NCC
Ncc Limited
Historical option data for NCC
15 Dec 2025 03:58 PM IST
| NCC 30-DEC-2025 167.5 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.29
Vega: 0.11
Theta: -0.12
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 15 Dec | 161.70 | 1.62 | 0.13 | 27.82 | 35 | 8 | 166 | |||||||||
| 12 Dec | 160.66 | 1.49 | -0.51 | 26.37 | 149 | 56 | 157 | |||||||||
| 11 Dec | 160.94 | 2.13 | -0.1 | 29.06 | 78 | 11 | 102 | |||||||||
| 10 Dec | 160.84 | 2.12 | -0.76 | 30.18 | 78 | 4 | 91 | |||||||||
| 9 Dec | 162.68 | 2.86 | -0.38 | 28.67 | 49 | 13 | 87 | |||||||||
| 8 Dec | 162.89 | 3.23 | -2.62 | 30.63 | 136 | 32 | 73 | |||||||||
| 5 Dec | 168.16 | 5.5 | -1.02 | 26.55 | 49 | 7 | 41 | |||||||||
| 4 Dec | 169.48 | 6.51 | 0.06 | 28.10 | 50 | 18 | 34 | |||||||||
| 3 Dec | 168.95 | 6.66 | -1.27 | 28.65 | 58 | 0 | 17 | |||||||||
| 2 Dec | 172.26 | 7.93 | -0.46 | - | 0 | 5 | 0 | |||||||||
| 1 Dec | 171.02 | 7.93 | -0.46 | 27.28 | 33 | 4 | 16 | |||||||||
| 28 Nov | 171.41 | 8.37 | -1.26 | 26.62 | 6 | 3 | 13 | |||||||||
| 27 Nov | 174.63 | 9.63 | -0.17 | - | 0 | 0 | 0 | |||||||||
| 26 Nov | 175.75 | 9.63 | -0.17 | - | 0 | 4 | 0 | |||||||||
| 25 Nov | 173.23 | 9.63 | -0.17 | 21.72 | 6 | 5 | 11 | |||||||||
| 24 Nov | 172.35 | 9.8 | -3.4 | 26.56 | 4 | 0 | 2 | |||||||||
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| 21 Nov | 175.62 | 13.2 | -33.55 | 32.11 | 2 | 0 | 0 | |||||||||
| 20 Nov | 179.03 | 46.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Nov | 180.83 | 46.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Nov | 181.85 | 46.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 Nov | 184.13 | 46.75 | 0 | - | 0 | 0 | 0 | |||||||||
For Ncc Limited - strike price 167.5 expiring on 30DEC2025
Delta for 167.5 CE is 0.29
Historical price for 167.5 CE is as follows
On 15 Dec NCC was trading at 161.70. The strike last trading price was 1.62, which was 0.13 higher than the previous day. The implied volatity was 27.82, the open interest changed by 8 which increased total open position to 166
On 12 Dec NCC was trading at 160.66. The strike last trading price was 1.49, which was -0.51 lower than the previous day. The implied volatity was 26.37, the open interest changed by 56 which increased total open position to 157
On 11 Dec NCC was trading at 160.94. The strike last trading price was 2.13, which was -0.1 lower than the previous day. The implied volatity was 29.06, the open interest changed by 11 which increased total open position to 102
On 10 Dec NCC was trading at 160.84. The strike last trading price was 2.12, which was -0.76 lower than the previous day. The implied volatity was 30.18, the open interest changed by 4 which increased total open position to 91
On 9 Dec NCC was trading at 162.68. The strike last trading price was 2.86, which was -0.38 lower than the previous day. The implied volatity was 28.67, the open interest changed by 13 which increased total open position to 87
On 8 Dec NCC was trading at 162.89. The strike last trading price was 3.23, which was -2.62 lower than the previous day. The implied volatity was 30.63, the open interest changed by 32 which increased total open position to 73
On 5 Dec NCC was trading at 168.16. The strike last trading price was 5.5, which was -1.02 lower than the previous day. The implied volatity was 26.55, the open interest changed by 7 which increased total open position to 41
On 4 Dec NCC was trading at 169.48. The strike last trading price was 6.51, which was 0.06 higher than the previous day. The implied volatity was 28.10, the open interest changed by 18 which increased total open position to 34
On 3 Dec NCC was trading at 168.95. The strike last trading price was 6.66, which was -1.27 lower than the previous day. The implied volatity was 28.65, the open interest changed by 0 which decreased total open position to 17
On 2 Dec NCC was trading at 172.26. The strike last trading price was 7.93, which was -0.46 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 0
On 1 Dec NCC was trading at 171.02. The strike last trading price was 7.93, which was -0.46 lower than the previous day. The implied volatity was 27.28, the open interest changed by 4 which increased total open position to 16
On 28 Nov NCC was trading at 171.41. The strike last trading price was 8.37, which was -1.26 lower than the previous day. The implied volatity was 26.62, the open interest changed by 3 which increased total open position to 13
On 27 Nov NCC was trading at 174.63. The strike last trading price was 9.63, which was -0.17 lower 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 9.63, which was -0.17 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 0
On 25 Nov NCC was trading at 173.23. The strike last trading price was 9.63, which was -0.17 lower than the previous day. The implied volatity was 21.72, the open interest changed by 5 which increased total open position to 11
On 24 Nov NCC was trading at 172.35. The strike last trading price was 9.8, which was -3.4 lower than the previous day. The implied volatity was 26.56, the open interest changed by 0 which decreased total open position to 2
On 21 Nov NCC was trading at 175.62. The strike last trading price was 13.2, which was -33.55 lower than the previous day. The implied volatity was 32.11, 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 46.75, 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 46.75, 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 18 Nov NCC was trading at 181.85. The strike last trading price was 46.75, 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 14 Nov NCC was trading at 184.13. The strike last trading price was 46.75, 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 167.5 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.73
Vega: 0.11
Theta: -0.06
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 15 Dec | 161.70 | 6.73 | -0.84 | 25.72 | 17 | -2 | 95 |
| 12 Dec | 160.66 | 7.57 | -0.25 | 25.20 | 10 | -1 | 97 |
| 11 Dec | 160.94 | 7.55 | -0.95 | 28.52 | 18 | 1 | 100 |
| 10 Dec | 160.84 | 9.2 | 2.14 | 35.88 | 10 | -6 | 100 |
| 9 Dec | 162.68 | 7.06 | 0.03 | 31.22 | 7 | -1 | 107 |
| 8 Dec | 162.89 | 7.28 | 3.19 | 31.65 | 134 | -20 | 109 |
| 5 Dec | 168.16 | 4.1 | 0.29 | 27.95 | 68 | 4 | 128 |
| 4 Dec | 169.48 | 3.81 | -0.21 | 28.38 | 42 | -1 | 124 |
| 3 Dec | 168.95 | 3.94 | 1.12 | 28.45 | 117 | 16 | 124 |
| 2 Dec | 172.26 | 2.82 | -0.8 | 28.53 | 48 | 14 | 108 |
| 1 Dec | 171.02 | 3.55 | 0.24 | 29.73 | 51 | 10 | 95 |
| 28 Nov | 171.41 | 3.41 | 0.9 | 28.48 | 30 | 9 | 84 |
| 27 Nov | 174.63 | 2.5 | 0.03 | 28.58 | 28 | 17 | 74 |
| 26 Nov | 175.75 | 2.46 | -0.99 | 29.70 | 36 | 18 | 56 |
| 25 Nov | 173.23 | 3.45 | -0.05 | 31.96 | 10 | 7 | 38 |
| 24 Nov | 172.35 | 3.5 | 0.73 | 29.87 | 7 | 2 | 30 |
| 21 Nov | 175.62 | 2.64 | 0.33 | 28.90 | 8 | -2 | 29 |
| 20 Nov | 179.03 | 2.31 | -0.03 | 31.05 | 3 | 1 | 31 |
| 19 Nov | 180.83 | 2.34 | 0.1 | 32.94 | 9 | 2 | 27 |
| 18 Nov | 181.85 | 2.24 | -0.29 | 33.71 | 22 | 15 | 24 |
| 14 Nov | 184.13 | 2.53 | 0.63 | 36.06 | 9 | 7 | 7 |
For Ncc Limited - strike price 167.5 expiring on 30DEC2025
Delta for 167.5 PE is -0.73
Historical price for 167.5 PE is as follows
On 15 Dec NCC was trading at 161.70. The strike last trading price was 6.73, which was -0.84 lower than the previous day. The implied volatity was 25.72, the open interest changed by -2 which decreased total open position to 95
On 12 Dec NCC was trading at 160.66. The strike last trading price was 7.57, which was -0.25 lower than the previous day. The implied volatity was 25.20, the open interest changed by -1 which decreased total open position to 97
On 11 Dec NCC was trading at 160.94. The strike last trading price was 7.55, which was -0.95 lower than the previous day. The implied volatity was 28.52, the open interest changed by 1 which increased total open position to 100
On 10 Dec NCC was trading at 160.84. The strike last trading price was 9.2, which was 2.14 higher than the previous day. The implied volatity was 35.88, the open interest changed by -6 which decreased total open position to 100
On 9 Dec NCC was trading at 162.68. The strike last trading price was 7.06, which was 0.03 higher than the previous day. The implied volatity was 31.22, the open interest changed by -1 which decreased total open position to 107
On 8 Dec NCC was trading at 162.89. The strike last trading price was 7.28, which was 3.19 higher than the previous day. The implied volatity was 31.65, the open interest changed by -20 which decreased total open position to 109
On 5 Dec NCC was trading at 168.16. The strike last trading price was 4.1, which was 0.29 higher than the previous day. The implied volatity was 27.95, the open interest changed by 4 which increased total open position to 128
On 4 Dec NCC was trading at 169.48. The strike last trading price was 3.81, which was -0.21 lower than the previous day. The implied volatity was 28.38, the open interest changed by -1 which decreased total open position to 124
On 3 Dec NCC was trading at 168.95. The strike last trading price was 3.94, which was 1.12 higher than the previous day. The implied volatity was 28.45, the open interest changed by 16 which increased total open position to 124
On 2 Dec NCC was trading at 172.26. The strike last trading price was 2.82, which was -0.8 lower than the previous day. The implied volatity was 28.53, the open interest changed by 14 which increased total open position to 108
On 1 Dec NCC was trading at 171.02. The strike last trading price was 3.55, which was 0.24 higher than the previous day. The implied volatity was 29.73, the open interest changed by 10 which increased total open position to 95
On 28 Nov NCC was trading at 171.41. The strike last trading price was 3.41, which was 0.9 higher than the previous day. The implied volatity was 28.48, the open interest changed by 9 which increased total open position to 84
On 27 Nov NCC was trading at 174.63. The strike last trading price was 2.5, which was 0.03 higher than the previous day. The implied volatity was 28.58, the open interest changed by 17 which increased total open position to 74
On 26 Nov NCC was trading at 175.75. The strike last trading price was 2.46, which was -0.99 lower than the previous day. The implied volatity was 29.70, the open interest changed by 18 which increased total open position to 56
On 25 Nov NCC was trading at 173.23. The strike last trading price was 3.45, which was -0.05 lower than the previous day. The implied volatity was 31.96, the open interest changed by 7 which increased total open position to 38
On 24 Nov NCC was trading at 172.35. The strike last trading price was 3.5, which was 0.73 higher than the previous day. The implied volatity was 29.87, the open interest changed by 2 which increased total open position to 30
On 21 Nov NCC was trading at 175.62. The strike last trading price was 2.64, which was 0.33 higher than the previous day. The implied volatity was 28.90, the open interest changed by -2 which decreased total open position to 29
On 20 Nov NCC was trading at 179.03. The strike last trading price was 2.31, which was -0.03 lower than the previous day. The implied volatity was 31.05, the open interest changed by 1 which increased total open position to 31
On 19 Nov NCC was trading at 180.83. The strike last trading price was 2.34, which was 0.1 higher than the previous day. The implied volatity was 32.94, the open interest changed by 2 which increased total open position to 27
On 18 Nov NCC was trading at 181.85. The strike last trading price was 2.24, which was -0.29 lower than the previous day. The implied volatity was 33.71, the open interest changed by 15 which increased total open position to 24
On 14 Nov NCC was trading at 184.13. The strike last trading price was 2.53, which was 0.63 higher than the previous day. The implied volatity was 36.06, the open interest changed by 7 which increased total open position to 7































































































































































































































