NBCC
Nbcc (India) Limited
Historical option data for NBCC
18 Dec 2025 04:13 PM IST
| NBCC 30-DEC-2025 94 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 18 Dec | 108.26 | 22.48 | 3.13 | - | 0 | 0 | 2 | |||||||||
| 17 Dec | 109.56 | 22.48 | 3.13 | - | 0 | 0 | 2 | |||||||||
| 16 Dec | 111.68 | 22.48 | 3.13 | - | 0 | 0 | 2 | |||||||||
| 15 Dec | 115.39 | 22.48 | 3.13 | - | 4 | 2 | 2 | |||||||||
| 12 Dec | 109.57 | 19.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Dec | 108.31 | 19.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Dec | 106.69 | 19.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Dec | 108.10 | 19.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 8 Dec | 107.98 | 19.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Dec | 112.06 | 19.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Dec | 112.52 | 19.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Dec | 113.21 | 19.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Dec | 115.26 | 19.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Dec | 118.01 | 19.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Nov | 117.42 | 19.35 | 0 | - | 0 | 0 | 0 | |||||||||
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| 26 Nov | 118.51 | 19.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 Nov | 117.59 | 19.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Nov | 116.47 | 19.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 Nov | 112.61 | 19.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Nov | 115.99 | 19.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Nov | 113.04 | 19.35 | 0 | - | 0 | 0 | 0 | |||||||||
For Nbcc (India) Limited - strike price 94 expiring on 30DEC2025
Delta for 94 CE is -
Historical price for 94 CE is as follows
On 18 Dec NBCC was trading at 108.26. The strike last trading price was 22.48, which was 3.13 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 17 Dec NBCC was trading at 109.56. The strike last trading price was 22.48, which was 3.13 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 16 Dec NBCC was trading at 111.68. The strike last trading price was 22.48, which was 3.13 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 15 Dec NBCC was trading at 115.39. The strike last trading price was 22.48, which was 3.13 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 2
On 12 Dec NBCC was trading at 109.57. The strike last trading price was 19.35, 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 Dec NBCC was trading at 108.31. The strike last trading price was 19.35, 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 Dec NBCC was trading at 106.69. The strike last trading price was 19.35, 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 Dec NBCC was trading at 108.10. The strike last trading price was 19.35, 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 8 Dec NBCC was trading at 107.98. The strike last trading price was 19.35, 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 Dec NBCC was trading at 112.06. The strike last trading price was 19.35, 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 Dec NBCC was trading at 112.52. The strike last trading price was 19.35, 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 Dec NBCC was trading at 113.21. The strike last trading price was 19.35, 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 Dec NBCC was trading at 115.26. The strike last trading price was 19.35, 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 Dec NBCC was trading at 118.01. The strike last trading price was 19.35, 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 27 Nov NBCC was trading at 117.42. The strike last trading price was 19.35, 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 Nov NBCC was trading at 118.51. The strike last trading price was 19.35, 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 Nov NBCC was trading at 117.59. The strike last trading price was 19.35, 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 Nov NBCC was trading at 116.47. The strike last trading price was 19.35, 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 21 Nov NBCC was trading at 112.61. The strike last trading price was 19.35, 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 Nov NBCC was trading at 115.99. The strike last trading price was 19.35, 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 Nov NBCC was trading at 113.04. The strike last trading price was 19.35, 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 30DEC2025 94 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.03
Vega: 0.01
Theta: -0.02
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 18 Dec | 108.26 | 0.09 | 0.03 | 42.41 | 35 | -8 | 23 |
| 17 Dec | 109.56 | 0.06 | 0.01 | 40.35 | 8 | -1 | 31 |
| 16 Dec | 111.68 | 0.06 | 0.03 | 42.57 | 31 | 11 | 32 |
| 15 Dec | 115.39 | 0.03 | -0.03 | 44.54 | 7 | -1 | 21 |
| 12 Dec | 109.57 | 0.07 | -0.42 | 35.69 | 21 | 0 | 22 |
| 11 Dec | 108.31 | 0.49 | 0.29 | 49.14 | 3 | 1 | 23 |
| 10 Dec | 106.69 | 0.2 | 0.11 | 34.73 | 1 | 0 | 22 |
| 9 Dec | 108.10 | 0.09 | -0.1 | - | 0 | 0 | 0 |
| 8 Dec | 107.98 | 0.09 | -0.1 | 31.07 | 1 | 0 | 22 |
| 5 Dec | 112.06 | 0.19 | 0.01 | - | 0 | 0 | 0 |
| 4 Dec | 112.52 | 0.19 | 0.01 | - | 0 | 0 | 0 |
| 3 Dec | 113.21 | 0.19 | 0.01 | - | 0 | 1 | 0 |
| 2 Dec | 115.26 | 0.19 | 0.01 | 43.08 | 3 | 1 | 22 |
| 1 Dec | 118.01 | 0.18 | 0 | - | 0 | 0 | 0 |
| 27 Nov | 117.42 | 0.18 | 0 | - | 0 | 0 | 0 |
| 26 Nov | 118.51 | 0.18 | 0 | - | 0 | 3 | 0 |
| 25 Nov | 117.59 | 0.18 | 0 | 41.44 | 7 | 0 | 18 |
| 24 Nov | 116.47 | 0.18 | -0.12 | 39.19 | 7 | 0 | 19 |
| 21 Nov | 112.61 | 0.3 | 0.11 | 37.26 | 9 | 1 | 19 |
| 20 Nov | 115.99 | 0.19 | -0.08 | 37.33 | 19 | 5 | 19 |
| 19 Nov | 113.04 | 0.27 | -4.58 | 35.75 | 22 | 15 | 15 |
For Nbcc (India) Limited - strike price 94 expiring on 30DEC2025
Delta for 94 PE is -0.03
Historical price for 94 PE is as follows
On 18 Dec NBCC was trading at 108.26. The strike last trading price was 0.09, which was 0.03 higher than the previous day. The implied volatity was 42.41, the open interest changed by -8 which decreased total open position to 23
On 17 Dec NBCC was trading at 109.56. The strike last trading price was 0.06, which was 0.01 higher than the previous day. The implied volatity was 40.35, the open interest changed by -1 which decreased total open position to 31
On 16 Dec NBCC was trading at 111.68. The strike last trading price was 0.06, which was 0.03 higher than the previous day. The implied volatity was 42.57, the open interest changed by 11 which increased total open position to 32
On 15 Dec NBCC was trading at 115.39. The strike last trading price was 0.03, which was -0.03 lower than the previous day. The implied volatity was 44.54, the open interest changed by -1 which decreased total open position to 21
On 12 Dec NBCC was trading at 109.57. The strike last trading price was 0.07, which was -0.42 lower than the previous day. The implied volatity was 35.69, the open interest changed by 0 which decreased total open position to 22
On 11 Dec NBCC was trading at 108.31. The strike last trading price was 0.49, which was 0.29 higher than the previous day. The implied volatity was 49.14, the open interest changed by 1 which increased total open position to 23
On 10 Dec NBCC was trading at 106.69. The strike last trading price was 0.2, which was 0.11 higher than the previous day. The implied volatity was 34.73, the open interest changed by 0 which decreased total open position to 22
On 9 Dec NBCC was trading at 108.10. The strike last trading price was 0.09, which was -0.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 8 Dec NBCC was trading at 107.98. The strike last trading price was 0.09, which was -0.1 lower than the previous day. The implied volatity was 31.07, the open interest changed by 0 which decreased total open position to 22
On 5 Dec NBCC was trading at 112.06. The strike last trading price was 0.19, which was 0.01 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Dec NBCC was trading at 112.52. The strike last trading price was 0.19, which was 0.01 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Dec NBCC was trading at 113.21. The strike last trading price was 0.19, which was 0.01 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 2 Dec NBCC was trading at 115.26. The strike last trading price was 0.19, which was 0.01 higher than the previous day. The implied volatity was 43.08, the open interest changed by 1 which increased total open position to 22
On 1 Dec NBCC was trading at 118.01. The strike last trading price was 0.18, 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 27 Nov NBCC was trading at 117.42. The strike last trading price was 0.18, 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 Nov NBCC was trading at 118.51. The strike last trading price was 0.18, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0
On 25 Nov NBCC was trading at 117.59. The strike last trading price was 0.18, which was 0 lower than the previous day. The implied volatity was 41.44, the open interest changed by 0 which decreased total open position to 18
On 24 Nov NBCC was trading at 116.47. The strike last trading price was 0.18, which was -0.12 lower than the previous day. The implied volatity was 39.19, the open interest changed by 0 which decreased total open position to 19
On 21 Nov NBCC was trading at 112.61. The strike last trading price was 0.3, which was 0.11 higher than the previous day. The implied volatity was 37.26, the open interest changed by 1 which increased total open position to 19
On 20 Nov NBCC was trading at 115.99. The strike last trading price was 0.19, which was -0.08 lower than the previous day. The implied volatity was 37.33, the open interest changed by 5 which increased total open position to 19
On 19 Nov NBCC was trading at 113.04. The strike last trading price was 0.27, which was -4.58 lower than the previous day. The implied volatity was 35.75, the open interest changed by 15 which increased total open position to 15































































































































































































































