NBCC
Nbcc (India) Limited
Historical option data for NBCC
10 Mar 2026 11:28 AM IST
| NBCC 30-MAR-2026 92 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.3
Vega: 0.07
Theta: -0.08
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 10 Mar | 86.45 | 1.59 | 0.17 | 42.88 | 74 | 10 | 89 | |||||||||
| 9 Mar | 84.44 | 1.44 | -0.04 | 46.11 | 97 | 7 | 84 | |||||||||
| 6 Mar | 85.64 | 1.48 | -0.22 | 39.7 | 64 | 19 | 74 | |||||||||
| 5 Mar | 86.85 | 1.79 | 0.08 | 37.46 | 40 | 16 | 56 | |||||||||
| 4 Mar | 85.63 | 1.71 | -1.16 | 44.04 | 44 | 11 | 36 | |||||||||
| 2 Mar | 89.36 | 2.92 | -29.89 | 36.19 | 39 | 23 | 23 | |||||||||
| 27 Feb | 92.67 | 32.81 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 Feb | 94.06 | 32.81 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 Feb | 94.63 | 32.81 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Feb | 94.54 | 32.81 | 0 | - | 0 | 0 | 0 | |||||||||
| 23 Feb | 95.34 | 32.81 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Feb | 94.91 | 32.81 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Feb | 95.48 | 32.81 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Feb | 98.04 | 32.81 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Feb | 98.51 | 32.81 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Feb | 99.81 | 32.81 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Feb | 98.08 | 32.81 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Feb | 100.50 | 32.81 | 0 | - | 0 | 0 | 0 | |||||||||
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| 11 Feb | 101.68 | 32.81 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Feb | 101.44 | 32.81 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Feb | 102.01 | 32.81 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Feb | 98.30 | 32.81 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Feb | 100.95 | 32.81 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Feb | 104.35 | 32.81 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Feb | 100.43 | 32.81 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Feb | 96.96 | 32.81 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Feb | 95.39 | 32.81 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Jan | 98.86 | 32.81 | 0 | - | 0 | 0 | 0 | |||||||||
For Nbcc (India) Limited - strike price 92 expiring on 30MAR2026
Delta for 92 CE is 0.3
Historical price for 92 CE is as follows
On 10 Mar NBCC was trading at 86.45. The strike last trading price was 1.59, which was 0.17 higher than the previous day. The implied volatity was 42.88, the open interest changed by 10 which increased total open position to 89
On 9 Mar NBCC was trading at 84.44. The strike last trading price was 1.44, which was -0.04 lower than the previous day. The implied volatity was 46.11, the open interest changed by 7 which increased total open position to 84
On 6 Mar NBCC was trading at 85.64. The strike last trading price was 1.48, which was -0.22 lower than the previous day. The implied volatity was 39.7, the open interest changed by 19 which increased total open position to 74
On 5 Mar NBCC was trading at 86.85. The strike last trading price was 1.79, which was 0.08 higher than the previous day. The implied volatity was 37.46, the open interest changed by 16 which increased total open position to 56
On 4 Mar NBCC was trading at 85.63. The strike last trading price was 1.71, which was -1.16 lower than the previous day. The implied volatity was 44.04, the open interest changed by 11 which increased total open position to 36
On 2 Mar NBCC was trading at 89.36. The strike last trading price was 2.92, which was -29.89 lower than the previous day. The implied volatity was 36.19, the open interest changed by 23 which increased total open position to 23
On 27 Feb NBCC was trading at 92.67. The strike last trading price was 32.81, 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 32.81, 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 32.81, 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 32.81, 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 32.81, 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 32.81, 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 32.81, 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 32.81, 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 32.81, 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 32.81, 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 32.81, 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 32.81, 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 32.81, 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 32.81, 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 32.81, 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 32.81, 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 32.81, 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 32.81, 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 32.81, 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 32.81, 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 32.81, 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 32.81, 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 92 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 10 Mar | 86.45 | 6.63 | -1.31 | - | 0 | 0 | 52 |
| 9 Mar | 84.44 | 6.63 | -1.31 | - | 0 | 0 | 52 |
| 6 Mar | 85.64 | 6.63 | -1.31 | 34.09 | 9 | -2 | 52 |
| 5 Mar | 86.85 | 8.14 | 3.13 | - | 9 | -2 | 0 |
| 4 Mar | 85.63 | 8.14 | 3.13 | 45.11 | 9 | -1 | 55 |
| 2 Mar | 89.36 | 5 | 1.56 | 42.1 | 54 | -17 | 56 |
| 27 Feb | 92.67 | 3.5 | 0.77 | 37.91 | 41 | 10 | 73 |
| 26 Feb | 94.06 | 2.64 | -0.02 | 35.78 | 29 | 17 | 63 |
| 25 Feb | 94.63 | 2.71 | -0.22 | 38.25 | 44 | 24 | 47 |
| 24 Feb | 94.54 | 2.8 | 0.04 | 38.97 | 25 | 20 | 23 |
| 23 Feb | 95.34 | 2.76 | 1.23 | 40.44 | 3 | 1 | 1 |
| 20 Feb | 94.91 | 1.53 | 0 | 4.12 | 0 | 0 | 0 |
| 19 Feb | 95.48 | 1.53 | 0 | 4.54 | 0 | 0 | 0 |
| 18 Feb | 98.04 | 1.53 | 0 | 7.08 | 0 | 0 | 0 |
| 17 Feb | 98.51 | 1.53 | 0 | 7.52 | 0 | 0 | 0 |
| 16 Feb | 99.81 | 1.53 | 0 | 8.6 | 0 | 0 | 0 |
| 13 Feb | 98.08 | 1.53 | 0 | 6.84 | 0 | 0 | 0 |
| 12 Feb | 100.50 | 1.53 | 0 | 8.84 | 0 | 0 | 0 |
| 11 Feb | 101.68 | 1.53 | 0 | 9.56 | 0 | 0 | 0 |
| 10 Feb | 101.44 | 1.53 | 0 | 9.11 | 0 | 0 | 0 |
| 9 Feb | 102.01 | 1.53 | 0 | 9.61 | 0 | 0 | 0 |
| 6 Feb | 98.30 | 1.53 | 0 | 6.7 | 0 | 0 | 0 |
| 5 Feb | 100.95 | 1.53 | 0 | 8.66 | 0 | 0 | 0 |
| 4 Feb | 104.35 | 1.53 | 0 | 10.85 | 0 | 0 | 0 |
| 3 Feb | 100.43 | 1.53 | 0 | 8.21 | 0 | 0 | 0 |
| 2 Feb | 96.96 | 1.53 | 0 | 5.99 | 0 | 0 | 0 |
| 1 Feb | 95.39 | 1.53 | 0 | 4.58 | 0 | 0 | 0 |
| 30 Jan | 98.86 | 1.53 | 0 | 7.09 | 0 | 0 | 0 |
For Nbcc (India) Limited - strike price 92 expiring on 30MAR2026
Delta for 92 PE is -
Historical price for 92 PE is as follows
On 10 Mar NBCC was trading at 86.45. The strike last trading price was 6.63, which was -1.31 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 52
On 9 Mar NBCC was trading at 84.44. The strike last trading price was 6.63, which was -1.31 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 52
On 6 Mar NBCC was trading at 85.64. The strike last trading price was 6.63, which was -1.31 lower than the previous day. The implied volatity was 34.09, the open interest changed by -2 which decreased total open position to 52
On 5 Mar NBCC was trading at 86.85. The strike last trading price was 8.14, which was 3.13 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 0
On 4 Mar NBCC was trading at 85.63. The strike last trading price was 8.14, which was 3.13 higher than the previous day. The implied volatity was 45.11, the open interest changed by -1 which decreased total open position to 55
On 2 Mar NBCC was trading at 89.36. The strike last trading price was 5, which was 1.56 higher than the previous day. The implied volatity was 42.1, the open interest changed by -17 which decreased total open position to 56
On 27 Feb NBCC was trading at 92.67. The strike last trading price was 3.5, which was 0.77 higher than the previous day. The implied volatity was 37.91, the open interest changed by 10 which increased total open position to 73
On 26 Feb NBCC was trading at 94.06. The strike last trading price was 2.64, which was -0.02 lower than the previous day. The implied volatity was 35.78, the open interest changed by 17 which increased total open position to 63
On 25 Feb NBCC was trading at 94.63. The strike last trading price was 2.71, which was -0.22 lower than the previous day. The implied volatity was 38.25, the open interest changed by 24 which increased total open position to 47
On 24 Feb NBCC was trading at 94.54. The strike last trading price was 2.8, which was 0.04 higher than the previous day. The implied volatity was 38.97, the open interest changed by 20 which increased total open position to 23
On 23 Feb NBCC was trading at 95.34. The strike last trading price was 2.76, which was 1.23 higher than the previous day. The implied volatity was 40.44, the open interest changed by 1 which increased total open position to 1
On 20 Feb NBCC was trading at 94.91. The strike last trading price was 1.53, which was 0 lower than the previous day. The implied volatity was 4.12, 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 1.53, which was 0 lower than the previous day. The implied volatity was 4.54, 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 1.53, which was 0 lower than the previous day. The implied volatity was 7.08, 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 1.53, which was 0 lower than the previous day. The implied volatity was 7.52, 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 1.53, which was 0 lower than the previous day. The implied volatity was 8.6, 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 1.53, which was 0 lower than the previous day. The implied volatity was 6.84, 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 1.53, which was 0 lower than the previous day. The implied volatity was 8.84, 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 1.53, which was 0 lower than the previous day. The implied volatity was 9.56, 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 1.53, which was 0 lower than the previous day. The implied volatity was 9.11, 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 1.53, which was 0 lower than the previous day. The implied volatity was 9.61, 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 1.53, which was 0 lower than the previous day. The implied volatity was 6.7, 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 1.53, which was 0 lower than the previous day. The implied volatity was 8.66, 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 1.53, which was 0 lower than the previous day. The implied volatity was 10.85, 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 1.53, which was 0 lower than the previous day. The implied volatity was 8.21, 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 1.53, which was 0 lower than the previous day. The implied volatity was 5.99, 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 1.53, which was 0 lower than the previous day. The implied volatity was 4.58, 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 1.53, which was 0 lower than the previous day. The implied volatity was 7.09, the open interest changed by 0 which decreased total open position to 0
