[--[65.84.65.76]--]

NCC

Ncc Limited
161.56 -1.33 (-0.82%)
L: 159.6 H: 162.68

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Historical option data for NCC

09 Dec 2025 10:18 AM IST
NCC 30-DEC-2025 170 CE
Delta: 0.28
Vega: 0.13
Theta: -0.11
Gamma: 0.03
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 161.47 2 -0.49 30.62 179 0 531
8 Dec 162.89 2.34 -2.11 30.07 655 61 529
5 Dec 168.16 4.45 -0.78 27.63 386 25 466
4 Dec 169.48 5.19 -0.07 28.11 552 74 446
3 Dec 168.95 5.32 -1.6 28.49 512 102 371
2 Dec 172.26 7 0.48 26.35 334 8 271
1 Dec 171.02 6.45 -0.32 27.24 321 35 263
28 Nov 171.41 6.67 -2.45 25.59 198 -5 228
27 Nov 174.63 9.02 -1.3 26.31 192 -55 234
26 Nov 175.75 10.3 1.65 28.13 407 158 292
25 Nov 173.23 8.9 0.65 27.06 88 56 137
24 Nov 172.35 8.25 -2.03 26.75 55 24 81
21 Nov 175.62 10.63 -2.87 27.14 61 -9 55
20 Nov 179.03 13.5 -1.7 29.37 39 38 63
19 Nov 180.83 15.2 -29.45 30.98 25 18 18
18 Nov 181.85 44.65 0 - 0 0 0
17 Nov 184.23 44.65 0 - 0 0 0
14 Nov 184.13 44.65 0 - 0 0 0


For Ncc Limited - strike price 170 expiring on 30DEC2025

Delta for 170 CE is 0.28

Historical price for 170 CE is as follows

On 9 Dec NCC was trading at 161.47. The strike last trading price was 2, which was -0.49 lower than the previous day. The implied volatity was 30.62, the open interest changed by 0 which decreased total open position to 531


On 8 Dec NCC was trading at 162.89. The strike last trading price was 2.34, which was -2.11 lower than the previous day. The implied volatity was 30.07, the open interest changed by 61 which increased total open position to 529


On 5 Dec NCC was trading at 168.16. The strike last trading price was 4.45, which was -0.78 lower than the previous day. The implied volatity was 27.63, the open interest changed by 25 which increased total open position to 466


On 4 Dec NCC was trading at 169.48. The strike last trading price was 5.19, which was -0.07 lower than the previous day. The implied volatity was 28.11, the open interest changed by 74 which increased total open position to 446


On 3 Dec NCC was trading at 168.95. The strike last trading price was 5.32, which was -1.6 lower than the previous day. The implied volatity was 28.49, the open interest changed by 102 which increased total open position to 371


On 2 Dec NCC was trading at 172.26. The strike last trading price was 7, which was 0.48 higher than the previous day. The implied volatity was 26.35, the open interest changed by 8 which increased total open position to 271


On 1 Dec NCC was trading at 171.02. The strike last trading price was 6.45, which was -0.32 lower than the previous day. The implied volatity was 27.24, the open interest changed by 35 which increased total open position to 263


On 28 Nov NCC was trading at 171.41. The strike last trading price was 6.67, which was -2.45 lower than the previous day. The implied volatity was 25.59, the open interest changed by -5 which decreased total open position to 228


On 27 Nov NCC was trading at 174.63. The strike last trading price was 9.02, which was -1.3 lower than the previous day. The implied volatity was 26.31, the open interest changed by -55 which decreased total open position to 234


On 26 Nov NCC was trading at 175.75. The strike last trading price was 10.3, which was 1.65 higher than the previous day. The implied volatity was 28.13, the open interest changed by 158 which increased total open position to 292


On 25 Nov NCC was trading at 173.23. The strike last trading price was 8.9, which was 0.65 higher than the previous day. The implied volatity was 27.06, the open interest changed by 56 which increased total open position to 137


On 24 Nov NCC was trading at 172.35. The strike last trading price was 8.25, which was -2.03 lower than the previous day. The implied volatity was 26.75, the open interest changed by 24 which increased total open position to 81


On 21 Nov NCC was trading at 175.62. The strike last trading price was 10.63, which was -2.87 lower than the previous day. The implied volatity was 27.14, the open interest changed by -9 which decreased total open position to 55


On 20 Nov NCC was trading at 179.03. The strike last trading price was 13.5, which was -1.7 lower than the previous day. The implied volatity was 29.37, the open interest changed by 38 which increased total open position to 63


On 19 Nov NCC was trading at 180.83. The strike last trading price was 15.2, which was -29.45 lower than the previous day. The implied volatity was 30.98, the open interest changed by 18 which increased total open position to 18


On 18 Nov NCC was trading at 181.85. The strike last trading price was 44.65, 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 17 Nov NCC was trading at 184.23. The strike last trading price was 44.65, 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 44.65, 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 170 PE
Delta: -0.72
Vega: 0.13
Theta: -0.06
Gamma: 0.03
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 161.47 9.5 0.54 30.43 13 -4 378
8 Dec 162.89 9.02 3.32 32.18 199 -42 382
5 Dec 168.16 5.42 0.43 28.38 126 -4 424
4 Dec 169.48 5.01 -0.19 28.60 195 3 426
3 Dec 168.95 5.13 1.35 28.56 445 89 422
2 Dec 172.26 3.75 -0.98 28.56 150 -4 333
1 Dec 171.02 4.81 0.52 30.93 454 -12 336
28 Nov 171.41 4.34 1.05 28.11 298 3 341
27 Nov 174.63 3.23 0.06 28.13 436 64 339
26 Nov 175.75 3.08 -1.04 28.97 734 121 276
25 Nov 173.23 4 -0.49 30.21 117 11 149
24 Nov 172.35 4.57 1.12 30.80 102 27 137
21 Nov 175.62 3.27 0.38 28.38 119 52 110
20 Nov 179.03 2.85 0.17 30.45 37 18 57
19 Nov 180.83 2.68 -0.02 31.62 16 8 37
18 Nov 181.85 2.7 0.3 32.79 12 4 26
17 Nov 184.23 2.4 -0.52 33.23 6 1 21
14 Nov 184.13 2.92 -1.58 35.02 25 21 21


For Ncc Limited - strike price 170 expiring on 30DEC2025

Delta for 170 PE is -0.72

Historical price for 170 PE is as follows

On 9 Dec NCC was trading at 161.47. The strike last trading price was 9.5, which was 0.54 higher than the previous day. The implied volatity was 30.43, the open interest changed by -4 which decreased total open position to 378


On 8 Dec NCC was trading at 162.89. The strike last trading price was 9.02, which was 3.32 higher than the previous day. The implied volatity was 32.18, the open interest changed by -42 which decreased total open position to 382


On 5 Dec NCC was trading at 168.16. The strike last trading price was 5.42, which was 0.43 higher than the previous day. The implied volatity was 28.38, the open interest changed by -4 which decreased total open position to 424


On 4 Dec NCC was trading at 169.48. The strike last trading price was 5.01, which was -0.19 lower than the previous day. The implied volatity was 28.60, the open interest changed by 3 which increased total open position to 426


On 3 Dec NCC was trading at 168.95. The strike last trading price was 5.13, which was 1.35 higher than the previous day. The implied volatity was 28.56, the open interest changed by 89 which increased total open position to 422


On 2 Dec NCC was trading at 172.26. The strike last trading price was 3.75, which was -0.98 lower than the previous day. The implied volatity was 28.56, the open interest changed by -4 which decreased total open position to 333


On 1 Dec NCC was trading at 171.02. The strike last trading price was 4.81, which was 0.52 higher than the previous day. The implied volatity was 30.93, the open interest changed by -12 which decreased total open position to 336


On 28 Nov NCC was trading at 171.41. The strike last trading price was 4.34, which was 1.05 higher than the previous day. The implied volatity was 28.11, the open interest changed by 3 which increased total open position to 341


On 27 Nov NCC was trading at 174.63. The strike last trading price was 3.23, which was 0.06 higher than the previous day. The implied volatity was 28.13, the open interest changed by 64 which increased total open position to 339


On 26 Nov NCC was trading at 175.75. The strike last trading price was 3.08, which was -1.04 lower than the previous day. The implied volatity was 28.97, the open interest changed by 121 which increased total open position to 276


On 25 Nov NCC was trading at 173.23. The strike last trading price was 4, which was -0.49 lower than the previous day. The implied volatity was 30.21, the open interest changed by 11 which increased total open position to 149


On 24 Nov NCC was trading at 172.35. The strike last trading price was 4.57, which was 1.12 higher than the previous day. The implied volatity was 30.80, the open interest changed by 27 which increased total open position to 137


On 21 Nov NCC was trading at 175.62. The strike last trading price was 3.27, which was 0.38 higher than the previous day. The implied volatity was 28.38, the open interest changed by 52 which increased total open position to 110


On 20 Nov NCC was trading at 179.03. The strike last trading price was 2.85, which was 0.17 higher than the previous day. The implied volatity was 30.45, the open interest changed by 18 which increased total open position to 57


On 19 Nov NCC was trading at 180.83. The strike last trading price was 2.68, which was -0.02 lower than the previous day. The implied volatity was 31.62, the open interest changed by 8 which increased total open position to 37


On 18 Nov NCC was trading at 181.85. The strike last trading price was 2.7, which was 0.3 higher than the previous day. The implied volatity was 32.79, the open interest changed by 4 which increased total open position to 26


On 17 Nov NCC was trading at 184.23. The strike last trading price was 2.4, which was -0.52 lower than the previous day. The implied volatity was 33.23, the open interest changed by 1 which increased total open position to 21


On 14 Nov NCC was trading at 184.13. The strike last trading price was 2.92, which was -1.58 lower than the previous day. The implied volatity was 35.02, the open interest changed by 21 which increased total open position to 21