NBCC
Nbcc (India) Limited
Historical option data for NBCC
29 Apr 2026 04:10 PM IST
| NBCC 26-May-2026 (26d) 95 CE | ||||||||||||||||
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Delta: 0.47
Vega: 0
Theta: -0.08
Gamma: 0.0369
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 29 Apr | 93.20 | 3.7 | -0.8700000000000001 | 42.27 | 398 | 179 | 387 | |||||||||
| 28 Apr | 94.63 | 4.7 | -0.7199999999999998 | 43.85 | 88 | 12 | 206 | |||||||||
| 27 Apr | 95.41 | 5.4 | 1.08 | 45.97 | 320 | 46 | 192 | |||||||||
| 24 Apr | 93.20 | 4.3 | 0.20999999999999996 | 43.39 | 144 | 23 | 148 | |||||||||
| 23 Apr | 93.31 | 4.09 | -1.0300000000000002 | 42.23 | 87 | 43 | 124 | |||||||||
| 22 Apr | 94.20 | 5.1 | 0.79 | 46.44 | 52 | 31 | 81 | |||||||||
| 21 Apr | 93.28 | 4.29 | -0.21999999999999975 | 41.51 | 32 | 1 | 50 | |||||||||
| 20 Apr | 93.32 | 4.37 | -1 | 42.81 | 59 | 34 | 48 | |||||||||
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| 17 Apr | 94.32 | 5.36 | 1.4600000000000004 | 43.96 | 17 | 11 | 14 | |||||||||
| 16 Apr | 93.05 | 3.9 | -0.8999999999999999 | 42.71 | 0 | 0 | 3 | |||||||||
| 15 Apr | 91.00 | 3.9 | -0.10000000000000009 | 42.71 | 2 | 1 | 3 | |||||||||
| 13 Apr | 88.65 | 4 | -1.2999999999999998 | 50.66 | 1 | 0 | 1 | |||||||||
| 10 Apr | 89.18 | 5.3 | 1.3499999999999996 | - | 0 | 0 | 1 | |||||||||
For Nbcc (India) Limited - strike price 95 expiring on 26MAY2026
Delta for 95 CE is 0.47
Historical price for 95 CE is as follows
On 29 Apr NBCC was trading at 93.20. The strike last trading price was 3.7, which was -0.8700000000000001 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 -0.7199999999999998 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 0.20999999999999996 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 -1.0300000000000002 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 -0.21999999999999975 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 1.4600000000000004 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 -0.8999999999999999 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 -0.10000000000000009 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 -1.2999999999999998 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 1.3499999999999996 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 (26d) 95 PE | |||||||
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Delta: -0.53
Vega: 0
Theta: -0.07
Gamma: 0.03768
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 29 Apr | 93.20 | 4.94 | 0.6100000000000003 | 41.39 | 167 | 90 | 193 |
| 28 Apr | 94.63 | 4.36 | 0.040000000000000036 | 42.28 | 82 | 21 | 102 |
| 27 Apr | 95.41 | 4.31 | -1.2600000000000007 | 44.19 | 113 | 52 | 78 |
| 24 Apr | 93.20 | 5.58 | 0.17999999999999972 | 44.29 | 11 | 0 | 26 |
| 23 Apr | 93.31 | 5.4 | 0.4300000000000006 | 42.64 | 15 | 4 | 26 |
| 22 Apr | 94.20 | 4.96 | -0.040000000000000036 | 41.88 | 23 | 15 | 21 |
| 21 Apr | 93.28 | 5 | -0.7000000000000002 | 37.79 | 2 | 1 | 5 |
| 20 Apr | 93.32 | 5.7 | 5.7 | - | 0 | 0 | 4 |
| 17 Apr | 94.32 | 5.7 | -0.09999999999999964 | 42.55 | 2 | 0 | 3 |
| 16 Apr | 93.05 | 5.8 | -12.129999999999999 | 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 | 0 | 0 |
For Nbcc (India) Limited - strike price 95 expiring on 26MAY2026
Delta for 95 PE is -0.53
Historical price for 95 PE is as follows
On 29 Apr NBCC was trading at 93.20. The strike last trading price was 4.94, which was 0.6100000000000003 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 0.040000000000000036 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 -1.2600000000000007 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 0.17999999999999972 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 0.4300000000000006 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 -0.040000000000000036 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 -0.7000000000000002 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 -0.09999999999999964 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 -12.129999999999999 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
