Historical option data for NBCC
27 May 2026 04:10 PM IST
| NBCC 30-Jun-2026 (33d) 97 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.62
Vega: 0
Theta: -0.07
Gamma: 0.03232
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 27 May | 99.10 | 6.24 | 2.14 (52.20%) | 38.52 | 235 | -6 | 121 | |||||||||
| 26 May | 95.55 | 4.25 | -0.8 (-15.84%) | 37.76 | 300 | 104 | 127 | |||||||||
| 25 May | 96.79 | 5.1 | -2.14 (-29.56%) | 40.5 | 76 | 23 | 23 | |||||||||
| 22 May | 94.82 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 May | 93.07 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 May | 93.01 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 May | 91.66 | 0 | -7.24 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 15 May | 93.82 | 0 | -7.24 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 14 May | 95.49 | 0 | -7.24 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 13 May | 94.88 | 0 | -7.24 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 12 May | 92.66 | 0 | -7.24 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 11 May | 95.70 | 0 | -7.24 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 8 May | 100.64 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 May | 96.85 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 May | 94.94 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 May | 92.92 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 May | 92.52 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Apr | 91.65 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Apr | 93.20 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Nbcc (India) Limited - strike price 97 expiring on 30JUN2026
Delta for 97 CE is 0.62
Historical price for 97 CE is as follows
On 27 May NBCC was trading at 99.10. The strike last trading price was 6.24, which was 2.14 higher than the previous day. The implied volatity was 38.52, the open interest changed by -6 which decreased total open position to 121
On 26 May NBCC was trading at 95.55. The strike last trading price was 4.25, which was -0.8 lower than the previous day. The implied volatity was 37.76, the open interest changed by 104 which increased total open position to 127
On 25 May NBCC was trading at 96.79. The strike last trading price was 5.1, which was -2.14 lower than the previous day. The implied volatity was 40.5, the open interest changed by 23 which increased total open position to 23
On 22 May NBCC was trading at 94.82. 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 May NBCC was trading at 93.07. 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 May NBCC was trading at 93.01. 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 18 May NBCC was trading at 91.66. The strike last trading price was 0, which was -7.24 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 15 May NBCC was trading at 93.82. The strike last trading price was 0, which was -7.24 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 May NBCC was trading at 95.49. The strike last trading price was 0, which was -7.24 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 13 May NBCC was trading at 94.88. The strike last trading price was 0, which was -7.24 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 12 May NBCC was trading at 92.66. The strike last trading price was 0, which was -7.24 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 11 May NBCC was trading at 95.70. The strike last trading price was 0, which was -7.24 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 8 May NBCC was trading at 100.64. 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 7 May NBCC was trading at 96.85. 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 6 May NBCC was trading at 94.94. 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 5 May NBCC was trading at 92.92. 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 4 May NBCC was trading at 92.52. 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 30 Apr NBCC was trading at 91.65. 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 29 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
| NBCC 30-Jun-2026 (33d) 97 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.38
Vega: 0
Theta: -0.05
Gamma: 0.03627
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 27 May | 99.10 | 2.93 | -1.63 (-35.75%) | 34.47 | 140 | 2 | 51 |
| 26 May | 95.55 | 4.43 | -0.02 (-0.45%) | 34.06 | 83 | 27 | 50 |
| 25 May | 96.79 | 4.46 | -2.94 (-39.73%) | 38.6 | 42 | 22 | 23 |
| 22 May | 94.82 | 7.4 | 0 (0.00%) | - | 1 | 0 | 1 |
| 21 May | 93.07 | 7.4 | 0 (0.00%) | 44.46 | 1 | 0 | 1 |
| 20 May | 93.01 | 7.4 | -1.24 (-14.35%) | 44.46 | 1 | 1 | 1 |
| 18 May | 91.66 | 0 | -8.64 (-100.00%) | - | 0 | 0 | 0 |
| 15 May | 93.82 | 0 | -8.64 (-100.00%) | - | 0 | 0 | 0 |
| 14 May | 95.49 | 0 | -8.64 (-100.00%) | 0 | 0 | 0 | 0 |
| 13 May | 94.88 | 0 | -8.64 (-100.00%) | 0 | 0 | 0 | 0 |
| 12 May | 92.66 | 0 | -8.64 (-100.00%) | 0 | 0 | 0 | 0 |
| 11 May | 95.70 | 0 | -8.64 (-100.00%) | 0 | 0 | 0 | 0 |
| 8 May | 100.64 | 0 | 0 | - | 0 | 0 | 0 |
| 7 May | 96.85 | 0 | 0 | - | 0 | 0 | 0 |
| 6 May | 94.94 | 0 | 0 | - | 0 | 0 | 0 |
| 5 May | 92.92 | 0 | 0 | - | 0 | 0 | 0 |
| 4 May | 92.52 | 0 | 0 | - | 0 | 0 | 0 |
| 30 Apr | 91.65 | 0 | 0 | - | 0 | 0 | 0 |
| 29 Apr | 93.20 | 0 | 0 | - | 0 | 0 | 0 |
For Nbcc (India) Limited - strike price 97 expiring on 30JUN2026
Delta for 97 PE is -0.38
Historical price for 97 PE is as follows
On 27 May NBCC was trading at 99.10. The strike last trading price was 2.93, which was -1.63 lower than the previous day. The implied volatity was 34.47, the open interest changed by 2 which increased total open position to 51
On 26 May NBCC was trading at 95.55. The strike last trading price was 4.43, which was -0.02 lower than the previous day. The implied volatity was 34.06, the open interest changed by 27 which increased total open position to 50
On 25 May NBCC was trading at 96.79. The strike last trading price was 4.46, which was -2.94 lower than the previous day. The implied volatity was 38.6, the open interest changed by 22 which increased total open position to 23
On 22 May NBCC was trading at 94.82. The strike last trading price was 7.4, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 21 May NBCC was trading at 93.07. The strike last trading price was 7.4, which was 0 lower than the previous day. The implied volatity was 44.46, the open interest changed by 0 which decreased total open position to 1
On 20 May NBCC was trading at 93.01. The strike last trading price was 7.4, which was -1.24 lower than the previous day. The implied volatity was 44.46, the open interest changed by 1 which increased total open position to 1
On 18 May NBCC was trading at 91.66. The strike last trading price was 0, which was -8.64 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 15 May NBCC was trading at 93.82. The strike last trading price was 0, which was -8.64 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 May NBCC was trading at 95.49. The strike last trading price was 0, which was -8.64 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 13 May NBCC was trading at 94.88. The strike last trading price was 0, which was -8.64 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 12 May NBCC was trading at 92.66. The strike last trading price was 0, which was -8.64 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 11 May NBCC was trading at 95.70. The strike last trading price was 0, which was -8.64 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 8 May NBCC was trading at 100.64. 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 7 May NBCC was trading at 96.85. 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 6 May NBCC was trading at 94.94. 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 5 May NBCC was trading at 92.92. 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 4 May NBCC was trading at 92.52. 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 30 Apr NBCC was trading at 91.65. 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 29 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
