NCC
Ncc Limited
Historical option data for NCC
08 Apr 2025 02:54 PM IST
| NCC 24APR2025 195 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.79
Vega: 0.12
Theta: -0.17
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 8 Apr | 204.94 | 12.5 | 2.05 | 33.36 | 130 | 1 | 151 | |||
| 7 Apr | 197.39 | 10.5 | -2.8 | 51.51 | 946 | 141 | 168 | |||
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| 4 Apr | 206.85 | 13.3 | -7.7 | - | 21 | -2 | 27 | |||
| 3 Apr | 214.84 | 21 | -0.6 | 25.33 | 5 | 0 | 30 | |||
| 2 Apr | 214.00 | 21.6 | -0.3 | 39.95 | 30 | 9 | 30 | |||
| 1 Apr | 213.27 | 21.9 | 2.45 | 44.76 | 18 | 7 | 22 | |||
| 28 Mar | 209.48 | 19.45 | -0.85 | 44.09 | 26 | 14 | 15 | |||
| 27 Mar | 208.54 | 20.3 | 0 | 0.00 | 0 | 0 | 0 | |||
| 26 Mar | 208.30 | 20.3 | 0 | 0.00 | 0 | 0 | 0 | |||
| 25 Mar | 204.73 | 20.3 | 0 | 0.00 | 0 | 1 | 0 | |||
| 24 Mar | 209.18 | 20.3 | 9.35 | 41.88 | 1 | 0 | 0 | |||
| 21 Mar | 206.03 | 10.95 | 0 | - | 0 | 0 | 0 | |||
| 20 Mar | 201.48 | 10.95 | 0 | - | 0 | 0 | 0 | |||
| 19 Mar | 196.73 | 10.95 | 0 | - | 0 | 0 | 0 | |||
| 18 Mar | 191.33 | 10.95 | 0 | 0.96 | 0 | 0 | 0 | |||
| 17 Mar | 184.29 | 10.95 | 0 | 4.66 | 0 | 0 | 0 | |||
| 13 Mar | 185.86 | 10.95 | 0 | 3.72 | 0 | 0 | 0 | |||
| 7 Mar | 184.74 | 10.95 | 0 | 3.81 | 0 | 0 | 0 | |||
| 6 Mar | 186.64 | 10.95 | 0 | 3.01 | 0 | 0 | 0 | |||
| 4 Mar | 178.26 | 10.95 | 0 | 5.74 | 0 | 0 | 0 | |||
| 3 Mar | 176.63 | 10.95 | 0 | 6.44 | 0 | 0 | 0 | |||
| 28 Feb | 175.00 | 10.95 | 0 | 6.80 | 0 | 0 | 0 | |||
For Ncc Limited - strike price 195 expiring on 24APR2025
Delta for 195 CE is 0.79
Historical price for 195 CE is as follows
On 8 Apr NCC was trading at 204.94. The strike last trading price was 12.5, which was 2.05 higher than the previous day. The implied volatity was 33.36, the open interest changed by 1 which increased total open position to 151
On 7 Apr NCC was trading at 197.39. The strike last trading price was 10.5, which was -2.8 lower than the previous day. The implied volatity was 51.51, the open interest changed by 141 which increased total open position to 168
On 4 Apr NCC was trading at 206.85. The strike last trading price was 13.3, which was -7.7 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 27
On 3 Apr NCC was trading at 214.84. The strike last trading price was 21, which was -0.6 lower than the previous day. The implied volatity was 25.33, the open interest changed by 0 which decreased total open position to 30
On 2 Apr NCC was trading at 214.00. The strike last trading price was 21.6, which was -0.3 lower than the previous day. The implied volatity was 39.95, the open interest changed by 9 which increased total open position to 30
On 1 Apr NCC was trading at 213.27. The strike last trading price was 21.9, which was 2.45 higher than the previous day. The implied volatity was 44.76, the open interest changed by 7 which increased total open position to 22
On 28 Mar NCC was trading at 209.48. The strike last trading price was 19.45, which was -0.85 lower than the previous day. The implied volatity was 44.09, the open interest changed by 14 which increased total open position to 15
On 27 Mar NCC was trading at 208.54. The strike last trading price was 20.3, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 26 Mar NCC was trading at 208.30. The strike last trading price was 20.3, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 25 Mar NCC was trading at 204.73. The strike last trading price was 20.3, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 24 Mar NCC was trading at 209.18. The strike last trading price was 20.3, which was 9.35 higher than the previous day. The implied volatity was 41.88, the open interest changed by 0 which decreased total open position to 0
On 21 Mar NCC was trading at 206.03. The strike last trading price was 10.95, 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 Mar NCC was trading at 201.48. The strike last trading price was 10.95, 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 Mar NCC was trading at 196.73. The strike last trading price was 10.95, 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 Mar NCC was trading at 191.33. The strike last trading price was 10.95, which was 0 lower than the previous day. The implied volatity was 0.96, the open interest changed by 0 which decreased total open position to 0
On 17 Mar NCC was trading at 184.29. The strike last trading price was 10.95, which was 0 lower than the previous day. The implied volatity was 4.66, the open interest changed by 0 which decreased total open position to 0
On 13 Mar NCC was trading at 185.86. The strike last trading price was 10.95, which was 0 lower than the previous day. The implied volatity was 3.72, the open interest changed by 0 which decreased total open position to 0
On 7 Mar NCC was trading at 184.74. The strike last trading price was 10.95, which was 0 lower than the previous day. The implied volatity was 3.81, the open interest changed by 0 which decreased total open position to 0
On 6 Mar NCC was trading at 186.64. The strike last trading price was 10.95, which was 0 lower than the previous day. The implied volatity was 3.01, the open interest changed by 0 which decreased total open position to 0
On 4 Mar NCC was trading at 178.26. The strike last trading price was 10.95, which was 0 lower than the previous day. The implied volatity was 5.74, the open interest changed by 0 which decreased total open position to 0
On 3 Mar NCC was trading at 176.63. The strike last trading price was 10.95, which was 0 lower than the previous day. The implied volatity was 6.44, the open interest changed by 0 which decreased total open position to 0
On 28 Feb NCC was trading at 175.00. The strike last trading price was 10.95, which was 0 lower than the previous day. The implied volatity was 6.80, the open interest changed by 0 which decreased total open position to 0
| NCC 24APR2025 195 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.28
Vega: 0.14
Theta: -0.20
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 8 Apr | 204.94 | 3.85 | -3.35 | 48.68 | 440 | -26 | 195 |
| 7 Apr | 197.39 | 6.6 | 3.7 | 48.66 | 480 | 98 | 218 |
| 4 Apr | 206.85 | 2.8 | 1.1 | 41.49 | 262 | 30 | 120 |
| 3 Apr | 214.84 | 1.7 | -1.1 | 42.17 | 44 | 20 | 91 |
| 2 Apr | 214.00 | 2.8 | -0.45 | 48.51 | 36 | 0 | 70 |
| 1 Apr | 213.27 | 3.5 | -0.85 | 51.39 | 74 | 13 | 71 |
| 28 Mar | 209.48 | 4.5 | -0.55 | 48.31 | 74 | 38 | 58 |
| 27 Mar | 208.54 | 5.05 | -2 | 50.41 | 2 | 0 | 18 |
| 26 Mar | 208.30 | 7.05 | -18.05 | 58.06 | 37 | 17 | 17 |
| 25 Mar | 204.73 | 25.1 | 0 | 6.55 | 0 | 0 | 0 |
| 24 Mar | 209.18 | 25.1 | 0 | 8.74 | 0 | 0 | 0 |
| 21 Mar | 206.03 | 25.1 | 0 | 6.71 | 0 | 0 | 0 |
| 20 Mar | 201.48 | 25.1 | 0 | 4.40 | 0 | 0 | 0 |
| 19 Mar | 196.73 | 25.1 | 0 | 2.28 | 0 | 0 | 0 |
| 18 Mar | 191.33 | 25.1 | 0 | - | 0 | 0 | 0 |
| 17 Mar | 184.29 | 25.1 | 0 | - | 0 | 0 | 0 |
| 13 Mar | 185.86 | 25.1 | 0 | - | 0 | 0 | 0 |
| 7 Mar | 184.74 | 25.1 | 0 | - | 0 | 0 | 0 |
| 6 Mar | 186.64 | 25.1 | 0 | - | 0 | 0 | 0 |
| 4 Mar | 178.26 | 25.1 | 0 | - | 0 | 0 | 0 |
| 3 Mar | 176.63 | 25.1 | 0 | - | 0 | 0 | 0 |
| 28 Feb | 175.00 | 25.1 | 0 | - | 0 | 0 | 0 |
For Ncc Limited - strike price 195 expiring on 24APR2025
Delta for 195 PE is -0.28
Historical price for 195 PE is as follows
On 8 Apr NCC was trading at 204.94. The strike last trading price was 3.85, which was -3.35 lower than the previous day. The implied volatity was 48.68, the open interest changed by -26 which decreased total open position to 195
On 7 Apr NCC was trading at 197.39. The strike last trading price was 6.6, which was 3.7 higher than the previous day. The implied volatity was 48.66, the open interest changed by 98 which increased total open position to 218
On 4 Apr NCC was trading at 206.85. The strike last trading price was 2.8, which was 1.1 higher than the previous day. The implied volatity was 41.49, the open interest changed by 30 which increased total open position to 120
On 3 Apr NCC was trading at 214.84. The strike last trading price was 1.7, which was -1.1 lower than the previous day. The implied volatity was 42.17, the open interest changed by 20 which increased total open position to 91
On 2 Apr NCC was trading at 214.00. The strike last trading price was 2.8, which was -0.45 lower than the previous day. The implied volatity was 48.51, the open interest changed by 0 which decreased total open position to 70
On 1 Apr NCC was trading at 213.27. The strike last trading price was 3.5, which was -0.85 lower than the previous day. The implied volatity was 51.39, the open interest changed by 13 which increased total open position to 71
On 28 Mar NCC was trading at 209.48. The strike last trading price was 4.5, which was -0.55 lower than the previous day. The implied volatity was 48.31, the open interest changed by 38 which increased total open position to 58
On 27 Mar NCC was trading at 208.54. The strike last trading price was 5.05, which was -2 lower than the previous day. The implied volatity was 50.41, the open interest changed by 0 which decreased total open position to 18
On 26 Mar NCC was trading at 208.30. The strike last trading price was 7.05, which was -18.05 lower than the previous day. The implied volatity was 58.06, the open interest changed by 17 which increased total open position to 17
On 25 Mar NCC was trading at 204.73. The strike last trading price was 25.1, which was 0 lower than the previous day. The implied volatity was 6.55, the open interest changed by 0 which decreased total open position to 0
On 24 Mar NCC was trading at 209.18. The strike last trading price was 25.1, which was 0 lower than the previous day. The implied volatity was 8.74, the open interest changed by 0 which decreased total open position to 0
On 21 Mar NCC was trading at 206.03. The strike last trading price was 25.1, which was 0 lower than the previous day. The implied volatity was 6.71, the open interest changed by 0 which decreased total open position to 0
On 20 Mar NCC was trading at 201.48. The strike last trading price was 25.1, which was 0 lower than the previous day. The implied volatity was 4.40, the open interest changed by 0 which decreased total open position to 0
On 19 Mar NCC was trading at 196.73. The strike last trading price was 25.1, which was 0 lower than the previous day. The implied volatity was 2.28, the open interest changed by 0 which decreased total open position to 0
On 18 Mar NCC was trading at 191.33. The strike last trading price was 25.1, 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 Mar NCC was trading at 184.29. The strike last trading price was 25.1, 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 Mar NCC was trading at 185.86. The strike last trading price was 25.1, 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 7 Mar NCC was trading at 184.74. The strike last trading price was 25.1, 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 6 Mar NCC was trading at 186.64. The strike last trading price was 25.1, 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 4 Mar NCC was trading at 178.26. The strike last trading price was 25.1, 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 3 Mar NCC was trading at 176.63. The strike last trading price was 25.1, 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 28 Feb NCC was trading at 175.00. The strike last trading price was 25.1, 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
