NCC
Ncc Limited
Historical option data for NCC
19 Dec 2025 04:13 PM IST
| NCC 30-DEC-2025 150 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.85
Vega: 0.06
Theta: -0.10
Gamma: 0.04
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 19 Dec | 155.90 | 6.8 | 1.82 | 23.37 | 146 | -10 | 73 | |||||||||
| 18 Dec | 153.07 | 4.88 | -2.48 | 26.25 | 147 | 70 | 88 | |||||||||
| 17 Dec | 155.32 | 7.22 | -1.91 | 33.54 | 32 | 5 | 18 | |||||||||
| 16 Dec | 157.85 | 8.75 | -4.56 | 30.00 | 11 | 4 | 13 | |||||||||
| 15 Dec | 161.70 | 13.31 | 0.86 | 41.15 | 5 | 2 | 8 | |||||||||
| 12 Dec | 160.66 | 12.45 | -1.25 | - | 0 | 0 | 6 | |||||||||
| 11 Dec | 160.94 | 12.45 | -1.25 | 27.69 | 9 | -2 | 7 | |||||||||
| 10 Dec | 160.84 | 13.7 | -0.5 | - | 0 | 0 | 9 | |||||||||
| 9 Dec | 162.68 | 13.7 | -0.5 | 20.58 | 4 | 0 | 9 | |||||||||
| 8 Dec | 162.89 | 14.2 | -5.3 | 30.32 | 2 | 1 | 8 | |||||||||
| 5 Dec | 168.16 | 19.5 | -3 | 32.45 | 1 | 0 | 8 | |||||||||
| 4 Dec | 169.48 | 22.5 | 0.07 | - | 0 | 0 | 0 | |||||||||
| 3 Dec | 168.95 | 22.5 | 0.07 | - | 0 | 0 | 0 | |||||||||
| 2 Dec | 172.26 | 22.5 | 0.07 | - | 0 | 2 | 0 | |||||||||
| 1 Dec | 171.02 | 22.5 | 0.07 | 30.83 | 3 | 2 | 8 | |||||||||
|
|
||||||||||||||||
| 28 Nov | 171.41 | 22.43 | -3.25 | - | 2 | 1 | 6 | |||||||||
| 27 Nov | 174.63 | 25.68 | -2.13 | - | 3 | 1 | 4 | |||||||||
| 26 Nov | 175.75 | 27.81 | 3.48 | 42.02 | 6 | 2 | 4 | |||||||||
| 25 Nov | 173.23 | 24.33 | -37.02 | - | 0 | 2 | 0 | |||||||||
| 24 Nov | 172.35 | 24.33 | -37.02 | 19.14 | 2 | 1 | 1 | |||||||||
| 21 Nov | 175.62 | 61.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Nov | 179.03 | 61.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Nov | 180.83 | 61.35 | 0 | - | 0 | 0 | 0 | |||||||||
For Ncc Limited - strike price 150 expiring on 30DEC2025
Delta for 150 CE is 0.85
Historical price for 150 CE is as follows
On 19 Dec NCC was trading at 155.90. The strike last trading price was 6.8, which was 1.82 higher than the previous day. The implied volatity was 23.37, the open interest changed by -10 which decreased total open position to 73
On 18 Dec NCC was trading at 153.07. The strike last trading price was 4.88, which was -2.48 lower than the previous day. The implied volatity was 26.25, the open interest changed by 70 which increased total open position to 88
On 17 Dec NCC was trading at 155.32. The strike last trading price was 7.22, which was -1.91 lower than the previous day. The implied volatity was 33.54, the open interest changed by 5 which increased total open position to 18
On 16 Dec NCC was trading at 157.85. The strike last trading price was 8.75, which was -4.56 lower than the previous day. The implied volatity was 30.00, the open interest changed by 4 which increased total open position to 13
On 15 Dec NCC was trading at 161.70. The strike last trading price was 13.31, which was 0.86 higher than the previous day. The implied volatity was 41.15, the open interest changed by 2 which increased total open position to 8
On 12 Dec NCC was trading at 160.66. The strike last trading price was 12.45, which was -1.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 11 Dec NCC was trading at 160.94. The strike last trading price was 12.45, which was -1.25 lower than the previous day. The implied volatity was 27.69, the open interest changed by -2 which decreased total open position to 7
On 10 Dec NCC was trading at 160.84. The strike last trading price was 13.7, 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 9
On 9 Dec NCC was trading at 162.68. The strike last trading price was 13.7, which was -0.5 lower than the previous day. The implied volatity was 20.58, the open interest changed by 0 which decreased total open position to 9
On 8 Dec NCC was trading at 162.89. The strike last trading price was 14.2, which was -5.3 lower than the previous day. The implied volatity was 30.32, the open interest changed by 1 which increased total open position to 8
On 5 Dec NCC was trading at 168.16. The strike last trading price was 19.5, which was -3 lower than the previous day. The implied volatity was 32.45, the open interest changed by 0 which decreased total open position to 8
On 4 Dec NCC was trading at 169.48. The strike last trading price was 22.5, which was 0.07 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Dec NCC was trading at 168.95. The strike last trading price was 22.5, which was 0.07 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 2 Dec NCC was trading at 172.26. The strike last trading price was 22.5, which was 0.07 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0
On 1 Dec NCC was trading at 171.02. The strike last trading price was 22.5, which was 0.07 higher than the previous day. The implied volatity was 30.83, the open interest changed by 2 which increased total open position to 8
On 28 Nov NCC was trading at 171.41. The strike last trading price was 22.43, which was -3.25 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 6
On 27 Nov NCC was trading at 174.63. The strike last trading price was 25.68, which was -2.13 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 4
On 26 Nov NCC was trading at 175.75. The strike last trading price was 27.81, which was 3.48 higher than the previous day. The implied volatity was 42.02, the open interest changed by 2 which increased total open position to 4
On 25 Nov NCC was trading at 173.23. The strike last trading price was 24.33, which was -37.02 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0
On 24 Nov NCC was trading at 172.35. The strike last trading price was 24.33, which was -37.02 lower than the previous day. The implied volatity was 19.14, the open interest changed by 1 which increased total open position to 1
On 21 Nov NCC was trading at 175.62. The strike last trading price was 61.35, 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 Nov NCC was trading at 179.03. The strike last trading price was 61.35, 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 Nov NCC was trading at 180.83. The strike last trading price was 61.35, 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
| NCC 30DEC2025 150 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.17
Vega: 0.07
Theta: -0.07
Gamma: 0.04
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 19 Dec | 155.90 | 0.66 | -0.98 | 25.80 | 594 | 138 | 473 |
| 18 Dec | 153.07 | 1.62 | 0.39 | 27.59 | 683 | -120 | 335 |
| 17 Dec | 155.32 | 1.25 | 0.2 | 28.83 | 163 | 30 | 452 |
| 16 Dec | 157.85 | 1.24 | 0.57 | 33.22 | 166 | 10 | 421 |
| 15 Dec | 161.70 | 0.66 | -0.24 | 33.49 | 61 | 6 | 411 |
| 12 Dec | 160.66 | 0.91 | -0.2 | 32.31 | 255 | 94 | 403 |
| 11 Dec | 160.94 | 1.11 | -0.2 | 35.03 | 223 | 36 | 308 |
| 10 Dec | 160.84 | 1.45 | 0.57 | 36.20 | 96 | -5 | 275 |
| 9 Dec | 162.68 | 0.88 | -0.14 | 33.44 | 355 | 71 | 280 |
| 8 Dec | 162.89 | 1 | 0.56 | 33.94 | 222 | 87 | 207 |
| 5 Dec | 168.16 | 0.45 | 0.15 | 32.01 | 168 | -6 | 115 |
| 4 Dec | 169.48 | 0.3 | -0.12 | 30.31 | 10 | -1 | 123 |
| 3 Dec | 168.95 | 0.42 | 0.13 | 31.48 | 44 | 7 | 123 |
| 2 Dec | 172.26 | 0.29 | -0.07 | 32.00 | 16 | -4 | 116 |
| 1 Dec | 171.02 | 0.35 | -0.09 | 31.36 | 116 | 9 | 120 |
| 28 Nov | 171.41 | 0.46 | 0.09 | 32.22 | 113 | 75 | 111 |
| 27 Nov | 174.63 | 0.37 | -0.05 | 33.34 | 9 | 1 | 35 |
| 26 Nov | 175.75 | 0.42 | -0.28 | 34.87 | 55 | 22 | 35 |
| 25 Nov | 173.23 | 0.7 | -0.07 | 36.82 | 8 | 1 | 12 |
| 24 Nov | 172.35 | 0.77 | 0.32 | 36.19 | 7 | 2 | 10 |
| 21 Nov | 175.62 | 0.45 | 0.08 | 33.27 | 4 | 0 | 8 |
| 20 Nov | 179.03 | 0.37 | -0.07 | 34.14 | 4 | 2 | 6 |
| 19 Nov | 180.83 | 0.44 | -1.06 | 36.47 | 4 | 2 | 2 |
For Ncc Limited - strike price 150 expiring on 30DEC2025
Delta for 150 PE is -0.17
Historical price for 150 PE is as follows
On 19 Dec NCC was trading at 155.90. The strike last trading price was 0.66, which was -0.98 lower than the previous day. The implied volatity was 25.80, the open interest changed by 138 which increased total open position to 473
On 18 Dec NCC was trading at 153.07. The strike last trading price was 1.62, which was 0.39 higher than the previous day. The implied volatity was 27.59, the open interest changed by -120 which decreased total open position to 335
On 17 Dec NCC was trading at 155.32. The strike last trading price was 1.25, which was 0.2 higher than the previous day. The implied volatity was 28.83, the open interest changed by 30 which increased total open position to 452
On 16 Dec NCC was trading at 157.85. The strike last trading price was 1.24, which was 0.57 higher than the previous day. The implied volatity was 33.22, the open interest changed by 10 which increased total open position to 421
On 15 Dec NCC was trading at 161.70. The strike last trading price was 0.66, which was -0.24 lower than the previous day. The implied volatity was 33.49, the open interest changed by 6 which increased total open position to 411
On 12 Dec NCC was trading at 160.66. The strike last trading price was 0.91, which was -0.2 lower than the previous day. The implied volatity was 32.31, the open interest changed by 94 which increased total open position to 403
On 11 Dec NCC was trading at 160.94. The strike last trading price was 1.11, which was -0.2 lower than the previous day. The implied volatity was 35.03, the open interest changed by 36 which increased total open position to 308
On 10 Dec NCC was trading at 160.84. The strike last trading price was 1.45, which was 0.57 higher than the previous day. The implied volatity was 36.20, the open interest changed by -5 which decreased total open position to 275
On 9 Dec NCC was trading at 162.68. The strike last trading price was 0.88, which was -0.14 lower than the previous day. The implied volatity was 33.44, the open interest changed by 71 which increased total open position to 280
On 8 Dec NCC was trading at 162.89. The strike last trading price was 1, which was 0.56 higher than the previous day. The implied volatity was 33.94, the open interest changed by 87 which increased total open position to 207
On 5 Dec NCC was trading at 168.16. The strike last trading price was 0.45, which was 0.15 higher than the previous day. The implied volatity was 32.01, the open interest changed by -6 which decreased total open position to 115
On 4 Dec NCC was trading at 169.48. The strike last trading price was 0.3, which was -0.12 lower than the previous day. The implied volatity was 30.31, the open interest changed by -1 which decreased total open position to 123
On 3 Dec NCC was trading at 168.95. The strike last trading price was 0.42, which was 0.13 higher than the previous day. The implied volatity was 31.48, the open interest changed by 7 which increased total open position to 123
On 2 Dec NCC was trading at 172.26. The strike last trading price was 0.29, which was -0.07 lower than the previous day. The implied volatity was 32.00, the open interest changed by -4 which decreased total open position to 116
On 1 Dec NCC was trading at 171.02. The strike last trading price was 0.35, which was -0.09 lower than the previous day. The implied volatity was 31.36, the open interest changed by 9 which increased total open position to 120
On 28 Nov NCC was trading at 171.41. The strike last trading price was 0.46, which was 0.09 higher than the previous day. The implied volatity was 32.22, the open interest changed by 75 which increased total open position to 111
On 27 Nov NCC was trading at 174.63. The strike last trading price was 0.37, which was -0.05 lower than the previous day. The implied volatity was 33.34, the open interest changed by 1 which increased total open position to 35
On 26 Nov NCC was trading at 175.75. The strike last trading price was 0.42, which was -0.28 lower than the previous day. The implied volatity was 34.87, the open interest changed by 22 which increased total open position to 35
On 25 Nov NCC was trading at 173.23. The strike last trading price was 0.7, which was -0.07 lower than the previous day. The implied volatity was 36.82, the open interest changed by 1 which increased total open position to 12
On 24 Nov NCC was trading at 172.35. The strike last trading price was 0.77, which was 0.32 higher than the previous day. The implied volatity was 36.19, the open interest changed by 2 which increased total open position to 10
On 21 Nov NCC was trading at 175.62. The strike last trading price was 0.45, which was 0.08 higher than the previous day. The implied volatity was 33.27, the open interest changed by 0 which decreased total open position to 8
On 20 Nov NCC was trading at 179.03. The strike last trading price was 0.37, which was -0.07 lower than the previous day. The implied volatity was 34.14, the open interest changed by 2 which increased total open position to 6
On 19 Nov NCC was trading at 180.83. The strike last trading price was 0.44, which was -1.06 lower than the previous day. The implied volatity was 36.47, the open interest changed by 2 which increased total open position to 2































































































































































































































