NCC
Ncc Limited
Historical option data for NCC
09 Apr 2025 04:13 PM IST
| NCC 24APR2025 202.5 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.60
Vega: 0.16
Theta: -0.29
Gamma: 0.02
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 9 Apr | 206.89 | 10.3 | 1.4 | 48.27 | 123 | -4 | 41 | |||
| 8 Apr | 205.02 | 9.1 | 2.5 | 40.55 | 342 | 8 | 45 | |||
|
|
||||||||||
| 7 Apr | 197.39 | 6.6 | -9.35 | 49.31 | 166 | 29 | 37 | |||
| 4 Apr | 206.85 | 15.95 | 0 | 0.00 | 0 | -1 | 0 | |||
| 3 Apr | 214.84 | 15.95 | -0.15 | 37.69 | 1 | 0 | 9 | |||
| 2 Apr | 214.00 | 16.1 | 0.9 | 41.53 | 1 | 0 | 8 | |||
| 1 Apr | 213.27 | 15.2 | 1.05 | 37.76 | 3 | 0 | 9 | |||
| 28 Mar | 209.48 | 14 | -2.9 | 41.77 | 12 | 9 | 9 | |||
For Ncc Limited - strike price 202.5 expiring on 24APR2025
Delta for 202.5 CE is 0.60
Historical price for 202.5 CE is as follows
On 9 Apr NCC was trading at 206.89. The strike last trading price was 10.3, which was 1.4 higher than the previous day. The implied volatity was 48.27, the open interest changed by -4 which decreased total open position to 41
On 8 Apr NCC was trading at 205.02. The strike last trading price was 9.1, which was 2.5 higher than the previous day. The implied volatity was 40.55, the open interest changed by 8 which increased total open position to 45
On 7 Apr NCC was trading at 197.39. The strike last trading price was 6.6, which was -9.35 lower than the previous day. The implied volatity was 49.31, the open interest changed by 29 which increased total open position to 37
On 4 Apr NCC was trading at 206.85. The strike last trading price was 15.95, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 3 Apr NCC was trading at 214.84. The strike last trading price was 15.95, which was -0.15 lower than the previous day. The implied volatity was 37.69, the open interest changed by 0 which decreased total open position to 9
On 2 Apr NCC was trading at 214.00. The strike last trading price was 16.1, which was 0.9 higher than the previous day. The implied volatity was 41.53, the open interest changed by 0 which decreased total open position to 8
On 1 Apr NCC was trading at 213.27. The strike last trading price was 15.2, which was 1.05 higher than the previous day. The implied volatity was 37.76, the open interest changed by 0 which decreased total open position to 9
On 28 Mar NCC was trading at 209.48. The strike last trading price was 14, which was -2.9 lower than the previous day. The implied volatity was 41.77, the open interest changed by 9 which increased total open position to 9
| NCC 24APR2025 202.5 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.39
Vega: 0.16
Theta: -0.21
Gamma: 0.02
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 9 Apr | 206.89 | 5.3 | -0.75 | 44.04 | 92 | 10 | 47 |
| 8 Apr | 205.02 | 6 | -4.95 | 46.19 | 89 | 25 | 37 |
| 7 Apr | 197.39 | 10.9 | 5.4 | 50.86 | 34 | -3 | 10 |
| 4 Apr | 206.85 | 5.45 | 2.3 | 42.66 | 81 | -13 | 12 |
| 3 Apr | 214.84 | 3.15 | -1.35 | 40.87 | 36 | 10 | 26 |
| 2 Apr | 214.00 | 4.5 | -0.4 | 46.57 | 40 | 12 | 15 |
| 1 Apr | 213.27 | 4.9 | -4.85 | 46.90 | 18 | 4 | 4 |
| 28 Mar | 209.48 | 9.75 | 0 | 4.85 | 0 | 0 | 0 |
For Ncc Limited - strike price 202.5 expiring on 24APR2025
Delta for 202.5 PE is -0.39
Historical price for 202.5 PE is as follows
On 9 Apr NCC was trading at 206.89. The strike last trading price was 5.3, which was -0.75 lower than the previous day. The implied volatity was 44.04, the open interest changed by 10 which increased total open position to 47
On 8 Apr NCC was trading at 205.02. The strike last trading price was 6, which was -4.95 lower than the previous day. The implied volatity was 46.19, the open interest changed by 25 which increased total open position to 37
On 7 Apr NCC was trading at 197.39. The strike last trading price was 10.9, which was 5.4 higher than the previous day. The implied volatity was 50.86, the open interest changed by -3 which decreased total open position to 10
On 4 Apr NCC was trading at 206.85. The strike last trading price was 5.45, which was 2.3 higher than the previous day. The implied volatity was 42.66, the open interest changed by -13 which decreased total open position to 12
On 3 Apr NCC was trading at 214.84. The strike last trading price was 3.15, which was -1.35 lower than the previous day. The implied volatity was 40.87, the open interest changed by 10 which increased total open position to 26
On 2 Apr NCC was trading at 214.00. The strike last trading price was 4.5, which was -0.4 lower than the previous day. The implied volatity was 46.57, the open interest changed by 12 which increased total open position to 15
On 1 Apr NCC was trading at 213.27. The strike last trading price was 4.9, which was -4.85 lower than the previous day. The implied volatity was 46.90, the open interest changed by 4 which increased total open position to 4
On 28 Mar NCC was trading at 209.48. The strike last trading price was 9.75, which was 0 lower than the previous day. The implied volatity was 4.85, the open interest changed by 0 which decreased total open position to 0
