Historical option data for NBCC
20 May 2026 04:10 PM IST
| NBCC 26-May-2026 (5d) 95 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.39
Vega: 0
Theta: -0.19
Gamma: 0.06465
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 20 May | 93.01 | 1.6 | -0.4 (-20.00%) | 48.53 | 783 | 73 | 707 | |||||||||
| 19 May | 93.08 | 1.62 | 0.62 (62.00%) | 46.39 | 461 | -4 | 634 | |||||||||
| 18 May | 91.66 | 1.32 | -0.68 (-34.00%) | 45.53 | 572 | 140 | 638 | |||||||||
| 15 May | 93.82 | 2.1 | -0.9 (-30.00%) | 38.87 | 703 | 125 | 497 | |||||||||
| 14 May | 95.49 | 3.41 | 0.41 (13.67%) | 43.46 | 768 | 9 | 372 | |||||||||
| 13 May | 94.88 | 3.77 | 1.77 (88.50%) | 49.32 | 585 | 58 | 363 | |||||||||
| 12 May | 92.66 | 2.44 | -1.56 (-39.00%) | 0 | 482 | 41 | 304 | |||||||||
| 11 May | 95.70 | 3.82 | -3.18 (-45.43%) | 0 | 207 | -5 | 263 | |||||||||
| 8 May | 100.64 | 7.65 | 2.83 (58.71%) | 41.51 | 706 | -94 | 271 | |||||||||
| 7 May | 96.85 | 5 | 1.22 (32.28%) | 41.2 | 602 | -114 | 365 | |||||||||
| 6 May | 94.94 | 3.79 | 1.03 (37.32%) | 40.8 | 1,057 | -25 | 480 | |||||||||
| 5 May | 92.92 | 2.89 | 0.02 (0.70%) | 39.62 | 279 | -12 | 507 | |||||||||
| 4 May | 92.52 | 2.99 | -0.01 (-0.33%) | 41.23 | 402 | 137 | 521 | |||||||||
| 30 Apr | 91.65 | 3.13 | -0.51 (-14.01%) | 42.97 | 400 | 71 | 455 | |||||||||
| 29 Apr | 93.20 | 3.7 | -0.87 (-19.04%) | 42.27 | 398 | 179 | 387 | |||||||||
| 28 Apr | 94.63 | 4.7 | -0.72 (-13.28%) | 43.85 | 88 | 12 | 206 | |||||||||
| 27 Apr | 95.41 | 5.4 | 1.08 (25.00%) | 45.97 | 320 | 46 | 192 | |||||||||
| 24 Apr | 93.20 | 4.3 | 0.21 (5.13%) | 43.39 | 144 | 23 | 148 | |||||||||
| 23 Apr | 93.31 | 4.09 | -1.03 (-20.12%) | 42.23 | 87 | 43 | 124 | |||||||||
| 22 Apr | 94.20 | 5.1 | 0.79 (18.33%) | 46.44 | 52 | 31 | 81 | |||||||||
| 21 Apr | 93.28 | 4.29 | -0.22 (-4.88%) | 41.51 | 32 | 1 | 50 | |||||||||
| 20 Apr | 93.32 | 4.37 | -1 (-18.62%) | 42.81 | 59 | 34 | 48 | |||||||||
| 17 Apr | 94.32 | 5.36 | 1.46 (37.44%) | 43.96 | 17 | 11 | 14 | |||||||||
| 16 Apr | 93.05 | 3.9 | -0.9 (-18.75%) | 42.71 | 0 | 0 | 3 | |||||||||
| 15 Apr | 91.00 | 3.9 | -0.1 (-2.50%) | 42.71 | 2 | 1 | 3 | |||||||||
| 13 Apr | 88.65 | 4 | -1.3 (-24.53%) | 50.66 | 1 | 0 | 1 | |||||||||
| 10 Apr | 89.18 | 5.3 | 1.35 (34.18%) | - | 0 | 0 | 1 | |||||||||
For Nbcc (India) Limited - strike price 95 expiring on 26MAY2026
Delta for 95 CE is 0.39
Historical price for 95 CE is as follows
On 20 May NBCC was trading at 93.01. The strike last trading price was 1.6, which was -0.4 lower than the previous day. The implied volatity was 48.53, the open interest changed by 73 which increased total open position to 707
On 19 May NBCC was trading at 93.08. The strike last trading price was 1.62, which was 0.62 higher than the previous day. The implied volatity was 46.39, the open interest changed by -4 which decreased total open position to 634
On 18 May NBCC was trading at 91.66. The strike last trading price was 1.32, which was -0.68 lower than the previous day. The implied volatity was 45.53, the open interest changed by 140 which increased total open position to 638
On 15 May NBCC was trading at 93.82. The strike last trading price was 2.1, which was -0.9 lower than the previous day. The implied volatity was 38.87, the open interest changed by 125 which increased total open position to 497
On 14 May NBCC was trading at 95.49. The strike last trading price was 3.41, which was 0.41 higher than the previous day. The implied volatity was 43.46, the open interest changed by 9 which increased total open position to 372
On 13 May NBCC was trading at 94.88. The strike last trading price was 3.77, which was 1.77 higher than the previous day. The implied volatity was 49.32, the open interest changed by 58 which increased total open position to 363
On 12 May NBCC was trading at 92.66. The strike last trading price was 2.44, which was -1.56 lower than the previous day. The implied volatity was 0, the open interest changed by 41 which increased total open position to 304
On 11 May NBCC was trading at 95.70. The strike last trading price was 3.82, which was -3.18 lower than the previous day. The implied volatity was 0, the open interest changed by -5 which decreased total open position to 263
On 8 May NBCC was trading at 100.64. The strike last trading price was 7.65, which was 2.83 higher than the previous day. The implied volatity was 41.51, the open interest changed by -94 which decreased total open position to 271
On 7 May NBCC was trading at 96.85. The strike last trading price was 5, which was 1.22 higher than the previous day. The implied volatity was 41.2, the open interest changed by -114 which decreased total open position to 365
On 6 May NBCC was trading at 94.94. The strike last trading price was 3.79, which was 1.03 higher than the previous day. The implied volatity was 40.8, the open interest changed by -25 which decreased total open position to 480
On 5 May NBCC was trading at 92.92. The strike last trading price was 2.89, which was 0.02 higher than the previous day. The implied volatity was 39.62, the open interest changed by -12 which decreased total open position to 507
On 4 May NBCC was trading at 92.52. The strike last trading price was 2.99, which was -0.01 lower than the previous day. The implied volatity was 41.23, the open interest changed by 137 which increased total open position to 521
On 30 Apr NBCC was trading at 91.65. The strike last trading price was 3.13, which was -0.51 lower than the previous day. The implied volatity was 42.97, the open interest changed by 71 which increased total open position to 455
On 29 Apr NBCC was trading at 93.20. The strike last trading price was 3.7, which was -0.87 lower than the previous day. The implied volatity was 42.27, the open interest changed by 179 which increased total open position to 387
On 28 Apr NBCC was trading at 94.63. The strike last trading price was 4.7, which was -0.72 lower than the previous day. The implied volatity was 43.85, the open interest changed by 12 which increased total open position to 206
On 27 Apr NBCC was trading at 95.41. The strike last trading price was 5.4, which was 1.08 higher than the previous day. The implied volatity was 45.97, the open interest changed by 46 which increased total open position to 192
On 24 Apr NBCC was trading at 93.20. The strike last trading price was 4.3, which was 0.21 higher than the previous day. The implied volatity was 43.39, the open interest changed by 23 which increased total open position to 148
On 23 Apr NBCC was trading at 93.31. The strike last trading price was 4.09, which was -1.03 lower than the previous day. The implied volatity was 42.23, the open interest changed by 43 which increased total open position to 124
On 22 Apr NBCC was trading at 94.20. The strike last trading price was 5.1, which was 0.79 higher than the previous day. The implied volatity was 46.44, the open interest changed by 31 which increased total open position to 81
On 21 Apr NBCC was trading at 93.28. The strike last trading price was 4.29, which was -0.22 lower than the previous day. The implied volatity was 41.51, the open interest changed by 1 which increased total open position to 50
On 20 Apr NBCC was trading at 93.32. The strike last trading price was 4.37, which was -1 lower than the previous day. The implied volatity was 42.81, the open interest changed by 34 which increased total open position to 48
On 17 Apr NBCC was trading at 94.32. The strike last trading price was 5.36, which was 1.46 higher than the previous day. The implied volatity was 43.96, the open interest changed by 11 which increased total open position to 14
On 16 Apr NBCC was trading at 93.05. The strike last trading price was 3.9, which was -0.9 lower than the previous day. The implied volatity was 42.71, the open interest changed by 0 which decreased total open position to 3
On 15 Apr NBCC was trading at 91.00. The strike last trading price was 3.9, which was -0.1 lower than the previous day. The implied volatity was 42.71, the open interest changed by 1 which increased total open position to 3
On 13 Apr NBCC was trading at 88.65. The strike last trading price was 4, which was -1.3 lower than the previous day. The implied volatity was 50.66, the open interest changed by 0 which decreased total open position to 1
On 10 Apr NBCC was trading at 89.18. The strike last trading price was 5.3, which was 1.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
| NBCC 26-May-2026 (5d) 95 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.62
Vega: 0
Theta: -0.16
Gamma: 0.06819
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 20 May | 93.01 | 3.33 | 0.05 (1.52%) | 45.42 | 32 | 3 | 220 |
| 19 May | 93.08 | 3.35 | -1.1 (-24.72%) | 42.27 | 41 | -5 | 217 |
| 18 May | 91.66 | 4.26 | 0.93 (27.93%) | 41.77 | 121 | -45 | 227 |
| 15 May | 93.82 | 3.41 | 0.9 (35.86%) | 43.33 | 353 | 22 | 273 |
| 14 May | 95.49 | 2.54 | -0.19 (-6.96%) | 41.84 | 133 | 0 | 251 |
| 13 May | 94.88 | 2.54 | -1.62 (-38.94%) | 0 | 145 | 56 | 239 |
| 12 May | 92.66 | 4.12 | 1.24 (43.06%) | 0 | 264 | 23 | 184 |
| 11 May | 95.70 | 2.87 | 1.68 (141.18%) | 42.51 | 204 | -21 | 161 |
| 8 May | 100.64 | 1.12 | -1.17 (-51.09%) | 38.72 | 475 | -41 | 184 |
| 7 May | 96.85 | 2.06 | -1.02 (-33.12%) | 35.7 | 178 | 22 | 224 |
| 6 May | 94.94 | 3.05 | -1.35 (-30.68%) | 35.02 | 224 | -23 | 201 |
| 5 May | 92.92 | 4.4 | -0.2 (-4.35%) | 37.45 | 1 | 0 | 223 |
| 4 May | 92.52 | 4.44 | -1.2 (-21.28%) | 37.59 | 69 | 25 | 219 |
| 30 Apr | 91.65 | 5.64 | 0.71 (14.40%) | 39.81 | 43 | -2 | 192 |
| 29 Apr | 93.20 | 4.94 | 0.61 (14.09%) | 41.39 | 167 | 90 | 193 |
| 28 Apr | 94.63 | 4.36 | 0.04 (0.93%) | 42.28 | 82 | 21 | 102 |
| 27 Apr | 95.41 | 4.31 | -1.26 (-22.62%) | 44.19 | 113 | 52 | 78 |
| 24 Apr | 93.20 | 5.58 | 0.18 (3.33%) | 44.29 | 11 | 0 | 26 |
| 23 Apr | 93.31 | 5.4 | 0.43 (8.65%) | 42.64 | 15 | 4 | 26 |
| 22 Apr | 94.20 | 4.96 | -0.04 (-0.80%) | 41.88 | 23 | 15 | 21 |
| 21 Apr | 93.28 | 5 | -0.7 (-12.28%) | 37.79 | 2 | 1 | 5 |
| 20 Apr | 93.32 | 5.7 | 5.7 | - | 0 | 0 | 4 |
| 17 Apr | 94.32 | 5.7 | -0.1 (-1.72%) | 42.55 | 2 | 0 | 3 |
| 16 Apr | 93.05 | 5.8 | -12.13 (-67.65%) | 41.75 | 4 | 3 | 3 |
| 15 Apr | 91.00 | 0 | 0 | - | 0 | 0 | 0 |
| 13 Apr | 88.65 | 0 | 0 | - | 0 | 0 | 0 |
| 10 Apr | 89.18 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
For Nbcc (India) Limited - strike price 95 expiring on 26MAY2026
Delta for 95 PE is -0.62
Historical price for 95 PE is as follows
On 20 May NBCC was trading at 93.01. The strike last trading price was 3.33, which was 0.05 higher than the previous day. The implied volatity was 45.42, the open interest changed by 3 which increased total open position to 220
On 19 May NBCC was trading at 93.08. The strike last trading price was 3.35, which was -1.1 lower than the previous day. The implied volatity was 42.27, the open interest changed by -5 which decreased total open position to 217
On 18 May NBCC was trading at 91.66. The strike last trading price was 4.26, which was 0.93 higher than the previous day. The implied volatity was 41.77, the open interest changed by -45 which decreased total open position to 227
On 15 May NBCC was trading at 93.82. The strike last trading price was 3.41, which was 0.9 higher than the previous day. The implied volatity was 43.33, the open interest changed by 22 which increased total open position to 273
On 14 May NBCC was trading at 95.49. The strike last trading price was 2.54, which was -0.19 lower than the previous day. The implied volatity was 41.84, the open interest changed by 0 which decreased total open position to 251
On 13 May NBCC was trading at 94.88. The strike last trading price was 2.54, which was -1.62 lower than the previous day. The implied volatity was 0, the open interest changed by 56 which increased total open position to 239
On 12 May NBCC was trading at 92.66. The strike last trading price was 4.12, which was 1.24 higher than the previous day. The implied volatity was 0, the open interest changed by 23 which increased total open position to 184
On 11 May NBCC was trading at 95.70. The strike last trading price was 2.87, which was 1.68 higher than the previous day. The implied volatity was 42.51, the open interest changed by -21 which decreased total open position to 161
On 8 May NBCC was trading at 100.64. The strike last trading price was 1.12, which was -1.17 lower than the previous day. The implied volatity was 38.72, the open interest changed by -41 which decreased total open position to 184
On 7 May NBCC was trading at 96.85. The strike last trading price was 2.06, which was -1.02 lower than the previous day. The implied volatity was 35.7, the open interest changed by 22 which increased total open position to 224
On 6 May NBCC was trading at 94.94. The strike last trading price was 3.05, which was -1.35 lower than the previous day. The implied volatity was 35.02, the open interest changed by -23 which decreased total open position to 201
On 5 May NBCC was trading at 92.92. The strike last trading price was 4.4, which was -0.2 lower than the previous day. The implied volatity was 37.45, the open interest changed by 0 which decreased total open position to 223
On 4 May NBCC was trading at 92.52. The strike last trading price was 4.44, which was -1.2 lower than the previous day. The implied volatity was 37.59, the open interest changed by 25 which increased total open position to 219
On 30 Apr NBCC was trading at 91.65. The strike last trading price was 5.64, which was 0.71 higher than the previous day. The implied volatity was 39.81, the open interest changed by -2 which decreased total open position to 192
On 29 Apr NBCC was trading at 93.20. The strike last trading price was 4.94, which was 0.61 higher than the previous day. The implied volatity was 41.39, the open interest changed by 90 which increased total open position to 193
On 28 Apr NBCC was trading at 94.63. The strike last trading price was 4.36, which was 0.04 higher than the previous day. The implied volatity was 42.28, the open interest changed by 21 which increased total open position to 102
On 27 Apr NBCC was trading at 95.41. The strike last trading price was 4.31, which was -1.26 lower than the previous day. The implied volatity was 44.19, the open interest changed by 52 which increased total open position to 78
On 24 Apr NBCC was trading at 93.20. The strike last trading price was 5.58, which was 0.18 higher than the previous day. The implied volatity was 44.29, the open interest changed by 0 which decreased total open position to 26
On 23 Apr NBCC was trading at 93.31. The strike last trading price was 5.4, which was 0.43 higher than the previous day. The implied volatity was 42.64, the open interest changed by 4 which increased total open position to 26
On 22 Apr NBCC was trading at 94.20. The strike last trading price was 4.96, which was -0.04 lower than the previous day. The implied volatity was 41.88, the open interest changed by 15 which increased total open position to 21
On 21 Apr NBCC was trading at 93.28. The strike last trading price was 5, which was -0.7 lower than the previous day. The implied volatity was 37.79, the open interest changed by 1 which increased total open position to 5
On 20 Apr NBCC was trading at 93.32. The strike last trading price was 5.7, which was 5.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 17 Apr NBCC was trading at 94.32. The strike last trading price was 5.7, which was -0.1 lower than the previous day. The implied volatity was 42.55, the open interest changed by 0 which decreased total open position to 3
On 16 Apr NBCC was trading at 93.05. The strike last trading price was 5.8, which was -12.13 lower than the previous day. The implied volatity was 41.75, the open interest changed by 3 which increased total open position to 3
On 15 Apr NBCC was trading at 91.00. The strike last trading price was 0, 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 Apr NBCC was trading at 88.65. The strike last trading price was 0, 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 Apr NBCC was trading at 89.18. The strike last trading price was 0, 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
