NBCC
Nbcc (India) Limited
Historical option data for NBCC
02 Mar 2026 04:13 PM IST
| NBCC 30-MAR-2026 95 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.34
Vega: 0.09
Theta: -0.07
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 2 Mar | 89.36 | 1.94 | -1.05 | 37.01 | 633 | -35 | 449 | |||||||||
| 27 Feb | 92.67 | 2.98 | -0.84 | 35.23 | 839 | 90 | 482 | |||||||||
| 26 Feb | 94.06 | 3.83 | -0.47 | 34.87 | 530 | 88 | 396 | |||||||||
| 25 Feb | 94.63 | 4.18 | -0.16 | 34.17 | 503 | 75 | 312 | |||||||||
| 24 Feb | 94.54 | 4.43 | -0.28 | 35.21 | 476 | 147 | 240 | |||||||||
| 23 Feb | 95.34 | 4.74 | 0.11 | 33.66 | 137 | 18 | 93 | |||||||||
| 20 Feb | 94.91 | 4.6 | -0.39 | 34.32 | 106 | 48 | 74 | |||||||||
| 19 Feb | 95.48 | 4.8 | -4.5 | 33.1 | 35 | 24 | 24 | |||||||||
| 18 Feb | 98.04 | 9.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Feb | 98.51 | 9.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Feb | 99.81 | 9.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Feb | 98.08 | 9.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Feb | 100.50 | 9.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Feb | 101.68 | 9.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Feb | 101.44 | 9.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Feb | 102.01 | 9.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Feb | 98.30 | 9.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Feb | 100.95 | 9.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Feb | 104.35 | 9.3 | 0 | - | 0 | 0 | 0 | |||||||||
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| 3 Feb | 100.43 | 9.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Feb | 96.96 | 9.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Feb | 95.39 | 9.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Jan | 98.86 | 9.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Jan | 99.30 | 9.3 | 0 | - | 0 | 0 | 0 | |||||||||
For Nbcc (India) Limited - strike price 95 expiring on 30MAR2026
Delta for 95 CE is 0.34
Historical price for 95 CE is as follows
On 2 Mar NBCC was trading at 89.36. The strike last trading price was 1.94, which was -1.05 lower than the previous day. The implied volatity was 37.01, the open interest changed by -35 which decreased total open position to 449
On 27 Feb NBCC was trading at 92.67. The strike last trading price was 2.98, which was -0.84 lower than the previous day. The implied volatity was 35.23, the open interest changed by 90 which increased total open position to 482
On 26 Feb NBCC was trading at 94.06. The strike last trading price was 3.83, which was -0.47 lower than the previous day. The implied volatity was 34.87, the open interest changed by 88 which increased total open position to 396
On 25 Feb NBCC was trading at 94.63. The strike last trading price was 4.18, which was -0.16 lower than the previous day. The implied volatity was 34.17, the open interest changed by 75 which increased total open position to 312
On 24 Feb NBCC was trading at 94.54. The strike last trading price was 4.43, which was -0.28 lower than the previous day. The implied volatity was 35.21, the open interest changed by 147 which increased total open position to 240
On 23 Feb NBCC was trading at 95.34. The strike last trading price was 4.74, which was 0.11 higher than the previous day. The implied volatity was 33.66, the open interest changed by 18 which increased total open position to 93
On 20 Feb NBCC was trading at 94.91. The strike last trading price was 4.6, which was -0.39 lower than the previous day. The implied volatity was 34.32, the open interest changed by 48 which increased total open position to 74
On 19 Feb NBCC was trading at 95.48. The strike last trading price was 4.8, which was -4.5 lower than the previous day. The implied volatity was 33.1, the open interest changed by 24 which increased total open position to 24
On 18 Feb NBCC was trading at 98.04. The strike last trading price was 9.3, 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 9.3, 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 9.3, 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 9.3, 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 9.3, 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 9.3, 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 9.3, 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 9.3, 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 9.3, 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 9.3, 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 9.3, 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 9.3, 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 9.3, 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 9.3, 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 9.3, 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 29 Jan NBCC was trading at 99.30. The strike last trading price was 9.3, 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 95 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.64
Vega: 0.09
Theta: -0.05
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 2 Mar | 89.36 | 6.97 | 1.93 | 43.04 | 181 | -55 | 258 |
| 27 Feb | 92.67 | 5.16 | 0.97 | 38.65 | 166 | 29 | 312 |
| 26 Feb | 94.06 | 4.06 | 0.13 | 36.12 | 77 | 13 | 283 |
| 25 Feb | 94.63 | 3.98 | -0.16 | 37.76 | 229 | 44 | 271 |
| 24 Feb | 94.54 | 3.96 | 0.08 | 37.58 | 328 | 61 | 230 |
| 23 Feb | 95.34 | 3.78 | -0.58 | 38.37 | 140 | 55 | 172 |
| 20 Feb | 94.91 | 4.41 | 0.21 | 39.65 | 84 | 18 | 116 |
| 19 Feb | 95.48 | 4.4 | 1.15 | 40.94 | 103 | 30 | 97 |
| 18 Feb | 98.04 | 3.25 | -0.31 | 39.28 | 44 | 17 | 66 |
| 17 Feb | 98.51 | 3.6 | 0.14 | 43.53 | 19 | 3 | 48 |
| 16 Feb | 99.81 | 3.76 | -0.54 | 48.48 | 46 | 32 | 44 |
| 13 Feb | 98.08 | 4.3 | 1.3 | 46.43 | 5 | 0 | 11 |
| 12 Feb | 100.50 | 3 | 0.3 | 41.97 | 10 | 4 | 11 |
| 11 Feb | 101.68 | 2.7 | 0.1 | 41.56 | 1 | 0 | 8 |
| 10 Feb | 101.44 | 2.6 | -0.55 | 39.28 | 1 | 0 | 7 |
| 9 Feb | 102.01 | 3.15 | -0.8 | 45.06 | 2 | 0 | 7 |
| 6 Feb | 98.30 | 3.97 | 3.77 | 41.32 | 7 | 2 | 3 |
| 5 Feb | 100.95 | 0.2 | -6.26 | - | 0 | 0 | 1 |
| 4 Feb | 104.35 | 0.2 | -6.26 | 18.2 | 1 | 0 | 0 |
| 3 Feb | 100.43 | 6.46 | 0 | 5.85 | 0 | 0 | 0 |
| 2 Feb | 96.96 | 6.46 | 0 | 3.27 | 0 | 0 | 0 |
| 1 Feb | 95.39 | 6.46 | 0 | 1.97 | 0 | 0 | 0 |
| 30 Jan | 98.86 | 6.46 | 0 | 4.72 | 0 | 0 | 0 |
| 29 Jan | 99.30 | 6.46 | 0 | 4.14 | 0 | 0 | 0 |
For Nbcc (India) Limited - strike price 95 expiring on 30MAR2026
Delta for 95 PE is -0.64
Historical price for 95 PE is as follows
On 2 Mar NBCC was trading at 89.36. The strike last trading price was 6.97, which was 1.93 higher than the previous day. The implied volatity was 43.04, the open interest changed by -55 which decreased total open position to 258
On 27 Feb NBCC was trading at 92.67. The strike last trading price was 5.16, which was 0.97 higher than the previous day. The implied volatity was 38.65, the open interest changed by 29 which increased total open position to 312
On 26 Feb NBCC was trading at 94.06. The strike last trading price was 4.06, which was 0.13 higher than the previous day. The implied volatity was 36.12, the open interest changed by 13 which increased total open position to 283
On 25 Feb NBCC was trading at 94.63. The strike last trading price was 3.98, which was -0.16 lower than the previous day. The implied volatity was 37.76, the open interest changed by 44 which increased total open position to 271
On 24 Feb NBCC was trading at 94.54. The strike last trading price was 3.96, which was 0.08 higher than the previous day. The implied volatity was 37.58, the open interest changed by 61 which increased total open position to 230
On 23 Feb NBCC was trading at 95.34. The strike last trading price was 3.78, which was -0.58 lower than the previous day. The implied volatity was 38.37, the open interest changed by 55 which increased total open position to 172
On 20 Feb NBCC was trading at 94.91. The strike last trading price was 4.41, which was 0.21 higher than the previous day. The implied volatity was 39.65, the open interest changed by 18 which increased total open position to 116
On 19 Feb NBCC was trading at 95.48. The strike last trading price was 4.4, which was 1.15 higher than the previous day. The implied volatity was 40.94, the open interest changed by 30 which increased total open position to 97
On 18 Feb NBCC was trading at 98.04. The strike last trading price was 3.25, which was -0.31 lower than the previous day. The implied volatity was 39.28, the open interest changed by 17 which increased total open position to 66
On 17 Feb NBCC was trading at 98.51. The strike last trading price was 3.6, which was 0.14 higher than the previous day. The implied volatity was 43.53, the open interest changed by 3 which increased total open position to 48
On 16 Feb NBCC was trading at 99.81. The strike last trading price was 3.76, which was -0.54 lower than the previous day. The implied volatity was 48.48, the open interest changed by 32 which increased total open position to 44
On 13 Feb NBCC was trading at 98.08. The strike last trading price was 4.3, which was 1.3 higher than the previous day. The implied volatity was 46.43, the open interest changed by 0 which decreased total open position to 11
On 12 Feb NBCC was trading at 100.50. The strike last trading price was 3, which was 0.3 higher than the previous day. The implied volatity was 41.97, the open interest changed by 4 which increased total open position to 11
On 11 Feb NBCC was trading at 101.68. The strike last trading price was 2.7, which was 0.1 higher than the previous day. The implied volatity was 41.56, the open interest changed by 0 which decreased total open position to 8
On 10 Feb NBCC was trading at 101.44. The strike last trading price was 2.6, which was -0.55 lower than the previous day. The implied volatity was 39.28, the open interest changed by 0 which decreased total open position to 7
On 9 Feb NBCC was trading at 102.01. The strike last trading price was 3.15, which was -0.8 lower than the previous day. The implied volatity was 45.06, the open interest changed by 0 which decreased total open position to 7
On 6 Feb NBCC was trading at 98.30. The strike last trading price was 3.97, which was 3.77 higher than the previous day. The implied volatity was 41.32, the open interest changed by 2 which increased total open position to 3
On 5 Feb NBCC was trading at 100.95. The strike last trading price was 0.2, which was -6.26 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 4 Feb NBCC was trading at 104.35. The strike last trading price was 0.2, which was -6.26 lower than the previous day. The implied volatity was 18.2, 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 6.46, which was 0 lower than the previous day. The implied volatity was 5.85, 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 6.46, which was 0 lower than the previous day. The implied volatity was 3.27, 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 6.46, which was 0 lower than the previous day. The implied volatity was 1.97, 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 6.46, which was 0 lower than the previous day. The implied volatity was 4.72, the open interest changed by 0 which decreased total open position to 0
On 29 Jan NBCC was trading at 99.30. The strike last trading price was 6.46, which was 0 lower than the previous day. The implied volatity was 4.14, the open interest changed by 0 which decreased total open position to 0
