NCC
Ncc Limited
Historical option data for NCC
09 Dec 2025 10:18 AM IST
| NCC 30-DEC-2025 170 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.28
Vega: 0.13
Theta: -0.11
Gamma: 0.03
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| 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 | |||||||||
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| 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 | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.72
Vega: 0.13
Theta: -0.06
Gamma: 0.03
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| 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































































































































































































































