0 | 38 |
| 3 Feb | 100.43 | 2.5 | 1.24 | - | 0 | 0 | 38 |
| 2 Feb | 96.96 | 2.5 | 1.24 | - | 0 | 0 | 38 |
| 1 Feb | 95.39 | 2.5 | 1.24 | - | 0 | 0 | 38 |
| 30 Jan | 98.86 | 2.5 | 1.24 | 42.82 | 38 | 28 | 28 |
For Nbcc (India) Limited - strike price 90 expiring on 30MAR2026
Delta for 90 PE is -0.76
Historical price for 90 PE is as follows
On 17 Mar NBCC was trading at 83.13. The strike last trading price was 7.59, which was -0.43 lower than the previous day. The implied volatity was 52.85, the open interest changed by -13 which decreased total open position to 178
On 16 Mar NBCC was trading at 82.88. The strike last trading price was 8.02, which was 0.32 higher than the previous day. The implied volatity was 54.84, the open interest changed by -12 which decreased total open position to 191
On 13 Mar NBCC was trading at 83.20. The strike last trading price was 7.7, which was 2.49 higher than the previous day. The implied volatity was 50.34, the open interest changed by -6 which decreased total open position to 203
On 12 Mar NBCC was trading at 86.58. The strike last trading price was 5.24, which was -0.28 lower than the previous day. The implied volatity was 45.5, the open interest changed by -25 which decreased total open position to 210
On 11 Mar NBCC was trading at 86.16. The strike last trading price was 5.72, which was 0.73 higher than the previous day. The implied volatity was 46.19, the open interest changed by 25 which increased total open position to 236
On 10 Mar NBCC was trading at 87.04. The strike last trading price was 4.81, which was -2.26 lower than the previous day. The implied volatity was 42.88, the open interest changed by -17 which decreased total open position to 212
On 9 Mar NBCC was trading at 84.44. The strike last trading price was 6.98, which was 0.85 higher than the previous day. The implied volatity was 51.24, the open interest changed by -23 which decreased total open position to 229
On 6 Mar NBCC was trading at 85.64. The strike last trading price was 6, which was 1 higher than the previous day. The implied volatity was 44.23, the open interest changed by -52 which decreased total open position to 253
On 5 Mar NBCC was trading at 86.85. The strike last trading price was 5, which was -1.46 lower than the previous day. The implied volatity was 41.26, the open interest changed by -49 which decreased total open position to 305
On 4 Mar NBCC was trading at 85.63. The strike last trading price was 6.61, which was 2.66 higher than the previous day. The implied volatity was 43.8, the open interest changed by -19 which decreased total open position to 353
On 2 Mar NBCC was trading at 89.36. The strike last trading price was 3.9, which was 1.31 higher than the previous day. The implied volatity was 41.86, the open interest changed by -10 which decreased total open position to 371
On 27 Feb NBCC was trading at 92.67. The strike last trading price was 2.68, which was 0.58 higher than the previous day. The implied volatity was 38.39, the open interest changed by 32 which increased total open position to 380
On 26 Feb NBCC was trading at 94.06. The strike last trading price was 2, which was 0 lower than the previous day. The implied volatity was 36.67, the open interest changed by 31 which increased total open position to 349
On 25 Feb NBCC was trading at 94.63. The strike last trading price was 2.02, which was -0.12 lower than the previous day. The implied volatity was 38.39, the open interest changed by 18 which increased total open position to 318
On 24 Feb NBCC was trading at 94.54. The strike last trading price was 2.07, which was 0.08 higher than the previous day. The implied volatity was 38.73, the open interest changed by 76 which increased total open position to 299
On 23 Feb NBCC was trading at 95.34. The strike last trading price was 1.97, which was -0.38 lower than the previous day. The implied volatity was 39.28, the open interest changed by 22 which increased total open position to 223
On 20 Feb NBCC was trading at 94.91. The strike last trading price was 2.37, which was 0.14 higher than the previous day. The implied volatity was 39.8, the open interest changed by 23 which increased total open position to 203
On 19 Feb NBCC was trading at 95.48. The strike last trading price was 2.39, which was 0.74 higher than the previous day. The implied volatity was 40.91, the open interest changed by 18 which increased total open position to 180
On 18 Feb NBCC was trading at 98.04. The strike last trading price was 1.69, which was -0.31 lower than the previous day. The implied volatity was 39.79, the open interest changed by 18 which increased total open position to 161
On 17 Feb NBCC was trading at 98.51. The strike last trading price was 2, which was 0.32 higher than the previous day. The implied volatity was 43.95, the open interest changed by 60 which increased total open position to 143
On 16 Feb NBCC was trading at 99.81. The strike last trading price was 1.8, which was -0.7 lower than the previous day. The implied volatity was 44.67, the open interest changed by 14 which increased total open position to 83
On 13 Feb NBCC was trading at 98.08. The strike last trading price was 2.54, which was 0.25 higher than the previous day. The implied volatity was 46.58, the open interest changed by 36 which increased total open position to 66
On 12 Feb NBCC was trading at 100.50. The strike last trading price was 2.29, which was 0.97 higher than the previous day. The implied volatity was 48.95, the open interest changed by 0 which decreased total open position to 32
On 11 Feb NBCC was trading at 101.68. The strike last trading price was 1.32, which was -0.25 lower than the previous day. The implied volatity was 40.56, the open interest changed by 5 which increased total open position to 31
On 10 Feb NBCC was trading at 101.44. The strike last trading price was 1.6, which was -0.1 lower than the previous day. The implied volatity was 42.27, the open interest changed by -24 which decreased total open position to 24
On 9 Feb NBCC was trading at 102.01. The strike last trading price was 1.7, which was -0.36 lower than the previous day. The implied volatity was 44.54, the open interest changed by 6 which increased total open position to 48
On 6 Feb NBCC was trading at 98.30. The strike last trading price was 2.07, which was -0.13 lower than the previous day. The implied volatity was 39.63, the open interest changed by 2 which increased total open position to 41
On 5 Feb NBCC was trading at 100.95. The strike last trading price was 2.2, which was -0.3 lower than the previous day. The implied volatity was 45.75, the open interest changed by 0 which decreased total open position to 38
On 4 Feb NBCC was trading at 104.35. The strike last trading price was 2.5, which was 1.24 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 38
On 3 Feb NBCC was trading at 100.43. The strike last trading price was 2.5, which was 1.24 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 38
On 2 Feb NBCC was trading at 96.96. The strike last trading price was 2.5, which was 1.24 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 38
On 1 Feb NBCC was trading at 95.39. The strike last trading price was 2.5, which was 1.24 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 38
On 30 Jan NBCC was trading at 98.86. The strike last trading price was 2.5, which was 1.24 higher than the previous day. The implied volatity was 42.82, the open interest changed by 28 which increased total open position to 28
