NCC
Ncc Limited
Historical option data for NCC
19 Dec 2025 04:13 PM IST
| NCC 30-DEC-2025 160 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.28
Vega: 0.09
Theta: -0.10
Gamma: 0.06
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
|
|
||||||||||||||||
| 19 Dec | 155.90 | 1 | 0.15 | 22.00 | 879 | -37 | 777 | |||||||||
| 18 Dec | 153.07 | 0.82 | -0.83 | 26.93 | 1,016 | 85 | 824 | |||||||||
| 17 Dec | 155.32 | 1.57 | -1.03 | 28.14 | 803 | 159 | 736 | |||||||||
| 16 Dec | 157.85 | 2.4 | -2.66 | 27.32 | 890 | 249 | 536 | |||||||||
| 15 Dec | 161.70 | 5 | 0.22 | 29.63 | 451 | 12 | 284 | |||||||||
| 12 Dec | 160.66 | 4.55 | -0.68 | 27.51 | 562 | 143 | 272 | |||||||||
| 11 Dec | 160.94 | 5.37 | 0.24 | 29.59 | 307 | 39 | 130 | |||||||||
| 10 Dec | 160.84 | 4.69 | -2.06 | 27.45 | 147 | 22 | 83 | |||||||||
| 9 Dec | 162.68 | 6.75 | -0.08 | 30.59 | 111 | -8 | 64 | |||||||||
| 8 Dec | 162.89 | 6.67 | -4.3 | 29.69 | 166 | 54 | 72 | |||||||||
| 5 Dec | 168.16 | 10.97 | -0.89 | 30.55 | 11 | 0 | 17 | |||||||||
| 4 Dec | 169.48 | 11.86 | 1.03 | 30.17 | 10 | 0 | 10 | |||||||||
| 3 Dec | 168.95 | 10.83 | -3.21 | 21.36 | 10 | 0 | 9 | |||||||||
| 2 Dec | 172.26 | 14.04 | 0.84 | 22.68 | 2 | -1 | 9 | |||||||||
| 1 Dec | 171.02 | 13.2 | -0.81 | 25.70 | 21 | -1 | 10 | |||||||||
| 28 Nov | 171.41 | 13.88 | -4.35 | 26.78 | 4 | 2 | 10 | |||||||||
| 27 Nov | 174.63 | 18.24 | 2.29 | - | 0 | 0 | 0 | |||||||||
| 26 Nov | 175.75 | 18.24 | 2.29 | 29.72 | 14 | -2 | 6 | |||||||||
| 25 Nov | 173.23 | 16.02 | 0.02 | 23.67 | 6 | 5 | 7 | |||||||||
| 24 Nov | 172.35 | 16 | -36.7 | 30.69 | 2 | 1 | 1 | |||||||||
| 21 Nov | 175.62 | 52.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Nov | 179.03 | 52.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Nov | 180.83 | 52.7 | 0 | - | 0 | 0 | 0 | |||||||||
For Ncc Limited - strike price 160 expiring on 30DEC2025
Delta for 160 CE is 0.28
Historical price for 160 CE is as follows
On 19 Dec NCC was trading at 155.90. The strike last trading price was 1, which was 0.15 higher than the previous day. The implied volatity was 22.00, the open interest changed by -37 which decreased total open position to 777
On 18 Dec NCC was trading at 153.07. The strike last trading price was 0.82, which was -0.83 lower than the previous day. The implied volatity was 26.93, the open interest changed by 85 which increased total open position to 824
On 17 Dec NCC was trading at 155.32. The strike last trading price was 1.57, which was -1.03 lower than the previous day. The implied volatity was 28.14, the open interest changed by 159 which increased total open position to 736
On 16 Dec NCC was trading at 157.85. The strike last trading price was 2.4, which was -2.66 lower than the previous day. The implied volatity was 27.32, the open interest changed by 249 which increased total open position to 536
On 15 Dec NCC was trading at 161.70. The strike last trading price was 5, which was 0.22 higher than the previous day. The implied volatity was 29.63, the open interest changed by 12 which increased total open position to 284
On 12 Dec NCC was trading at 160.66. The strike last trading price was 4.55, which was -0.68 lower than the previous day. The implied volatity was 27.51, the open interest changed by 143 which increased total open position to 272
On 11 Dec NCC was trading at 160.94. The strike last trading price was 5.37, which was 0.24 higher than the previous day. The implied volatity was 29.59, the open interest changed by 39 which increased total open position to 130
On 10 Dec NCC was trading at 160.84. The strike last trading price was 4.69, which was -2.06 lower than the previous day. The implied volatity was 27.45, the open interest changed by 22 which increased total open position to 83
On 9 Dec NCC was trading at 162.68. The strike last trading price was 6.75, which was -0.08 lower than the previous day. The implied volatity was 30.59, the open interest changed by -8 which decreased total open position to 64
On 8 Dec NCC was trading at 162.89. The strike last trading price was 6.67, which was -4.3 lower than the previous day. The implied volatity was 29.69, the open interest changed by 54 which increased total open position to 72
On 5 Dec NCC was trading at 168.16. The strike last trading price was 10.97, which was -0.89 lower than the previous day. The implied volatity was 30.55, the open interest changed by 0 which decreased total open position to 17
On 4 Dec NCC was trading at 169.48. The strike last trading price was 11.86, which was 1.03 higher than the previous day. The implied volatity was 30.17, the open interest changed by 0 which decreased total open position to 10
On 3 Dec NCC was trading at 168.95. The strike last trading price was 10.83, which was -3.21 lower than the previous day. The implied volatity was 21.36, the open interest changed by 0 which decreased total open position to 9
On 2 Dec NCC was trading at 172.26. The strike last trading price was 14.04, which was 0.84 higher than the previous day. The implied volatity was 22.68, the open interest changed by -1 which decreased total open position to 9
On 1 Dec NCC was trading at 171.02. The strike last trading price was 13.2, which was -0.81 lower than the previous day. The implied volatity was 25.70, the open interest changed by -1 which decreased total open position to 10
On 28 Nov NCC was trading at 171.41. The strike last trading price was 13.88, which was -4.35 lower than the previous day. The implied volatity was 26.78, the open interest changed by 2 which increased total open position to 10
On 27 Nov NCC was trading at 174.63. The strike last trading price was 18.24, which was 2.29 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 26 Nov NCC was trading at 175.75. The strike last trading price was 18.24, which was 2.29 higher than the previous day. The implied volatity was 29.72, the open interest changed by -2 which decreased total open position to 6
On 25 Nov NCC was trading at 173.23. The strike last trading price was 16.02, which was 0.02 higher than the previous day. The implied volatity was 23.67, the open interest changed by 5 which increased total open position to 7
On 24 Nov NCC was trading at 172.35. The strike last trading price was 16, which was -36.7 lower than the previous day. The implied volatity was 30.69, 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 52.7, 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 52.7, 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 52.7, 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 160 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.70
Vega: 0.09
Theta: -0.07
Gamma: 0.05
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 19 Dec | 155.90 | 4.9 | -2.54 | 24.50 | 159 | -71 | 327 |
| 18 Dec | 153.07 | 7.6 | 2.04 | 29.48 | 168 | -84 | 398 |
| 17 Dec | 155.32 | 5.73 | 1.11 | 25.36 | 188 | -13 | 483 |
| 16 Dec | 157.85 | 4.8 | 2.26 | 29.17 | 454 | 6 | 499 |
| 15 Dec | 161.70 | 2.57 | -0.52 | 27.23 | 116 | 40 | 491 |
| 12 Dec | 160.66 | 3.14 | -0.24 | 26.35 | 285 | -5 | 453 |
| 11 Dec | 160.94 | 3.49 | -0.55 | 30.23 | 212 | 32 | 457 |
| 10 Dec | 160.84 | 4.51 | 1.48 | 33.95 | 155 | -10 | 421 |
| 9 Dec | 162.68 | 3.02 | -0.39 | 29.97 | 452 | -79 | 432 |
| 8 Dec | 162.89 | 3.4 | 1.74 | 31.63 | 594 | 138 | 515 |
| 5 Dec | 168.16 | 1.62 | 0.05 | 28.58 | 114 | 35 | 382 |
| 4 Dec | 169.48 | 1.58 | -0.01 | 29.52 | 61 | 18 | 341 |
| 3 Dec | 168.95 | 1.57 | 0.5 | 28.79 | 182 | 62 | 322 |
| 2 Dec | 172.26 | 1.06 | -0.46 | 28.98 | 102 | 15 | 264 |
| 1 Dec | 171.02 | 1.5 | 0.06 | 30.39 | 115 | 30 | 248 |
| 28 Nov | 171.41 | 1.45 | 0.32 | 29.22 | 82 | -16 | 218 |
| 27 Nov | 174.63 | 1.06 | -0.08 | 29.69 | 109 | 19 | 236 |
| 26 Nov | 175.75 | 1.13 | -0.44 | 31.30 | 255 | 64 | 215 |
| 25 Nov | 173.23 | 1.6 | -0.07 | 32.45 | 126 | 105 | 151 |
| 24 Nov | 172.35 | 1.7 | 0.12 | 31.47 | 70 | 41 | 46 |
| 21 Nov | 175.62 | 1.58 | 0.58 | 32.78 | 2 | 0 | 5 |
| 20 Nov | 179.03 | 1 | -0.25 | 31.30 | 1 | 0 | 4 |
| 19 Nov | 180.83 | 1.25 | -1.45 | 34.76 | 4 | 3 | 3 |
For Ncc Limited - strike price 160 expiring on 30DEC2025
Delta for 160 PE is -0.70
Historical price for 160 PE is as follows
On 19 Dec NCC was trading at 155.90. The strike last trading price was 4.9, which was -2.54 lower than the previous day. The implied volatity was 24.50, the open interest changed by -71 which decreased total open position to 327
On 18 Dec NCC was trading at 153.07. The strike last trading price was 7.6, which was 2.04 higher than the previous day. The implied volatity was 29.48, the open interest changed by -84 which decreased total open position to 398
On 17 Dec NCC was trading at 155.32. The strike last trading price was 5.73, which was 1.11 higher than the previous day. The implied volatity was 25.36, the open interest changed by -13 which decreased total open position to 483
On 16 Dec NCC was trading at 157.85. The strike last trading price was 4.8, which was 2.26 higher than the previous day. The implied volatity was 29.17, the open interest changed by 6 which increased total open position to 499
On 15 Dec NCC was trading at 161.70. The strike last trading price was 2.57, which was -0.52 lower than the previous day. The implied volatity was 27.23, the open interest changed by 40 which increased total open position to 491
On 12 Dec NCC was trading at 160.66. The strike last trading price was 3.14, which was -0.24 lower than the previous day. The implied volatity was 26.35, the open interest changed by -5 which decreased total open position to 453
On 11 Dec NCC was trading at 160.94. The strike last trading price was 3.49, which was -0.55 lower than the previous day. The implied volatity was 30.23, the open interest changed by 32 which increased total open position to 457
On 10 Dec NCC was trading at 160.84. The strike last trading price was 4.51, which was 1.48 higher than the previous day. The implied volatity was 33.95, the open interest changed by -10 which decreased total open position to 421
On 9 Dec NCC was trading at 162.68. The strike last trading price was 3.02, which was -0.39 lower than the previous day. The implied volatity was 29.97, the open interest changed by -79 which decreased total open position to 432
On 8 Dec NCC was trading at 162.89. The strike last trading price was 3.4, which was 1.74 higher than the previous day. The implied volatity was 31.63, the open interest changed by 138 which increased total open position to 515
On 5 Dec NCC was trading at 168.16. The strike last trading price was 1.62, which was 0.05 higher than the previous day. The implied volatity was 28.58, the open interest changed by 35 which increased total open position to 382
On 4 Dec NCC was trading at 169.48. The strike last trading price was 1.58, which was -0.01 lower than the previous day. The implied volatity was 29.52, the open interest changed by 18 which increased total open position to 341
On 3 Dec NCC was trading at 168.95. The strike last trading price was 1.57, which was 0.5 higher than the previous day. The implied volatity was 28.79, the open interest changed by 62 which increased total open position to 322
On 2 Dec NCC was trading at 172.26. The strike last trading price was 1.06, which was -0.46 lower than the previous day. The implied volatity was 28.98, the open interest changed by 15 which increased total open position to 264
On 1 Dec NCC was trading at 171.02. The strike last trading price was 1.5, which was 0.06 higher than the previous day. The implied volatity was 30.39, the open interest changed by 30 which increased total open position to 248
On 28 Nov NCC was trading at 171.41. The strike last trading price was 1.45, which was 0.32 higher than the previous day. The implied volatity was 29.22, the open interest changed by -16 which decreased total open position to 218
On 27 Nov NCC was trading at 174.63. The strike last trading price was 1.06, which was -0.08 lower than the previous day. The implied volatity was 29.69, the open interest changed by 19 which increased total open position to 236
On 26 Nov NCC was trading at 175.75. The strike last trading price was 1.13, which was -0.44 lower than the previous day. The implied volatity was 31.30, the open interest changed by 64 which increased total open position to 215
On 25 Nov NCC was trading at 173.23. The strike last trading price was 1.6, which was -0.07 lower than the previous day. The implied volatity was 32.45, the open interest changed by 105 which increased total open position to 151
On 24 Nov NCC was trading at 172.35. The strike last trading price was 1.7, which was 0.12 higher than the previous day. The implied volatity was 31.47, the open interest changed by 41 which increased total open position to 46
On 21 Nov NCC was trading at 175.62. The strike last trading price was 1.58, which was 0.58 higher than the previous day. The implied volatity was 32.78, the open interest changed by 0 which decreased total open position to 5
On 20 Nov NCC was trading at 179.03. The strike last trading price was 1, which was -0.25 lower than the previous day. The implied volatity was 31.30, the open interest changed by 0 which decreased total open position to 4
On 19 Nov NCC was trading at 180.83. The strike last trading price was 1.25, which was -1.45 lower than the previous day. The implied volatity was 34.76, the open interest changed by 3 which increased total open position to 3































































































































































































































