NBCC
Nbcc (India) Limited
Historical option data for NBCC
06 Mar 2026 04:13 PM IST
| NBCC 30-MAR-2026 93 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.25
Vega: 0.07
Theta: -0.06
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 6 Mar | 85.64 | 1.25 | -0.22 | 39.77 | 50 | -10 | 160 | |||||||||
| 5 Mar | 86.85 | 1.44 | -0.07 | 36.54 | 28 | -1 | 169 | |||||||||
| 4 Mar | 85.63 | 1.45 | -1.04 | 43.7 | 95 | -10 | 165 | |||||||||
| 2 Mar | 89.36 | 2.56 | -1.35 | 36.51 | 254 | 89 | 175 | |||||||||
| 27 Feb | 92.67 | 3.85 | -0.97 | 35.11 | 143 | 45 | 85 | |||||||||
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| 26 Feb | 94.06 | 4.95 | -0.52 | 35.76 | 16 | 7 | 39 | |||||||||
| 25 Feb | 94.63 | 5.34 | 0.64 | 34.91 | 58 | 29 | 31 | |||||||||
| 24 Feb | 94.54 | 4.7 | -5.66 | 27.71 | 2 | 1 | 1 | |||||||||
| 23 Feb | 95.34 | 10.36 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Feb | 94.91 | 10.36 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Feb | 95.48 | 10.36 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Feb | 98.04 | 10.36 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Feb | 98.51 | 10.36 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Feb | 99.81 | 10.36 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Feb | 98.08 | 10.36 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Feb | 100.50 | 10.36 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Feb | 101.68 | 10.36 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Feb | 101.44 | 10.36 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Feb | 102.01 | 10.36 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Feb | 98.30 | 10.36 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Feb | 100.95 | 10.36 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Feb | 104.35 | 10.36 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Feb | 100.43 | 10.36 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Feb | 96.96 | 10.36 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Feb | 95.39 | 10.36 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Jan | 98.86 | 10.36 | 0 | - | 0 | 0 | 0 | |||||||||
For Nbcc (India) Limited - strike price 93 expiring on 30MAR2026
Delta for 93 CE is 0.25
Historical price for 93 CE is as follows
On 6 Mar NBCC was trading at 85.64. The strike last trading price was 1.25, which was -0.22 lower than the previous day. The implied volatity was 39.77, the open interest changed by -10 which decreased total open position to 160
On 5 Mar NBCC was trading at 86.85. The strike last trading price was 1.44, which was -0.07 lower than the previous day. The implied volatity was 36.54, the open interest changed by -1 which decreased total open position to 169
On 4 Mar NBCC was trading at 85.63. The strike last trading price was 1.45, which was -1.04 lower than the previous day. The implied volatity was 43.7, the open interest changed by -10 which decreased total open position to 165
On 2 Mar NBCC was trading at 89.36. The strike last trading price was 2.56, which was -1.35 lower than the previous day. The implied volatity was 36.51, the open interest changed by 89 which increased total open position to 175
On 27 Feb NBCC was trading at 92.67. The strike last trading price was 3.85, which was -0.97 lower than the previous day. The implied volatity was 35.11, the open interest changed by 45 which increased total open position to 85
On 26 Feb NBCC was trading at 94.06. The strike last trading price was 4.95, which was -0.52 lower than the previous day. The implied volatity was 35.76, the open interest changed by 7 which increased total open position to 39
On 25 Feb NBCC was trading at 94.63. The strike last trading price was 5.34, which was 0.64 higher than the previous day. The implied volatity was 34.91, the open interest changed by 29 which increased total open position to 31
On 24 Feb NBCC was trading at 94.54. The strike last trading price was 4.7, which was -5.66 lower than the previous day. The implied volatity was 27.71, the open interest changed by 1 which increased total open position to 1
On 23 Feb NBCC was trading at 95.34. The strike last trading price was 10.36, 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 10.36, 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 10.36, 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 10.36, 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 10.36, 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 10.36, 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 10.36, 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 10.36, 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 10.36, 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 10.36, 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 10.36, 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 10.36, 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 10.36, 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 10.36, 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 10.36, 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 10.36, 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 10.36, 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 10.36, 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 93 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.7
Vega: 0.08
Theta: -0.06
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 6 Mar | 85.64 | 8.39 | -0.18 | 47.8 | 2 | 0 | 69 |
| 5 Mar | 86.85 | 8.57 | -0.37 | 59.89 | 9 | -3 | 69 |
| 4 Mar | 85.63 | 8.94 | 2.8 | 45.73 | 8 | -4 | 73 |
| 2 Mar | 89.36 | 6.14 | 2.28 | 47.68 | 21 | -1 | 77 |
| 27 Feb | 92.67 | 3.94 | 0.67 | 37.5 | 61 | 25 | 78 |
| 26 Feb | 94.06 | 3.23 | 0.18 | 37.35 | 28 | 2 | 53 |
| 25 Feb | 94.63 | 3.02 | -0.25 | 37.37 | 65 | 16 | 49 |
| 24 Feb | 94.54 | 3.19 | 0.19 | 38.84 | 58 | 24 | 32 |
| 23 Feb | 95.34 | 3 | -0.4 | 39.11 | 7 | 2 | 7 |
| 20 Feb | 94.91 | 3.43 | -2.12 | 39.13 | 11 | 5 | 5 |
| 19 Feb | 95.48 | 5.55 | 0 | 3.63 | 0 | 0 | 0 |
| 18 Feb | 98.04 | 5.55 | 0 | 6.06 | 0 | 0 | 0 |
| 17 Feb | 98.51 | 5.55 | 0 | 6.66 | 0 | 0 | 0 |
| 16 Feb | 99.81 | 5.55 | 0 | 7.89 | 0 | 0 | 0 |
| 13 Feb | 98.08 | 5.55 | 0 | 5.81 | 0 | 0 | 0 |
| 12 Feb | 100.50 | 5.55 | 0 | 8.02 | 0 | 0 | 0 |
| 11 Feb | 101.68 | 5.55 | 0 | 8.77 | 0 | 0 | 0 |
| 10 Feb | 101.44 | 5.55 | 0 | 8.31 | 0 | 0 | 0 |
| 9 Feb | 102.01 | 5.55 | 0 | 8.83 | 0 | 0 | 0 |
| 6 Feb | 98.30 | 5.55 | 0 | 5.86 | 0 | 0 | 0 |
| 5 Feb | 100.95 | 5.55 | 0 | 7.92 | 0 | 0 | 0 |
| 4 Feb | 104.35 | 5.55 | 0 | 10.15 | 0 | 0 | 0 |
| 3 Feb | 100.43 | 5.55 | 0 | 7.48 | 0 | 0 | 0 |
| 2 Feb | 96.96 | 5.55 | 0 | 5.05 | 0 | 0 | 0 |
| 1 Feb | 95.39 | 5.55 | 0 | 3.75 | 0 | 0 | 0 |
| 30 Jan | 98.86 | 5.55 | 0 | 6.31 | 0 | 0 | 0 |
For Nbcc (India) Limited - strike price 93 expiring on 30MAR2026
Delta for 93 PE is -0.7
Historical price for 93 PE is as follows
On 6 Mar NBCC was trading at 85.64. The strike last trading price was 8.39, which was -0.18 lower than the previous day. The implied volatity was 47.8, the open interest changed by 0 which decreased total open position to 69
On 5 Mar NBCC was trading at 86.85. The strike last trading price was 8.57, which was -0.37 lower than the previous day. The implied volatity was 59.89, the open interest changed by -3 which decreased total open position to 69
On 4 Mar NBCC was trading at 85.63. The strike last trading price was 8.94, which was 2.8 higher than the previous day. The implied volatity was 45.73, the open interest changed by -4 which decreased total open position to 73
On 2 Mar NBCC was trading at 89.36. The strike last trading price was 6.14, which was 2.28 higher than the previous day. The implied volatity was 47.68, the open interest changed by -1 which decreased total open position to 77
On 27 Feb NBCC was trading at 92.67. The strike last trading price was 3.94, which was 0.67 higher than the previous day. The implied volatity was 37.5, the open interest changed by 25 which increased total open position to 78
On 26 Feb NBCC was trading at 94.06. The strike last trading price was 3.23, which was 0.18 higher than the previous day. The implied volatity was 37.35, the open interest changed by 2 which increased total open position to 53
On 25 Feb NBCC was trading at 94.63. The strike last trading price was 3.02, which was -0.25 lower than the previous day. The implied volatity was 37.37, the open interest changed by 16 which increased total open position to 49
On 24 Feb NBCC was trading at 94.54. The strike last trading price was 3.19, which was 0.19 higher than the previous day. The implied volatity was 38.84, the open interest changed by 24 which increased total open position to 32
On 23 Feb NBCC was trading at 95.34. The strike last trading price was 3, which was -0.4 lower than the previous day. The implied volatity was 39.11, the open interest changed by 2 which increased total open position to 7
On 20 Feb NBCC was trading at 94.91. The strike last trading price was 3.43, which was -2.12 lower than the previous day. The implied volatity was 39.13, the open interest changed by 5 which increased total open position to 5
On 19 Feb NBCC was trading at 95.48. The strike last trading price was 5.55, which was 0 lower than the previous day. The implied volatity was 3.63, 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 5.55, which was 0 lower than the previous day. The implied volatity was 6.06, 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 5.55, which was 0 lower than the previous day. The implied volatity was 6.66, 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 5.55, which was 0 lower than the previous day. The implied volatity was 7.89, 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 5.55, which was 0 lower than the previous day. The implied volatity was 5.81, 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 5.55, which was 0 lower than the previous day. The implied volatity was 8.02, 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 5.55, which was 0 lower than the previous day. The implied volatity was 8.77, 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 5.55, which was 0 lower than the previous day. The implied volatity was 8.31, 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 5.55, which was 0 lower than the previous day. The implied volatity was 8.83, 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 5.55, which was 0 lower than the previous day. The implied volatity was 5.86, 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 5.55, which was 0 lower than the previous day. The implied volatity was 7.92, 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 5.55, which was 0 lower than the previous day. The implied volatity was 10.15, 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 5.55, which was 0 lower than the previous day. The implied volatity was 7.48, 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 5.55, which was 0 lower than the previous day. The implied volatity was 5.05, 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 5.55, which was 0 lower than the previous day. The implied volatity was 3.75, 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 5.55, which was 0 lower than the previous day. The implied volatity was 6.31, the open interest changed by 0 which decreased total open position to 0
