NCC
Ncc Limited
Historical option data for NCC
09 Apr 2025 04:13 PM IST
| NCC 24APR2025 207.5 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.50
Vega: 0.17
Theta: -0.27
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 9 Apr | 206.89 | 7.05 | 0.6 | 44.22 | 281 | 22 | 92 | |||
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| 8 Apr | 205.02 | 6.7 | 1.95 | 41.61 | 98 | -10 | 69 | |||
| 7 Apr | 197.39 | 4.95 | -2.35 | 50.21 | 170 | 20 | 80 | |||
| 4 Apr | 206.85 | 7.25 | -5.9 | 34.52 | 166 | 46 | 60 | |||
| 3 Apr | 214.84 | 13.15 | 0 | 0.00 | 0 | 0 | 0 | |||
| 2 Apr | 214.00 | 13.15 | 0 | 0.00 | 0 | 0 | 0 | |||
| 1 Apr | 213.27 | 13.15 | 2.05 | 44.10 | 5 | 0 | 14 | |||
| 28 Mar | 209.48 | 10.8 | -3.45 | 40.22 | 42 | 14 | 14 | |||
For Ncc Limited - strike price 207.5 expiring on 24APR2025
Delta for 207.5 CE is 0.50
Historical price for 207.5 CE is as follows
On 9 Apr NCC was trading at 206.89. The strike last trading price was 7.05, which was 0.6 higher than the previous day. The implied volatity was 44.22, the open interest changed by 22 which increased total open position to 92
On 8 Apr NCC was trading at 205.02. The strike last trading price was 6.7, which was 1.95 higher than the previous day. The implied volatity was 41.61, the open interest changed by -10 which decreased total open position to 69
On 7 Apr NCC was trading at 197.39. The strike last trading price was 4.95, which was -2.35 lower than the previous day. The implied volatity was 50.21, the open interest changed by 20 which increased total open position to 80
On 4 Apr NCC was trading at 206.85. The strike last trading price was 7.25, which was -5.9 lower than the previous day. The implied volatity was 34.52, the open interest changed by 46 which increased total open position to 60
On 3 Apr NCC was trading at 214.84. The strike last trading price was 13.15, 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 2 Apr NCC was trading at 214.00. The strike last trading price was 13.15, 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 1 Apr NCC was trading at 213.27. The strike last trading price was 13.15, which was 2.05 higher than the previous day. The implied volatity was 44.10, the open interest changed by 0 which decreased total open position to 14
On 28 Mar NCC was trading at 209.48. The strike last trading price was 10.8, which was -3.45 lower than the previous day. The implied volatity was 40.22, the open interest changed by 14 which increased total open position to 14
| NCC 24APR2025 207.5 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.50
Vega: 0.17
Theta: -0.21
Gamma: 0.02
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 9 Apr | 206.89 | 7.65 | -0.7 | 43.86 | 128 | 22 | 95 |
| 8 Apr | 205.02 | 8.35 | -5.35 | 45.73 | 12 | -4 | 74 |
| 7 Apr | 197.39 | 13.6 | 5.6 | 47.91 | 90 | -27 | 78 |
| 4 Apr | 206.85 | 7.75 | 3.15 | 42.99 | 210 | 46 | 107 |
| 3 Apr | 214.84 | 4.45 | -1.65 | 39.39 | 32 | 2 | 63 |
| 2 Apr | 214.00 | 6 | -1 | 45.12 | 64 | 32 | 60 |
| 1 Apr | 213.27 | 7.25 | -1.85 | 49.38 | 21 | 8 | 29 |
| 28 Mar | 209.48 | 9.25 | -2.85 | 48.06 | 43 | 21 | 21 |
For Ncc Limited - strike price 207.5 expiring on 24APR2025
Delta for 207.5 PE is -0.50
Historical price for 207.5 PE is as follows
On 9 Apr NCC was trading at 206.89. The strike last trading price was 7.65, which was -0.7 lower than the previous day. The implied volatity was 43.86, the open interest changed by 22 which increased total open position to 95
On 8 Apr NCC was trading at 205.02. The strike last trading price was 8.35, which was -5.35 lower than the previous day. The implied volatity was 45.73, the open interest changed by -4 which decreased total open position to 74
On 7 Apr NCC was trading at 197.39. The strike last trading price was 13.6, which was 5.6 higher than the previous day. The implied volatity was 47.91, the open interest changed by -27 which decreased total open position to 78
On 4 Apr NCC was trading at 206.85. The strike last trading price was 7.75, which was 3.15 higher than the previous day. The implied volatity was 42.99, the open interest changed by 46 which increased total open position to 107
On 3 Apr NCC was trading at 214.84. The strike last trading price was 4.45, which was -1.65 lower than the previous day. The implied volatity was 39.39, the open interest changed by 2 which increased total open position to 63
On 2 Apr NCC was trading at 214.00. The strike last trading price was 6, which was -1 lower than the previous day. The implied volatity was 45.12, the open interest changed by 32 which increased total open position to 60
On 1 Apr NCC was trading at 213.27. The strike last trading price was 7.25, which was -1.85 lower than the previous day. The implied volatity was 49.38, the open interest changed by 8 which increased total open position to 29
On 28 Mar NCC was trading at 209.48. The strike last trading price was 9.25, which was -2.85 lower than the previous day. The implied volatity was 48.06, the open interest changed by 21 which increased total open position to 21
