NCC
Ncc Limited
Historical option data for NCC
08 Apr 2025 02:54 PM IST
| NCC 24APR2025 205 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.53
Vega: 0.17
Theta: -0.26
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 8 Apr | 204.94 | 7.75 | 2.05 | 43.04 | 975 | -53 | 315 | |||
| 7 Apr | 197.39 | 5.65 | -2.8 | 49.31 | 626 | 110 | 349 | |||
| 4 Apr | 206.85 | 8.6 | -5.9 | 34.54 | 169 | 15 | 239 | |||
| 3 Apr | 214.84 | 14.5 | -0.3 | 39.73 | 107 | -57 | 224 | |||
| 2 Apr | 214.00 | 14.7 | -0.1 | 43.16 | 57 | -33 | 283 | |||
| 1 Apr | 213.27 | 14.8 | 2.5 | 44.70 | 73 | 5 | 318 | |||
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| 28 Mar | 209.48 | 12.2 | -2 | 40.29 | 108 | -11 | 313 | |||
| 27 Mar | 208.54 | 14.2 | 1.8 | 48.53 | 103 | 8 | 325 | |||
| 26 Mar | 208.30 | 12.8 | 1.25 | 44.41 | 586 | -16 | 315 | |||
| 25 Mar | 204.73 | 11.5 | -2.65 | 45.36 | 486 | 110 | 336 | |||
| 24 Mar | 209.18 | 14.5 | 2.35 | 44.99 | 160 | -12 | 230 | |||
| 21 Mar | 206.03 | 11.95 | 2.5 | 41.93 | 637 | 208 | 243 | |||
| 20 Mar | 201.48 | 9.45 | 4.85 | 41.28 | 87 | 35 | 36 | |||
| 19 Mar | 196.73 | 4.6 | 0 | 0.00 | 0 | 0 | 0 | |||
| 18 Mar | 191.33 | 4.6 | 0 | 0.00 | 0 | 1 | 0 | |||
| 17 Mar | 184.29 | 4.6 | -3.5 | 46.74 | 2 | 1 | 1 | |||
| 13 Mar | 185.86 | 8.1 | 0 | 8.09 | 0 | 0 | 0 | |||
| 7 Mar | 184.74 | 8.1 | 0 | 7.29 | 0 | 0 | 0 | |||
| 6 Mar | 186.64 | 8.1 | 0 | 6.59 | 0 | 0 | 0 | |||
For Ncc Limited - strike price 205 expiring on 24APR2025
Delta for 205 CE is 0.53
Historical price for 205 CE is as follows
On 8 Apr NCC was trading at 204.94. The strike last trading price was 7.75, which was 2.05 higher than the previous day. The implied volatity was 43.04, the open interest changed by -53 which decreased total open position to 315
On 7 Apr NCC was trading at 197.39. The strike last trading price was 5.65, which was -2.8 lower than the previous day. The implied volatity was 49.31, the open interest changed by 110 which increased total open position to 349
On 4 Apr NCC was trading at 206.85. The strike last trading price was 8.6, which was -5.9 lower than the previous day. The implied volatity was 34.54, the open interest changed by 15 which increased total open position to 239
On 3 Apr NCC was trading at 214.84. The strike last trading price was 14.5, which was -0.3 lower than the previous day. The implied volatity was 39.73, the open interest changed by -57 which decreased total open position to 224
On 2 Apr NCC was trading at 214.00. The strike last trading price was 14.7, which was -0.1 lower than the previous day. The implied volatity was 43.16, the open interest changed by -33 which decreased total open position to 283
On 1 Apr NCC was trading at 213.27. The strike last trading price was 14.8, which was 2.5 higher than the previous day. The implied volatity was 44.70, the open interest changed by 5 which increased total open position to 318
On 28 Mar NCC was trading at 209.48. The strike last trading price was 12.2, which was -2 lower than the previous day. The implied volatity was 40.29, the open interest changed by -11 which decreased total open position to 313
On 27 Mar NCC was trading at 208.54. The strike last trading price was 14.2, which was 1.8 higher than the previous day. The implied volatity was 48.53, the open interest changed by 8 which increased total open position to 325
On 26 Mar NCC was trading at 208.30. The strike last trading price was 12.8, which was 1.25 higher than the previous day. The implied volatity was 44.41, the open interest changed by -16 which decreased total open position to 315
On 25 Mar NCC was trading at 204.73. The strike last trading price was 11.5, which was -2.65 lower than the previous day. The implied volatity was 45.36, the open interest changed by 110 which increased total open position to 336
On 24 Mar NCC was trading at 209.18. The strike last trading price was 14.5, which was 2.35 higher than the previous day. The implied volatity was 44.99, the open interest changed by -12 which decreased total open position to 230
On 21 Mar NCC was trading at 206.03. The strike last trading price was 11.95, which was 2.5 higher than the previous day. The implied volatity was 41.93, the open interest changed by 208 which increased total open position to 243
On 20 Mar NCC was trading at 201.48. The strike last trading price was 9.45, which was 4.85 higher than the previous day. The implied volatity was 41.28, the open interest changed by 35 which increased total open position to 36
On 19 Mar NCC was trading at 196.73. The strike last trading price was 4.6, 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 18 Mar NCC was trading at 191.33. The strike last trading price was 4.6, 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 17 Mar NCC was trading at 184.29. The strike last trading price was 4.6, which was -3.5 lower than the previous day. The implied volatity was 46.74, the open interest changed by 1 which increased total open position to 1
On 13 Mar NCC was trading at 185.86. The strike last trading price was 8.1, which was 0 lower than the previous day. The implied volatity was 8.09, 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 8.1, which was 0 lower than the previous day. The implied volatity was 7.29, 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 8.1, which was 0 lower than the previous day. The implied volatity was 6.59, the open interest changed by 0 which decreased total open position to 0
| NCC 24APR2025 205 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.47
Vega: 0.17
Theta: -0.21
Gamma: 0.02
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 8 Apr | 204.94 | 7.2 | -4.8 | 44.38 | 179 | -3 | 170 |
| 7 Apr | 197.39 | 11.65 | 4.95 | 46.10 | 276 | -78 | 171 |
| 4 Apr | 206.85 | 6.5 | 2.7 | 42.62 | 508 | 51 | 243 |
| 3 Apr | 214.84 | 3.75 | -1.35 | 40.11 | 141 | 0 | 200 |
| 2 Apr | 214.00 | 5.05 | -1.1 | 45.00 | 121 | 43 | 199 |
| 1 Apr | 213.27 | 6.25 | -1.75 | 49.35 | 109 | -4 | 156 |
| 28 Mar | 209.48 | 7.9 | -0.8 | 47.10 | 197 | 62 | 160 |
| 27 Mar | 208.54 | 8.55 | -2.6 | 49.23 | 105 | 32 | 97 |
| 26 Mar | 208.30 | 11.2 | -0.75 | 58.11 | 143 | 48 | 65 |
| 25 Mar | 204.73 | 11.85 | 1.85 | 54.51 | 30 | 14 | 16 |
| 24 Mar | 209.18 | 10 | -0.5 | 54.56 | 1 | 0 | 1 |
| 21 Mar | 206.03 | 10.5 | -0.5 | 47.89 | 1 | 0 | 1 |
| 20 Mar | 201.48 | 11 | -21.15 | 40.46 | 1 | 0 | 0 |
| 19 Mar | 196.73 | 32.15 | 0 | - | 0 | 0 | 0 |
| 18 Mar | 191.33 | 32.15 | 0 | - | 0 | 0 | 0 |
| 17 Mar | 184.29 | 32.15 | 0 | - | 0 | 0 | 0 |
| 13 Mar | 185.86 | 32.15 | 0 | - | 0 | 0 | 0 |
| 7 Mar | 184.74 | 32.15 | 0 | - | 0 | 0 | 0 |
| 6 Mar | 186.64 | 32.15 | 0 | - | 0 | 0 | 0 |
For Ncc Limited - strike price 205 expiring on 24APR2025
Delta for 205 PE is -0.47
Historical price for 205 PE is as follows
On 8 Apr NCC was trading at 204.94. The strike last trading price was 7.2, which was -4.8 lower than the previous day. The implied volatity was 44.38, the open interest changed by -3 which decreased total open position to 170
On 7 Apr NCC was trading at 197.39. The strike last trading price was 11.65, which was 4.95 higher than the previous day. The implied volatity was 46.10, the open interest changed by -78 which decreased total open position to 171
On 4 Apr NCC was trading at 206.85. The strike last trading price was 6.5, which was 2.7 higher than the previous day. The implied volatity was 42.62, the open interest changed by 51 which increased total open position to 243
On 3 Apr NCC was trading at 214.84. The strike last trading price was 3.75, which was -1.35 lower than the previous day. The implied volatity was 40.11, the open interest changed by 0 which decreased total open position to 200
On 2 Apr NCC was trading at 214.00. The strike last trading price was 5.05, which was -1.1 lower than the previous day. The implied volatity was 45.00, the open interest changed by 43 which increased total open position to 199
On 1 Apr NCC was trading at 213.27. The strike last trading price was 6.25, which was -1.75 lower than the previous day. The implied volatity was 49.35, the open interest changed by -4 which decreased total open position to 156
On 28 Mar NCC was trading at 209.48. The strike last trading price was 7.9, which was -0.8 lower than the previous day. The implied volatity was 47.10, the open interest changed by 62 which increased total open position to 160
On 27 Mar NCC was trading at 208.54. The strike last trading price was 8.55, which was -2.6 lower than the previous day. The implied volatity was 49.23, the open interest changed by 32 which increased total open position to 97
On 26 Mar NCC was trading at 208.30. The strike last trading price was 11.2, which was -0.75 lower than the previous day. The implied volatity was 58.11, the open interest changed by 48 which increased total open position to 65
On 25 Mar NCC was trading at 204.73. The strike last trading price was 11.85, which was 1.85 higher than the previous day. The implied volatity was 54.51, the open interest changed by 14 which increased total open position to 16
On 24 Mar NCC was trading at 209.18. The strike last trading price was 10, which was -0.5 lower than the previous day. The implied volatity was 54.56, the open interest changed by 0 which decreased total open position to 1
On 21 Mar NCC was trading at 206.03. The strike last trading price was 10.5, which was -0.5 lower than the previous day. The implied volatity was 47.89, the open interest changed by 0 which decreased total open position to 1
On 20 Mar NCC was trading at 201.48. The strike last trading price was 11, which was -21.15 lower than the previous day. The implied volatity was 40.46, 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 32.15, 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 32.15, 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 32.15, 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 32.15, 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 32.15, 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 32.15, 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
