[--[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 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