[--[65.84.65.76]--]

NCC

Ncc Limited
161.7 +1.04 (0.65%)
L: 159.44 H: 162

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Historical option data for NCC

15 Dec 2025 03:58 PM IST
NCC 30-DEC-2025 167.5 CE
Delta: 0.29
Vega: 0.11
Theta: -0.12
Gamma: 0.04
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
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
Delta: -0.73
Vega: 0.11
Theta: -0.06
Gamma: 0.04
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