NCC
Ncc Limited
Historical option data for NCC
05 Dec 2025 04:13 PM IST
| NCC 30-DEC-2025 175 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.33
Vega: 0.16
Theta: -0.10
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 5 Dec | 168.16 | 2.55 | -0.65 | 27.57 | 371 | 86 | 852 | |||||||||
| 4 Dec | 169.48 | 3.12 | -0.11 | 28.12 | 224 | -14 | 776 | |||||||||
| 3 Dec | 168.95 | 3.35 | -1.08 | 29.06 | 516 | 10 | 793 | |||||||||
| 2 Dec | 172.26 | 4.44 | 0.21 | 26.53 | 469 | 13 | 781 | |||||||||
| 1 Dec | 171.02 | 4.16 | -0.15 | 27.73 | 1,464 | 285 | 776 | |||||||||
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| 28 Nov | 171.41 | 4.28 | -1.94 | 25.92 | 505 | 92 | 487 | |||||||||
| 27 Nov | 174.63 | 6.14 | -1.09 | 26.51 | 624 | -32 | 394 | |||||||||
| 26 Nov | 175.75 | 7.24 | 1.11 | 28.00 | 1,546 | 227 | 427 | |||||||||
| 25 Nov | 173.23 | 6.58 | 0.76 | 29.34 | 306 | 88 | 187 | |||||||||
| 24 Nov | 172.35 | 5.9 | -1.62 | 28.23 | 164 | 75 | 100 | |||||||||
| 21 Nov | 175.62 | 7.61 | -2.39 | 27.22 | 31 | 21 | 22 | |||||||||
| 20 Nov | 179.03 | 9.64 | -31.26 | 26.88 | 4 | 0 | 0 | |||||||||
| 19 Nov | 180.83 | 40.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Nov | 181.85 | 40.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Nov | 184.23 | 40.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 Nov | 184.13 | 40.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Nov | 184.18 | 40.9 | 0 | - | 0 | 0 | 0 | |||||||||
For Ncc Limited - strike price 175 expiring on 30DEC2025
Delta for 175 CE is 0.33
Historical price for 175 CE is as follows
On 5 Dec NCC was trading at 168.16. The strike last trading price was 2.55, which was -0.65 lower than the previous day. The implied volatity was 27.57, the open interest changed by 86 which increased total open position to 852
On 4 Dec NCC was trading at 169.48. The strike last trading price was 3.12, which was -0.11 lower than the previous day. The implied volatity was 28.12, the open interest changed by -14 which decreased total open position to 776
On 3 Dec NCC was trading at 168.95. The strike last trading price was 3.35, which was -1.08 lower than the previous day. The implied volatity was 29.06, the open interest changed by 10 which increased total open position to 793
On 2 Dec NCC was trading at 172.26. The strike last trading price was 4.44, which was 0.21 higher than the previous day. The implied volatity was 26.53, the open interest changed by 13 which increased total open position to 781
On 1 Dec NCC was trading at 171.02. The strike last trading price was 4.16, which was -0.15 lower than the previous day. The implied volatity was 27.73, the open interest changed by 285 which increased total open position to 776
On 28 Nov NCC was trading at 171.41. The strike last trading price was 4.28, which was -1.94 lower than the previous day. The implied volatity was 25.92, the open interest changed by 92 which increased total open position to 487
On 27 Nov NCC was trading at 174.63. The strike last trading price was 6.14, which was -1.09 lower than the previous day. The implied volatity was 26.51, the open interest changed by -32 which decreased total open position to 394
On 26 Nov NCC was trading at 175.75. The strike last trading price was 7.24, which was 1.11 higher than the previous day. The implied volatity was 28.00, the open interest changed by 227 which increased total open position to 427
On 25 Nov NCC was trading at 173.23. The strike last trading price was 6.58, which was 0.76 higher than the previous day. The implied volatity was 29.34, the open interest changed by 88 which increased total open position to 187
On 24 Nov NCC was trading at 172.35. The strike last trading price was 5.9, which was -1.62 lower than the previous day. The implied volatity was 28.23, the open interest changed by 75 which increased total open position to 100
On 21 Nov NCC was trading at 175.62. The strike last trading price was 7.61, which was -2.39 lower than the previous day. The implied volatity was 27.22, the open interest changed by 21 which increased total open position to 22
On 20 Nov NCC was trading at 179.03. The strike last trading price was 9.64, which was -31.26 lower than the previous day. The implied volatity was 26.88, 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 40.9, 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 40.9, 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 40.9, 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 40.9, 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 13 Nov NCC was trading at 184.18. The strike last trading price was 40.9, 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 175 PE | |||||||
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Delta: -0.66
Vega: 0.16
Theta: -0.06
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 5 Dec | 168.16 | 8.46 | 0.25 | 28.22 | 28 | -8 | 299 |
| 4 Dec | 169.48 | 8.21 | -0.11 | 30.41 | 48 | -1 | 307 |
| 3 Dec | 168.95 | 8.06 | 1.86 | 28.77 | 47 | -6 | 307 |
| 2 Dec | 172.26 | 6.19 | -1.21 | 28.83 | 80 | -36 | 319 |
| 1 Dec | 171.02 | 7.45 | 0.61 | 31.22 | 201 | 4 | 354 |
| 28 Nov | 171.41 | 6.85 | 1.48 | 28.10 | 130 | 16 | 350 |
| 27 Nov | 174.63 | 5.35 | 0.29 | 28.37 | 290 | 42 | 333 |
| 26 Nov | 175.75 | 4.96 | -1.62 | 28.68 | 670 | 153 | 291 |
| 25 Nov | 173.23 | 6.52 | -0.53 | 31.72 | 69 | 23 | 131 |
| 24 Nov | 172.35 | 7.05 | 1.59 | 31.50 | 74 | 38 | 106 |
| 21 Nov | 175.62 | 5.47 | 0.96 | 29.53 | 48 | 18 | 66 |
| 20 Nov | 179.03 | 4.62 | 0.67 | 30.95 | 21 | 9 | 48 |
| 19 Nov | 180.83 | 3.95 | -0.03 | 30.43 | 28 | 6 | 38 |
| 18 Nov | 181.85 | 3.98 | 0.35 | 31.89 | 20 | 1 | 31 |
| 17 Nov | 184.23 | 3.58 | -0.82 | 32.51 | 18 | 13 | 30 |
| 14 Nov | 184.13 | 4.4 | 0.7 | 35.27 | 14 | 12 | 16 |
| 13 Nov | 184.18 | 3.7 | -1.95 | 31.99 | 4 | 3 | 3 |
For Ncc Limited - strike price 175 expiring on 30DEC2025
Delta for 175 PE is -0.66
Historical price for 175 PE is as follows
On 5 Dec NCC was trading at 168.16. The strike last trading price was 8.46, which was 0.25 higher than the previous day. The implied volatity was 28.22, the open interest changed by -8 which decreased total open position to 299
On 4 Dec NCC was trading at 169.48. The strike last trading price was 8.21, which was -0.11 lower than the previous day. The implied volatity was 30.41, the open interest changed by -1 which decreased total open position to 307
On 3 Dec NCC was trading at 168.95. The strike last trading price was 8.06, which was 1.86 higher than the previous day. The implied volatity was 28.77, the open interest changed by -6 which decreased total open position to 307
On 2 Dec NCC was trading at 172.26. The strike last trading price was 6.19, which was -1.21 lower than the previous day. The implied volatity was 28.83, the open interest changed by -36 which decreased total open position to 319
On 1 Dec NCC was trading at 171.02. The strike last trading price was 7.45, which was 0.61 higher than the previous day. The implied volatity was 31.22, the open interest changed by 4 which increased total open position to 354
On 28 Nov NCC was trading at 171.41. The strike last trading price was 6.85, which was 1.48 higher than the previous day. The implied volatity was 28.10, the open interest changed by 16 which increased total open position to 350
On 27 Nov NCC was trading at 174.63. The strike last trading price was 5.35, which was 0.29 higher than the previous day. The implied volatity was 28.37, the open interest changed by 42 which increased total open position to 333
On 26 Nov NCC was trading at 175.75. The strike last trading price was 4.96, which was -1.62 lower than the previous day. The implied volatity was 28.68, the open interest changed by 153 which increased total open position to 291
On 25 Nov NCC was trading at 173.23. The strike last trading price was 6.52, which was -0.53 lower than the previous day. The implied volatity was 31.72, the open interest changed by 23 which increased total open position to 131
On 24 Nov NCC was trading at 172.35. The strike last trading price was 7.05, which was 1.59 higher than the previous day. The implied volatity was 31.50, the open interest changed by 38 which increased total open position to 106
On 21 Nov NCC was trading at 175.62. The strike last trading price was 5.47, which was 0.96 higher than the previous day. The implied volatity was 29.53, the open interest changed by 18 which increased total open position to 66
On 20 Nov NCC was trading at 179.03. The strike last trading price was 4.62, which was 0.67 higher than the previous day. The implied volatity was 30.95, the open interest changed by 9 which increased total open position to 48
On 19 Nov NCC was trading at 180.83. The strike last trading price was 3.95, which was -0.03 lower than the previous day. The implied volatity was 30.43, the open interest changed by 6 which increased total open position to 38
On 18 Nov NCC was trading at 181.85. The strike last trading price was 3.98, which was 0.35 higher than the previous day. The implied volatity was 31.89, the open interest changed by 1 which increased total open position to 31
On 17 Nov NCC was trading at 184.23. The strike last trading price was 3.58, which was -0.82 lower than the previous day. The implied volatity was 32.51, the open interest changed by 13 which increased total open position to 30
On 14 Nov NCC was trading at 184.13. The strike last trading price was 4.4, which was 0.7 higher than the previous day. The implied volatity was 35.27, the open interest changed by 12 which increased total open position to 16
On 13 Nov NCC was trading at 184.18. The strike last trading price was 3.7, which was -1.95 lower than the previous day. The implied volatity was 31.99, the open interest changed by 3 which increased total open position to 3































































































































































































































