NCC
Ncc Limited
Historical option data for NCC
19 Dec 2025 04:13 PM IST
| NCC 30-DEC-2025 155 CE | ||||||||||||||||
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Delta: 0.60
Vega: 0.10
Theta: -0.12
Gamma: 0.07
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 19 Dec | 155.90 | 2.9 | 0.73 | 20.27 | 913 | -70 | 293 | |||||||||
| 18 Dec | 153.07 | 2.06 | -1.71 | 25.04 | 739 | 242 | 373 | |||||||||
| 17 Dec | 155.32 | 3.65 | -1.68 | 28.96 | 175 | 57 | 123 | |||||||||
| 16 Dec | 157.85 | 4.9 | -3.8 | 27.20 | 75 | 33 | 62 | |||||||||
| 15 Dec | 161.70 | 8.7 | 0.6 | 33.15 | 11 | 2 | 29 | |||||||||
| 12 Dec | 160.66 | 8 | -0.41 | 29.93 | 16 | 2 | 28 | |||||||||
| 11 Dec | 160.94 | 8.75 | 0.25 | 30.96 | 29 | 3 | 27 | |||||||||
| 10 Dec | 160.84 | 8.18 | -1.48 | 30.47 | 16 | 8 | 23 | |||||||||
| 9 Dec | 162.68 | 9.66 | -0.34 | 26.06 | 10 | 8 | 15 | |||||||||
| 8 Dec | 162.89 | 10 | -13.66 | 29.41 | 1 | 0 | 6 | |||||||||
| 5 Dec | 168.16 | 23.66 | 4.41 | - | 0 | 0 | 0 | |||||||||
| 4 Dec | 169.48 | 23.66 | 4.41 | - | 0 | 0 | 0 | |||||||||
| 3 Dec | 168.95 | 23.66 | 4.41 | - | 0 | 0 | 0 | |||||||||
| 2 Dec | 172.26 | 23.66 | 4.41 | - | 0 | 0 | 0 | |||||||||
| 1 Dec | 171.02 | 23.66 | 4.41 | - | 0 | 0 | 0 | |||||||||
| 28 Nov | 171.41 | 23.66 | 4.41 | - | 0 | 0 | 0 | |||||||||
| 27 Nov | 174.63 | 23.66 | 4.41 | - | 0 | 4 | 0 | |||||||||
| 26 Nov | 175.75 | 23.66 | 4.41 | 40.63 | 12 | 6 | 8 | |||||||||
| 25 Nov | 173.23 | 19.25 | -37.7 | - | 2 | 1 | 1 | |||||||||
| 24 Nov | 172.35 | 56.95 | 0 | - | 0 | 0 | 0 | |||||||||
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| 21 Nov | 175.62 | 56.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Nov | 179.03 | 56.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Nov | 180.83 | 56.95 | 0 | - | 0 | 0 | 0 | |||||||||
For Ncc Limited - strike price 155 expiring on 30DEC2025
Delta for 155 CE is 0.60
Historical price for 155 CE is as follows
On 19 Dec NCC was trading at 155.90. The strike last trading price was 2.9, which was 0.73 higher than the previous day. The implied volatity was 20.27, the open interest changed by -70 which decreased total open position to 293
On 18 Dec NCC was trading at 153.07. The strike last trading price was 2.06, which was -1.71 lower than the previous day. The implied volatity was 25.04, the open interest changed by 242 which increased total open position to 373
On 17 Dec NCC was trading at 155.32. The strike last trading price was 3.65, which was -1.68 lower than the previous day. The implied volatity was 28.96, the open interest changed by 57 which increased total open position to 123
On 16 Dec NCC was trading at 157.85. The strike last trading price was 4.9, which was -3.8 lower than the previous day. The implied volatity was 27.20, the open interest changed by 33 which increased total open position to 62
On 15 Dec NCC was trading at 161.70. The strike last trading price was 8.7, which was 0.6 higher than the previous day. The implied volatity was 33.15, the open interest changed by 2 which increased total open position to 29
On 12 Dec NCC was trading at 160.66. The strike last trading price was 8, which was -0.41 lower than the previous day. The implied volatity was 29.93, the open interest changed by 2 which increased total open position to 28
On 11 Dec NCC was trading at 160.94. The strike last trading price was 8.75, which was 0.25 higher than the previous day. The implied volatity was 30.96, the open interest changed by 3 which increased total open position to 27
On 10 Dec NCC was trading at 160.84. The strike last trading price was 8.18, which was -1.48 lower than the previous day. The implied volatity was 30.47, the open interest changed by 8 which increased total open position to 23
On 9 Dec NCC was trading at 162.68. The strike last trading price was 9.66, which was -0.34 lower than the previous day. The implied volatity was 26.06, the open interest changed by 8 which increased total open position to 15
On 8 Dec NCC was trading at 162.89. The strike last trading price was 10, which was -13.66 lower than the previous day. The implied volatity was 29.41, the open interest changed by 0 which decreased total open position to 6
On 5 Dec NCC was trading at 168.16. The strike last trading price was 23.66, which was 4.41 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Dec NCC was trading at 169.48. The strike last trading price was 23.66, which was 4.41 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 23.66, which was 4.41 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 23.66, which was 4.41 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Dec NCC was trading at 171.02. The strike last trading price was 23.66, which was 4.41 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 28 Nov NCC was trading at 171.41. The strike last trading price was 23.66, which was 4.41 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 27 Nov NCC was trading at 174.63. The strike last trading price was 23.66, which was 4.41 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 0
On 26 Nov NCC was trading at 175.75. The strike last trading price was 23.66, which was 4.41 higher than the previous day. The implied volatity was 40.63, the open interest changed by 6 which increased total open position to 8
On 25 Nov NCC was trading at 173.23. The strike last trading price was 19.25, which was -37.7 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
On 24 Nov NCC was trading at 172.35. The strike last trading price was 56.95, 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 Nov NCC was trading at 175.62. The strike last trading price was 56.95, 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 56.95, 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 56.95, 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 155 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.41
Vega: 0.11
Theta: -0.09
Gamma: 0.06
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 19 Dec | 155.90 | 1.85 | -2.02 | 22.82 | 281 | 21 | 266 |
| 18 Dec | 153.07 | 3.92 | 1.19 | 27.52 | 485 | 32 | 248 |
| 17 Dec | 155.32 | 2.8 | 0.52 | 26.30 | 604 | -57 | 215 |
| 16 Dec | 157.85 | 2.47 | 1.17 | 30.43 | 229 | -23 | 271 |
| 15 Dec | 161.70 | 1.3 | -0.35 | 30.20 | 69 | -14 | 293 |
| 12 Dec | 160.66 | 1.7 | -0.19 | 29.27 | 242 | -56 | 305 |
| 11 Dec | 160.94 | 1.9 | -0.39 | 31.75 | 161 | -13 | 361 |
| 10 Dec | 160.84 | 2.63 | 1.03 | 34.87 | 103 | 8 | 373 |
| 9 Dec | 162.68 | 1.6 | -0.27 | 31.04 | 345 | -43 | 365 |
| 8 Dec | 162.89 | 1.84 | 1.01 | 32.18 | 245 | 26 | 408 |
| 5 Dec | 168.16 | 0.87 | 0.08 | 30.29 | 53 | -4 | 382 |
| 4 Dec | 169.48 | 0.79 | 0.01 | 30.29 | 29 | -3 | 386 |
| 3 Dec | 168.95 | 0.78 | 0.27 | 29.54 | 56 | 9 | 389 |
| 2 Dec | 172.26 | 0.49 | -0.26 | 29.43 | 71 | 12 | 381 |
| 1 Dec | 171.02 | 0.74 | -0.1 | 30.65 | 408 | 257 | 369 |
| 28 Nov | 171.41 | 0.82 | 0.2 | 30.61 | 88 | 54 | 113 |
| 27 Nov | 174.63 | 0.61 | -0.05 | 31.24 | 41 | 4 | 59 |
| 26 Nov | 175.75 | 0.65 | -0.35 | 32.54 | 101 | 20 | 54 |
| 25 Nov | 173.23 | 1 | 0.01 | 34.04 | 3 | 1 | 33 |
| 24 Nov | 172.35 | 1.02 | 0.3 | 32.13 | 20 | 15 | 31 |
| 21 Nov | 175.62 | 0.73 | 0.13 | 31.54 | 37 | 14 | 16 |
| 20 Nov | 179.03 | 0.6 | -0.4 | 32.53 | 4 | 1 | 2 |
| 19 Nov | 180.83 | 1 | -1 | - | 0 | 0 | 0 |
For Ncc Limited - strike price 155 expiring on 30DEC2025
Delta for 155 PE is -0.41
Historical price for 155 PE is as follows
On 19 Dec NCC was trading at 155.90. The strike last trading price was 1.85, which was -2.02 lower than the previous day. The implied volatity was 22.82, the open interest changed by 21 which increased total open position to 266
On 18 Dec NCC was trading at 153.07. The strike last trading price was 3.92, which was 1.19 higher than the previous day. The implied volatity was 27.52, the open interest changed by 32 which increased total open position to 248
On 17 Dec NCC was trading at 155.32. The strike last trading price was 2.8, which was 0.52 higher than the previous day. The implied volatity was 26.30, the open interest changed by -57 which decreased total open position to 215
On 16 Dec NCC was trading at 157.85. The strike last trading price was 2.47, which was 1.17 higher than the previous day. The implied volatity was 30.43, the open interest changed by -23 which decreased total open position to 271
On 15 Dec NCC was trading at 161.70. The strike last trading price was 1.3, which was -0.35 lower than the previous day. The implied volatity was 30.20, the open interest changed by -14 which decreased total open position to 293
On 12 Dec NCC was trading at 160.66. The strike last trading price was 1.7, which was -0.19 lower than the previous day. The implied volatity was 29.27, the open interest changed by -56 which decreased total open position to 305
On 11 Dec NCC was trading at 160.94. The strike last trading price was 1.9, which was -0.39 lower than the previous day. The implied volatity was 31.75, the open interest changed by -13 which decreased total open position to 361
On 10 Dec NCC was trading at 160.84. The strike last trading price was 2.63, which was 1.03 higher than the previous day. The implied volatity was 34.87, the open interest changed by 8 which increased total open position to 373
On 9 Dec NCC was trading at 162.68. The strike last trading price was 1.6, which was -0.27 lower than the previous day. The implied volatity was 31.04, the open interest changed by -43 which decreased total open position to 365
On 8 Dec NCC was trading at 162.89. The strike last trading price was 1.84, which was 1.01 higher than the previous day. The implied volatity was 32.18, the open interest changed by 26 which increased total open position to 408
On 5 Dec NCC was trading at 168.16. The strike last trading price was 0.87, which was 0.08 higher than the previous day. The implied volatity was 30.29, the open interest changed by -4 which decreased total open position to 382
On 4 Dec NCC was trading at 169.48. The strike last trading price was 0.79, which was 0.01 higher than the previous day. The implied volatity was 30.29, the open interest changed by -3 which decreased total open position to 386
On 3 Dec NCC was trading at 168.95. The strike last trading price was 0.78, which was 0.27 higher than the previous day. The implied volatity was 29.54, the open interest changed by 9 which increased total open position to 389
On 2 Dec NCC was trading at 172.26. The strike last trading price was 0.49, which was -0.26 lower than the previous day. The implied volatity was 29.43, the open interest changed by 12 which increased total open position to 381
On 1 Dec NCC was trading at 171.02. The strike last trading price was 0.74, which was -0.1 lower than the previous day. The implied volatity was 30.65, the open interest changed by 257 which increased total open position to 369
On 28 Nov NCC was trading at 171.41. The strike last trading price was 0.82, which was 0.2 higher than the previous day. The implied volatity was 30.61, the open interest changed by 54 which increased total open position to 113
On 27 Nov NCC was trading at 174.63. The strike last trading price was 0.61, which was -0.05 lower than the previous day. The implied volatity was 31.24, the open interest changed by 4 which increased total open position to 59
On 26 Nov NCC was trading at 175.75. The strike last trading price was 0.65, which was -0.35 lower than the previous day. The implied volatity was 32.54, the open interest changed by 20 which increased total open position to 54
On 25 Nov NCC was trading at 173.23. The strike last trading price was 1, which was 0.01 higher than the previous day. The implied volatity was 34.04, the open interest changed by 1 which increased total open position to 33
On 24 Nov NCC was trading at 172.35. The strike last trading price was 1.02, which was 0.3 higher than the previous day. The implied volatity was 32.13, the open interest changed by 15 which increased total open position to 31
On 21 Nov NCC was trading at 175.62. The strike last trading price was 0.73, which was 0.13 higher than the previous day. The implied volatity was 31.54, the open interest changed by 14 which increased total open position to 16
On 20 Nov NCC was trading at 179.03. The strike last trading price was 0.6, which was -0.4 lower than the previous day. The implied volatity was 32.53, the open interest changed by 1 which increased total open position to 2
On 19 Nov NCC was trading at 180.83. The strike last trading price was 1, which was -1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0































































































































































































































