[--[65.84.65.76]--]

NBCC

Nbcc (India) Limited
108.26 -1.30 (-1.19%)
L: 107 H: 109.52

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Historical option data for NBCC

18 Dec 2025 04:13 PM IST
NBCC 30-DEC-2025 94 CE
Delta: -
Vega: -
Theta: -
Gamma: -
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
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
Delta: -0.03
Vega: 0.01
Theta: -0.02
Gamma: 0.01
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