[--[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 155 CE
Delta: 0.60
Vega: 0.10
Theta: -0.12
Gamma: 0.07
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
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
Delta: -0.41
Vega: 0.11
Theta: -0.09
Gamma: 0.06
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