[--[65.84.65.76]--]

NCC

Ncc Limited
167.2 -2.28 (-1.35%)
L: 167 H: 170.47

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Historical option data for NCC

05 Dec 2025 02:47 PM IST
NCC 30-DEC-2025 172.5 CE
Delta: 0.38
Vega: 0.17
Theta: -0.11
Gamma: 0.03
Date Close Ltp Change IV Volume OI Chg OI
5 Dec 167.04 3.2 -0.89 28.61 164 -43 280
4 Dec 169.48 4.02 -0.1 27.88 108 -5 324
3 Dec 168.95 4.26 -1.31 28.85 300 116 330
2 Dec 172.26 5.65 0.36 26.59 292 -9 215
1 Dec 171.02 5.29 -0.15 27.88 512 95 218
28 Nov 171.41 5.43 -2.13 26.00 145 64 113
27 Nov 174.63 7.54 -1.21 26.50 46 2 45
26 Nov 175.75 8.69 1.47 28.06 114 32 43
25 Nov 173.23 7.5 -35 27.49 16 11 11
24 Nov 172.35 42.5 0 - 0 0 0
21 Nov 175.62 42.5 0 - 0 0 0
20 Nov 179.03 42.5 0 - 0 0 0
19 Nov 180.83 42.5 0 - 0 0 0
18 Nov 181.85 42.5 0 - 0 0 0
17 Nov 184.23 42.5 0 - 0 0 0
14 Nov 184.13 42.5 0 - 0 0 0


For Ncc Limited - strike price 172.5 expiring on 30DEC2025

Delta for 172.5 CE is 0.38

Historical price for 172.5 CE is as follows

On 5 Dec NCC was trading at 167.04. The strike last trading price was 3.2, which was -0.89 lower than the previous day. The implied volatity was 28.61, the open interest changed by -43 which decreased total open position to 280


On 4 Dec NCC was trading at 169.48. The strike last trading price was 4.02, which was -0.1 lower than the previous day. The implied volatity was 27.88, the open interest changed by -5 which decreased total open position to 324


On 3 Dec NCC was trading at 168.95. The strike last trading price was 4.26, which was -1.31 lower than the previous day. The implied volatity was 28.85, the open interest changed by 116 which increased total open position to 330


On 2 Dec NCC was trading at 172.26. The strike last trading price was 5.65, which was 0.36 higher than the previous day. The implied volatity was 26.59, the open interest changed by -9 which decreased total open position to 215


On 1 Dec NCC was trading at 171.02. The strike last trading price was 5.29, which was -0.15 lower than the previous day. The implied volatity was 27.88, the open interest changed by 95 which increased total open position to 218


On 28 Nov NCC was trading at 171.41. The strike last trading price was 5.43, which was -2.13 lower than the previous day. The implied volatity was 26.00, the open interest changed by 64 which increased total open position to 113


On 27 Nov NCC was trading at 174.63. The strike last trading price was 7.54, which was -1.21 lower than the previous day. The implied volatity was 26.50, the open interest changed by 2 which increased total open position to 45


On 26 Nov NCC was trading at 175.75. The strike last trading price was 8.69, which was 1.47 higher than the previous day. The implied volatity was 28.06, the open interest changed by 32 which increased total open position to 43


On 25 Nov NCC was trading at 173.23. The strike last trading price was 7.5, which was -35 lower than the previous day. The implied volatity was 27.49, the open interest changed by 11 which increased total open position to 11


On 24 Nov NCC was trading at 172.35. The strike last trading price was 42.5, 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 21 Nov NCC was trading at 175.62. The strike last trading price was 42.5, 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 20 Nov NCC was trading at 179.03. The strike last trading price was 42.5, 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 42.5, 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 42.5, 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 42.5, 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 42.5, 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 172.5 PE
Delta: -0.61
Vega: 0.17
Theta: -0.07
Gamma: 0.03
Date Close Ltp Change IV Volume OI Chg OI
5 Dec 167.04 7.61 1 29.38 4 -2 122
4 Dec 169.48 6.61 -0.09 29.98 8 1 123
3 Dec 168.95 6.5 1.56 28.63 74 6 121
2 Dec 172.26 4.88 -1.15 28.69 98 21 112
1 Dec 171.02 6 0.56 30.82 97 10 91
28 Nov 171.41 5.54 1.28 28.25 86 5 79
27 Nov 174.63 4.22 0.25 28.41 51 2 74
26 Nov 175.75 3.79 -1.71 28.06 82 31 72
25 Nov 173.23 5.5 0.03 32.50 41 23 40
24 Nov 172.35 5.47 1.08 29.91 22 7 17
21 Nov 175.62 4.39 1.79 29.42 15 9 9
20 Nov 179.03 2.6 0 4.75 0 0 0
19 Nov 180.83 2.6 0 5.58 0 0 0
18 Nov 181.85 2.6 0 6.17 0 0 0
17 Nov 184.23 2.6 0 7.10 0 0 0
14 Nov 184.13 2.6 0 6.91 0 0 0


For Ncc Limited - strike price 172.5 expiring on 30DEC2025

Delta for 172.5 PE is -0.61

Historical price for 172.5 PE is as follows

On 5 Dec NCC was trading at 167.04. The strike last trading price was 7.61, which was 1 higher than the previous day. The implied volatity was 29.38, the open interest changed by -2 which decreased total open position to 122


On 4 Dec NCC was trading at 169.48. The strike last trading price was 6.61, which was -0.09 lower than the previous day. The implied volatity was 29.98, the open interest changed by 1 which increased total open position to 123


On 3 Dec NCC was trading at 168.95. The strike last trading price was 6.5, which was 1.56 higher than the previous day. The implied volatity was 28.63, the open interest changed by 6 which increased total open position to 121


On 2 Dec NCC was trading at 172.26. The strike last trading price was 4.88, which was -1.15 lower than the previous day. The implied volatity was 28.69, the open interest changed by 21 which increased total open position to 112


On 1 Dec NCC was trading at 171.02. The strike last trading price was 6, which was 0.56 higher than the previous day. The implied volatity was 30.82, the open interest changed by 10 which increased total open position to 91


On 28 Nov NCC was trading at 171.41. The strike last trading price was 5.54, which was 1.28 higher than the previous day. The implied volatity was 28.25, the open interest changed by 5 which increased total open position to 79


On 27 Nov NCC was trading at 174.63. The strike last trading price was 4.22, which was 0.25 higher than the previous day. The implied volatity was 28.41, the open interest changed by 2 which increased total open position to 74


On 26 Nov NCC was trading at 175.75. The strike last trading price was 3.79, which was -1.71 lower than the previous day. The implied volatity was 28.06, the open interest changed by 31 which increased total open position to 72


On 25 Nov NCC was trading at 173.23. The strike last trading price was 5.5, which was 0.03 higher than the previous day. The implied volatity was 32.50, the open interest changed by 23 which increased total open position to 40


On 24 Nov NCC was trading at 172.35. The strike last trading price was 5.47, which was 1.08 higher than the previous day. The implied volatity was 29.91, the open interest changed by 7 which increased total open position to 17


On 21 Nov NCC was trading at 175.62. The strike last trading price was 4.39, which was 1.79 higher than the previous day. The implied volatity was 29.42, the open interest changed by 9 which increased total open position to 9


On 20 Nov NCC was trading at 179.03. The strike last trading price was 2.6, which was 0 lower than the previous day. The implied volatity was 4.75, 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 2.6, which was 0 lower than the previous day. The implied volatity was 5.58, 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 2.6, which was 0 lower than the previous day. The implied volatity was 6.17, 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 2.6, which was 0 lower than the previous day. The implied volatity was 7.10, 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 2.6, which was 0 lower than the previous day. The implied volatity was 6.91, the open interest changed by 0 which decreased total open position to 0