NCC
Ncc Limited
Historical option data for NCC
05 Dec 2025 02:47 PM IST
| NCC 30-DEC-2025 172.5 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.38
Vega: 0.17
Theta: -0.11
Gamma: 0.03
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| 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 | |||||||||
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| 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
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| 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































































































































































































































