[--[65.84.65.76]--]

NCC

Ncc Limited
155.9 +2.83 (1.85%)
L: 152.2 H: 156.38

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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