NCC
Ncc Limited
Historical option data for NCC
12 Dec 2025 04:13 PM IST
| NCC 30-DEC-2025 177.5 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.09
Vega: 0.06
Theta: -0.06
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 12 Dec | 160.66 | 0.48 | -0.1 | 31.86 | 53 | 4 | 289 | |||||||||
| 11 Dec | 160.94 | 0.58 | -0.18 | 31.44 | 65 | 20 | 285 | |||||||||
| 10 Dec | 160.84 | 0.74 | -0.21 | 34.15 | 59 | 15 | 263 | |||||||||
| 9 Dec | 162.68 | 0.99 | -0.15 | 32.22 | 96 | -13 | 247 | |||||||||
| 8 Dec | 162.89 | 1.08 | -0.95 | 32.54 | 106 | 9 | 262 | |||||||||
| 5 Dec | 168.16 | 2 | -0.36 | 28.44 | 57 | -7 | 253 | |||||||||
| 4 Dec | 169.48 | 2.36 | -0.2 | 28.17 | 55 | -20 | 257 | |||||||||
| 3 Dec | 168.95 | 2.56 | -0.87 | 29.02 | 96 | 2 | 278 | |||||||||
| 2 Dec | 172.26 | 3.46 | 0.16 | 26.68 | 105 | -9 | 278 | |||||||||
| 1 Dec | 171.02 | 3.28 | -0.11 | 27.97 | 280 | 34 | 290 | |||||||||
| 28 Nov | 171.41 | 3.29 | -1.73 | 25.74 | 77 | 4 | 257 | |||||||||
| 27 Nov | 174.63 | 5.01 | -0.9 | 26.71 | 413 | 54 | 253 | |||||||||
| 26 Nov | 175.75 | 6 | 0.94 | 28.16 | 873 | 164 | 200 | |||||||||
| 25 Nov | 173.23 | 5.15 | 0.25 | 28.04 | 49 | -25 | 35 | |||||||||
| 24 Nov | 172.35 | 4.9 | -1.36 | 28.64 | 79 | 29 | 59 | |||||||||
| 21 Nov | 175.62 | 6.26 | -1.91 | 26.92 | 46 | 27 | 29 | |||||||||
| 20 Nov | 179.03 | 8.17 | -30.28 | 26.94 | 2 | 0 | 0 | |||||||||
| 19 Nov | 180.83 | 38.45 | 0 | - | 0 | 0 | 0 | |||||||||
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| 18 Nov | 181.85 | 38.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Nov | 184.23 | 38.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 Nov | 184.13 | 38.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Nov | 184.18 | 38.45 | 0 | - | 0 | 0 | 0 | |||||||||
For Ncc Limited - strike price 177.5 expiring on 30DEC2025
Delta for 177.5 CE is 0.09
Historical price for 177.5 CE is as follows
On 12 Dec NCC was trading at 160.66. The strike last trading price was 0.48, which was -0.1 lower than the previous day. The implied volatity was 31.86, the open interest changed by 4 which increased total open position to 289
On 11 Dec NCC was trading at 160.94. The strike last trading price was 0.58, which was -0.18 lower than the previous day. The implied volatity was 31.44, the open interest changed by 20 which increased total open position to 285
On 10 Dec NCC was trading at 160.84. The strike last trading price was 0.74, which was -0.21 lower than the previous day. The implied volatity was 34.15, the open interest changed by 15 which increased total open position to 263
On 9 Dec NCC was trading at 162.68. The strike last trading price was 0.99, which was -0.15 lower than the previous day. The implied volatity was 32.22, the open interest changed by -13 which decreased total open position to 247
On 8 Dec NCC was trading at 162.89. The strike last trading price was 1.08, which was -0.95 lower than the previous day. The implied volatity was 32.54, the open interest changed by 9 which increased total open position to 262
On 5 Dec NCC was trading at 168.16. The strike last trading price was 2, which was -0.36 lower than the previous day. The implied volatity was 28.44, the open interest changed by -7 which decreased total open position to 253
On 4 Dec NCC was trading at 169.48. The strike last trading price was 2.36, which was -0.2 lower than the previous day. The implied volatity was 28.17, the open interest changed by -20 which decreased total open position to 257
On 3 Dec NCC was trading at 168.95. The strike last trading price was 2.56, which was -0.87 lower than the previous day. The implied volatity was 29.02, the open interest changed by 2 which increased total open position to 278
On 2 Dec NCC was trading at 172.26. The strike last trading price was 3.46, which was 0.16 higher than the previous day. The implied volatity was 26.68, the open interest changed by -9 which decreased total open position to 278
On 1 Dec NCC was trading at 171.02. The strike last trading price was 3.28, which was -0.11 lower than the previous day. The implied volatity was 27.97, the open interest changed by 34 which increased total open position to 290
On 28 Nov NCC was trading at 171.41. The strike last trading price was 3.29, which was -1.73 lower than the previous day. The implied volatity was 25.74, the open interest changed by 4 which increased total open position to 257
On 27 Nov NCC was trading at 174.63. The strike last trading price was 5.01, which was -0.9 lower than the previous day. The implied volatity was 26.71, the open interest changed by 54 which increased total open position to 253
On 26 Nov NCC was trading at 175.75. The strike last trading price was 6, which was 0.94 higher than the previous day. The implied volatity was 28.16, the open interest changed by 164 which increased total open position to 200
On 25 Nov NCC was trading at 173.23. The strike last trading price was 5.15, which was 0.25 higher than the previous day. The implied volatity was 28.04, the open interest changed by -25 which decreased total open position to 35
On 24 Nov NCC was trading at 172.35. The strike last trading price was 4.9, which was -1.36 lower than the previous day. The implied volatity was 28.64, the open interest changed by 29 which increased total open position to 59
On 21 Nov NCC was trading at 175.62. The strike last trading price was 6.26, which was -1.91 lower than the previous day. The implied volatity was 26.92, the open interest changed by 27 which increased total open position to 29
On 20 Nov NCC was trading at 179.03. The strike last trading price was 8.17, which was -30.28 lower than the previous day. The implied volatity was 26.94, 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 38.45, 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 38.45, 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 38.45, 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 38.45, 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 38.45, 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 177.5 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.98
Vega: 0.02
Theta: 0.04
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 12 Dec | 160.66 | 16.23 | 7.12 | 21.36 | 11 | 0 | 82 |
| 11 Dec | 160.94 | 9.11 | -1.67 | - | 0 | 0 | 82 |
| 10 Dec | 160.84 | 9.11 | -1.67 | - | 0 | 0 | 82 |
| 9 Dec | 162.68 | 9.11 | -1.67 | - | 0 | 0 | 0 |
| 8 Dec | 162.89 | 9.11 | -1.67 | - | 0 | 0 | 82 |
| 5 Dec | 168.16 | 9.11 | -1.67 | - | 0 | 0 | 0 |
| 4 Dec | 169.48 | 9.11 | -1.67 | 25.40 | 4 | -1 | 81 |
| 3 Dec | 168.95 | 10.78 | 1.34 | 34.89 | 4 | -1 | 84 |
| 2 Dec | 172.26 | 9.44 | 1.29 | - | 0 | 1 | 0 |
| 1 Dec | 171.02 | 9.44 | 1.29 | 33.70 | 13 | 0 | 84 |
| 28 Nov | 171.41 | 8.22 | 1.56 | 27.39 | 15 | -6 | 84 |
| 27 Nov | 174.63 | 6.63 | 0.46 | 28.46 | 97 | 26 | 89 |
| 26 Nov | 175.75 | 6.23 | 2.73 | 28.98 | 112 | 60 | 60 |
| 25 Nov | 173.23 | 3.5 | 0 | - | 0 | 0 | 0 |
| 24 Nov | 172.35 | 3.5 | 0 | - | 0 | 0 | 0 |
| 21 Nov | 175.62 | 3.5 | 0 | - | 0 | 0 | 0 |
| 20 Nov | 179.03 | 3.5 | 0 | 1.99 | 0 | 0 | 0 |
| 19 Nov | 180.83 | 3.5 | 0 | 2.91 | 0 | 0 | 0 |
| 18 Nov | 181.85 | 3.5 | 0 | 3.59 | 0 | 0 | 0 |
| 17 Nov | 184.23 | 3.5 | 0 | 4.62 | 0 | 0 | 0 |
| 14 Nov | 184.13 | 3.5 | 0 | 4.51 | 0 | 0 | 0 |
| 13 Nov | 184.18 | 3.5 | 0 | 4.58 | 0 | 0 | 0 |
For Ncc Limited - strike price 177.5 expiring on 30DEC2025
Delta for 177.5 PE is -0.98
Historical price for 177.5 PE is as follows
On 12 Dec NCC was trading at 160.66. The strike last trading price was 16.23, which was 7.12 higher than the previous day. The implied volatity was 21.36, the open interest changed by 0 which decreased total open position to 82
On 11 Dec NCC was trading at 160.94. The strike last trading price was 9.11, which was -1.67 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 82
On 10 Dec NCC was trading at 160.84. The strike last trading price was 9.11, which was -1.67 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 82
On 9 Dec NCC was trading at 162.68. The strike last trading price was 9.11, which was -1.67 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 8 Dec NCC was trading at 162.89. The strike last trading price was 9.11, which was -1.67 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 82
On 5 Dec NCC was trading at 168.16. The strike last trading price was 9.11, which was -1.67 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Dec NCC was trading at 169.48. The strike last trading price was 9.11, which was -1.67 lower than the previous day. The implied volatity was 25.40, the open interest changed by -1 which decreased total open position to 81
On 3 Dec NCC was trading at 168.95. The strike last trading price was 10.78, which was 1.34 higher than the previous day. The implied volatity was 34.89, the open interest changed by -1 which decreased total open position to 84
On 2 Dec NCC was trading at 172.26. The strike last trading price was 9.44, which was 1.29 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 1 Dec NCC was trading at 171.02. The strike last trading price was 9.44, which was 1.29 higher than the previous day. The implied volatity was 33.70, the open interest changed by 0 which decreased total open position to 84
On 28 Nov NCC was trading at 171.41. The strike last trading price was 8.22, which was 1.56 higher than the previous day. The implied volatity was 27.39, the open interest changed by -6 which decreased total open position to 84
On 27 Nov NCC was trading at 174.63. The strike last trading price was 6.63, which was 0.46 higher than the previous day. The implied volatity was 28.46, the open interest changed by 26 which increased total open position to 89
On 26 Nov NCC was trading at 175.75. The strike last trading price was 6.23, which was 2.73 higher than the previous day. The implied volatity was 28.98, the open interest changed by 60 which increased total open position to 60
On 25 Nov NCC was trading at 173.23. The strike last trading price was 3.5, 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 24 Nov NCC was trading at 172.35. The strike last trading price was 3.5, 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 3.5, 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 3.5, which was 0 lower than the previous day. The implied volatity was 1.99, 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 3.5, which was 0 lower than the previous day. The implied volatity was 2.91, 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 3.5, which was 0 lower than the previous day. The implied volatity was 3.59, 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 3.5, which was 0 lower than the previous day. The implied volatity was 4.62, 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 3.5, which was 0 lower than the previous day. The implied volatity was 4.51, 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 3.5, which was 0 lower than the previous day. The implied volatity was 4.58, the open interest changed by 0 which decreased total open position to 0































































































































































































































