NBCC
Nbcc (India) Limited
Historical option data for NBCC
29 Apr 2026 10:07 AM IST
| NBCC 26-May-2026 (27d) 96 CE | ||||||||||||||||
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Delta: 0.49
Vega: 0
Theta: -0.09
Gamma: 0.03604
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 29 Apr | 94.75 | 4.01 | -0.22000000000000064 | 42.51 | 7 | 4 | 33 | |||||||||
| 28 Apr | 94.63 | 4.24 | -0.6200000000000001 | 43.88 | 41 | 11 | 29 | |||||||||
| 27 Apr | 95.41 | 4.9 | 0.20000000000000018 | 46.17 | 44 | 17 | 18 | |||||||||
| 24 Apr | 93.20 | 4.7 | -0.5499999999999998 | - | 0 | 0 | 1 | |||||||||
| 23 Apr | 93.31 | 4.7 | -0.5499999999999998 | 45.94 | 0 | 0 | 1 | |||||||||
| 22 Apr | 94.20 | 4.7 | -4.569999999999999 | 45.94 | 3 | 0 | 0 | |||||||||
| 21 Apr | 93.28 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Apr | 93.32 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Apr | 94.32 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Apr | 93.05 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 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 | |||||||||
| 9 Apr | 87.83 | - | - | - | 0 | 0 | 0 | |||||||||
| 8 Apr | 88.73 | - | - | - | 0 | 0 | 0 | |||||||||
| 7 Apr | 84.16 | - | - | - | 0 | 0 | 0 | |||||||||
| 6 Apr | 84.34 | - | - | - | 0 | 0 | 0 | |||||||||
| 2 Apr | 83.09 | - | - | - | 0 | 0 | 0 | |||||||||
| 1 Apr | 82.79 | - | - | - | 0 | 0 | 0 | |||||||||
| 30 Mar | 77.52 | - | - | - | 0 | 0 | 0 | |||||||||
| 27 Mar | 80.53 | - | - | - | 0 | 0 | 0 | |||||||||
| 25 Mar | 84.52 | - | - | - | 0 | 0 | 0 | |||||||||
| 24 Mar | 81.85 | - | - | - | 0 | 0 | 0 | |||||||||
| 23 Mar | 79.09 | - | - | - | 0 | 0 | 0 | |||||||||
| 20 Mar | 83.91 | 9.27 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Mar | 83.14 | 9.27 | 0 | 4.91 | 0 | 0 | 0 | |||||||||
| 18 Mar | 88.44 | 9.27 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Mar | 83.13 | - | - | - | 0 | 0 | 0 | |||||||||
| 16 Mar | 82.88 | - | - | - | 0 | 0 | 0 | |||||||||
| 13 Mar | 83.20 | 9.27 | 0 | 6.32 | 0 | 0 | 0 | |||||||||
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| 12 Mar | 86.58 | 9.27 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Mar | 86.16 | 9.27 | 0 | 5.81 | 0 | 0 | 0 | |||||||||
| 10 Mar | 87.04 | 9.27 | 0 | 6.09 | 0 | 0 | 0 | |||||||||
| 9 Mar | 84.44 | - | - | - | 0 | 0 | 0 | |||||||||
| 6 Mar | 85.64 | 9.27 | 0 | 4.35 | 0 | 0 | 0 | |||||||||
| 5 Mar | 86.85 | 9.27 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Mar | 85.63 | 9.27 | 0 | 5.89 | 0 | 0 | 0 | |||||||||
| 2 Mar | 89.36 | 9.27 | 0 | 2.69 | 0 | 0 | 0 | |||||||||
| 27 Feb | 92.67 | 9.27 | 0 | - | 0 | 0 | 0 | |||||||||
For Nbcc (India) Limited - strike price 96 expiring on 26MAY2026
Delta for 96 CE is 0.49
Historical price for 96 CE is as follows
On 29 Apr NBCC was trading at 94.75. The strike last trading price was 4.01, which was -0.22000000000000064 lower than the previous day. The implied volatity was 42.51, the open interest changed by 4 which increased total open position to 33
On 28 Apr NBCC was trading at 94.63. The strike last trading price was 4.24, which was -0.6200000000000001 lower than the previous day. The implied volatity was 43.88, the open interest changed by 11 which increased total open position to 29
On 27 Apr NBCC was trading at 95.41. The strike last trading price was 4.9, which was 0.20000000000000018 higher than the previous day. The implied volatity was 46.17, the open interest changed by 17 which increased total open position to 18
On 24 Apr NBCC was trading at 93.20. The strike last trading price was 4.7, which was -0.5499999999999998 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 23 Apr NBCC was trading at 93.31. The strike last trading price was 4.7, which was -0.5499999999999998 lower than the previous day. The implied volatity was 45.94, the open interest changed by 0 which decreased total open position to 1
On 22 Apr NBCC was trading at 94.20. The strike last trading price was 4.7, which was -4.569999999999999 lower than the previous day. The implied volatity was 45.94, the open interest changed by 0 which decreased total open position to 0
On 21 Apr NBCC was trading at 93.28. 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 20 Apr NBCC was trading at 93.32. 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 17 Apr NBCC was trading at 94.32. 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 16 Apr NBCC was trading at 93.05. 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 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 -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 9 Apr NBCC was trading at 87.83. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 8 Apr NBCC was trading at 88.73. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Apr NBCC was trading at 84.16. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Apr NBCC was trading at 84.34. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 2 Apr NBCC was trading at 83.09. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Apr NBCC was trading at 82.79. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 30 Mar NBCC was trading at 77.52. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 27 Mar NBCC was trading at 80.53. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 25 Mar NBCC was trading at 84.52. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 24 Mar NBCC was trading at 81.85. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 23 Mar NBCC was trading at 79.09. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 20 Mar NBCC was trading at 83.91. The strike last trading price was 9.27, 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 Mar NBCC was trading at 83.14. The strike last trading price was 9.27, which was 0 lower than the previous day. The implied volatity was 4.91, the open interest changed by 0 which decreased total open position to 0
On 18 Mar NBCC was trading at 88.44. The strike last trading price was 9.27, 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 Mar NBCC was trading at 83.13. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 16 Mar NBCC was trading at 82.88. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Mar NBCC was trading at 83.20. The strike last trading price was 9.27, which was 0 lower than the previous day. The implied volatity was 6.32, the open interest changed by 0 which decreased total open position to 0
On 12 Mar NBCC was trading at 86.58. The strike last trading price was 9.27, 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 Mar NBCC was trading at 86.16. The strike last trading price was 9.27, which was 0 lower than the previous day. The implied volatity was 5.81, the open interest changed by 0 which decreased total open position to 0
On 10 Mar NBCC was trading at 87.04. The strike last trading price was 9.27, which was 0 lower than the previous day. The implied volatity was 6.09, the open interest changed by 0 which decreased total open position to 0
On 9 Mar NBCC was trading at 84.44. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Mar NBCC was trading at 85.64. The strike last trading price was 9.27, which was 0 lower than the previous day. The implied volatity was 4.35, the open interest changed by 0 which decreased total open position to 0
On 5 Mar NBCC was trading at 86.85. The strike last trading price was 9.27, 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 Mar NBCC was trading at 85.63. The strike last trading price was 9.27, which was 0 lower than the previous day. The implied volatity was 5.89, the open interest changed by 0 which decreased total open position to 0
On 2 Mar NBCC was trading at 89.36. The strike last trading price was 9.27, which was 0 lower than the previous day. The implied volatity was 2.69, the open interest changed by 0 which decreased total open position to 0
On 27 Feb NBCC was trading at 92.67. The strike last trading price was 9.27, 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 26-May-2026 (27d) 96 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.51
Vega: 0
Theta: -0.07
Gamma: 0.03689
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 29 Apr | 94.75 | 4.78 | -0.16999999999999993 | 41.53 | 6 | 4 | 21 |
| 28 Apr | 94.63 | 4.85 | 0.10999999999999943 | 41.24 | 16 | 8 | 17 |
| 27 Apr | 95.41 | 4.72 | -4.430000000000001 | 43.4 | 20 | 7 | 7 |
| 24 Apr | 93.20 | 0 | 0 | - | 0 | 0 | 0 |
| 23 Apr | 93.31 | 0 | 0 | - | 0 | 0 | 0 |
| 22 Apr | 94.20 | 0 | 0 | - | 0 | 0 | 0 |
| 21 Apr | 93.28 | 0 | 0 | - | 0 | 0 | 0 |
| 20 Apr | 93.32 | 0 | 0 | - | 0 | 0 | 0 |
| 17 Apr | 94.32 | 0 | 0 | - | 0 | 0 | 0 |
| 16 Apr | 93.05 | 0 | 0 | - | 0 | 0 | 0 |
| 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 |
| 9 Apr | 87.83 | - | - | - | 0 | 0 | 0 |
| 8 Apr | 88.73 | - | - | - | 0 | 0 | 0 |
| 7 Apr | 84.16 | - | - | - | 0 | 0 | 0 |
| 6 Apr | 84.34 | - | - | - | 0 | 0 | 0 |
| 2 Apr | 83.09 | - | - | - | 0 | 0 | 0 |
| 1 Apr | 82.79 | - | - | - | 0 | 0 | 0 |
| 30 Mar | 77.52 | - | - | - | 0 | 0 | 0 |
| 27 Mar | 80.53 | - | - | - | 0 | 0 | 0 |
| 25 Mar | 84.52 | - | - | - | 0 | 0 | 0 |
| 24 Mar | 81.85 | - | - | - | 0 | 0 | 0 |
| 23 Mar | 79.09 | - | - | - | 0 | 0 | 0 |
| 20 Mar | 83.91 | 9.15 | 0 | - | 0 | 0 | 0 |
| 19 Mar | 83.14 | 9.15 | 0 | - | 0 | 0 | 0 |
| 18 Mar | 88.44 | 9.15 | 0 | - | 0 | 0 | 0 |
| 17 Mar | 83.13 | - | - | - | 0 | 0 | 0 |
| 16 Mar | 82.88 | - | - | - | 0 | 0 | 0 |
| 13 Mar | 83.20 | 9.15 | 0 | - | 0 | 0 | 0 |
| 12 Mar | 86.58 | 9.15 | 0 | - | 0 | 0 | 0 |
| 11 Mar | 86.16 | 9.15 | 0 | - | 0 | 0 | 0 |
| 10 Mar | 87.04 | 9.15 | 0 | - | 0 | 0 | 0 |
| 9 Mar | 84.44 | - | - | - | 0 | 0 | 0 |
| 6 Mar | 85.64 | 9.15 | 0 | - | 0 | 0 | 0 |
| 5 Mar | 86.85 | 9.15 | 0 | - | 0 | 0 | 0 |
| 4 Mar | 85.63 | 9.15 | 0 | - | 0 | 0 | 0 |
| 2 Mar | 89.36 | 9.15 | 0 | - | 0 | 0 | 0 |
| 27 Feb | 92.67 | 9.15 | 0 | 0.06 | 0 | 0 | 0 |
For Nbcc (India) Limited - strike price 96 expiring on 26MAY2026
Delta for 96 PE is -0.51
Historical price for 96 PE is as follows
On 29 Apr NBCC was trading at 94.75. The strike last trading price was 4.78, which was -0.16999999999999993 lower than the previous day. The implied volatity was 41.53, the open interest changed by 4 which increased total open position to 21
On 28 Apr NBCC was trading at 94.63. The strike last trading price was 4.85, which was 0.10999999999999943 higher than the previous day. The implied volatity was 41.24, the open interest changed by 8 which increased total open position to 17
On 27 Apr NBCC was trading at 95.41. The strike last trading price was 4.72, which was -4.430000000000001 lower than the previous day. The implied volatity was 43.4, the open interest changed by 7 which increased total open position to 7
On 24 Apr NBCC was trading at 93.20. 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 23 Apr NBCC was trading at 93.31. 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 22 Apr NBCC was trading at 94.20. 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 21 Apr NBCC was trading at 93.28. 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 20 Apr NBCC was trading at 93.32. 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 17 Apr NBCC was trading at 94.32. 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 16 Apr NBCC was trading at 93.05. 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 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 -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 9 Apr NBCC was trading at 87.83. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 8 Apr NBCC was trading at 88.73. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Apr NBCC was trading at 84.16. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Apr NBCC was trading at 84.34. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 2 Apr NBCC was trading at 83.09. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Apr NBCC was trading at 82.79. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 30 Mar NBCC was trading at 77.52. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 27 Mar NBCC was trading at 80.53. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 25 Mar NBCC was trading at 84.52. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 24 Mar NBCC was trading at 81.85. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 23 Mar NBCC was trading at 79.09. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 20 Mar NBCC was trading at 83.91. The strike last trading price was 9.15, 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 Mar NBCC was trading at 83.14. The strike last trading price was 9.15, 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 18 Mar NBCC was trading at 88.44. The strike last trading price was 9.15, 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 Mar NBCC was trading at 83.13. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 16 Mar NBCC was trading at 82.88. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Mar NBCC was trading at 83.20. The strike last trading price was 9.15, 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 Mar NBCC was trading at 86.58. The strike last trading price was 9.15, 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 Mar NBCC was trading at 86.16. The strike last trading price was 9.15, 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 Mar NBCC was trading at 87.04. The strike last trading price was 9.15, 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 Mar NBCC was trading at 84.44. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Mar NBCC was trading at 85.64. The strike last trading price was 9.15, 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 Mar NBCC was trading at 86.85. The strike last trading price was 9.15, 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 Mar NBCC was trading at 85.63. The strike last trading price was 9.15, 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 Mar NBCC was trading at 89.36. The strike last trading price was 9.15, 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 Feb NBCC was trading at 92.67. The strike last trading price was 9.15, which was 0 lower than the previous day. The implied volatity was 0.06, the open interest changed by 0 which decreased total open position to 0
