[--[65.84.65.76]--]

NCC

Ncc Limited
155.84 -2.01 (-1.27%)
L: 155.52 H: 158.45

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Historical option data for NCC

17 Dec 2025 01:53 PM IST
NCC 30-DEC-2025 165 CE
Delta: 0.17
Vega: 0.07
Theta: -0.09
Gamma: 0.03
Date Close Ltp Change IV Volume OI Chg OI
17 Dec 155.89 0.76 -0.33 28.80 460 -22 520
16 Dec 157.85 1.07 -1.45 28.36 575 -49 557
15 Dec 161.70 2.45 0.07 28.12 566 96 626
12 Dec 160.66 2.22 -0.57 26.40 661 214 533
11 Dec 160.94 2.89 -0.14 28.53 278 7 321
10 Dec 160.84 2.75 -1.1 29.07 298 68 313
9 Dec 162.68 3.99 -0.19 29.60 282 66 244
8 Dec 162.89 4 -2.98 29.21 302 144 176
5 Dec 168.16 7.41 -0.49 29.35 27 -2 32
4 Dec 169.48 7.9 0.22 27.33 13 -1 33
3 Dec 168.95 7.74 -2.26 26.12 34 1 35
2 Dec 172.26 10 0.44 23.84 38 21 34
1 Dec 171.02 9.55 -0.55 27.07 27 2 17
28 Nov 171.41 9.96 -2.77 26.12 14 1 14
27 Nov 174.63 12.73 -1.27 27.14 7 3 13
26 Nov 175.75 14 2.6 28.56 10 7 9
25 Nov 173.23 11.4 -3.5 20.48 2 1 2
24 Nov 172.35 14.9 -33.7 - 0 1 0
21 Nov 175.62 14.9 -33.7 31.13 1 0 0
20 Nov 179.03 48.6 0 - 0 0 0
19 Nov 180.83 48.6 0 - 0 0 0


For Ncc Limited - strike price 165 expiring on 30DEC2025

Delta for 165 CE is 0.17

Historical price for 165 CE is as follows

On 17 Dec NCC was trading at 155.89. The strike last trading price was 0.76, which was -0.33 lower than the previous day. The implied volatity was 28.80, the open interest changed by -22 which decreased total open position to 520


On 16 Dec NCC was trading at 157.85. The strike last trading price was 1.07, which was -1.45 lower than the previous day. The implied volatity was 28.36, the open interest changed by -49 which decreased total open position to 557


On 15 Dec NCC was trading at 161.70. The strike last trading price was 2.45, which was 0.07 higher than the previous day. The implied volatity was 28.12, the open interest changed by 96 which increased total open position to 626


On 12 Dec NCC was trading at 160.66. The strike last trading price was 2.22, which was -0.57 lower than the previous day. The implied volatity was 26.40, the open interest changed by 214 which increased total open position to 533


On 11 Dec NCC was trading at 160.94. The strike last trading price was 2.89, which was -0.14 lower than the previous day. The implied volatity was 28.53, the open interest changed by 7 which increased total open position to 321


On 10 Dec NCC was trading at 160.84. The strike last trading price was 2.75, which was -1.1 lower than the previous day. The implied volatity was 29.07, the open interest changed by 68 which increased total open position to 313


On 9 Dec NCC was trading at 162.68. The strike last trading price was 3.99, which was -0.19 lower than the previous day. The implied volatity was 29.60, the open interest changed by 66 which increased total open position to 244


On 8 Dec NCC was trading at 162.89. The strike last trading price was 4, which was -2.98 lower than the previous day. The implied volatity was 29.21, the open interest changed by 144 which increased total open position to 176


On 5 Dec NCC was trading at 168.16. The strike last trading price was 7.41, which was -0.49 lower than the previous day. The implied volatity was 29.35, the open interest changed by -2 which decreased total open position to 32


On 4 Dec NCC was trading at 169.48. The strike last trading price was 7.9, which was 0.22 higher than the previous day. The implied volatity was 27.33, the open interest changed by -1 which decreased total open position to 33


On 3 Dec NCC was trading at 168.95. The strike last trading price was 7.74, which was -2.26 lower than the previous day. The implied volatity was 26.12, the open interest changed by 1 which increased total open position to 35


On 2 Dec NCC was trading at 172.26. The strike last trading price was 10, which was 0.44 higher than the previous day. The implied volatity was 23.84, the open interest changed by 21 which increased total open position to 34


On 1 Dec NCC was trading at 171.02. The strike last trading price was 9.55, which was -0.55 lower than the previous day. The implied volatity was 27.07, the open interest changed by 2 which increased total open position to 17


On 28 Nov NCC was trading at 171.41. The strike last trading price was 9.96, which was -2.77 lower than the previous day. The implied volatity was 26.12, the open interest changed by 1 which increased total open position to 14


On 27 Nov NCC was trading at 174.63. The strike last trading price was 12.73, which was -1.27 lower than the previous day. The implied volatity was 27.14, the open interest changed by 3 which increased total open position to 13


On 26 Nov NCC was trading at 175.75. The strike last trading price was 14, which was 2.6 higher than the previous day. The implied volatity was 28.56, the open interest changed by 7 which increased total open position to 9


On 25 Nov NCC was trading at 173.23. The strike last trading price was 11.4, which was -3.5 lower than the previous day. The implied volatity was 20.48, the open interest changed by 1 which increased total open position to 2


On 24 Nov NCC was trading at 172.35. The strike last trading price was 14.9, which was -33.7 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 21 Nov NCC was trading at 175.62. The strike last trading price was 14.9, which was -33.7 lower than the previous day. The implied volatity was 31.13, 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 48.6, 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 48.6, 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 165 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
17 Dec 155.89 8.5 0.2 - 42 -15 254
16 Dec 157.85 8.59 3.62 32.18 124 -36 268
15 Dec 161.70 4.98 -0.74 25.53 95 9 305
12 Dec 160.66 5.88 -0.14 25.89 67 -24 295
11 Dec 160.94 6 -0.82 29.28 83 -15 323
10 Dec 160.84 7.54 2.18 35.74 86 32 340
9 Dec 162.68 5.12 -0.7 28.29 118 0 310
8 Dec 162.89 5.83 2.7 31.86 257 59 307
5 Dec 168.16 3.12 0.26 28.35 66 -3 249
4 Dec 169.48 2.87 -0.1 28.57 48 7 250
3 Dec 168.95 2.99 0.92 28.64 128 17 243
2 Dec 172.26 2.08 -0.7 28.62 121 7 226
1 Dec 171.02 2.83 0.32 30.61 74 7 218
28 Nov 171.41 2.6 0.69 28.63 82 14 210
27 Nov 174.63 1.91 0.04 28.91 119 26 196
26 Nov 175.75 1.89 -0.61 30.04 226 46 169
25 Nov 173.23 2.55 -0.22 31.15 75 36 114
24 Nov 172.35 2.78 0.7 30.57 82 23 78
21 Nov 175.62 2 -0.59 29.05 187 45 53
20 Nov 179.03 2.59 0.99 36.22 5 3 7
19 Nov 180.83 1.6 -1.9 31.46 4 2 2


For Ncc Limited - strike price 165 expiring on 30DEC2025

Delta for 165 PE is -

Historical price for 165 PE is as follows

On 17 Dec NCC was trading at 155.89. The strike last trading price was 8.5, which was 0.2 higher than the previous day. The implied volatity was -, the open interest changed by -15 which decreased total open position to 254


On 16 Dec NCC was trading at 157.85. The strike last trading price was 8.59, which was 3.62 higher than the previous day. The implied volatity was 32.18, the open interest changed by -36 which decreased total open position to 268


On 15 Dec NCC was trading at 161.70. The strike last trading price was 4.98, which was -0.74 lower than the previous day. The implied volatity was 25.53, the open interest changed by 9 which increased total open position to 305


On 12 Dec NCC was trading at 160.66. The strike last trading price was 5.88, which was -0.14 lower than the previous day. The implied volatity was 25.89, the open interest changed by -24 which decreased total open position to 295


On 11 Dec NCC was trading at 160.94. The strike last trading price was 6, which was -0.82 lower than the previous day. The implied volatity was 29.28, the open interest changed by -15 which decreased total open position to 323


On 10 Dec NCC was trading at 160.84. The strike last trading price was 7.54, which was 2.18 higher than the previous day. The implied volatity was 35.74, the open interest changed by 32 which increased total open position to 340


On 9 Dec NCC was trading at 162.68. The strike last trading price was 5.12, which was -0.7 lower than the previous day. The implied volatity was 28.29, the open interest changed by 0 which decreased total open position to 310


On 8 Dec NCC was trading at 162.89. The strike last trading price was 5.83, which was 2.7 higher than the previous day. The implied volatity was 31.86, the open interest changed by 59 which increased total open position to 307


On 5 Dec NCC was trading at 168.16. The strike last trading price was 3.12, which was 0.26 higher than the previous day. The implied volatity was 28.35, the open interest changed by -3 which decreased total open position to 249


On 4 Dec NCC was trading at 169.48. The strike last trading price was 2.87, which was -0.1 lower than the previous day. The implied volatity was 28.57, the open interest changed by 7 which increased total open position to 250


On 3 Dec NCC was trading at 168.95. The strike last trading price was 2.99, which was 0.92 higher than the previous day. The implied volatity was 28.64, the open interest changed by 17 which increased total open position to 243


On 2 Dec NCC was trading at 172.26. The strike last trading price was 2.08, which was -0.7 lower than the previous day. The implied volatity was 28.62, the open interest changed by 7 which increased total open position to 226


On 1 Dec NCC was trading at 171.02. The strike last trading price was 2.83, which was 0.32 higher than the previous day. The implied volatity was 30.61, the open interest changed by 7 which increased total open position to 218


On 28 Nov NCC was trading at 171.41. The strike last trading price was 2.6, which was 0.69 higher than the previous day. The implied volatity was 28.63, the open interest changed by 14 which increased total open position to 210


On 27 Nov NCC was trading at 174.63. The strike last trading price was 1.91, which was 0.04 higher than the previous day. The implied volatity was 28.91, the open interest changed by 26 which increased total open position to 196


On 26 Nov NCC was trading at 175.75. The strike last trading price was 1.89, which was -0.61 lower than the previous day. The implied volatity was 30.04, the open interest changed by 46 which increased total open position to 169


On 25 Nov NCC was trading at 173.23. The strike last trading price was 2.55, which was -0.22 lower than the previous day. The implied volatity was 31.15, the open interest changed by 36 which increased total open position to 114


On 24 Nov NCC was trading at 172.35. The strike last trading price was 2.78, which was 0.7 higher than the previous day. The implied volatity was 30.57, the open interest changed by 23 which increased total open position to 78


On 21 Nov NCC was trading at 175.62. The strike last trading price was 2, which was -0.59 lower than the previous day. The implied volatity was 29.05, the open interest changed by 45 which increased total open position to 53


On 20 Nov NCC was trading at 179.03. The strike last trading price was 2.59, which was 0.99 higher than the previous day. The implied volatity was 36.22, the open interest changed by 3 which increased total open position to 7


On 19 Nov NCC was trading at 180.83. The strike last trading price was 1.6, which was -1.9 lower than the previous day. The implied volatity was 31.46, the open interest changed by 2 which increased total open position to 2