NBCC
Nbcc (India) Limited
Historical option data for NBCC
08 May 2026 04:10 PM IST
| NBCC 26-May-2026 (16d) 97 CE | ||||||||||||||||
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Delta: 0.69
Vega: 0
Theta: -0.1
Gamma: 0.03655
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
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| 8 May | 100.64 | 6.28 | 2.7300000000000004 (76.90%) | 42.47 | 383 | -35 | 73 | |||||||||
| 7 May | 96.85 | 3.83 | 0.98 (34.39%) | 40.27 | 258 | 52 | 108 | |||||||||
| 6 May | 94.94 | 2.82 | 0.77 (37.56%) | 40.64 | 121 | 16 | 55 | |||||||||
| 5 May | 92.92 | 2.05 | -0.010000000000000231 (-0.49%) | 39.77 | 5 | -1 | 41 | |||||||||
| 4 May | 92.52 | 2.06 | -0.18999999999999995 (-8.44%) | 41.92 | 31 | 11 | 41 | |||||||||
| 30 Apr | 91.65 | 2.25 | -0.6499999999999999 (-22.41%) | 43.08 | 18 | 1 | 31 | |||||||||
| 29 Apr | 93.20 | 2.95 | -0.6499999999999999 (-18.06%) | 42.61 | 30 | 6 | 28 | |||||||||
| 28 Apr | 94.63 | 3.6 | -0.7600000000000002 (-17.43%) | 43.38 | 21 | 15 | 21 | |||||||||
| 27 Apr | 95.41 | 4.32 | 0.8500000000000001 (24.50%) | 44.75 | 21 | 6 | 7 | |||||||||
| 24 Apr | 93.20 | 3.47 | 2.2300000000000004 (179.84%) | 42.49 | 2 | 1 | 1 | |||||||||
| 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 | |||||||||
For Nbcc (India) Limited - strike price 97 expiring on 26MAY2026
Delta for 97 CE is 0.69
Historical price for 97 CE is as follows
On 8 May NBCC was trading at 100.64. The strike last trading price was 6.28, which was 2.7300000000000004 higher than the previous day. The implied volatity was 42.47, the open interest changed by -35 which decreased total open position to 73
On 7 May NBCC was trading at 96.85. The strike last trading price was 3.83, which was 0.98 higher than the previous day. The implied volatity was 40.27, the open interest changed by 52 which increased total open position to 108
On 6 May NBCC was trading at 94.94. The strike last trading price was 2.82, which was 0.77 higher than the previous day. The implied volatity was 40.64, the open interest changed by 16 which increased total open position to 55
On 5 May NBCC was trading at 92.92. The strike last trading price was 2.05, which was -0.010000000000000231 lower than the previous day. The implied volatity was 39.77, the open interest changed by -1 which decreased total open position to 41
On 4 May NBCC was trading at 92.52. The strike last trading price was 2.06, which was -0.18999999999999995 lower than the previous day. The implied volatity was 41.92, the open interest changed by 11 which increased total open position to 41
On 30 Apr NBCC was trading at 91.65. The strike last trading price was 2.25, which was -0.6499999999999999 lower than the previous day. The implied volatity was 43.08, the open interest changed by 1 which increased total open position to 31
On 29 Apr NBCC was trading at 93.20. The strike last trading price was 2.95, which was -0.6499999999999999 lower than the previous day. The implied volatity was 42.61, the open interest changed by 6 which increased total open position to 28
On 28 Apr NBCC was trading at 94.63. The strike last trading price was 3.6, which was -0.7600000000000002 lower than the previous day. The implied volatity was 43.38, the open interest changed by 15 which increased total open position to 21
On 27 Apr NBCC was trading at 95.41. The strike last trading price was 4.32, which was 0.8500000000000001 higher than the previous day. The implied volatity was 44.75, the open interest changed by 6 which increased total open position to 7
On 24 Apr NBCC was trading at 93.20. The strike last trading price was 3.47, which was 2.2300000000000004 higher than the previous day. The implied volatity was 42.49, the open interest changed by 1 which increased total open position to 1
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
| NBCC 26-May-2026 (16d) 97 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.3
Vega: 0
Theta: -0.07
Gamma: 0.03996
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 8 May | 100.64 | 1.72 | -1.3099999999999998 (-43.23%) | 38.41 | 241 | 66 | 74 |
| 7 May | 96.85 | 2.92 | -2.7300000000000004 (-48.32%) | 34.82 | 8 | 2 | 6 |
| 6 May | 94.94 | 5.65 | 5.65 | - | 0 | 0 | 4 |
| 5 May | 92.92 | 5.65 | 5.65 | - | 0 | 0 | 4 |
| 4 May | 92.52 | 5.65 | 5.65 | - | 0 | 0 | 4 |
| 30 Apr | 91.65 | 5.65 | 5.65 | - | 0 | 0 | 4 |
| 29 Apr | 93.20 | 5.65 | 5.65 (-12.54%) | 41.63 | 0 | 0 | 4 |
| 28 Apr | 94.63 | 5.65 | -0.8099999999999996 (-12.54%) | 41.63 | 6 | 1 | 5 |
| 27 Apr | 95.41 | 6.46 | 6.46 (0.00%) | - | 0 | 0 | 4 |
| 24 Apr | 93.20 | 6.46 | 0 (0.00%) | 41.64 | 0 | 0 | 4 |
| 23 Apr | 93.31 | 6.46 | -1.1900000000000004 (-15.56%) | 41.64 | 4 | 3 | 4 |
| 22 Apr | 94.20 | 7.65 | -0.5 (-6.13%) | - | 0 | 0 | 1 |
| 21 Apr | 93.28 | 7.65 | -0.5 (-6.13%) | - | 0 | 0 | 1 |
| 20 Apr | 93.32 | 7.65 | -0.5 (-6.13%) | - | 0 | 0 | 1 |
| 17 Apr | 94.32 | 7.65 | -0.5 (-6.13%) | 46.84 | 0 | 0 | 1 |
| 16 Apr | 93.05 | 7.65 | -11.999999999999998 (-61.07%) | 46.84 | 1 | 0 | 0 |
| 15 Apr | 91.00 | 0 | 0 | - | 0 | 0 | 0 |
| 13 Apr | 88.65 | 0 | 0 | - | 0 | 0 | 0 |
For Nbcc (India) Limited - strike price 97 expiring on 26MAY2026
Delta for 97 PE is -0.3
Historical price for 97 PE is as follows
On 8 May NBCC was trading at 100.64. The strike last trading price was 1.72, which was -1.3099999999999998 lower than the previous day. The implied volatity was 38.41, the open interest changed by 66 which increased total open position to 74
On 7 May NBCC was trading at 96.85. The strike last trading price was 2.92, which was -2.7300000000000004 lower than the previous day. The implied volatity was 34.82, the open interest changed by 2 which increased total open position to 6
On 6 May NBCC was trading at 94.94. The strike last trading price was 5.65, which was 5.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 5 May NBCC was trading at 92.92. The strike last trading price was 5.65, which was 5.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 4 May NBCC was trading at 92.52. The strike last trading price was 5.65, which was 5.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 30 Apr NBCC was trading at 91.65. The strike last trading price was 5.65, which was 5.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 29 Apr NBCC was trading at 93.20. The strike last trading price was 5.65, which was 5.65 higher than the previous day. The implied volatity was 41.63, the open interest changed by 0 which decreased total open position to 4
On 28 Apr NBCC was trading at 94.63. The strike last trading price was 5.65, which was -0.8099999999999996 lower than the previous day. The implied volatity was 41.63, the open interest changed by 1 which increased total open position to 5
On 27 Apr NBCC was trading at 95.41. The strike last trading price was 6.46, which was 6.46 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 24 Apr NBCC was trading at 93.20. The strike last trading price was 6.46, which was 0 lower than the previous day. The implied volatity was 41.64, the open interest changed by 0 which decreased total open position to 4
On 23 Apr NBCC was trading at 93.31. The strike last trading price was 6.46, which was -1.1900000000000004 lower than the previous day. The implied volatity was 41.64, the open interest changed by 3 which increased total open position to 4
On 22 Apr NBCC was trading at 94.20. The strike last trading price was 7.65, which was -0.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 21 Apr NBCC was trading at 93.28. The strike last trading price was 7.65, which was -0.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 20 Apr NBCC was trading at 93.32. The strike last trading price was 7.65, which was -0.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 17 Apr NBCC was trading at 94.32. The strike last trading price was 7.65, which was -0.5 lower than the previous day. The implied volatity was 46.84, the open interest changed by 0 which decreased total open position to 1
On 16 Apr NBCC was trading at 93.05. The strike last trading price was 7.65, which was -11.999999999999998 lower than the previous day. The implied volatity was 46.84, 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
