NBCC
Nbcc (India) Limited
Historical option data for NBCC
25 Feb 2026 02:28 PM IST
| NBCC 30-MAR-2026 98 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.41
Vega: 0.11
Theta: -0.07
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 25 Feb | 94.12 | 2.85 | -0.17 | 36.43 | 93 | -1 | 147 | |||||||||
| 24 Feb | 94.54 | 3.13 | -0.21 | 35.54 | 124 | 101 | 149 | |||||||||
| 23 Feb | 95.34 | 3.5 | 0.2 | 35.24 | 55 | 16 | 48 | |||||||||
| 20 Feb | 94.91 | 3.3 | -0.26 | 34.71 | 19 | 11 | 31 | |||||||||
| 19 Feb | 95.48 | 3.47 | -1.58 | 33.72 | 29 | 15 | 22 | |||||||||
| 18 Feb | 98.04 | 5.05 | -0.95 | 35.39 | 10 | 2 | 8 | |||||||||
| 17 Feb | 98.51 | 6 | -21.94 | 39.47 | 8 | 5 | 5 | |||||||||
| 16 Feb | 99.81 | 27.94 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Feb | 98.08 | 27.94 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Feb | 100.50 | 27.94 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Feb | 101.68 | 27.94 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Feb | 101.44 | 27.94 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Feb | 102.01 | 27.94 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Feb | 98.30 | 27.94 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Feb | 100.95 | 27.94 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Feb | 104.35 | 27.94 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Feb | 100.43 | 27.94 | 0 | - | 0 | 0 | 0 | |||||||||
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| 2 Feb | 96.96 | 27.94 | 0 | 0.21 | 0 | 0 | 0 | |||||||||
| 1 Feb | 95.39 | 27.94 | 0 | 0.79 | 0 | 0 | 0 | |||||||||
| 30 Jan | 98.86 | 27.94 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Jan | 99.30 | 27.94 | 0 | - | 0 | 0 | 0 | |||||||||
| 28 Jan | 99.53 | - | - | - | 0 | 0 | 0 | |||||||||
| 27 Jan | 96.84 | - | - | - | 0 | 0 | 0 | |||||||||
| 23 Jan | 95.08 | - | - | - | 0 | 0 | 0 | |||||||||
| 22 Jan | 98.68 | - | - | - | 0 | 0 | 0 | |||||||||
| 21 Jan | 96.69 | - | - | - | 0 | 0 | 0 | |||||||||
| 20 Jan | 97.78 | - | - | - | 0 | 0 | 0 | |||||||||
| 19 Jan | 102.27 | 27.94 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Jan | 103.72 | 27.94 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 Jan | 105.18 | 27.94 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Jan | 105.31 | 27.94 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Jan | 107.55 | 27.94 | 0 | - | 0 | 0 | 0 | |||||||||
For Nbcc (India) Limited - strike price 98 expiring on 30MAR2026
Delta for 98 CE is 0.41
Historical price for 98 CE is as follows
On 25 Feb NBCC was trading at 94.12. The strike last trading price was 2.85, which was -0.17 lower than the previous day. The implied volatity was 36.43, the open interest changed by -1 which decreased total open position to 147
On 24 Feb NBCC was trading at 94.54. The strike last trading price was 3.13, which was -0.21 lower than the previous day. The implied volatity was 35.54, the open interest changed by 101 which increased total open position to 149
On 23 Feb NBCC was trading at 95.34. The strike last trading price was 3.5, which was 0.2 higher than the previous day. The implied volatity was 35.24, the open interest changed by 16 which increased total open position to 48
On 20 Feb NBCC was trading at 94.91. The strike last trading price was 3.3, which was -0.26 lower than the previous day. The implied volatity was 34.71, the open interest changed by 11 which increased total open position to 31
On 19 Feb NBCC was trading at 95.48. The strike last trading price was 3.47, which was -1.58 lower than the previous day. The implied volatity was 33.72, the open interest changed by 15 which increased total open position to 22
On 18 Feb NBCC was trading at 98.04. The strike last trading price was 5.05, which was -0.95 lower than the previous day. The implied volatity was 35.39, the open interest changed by 2 which increased total open position to 8
On 17 Feb NBCC was trading at 98.51. The strike last trading price was 6, which was -21.94 lower than the previous day. The implied volatity was 39.47, the open interest changed by 5 which increased total open position to 5
On 16 Feb NBCC was trading at 99.81. The strike last trading price was 27.94, 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 27.94, 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 27.94, 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 27.94, 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 27.94, 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 27.94, 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 27.94, 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 27.94, 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 27.94, 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 27.94, 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 27.94, which was 0 lower than the previous day. The implied volatity was 0.21, 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 27.94, which was 0 lower than the previous day. The implied volatity was 0.79, 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 27.94, 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 27.94, 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 28 Jan NBCC was trading at 99.53. 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 27 Jan NBCC was trading at 96.84. 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 Jan NBCC was trading at 95.08. 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 22 Jan NBCC was trading at 98.68. 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 21 Jan NBCC was trading at 96.69. 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 Jan NBCC was trading at 97.78. 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 19 Jan NBCC was trading at 102.27. The strike last trading price was 27.94, 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 Jan NBCC was trading at 103.72. The strike last trading price was 27.94, 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 14 Jan NBCC was trading at 105.18. The strike last trading price was 27.94, 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 Jan NBCC was trading at 105.31. The strike last trading price was 27.94, 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 Jan NBCC was trading at 107.55. The strike last trading price was 27.94, 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 98 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.59
Vega: 0.11
Theta: -0.05
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 25 Feb | 94.12 | 5.95 | 0.19 | 37.36 | 2 | 1 | 33 |
| 24 Feb | 94.54 | 5.69 | 0.26 | 38.41 | 16 | 5 | 29 |
| 23 Feb | 95.34 | 5.45 | -0.66 | 39.36 | 8 | 7 | 24 |
| 20 Feb | 94.91 | 6.11 | 0.4 | 40.28 | 19 | 8 | 16 |
| 19 Feb | 95.48 | 5.71 | 1.23 | 38.81 | 1 | 0 | 9 |
| 18 Feb | 98.04 | 4.48 | -0.4 | 38.5 | 11 | 5 | 8 |
| 17 Feb | 98.51 | 4.88 | 2.31 | 43.65 | 3 | 2 | 2 |
| 16 Feb | 99.81 | 2.57 | 0 | 3.15 | 0 | 0 | 0 |
| 13 Feb | 98.08 | 2.57 | 0 | 1.34 | 0 | 0 | 0 |
| 12 Feb | 100.50 | 2.57 | 0 | 3.63 | 0 | 0 | 0 |
| 11 Feb | 101.68 | 2.57 | 0 | 4.49 | 0 | 0 | 0 |
| 10 Feb | 101.44 | 2.57 | 0 | 4.05 | 0 | 0 | 0 |
| 9 Feb | 102.01 | 2.57 | 0 | 4.71 | 0 | 0 | 0 |
| 6 Feb | 98.30 | 2.57 | 0 | 1.63 | 0 | 0 | 0 |
| 5 Feb | 100.95 | 2.57 | 0 | 3.86 | 0 | 0 | 0 |
| 4 Feb | 104.35 | 2.57 | 0 | 6.46 | 0 | 0 | 0 |
| 3 Feb | 100.43 | 2.57 | 0 | 3.42 | 0 | 0 | 0 |
| 2 Feb | 96.96 | 2.57 | 0 | 0.94 | 0 | 0 | 0 |
| 1 Feb | 95.39 | 2.57 | 0 | 0.23 | 0 | 0 | 0 |
| 30 Jan | 98.86 | 2.57 | 0 | 2.25 | 0 | 0 | 0 |
| 29 Jan | 99.30 | 2.57 | 0 | 1.84 | 0 | 0 | 0 |
| 28 Jan | 99.53 | - | - | - | 0 | 0 | 0 |
| 27 Jan | 96.84 | - | - | - | 0 | 0 | 0 |
| 23 Jan | 95.08 | - | - | - | 0 | 0 | 0 |
| 22 Jan | 98.68 | - | - | - | 0 | 0 | 0 |
| 21 Jan | 96.69 | - | - | - | 0 | 0 | 0 |
| 20 Jan | 97.78 | - | - | - | 0 | 0 | 0 |
| 19 Jan | 102.27 | 2.57 | 0 | - | 0 | 0 | 0 |
| 16 Jan | 103.72 | 2.57 | 0 | 5.61 | 0 | 0 | 0 |
| 14 Jan | 105.18 | 2.57 | 0 | 6.38 | 0 | 0 | 0 |
| 13 Jan | 105.31 | 2.57 | 0 | 6.45 | 0 | 0 | 0 |
| 12 Jan | 107.55 | 2.57 | 0 | 8 | 0 | 0 | 0 |
For Nbcc (India) Limited - strike price 98 expiring on 30MAR2026
Delta for 98 PE is -0.59
Historical price for 98 PE is as follows
On 25 Feb NBCC was trading at 94.12. The strike last trading price was 5.95, which was 0.19 higher than the previous day. The implied volatity was 37.36, the open interest changed by 1 which increased total open position to 33
On 24 Feb NBCC was trading at 94.54. The strike last trading price was 5.69, which was 0.26 higher than the previous day. The implied volatity was 38.41, the open interest changed by 5 which increased total open position to 29
On 23 Feb NBCC was trading at 95.34. The strike last trading price was 5.45, which was -0.66 lower than the previous day. The implied volatity was 39.36, the open interest changed by 7 which increased total open position to 24
On 20 Feb NBCC was trading at 94.91. The strike last trading price was 6.11, which was 0.4 higher than the previous day. The implied volatity was 40.28, the open interest changed by 8 which increased total open position to 16
On 19 Feb NBCC was trading at 95.48. The strike last trading price was 5.71, which was 1.23 higher than the previous day. The implied volatity was 38.81, the open interest changed by 0 which decreased total open position to 9
On 18 Feb NBCC was trading at 98.04. The strike last trading price was 4.48, which was -0.4 lower than the previous day. The implied volatity was 38.5, the open interest changed by 5 which increased total open position to 8
On 17 Feb NBCC was trading at 98.51. The strike last trading price was 4.88, which was 2.31 higher than the previous day. The implied volatity was 43.65, the open interest changed by 2 which increased total open position to 2
On 16 Feb NBCC was trading at 99.81. The strike last trading price was 2.57, which was 0 lower than the previous day. The implied volatity was 3.15, 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 2.57, which was 0 lower than the previous day. The implied volatity was 1.34, 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 2.57, which was 0 lower than the previous day. The implied volatity was 3.63, 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 2.57, which was 0 lower than the previous day. The implied volatity was 4.49, 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 2.57, which was 0 lower than the previous day. The implied volatity was 4.05, 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 2.57, which was 0 lower than the previous day. The implied volatity was 4.71, 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 2.57, which was 0 lower than the previous day. The implied volatity was 1.63, 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 2.57, which was 0 lower than the previous day. The implied volatity was 3.86, 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 2.57, which was 0 lower than the previous day. The implied volatity was 6.46, 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 2.57, which was 0 lower than the previous day. The implied volatity was 3.42, 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 2.57, which was 0 lower than the previous day. The implied volatity was 0.94, 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 2.57, which was 0 lower than the previous day. The implied volatity was 0.23, 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 2.57, which was 0 lower than the previous day. The implied volatity was 2.25, 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 2.57, which was 0 lower than the previous day. The implied volatity was 1.84, the open interest changed by 0 which decreased total open position to 0
On 28 Jan NBCC was trading at 99.53. 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 27 Jan NBCC was trading at 96.84. 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 Jan NBCC was trading at 95.08. 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 22 Jan NBCC was trading at 98.68. 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 21 Jan NBCC was trading at 96.69. 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 Jan NBCC was trading at 97.78. 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 19 Jan NBCC was trading at 102.27. The strike last trading price was 2.57, 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 Jan NBCC was trading at 103.72. The strike last trading price was 2.57, which was 0 lower than the previous day. The implied volatity was 5.61, the open interest changed by 0 which decreased total open position to 0
On 14 Jan NBCC was trading at 105.18. The strike last trading price was 2.57, which was 0 lower than the previous day. The implied volatity was 6.38, the open interest changed by 0 which decreased total open position to 0
On 13 Jan NBCC was trading at 105.31. The strike last trading price was 2.57, which was 0 lower than the previous day. The implied volatity was 6.45, the open interest changed by 0 which decreased total open position to 0
On 12 Jan NBCC was trading at 107.55. The strike last trading price was 2.57, which was 0 lower than the previous day. The implied volatity was 8, the open interest changed by 0 which decreased total open position to 0
