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[--[65.84.65.76]--]
NCC
Ncc Limited

204.84 7.45 (3.77%)

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Historical option data for NCC

08 Apr 2025 02:54 PM IST
NCC 24APR2025 210 CE
Delta: 0.43
Vega: 0.17
Theta: -0.24
Gamma: 0.02
Date Close Ltp Change IV Volume Change OI OI
8 Apr 204.94 5.4 1.3 41.98 1,100 99 825
7 Apr 197.39 4.1 -2.05 49.54 1,420 -2 707
4 Apr 206.85 6.3 -4.95 35.79 861 249 712
3 Apr 214.84 11.2 -0.55 39.20 291 -40 464
2 Apr 214.00 11.75 -0.05 43.61 306 -56 504
1 Apr 213.27 11.9 2.15 44.97 926 -68 559
28 Mar 209.48 9.6 -1.85 40.55 761 25 627
27 Mar 208.54 11.5 1.15 48.02 1,001 -39 604
26 Mar 208.30 10.3 1.05 44.53 1,948 174 641
25 Mar 204.73 9.4 -2.3 46.21 525 194 467
24 Mar 209.18 12 2.4 45.65 622 47 278
21 Mar 206.03 9.5 1.95 41.66 295 36 230
20 Mar 201.48 7.6 2.6 42.03 530 162 191
19 Mar 196.73 5 0.8 37.09 29 11 26
18 Mar 191.33 4.2 1.2 41.07 15 1 15
17 Mar 184.29 3 -42.1 43.53 24 14 14
13 Mar 185.86 45.1 0 10.00 0 0 0
6 Mar 186.64 45.1 0 9.03 0 0 0
27 Feb 178.70 45.1 0 11.32 0 0 0
26 Feb 181.00 45.1 0 10.03 0 0 0
25 Feb 181.05 45.1 0 10.03 0 0 0
24 Feb 185.45 45.1 0 7.83 0 0 0
21 Feb 186.90 45.1 0 6.86 0 0 0
20 Feb 192.90 45.1 0 4.72 0 0 0
19 Feb 188.95 45.1 0 5.53 0 0 0
18 Feb 186.15 45.1 0 7.23 0 0 0
17 Feb 190.80 45.1 0 5.47 0 0 0
14 Feb 187.60 45.1 0 6.39 0 0 0
13 Feb 197.80 45.1 0 3.01 0 0 0
12 Feb 199.45 45.1 0 2.25 0 0 0
11 Feb 196.45 45.1 0 2.83 0 0 0
10 Feb 207.80 45.1 0 - 0 0 0
7 Feb 207.30 45.1 0 - 0 0 0
6 Feb 237.55 0 0 - 0 0 0
5 Feb 239.90 0 0 - 0 0 0
4 Feb 233.35 0 0 - 0 0 0
3 Feb 217.10 0 0 - 0 0 0
1 Feb 231.60 0 0 - 0 0 0


For Ncc Limited - strike price 210 expiring on 24APR2025

Delta for 210 CE is 0.43

Historical price for 210 CE is as follows

On 8 Apr NCC was trading at 204.94. The strike last trading price was 5.4, which was 1.3 higher than the previous day. The implied volatity was 41.98, the open interest changed by 99 which increased total open position to 825


On 7 Apr NCC was trading at 197.39. The strike last trading price was 4.1, which was -2.05 lower than the previous day. The implied volatity was 49.54, the open interest changed by -2 which decreased total open position to 707


On 4 Apr NCC was trading at 206.85. The strike last trading price was 6.3, which was -4.95 lower than the previous day. The implied volatity was 35.79, the open interest changed by 249 which increased total open position to 712


On 3 Apr NCC was trading at 214.84. The strike last trading price was 11.2, which was -0.55 lower than the previous day. The implied volatity was 39.20, the open interest changed by -40 which decreased total open position to 464


On 2 Apr NCC was trading at 214.00. The strike last trading price was 11.75, which was -0.05 lower than the previous day. The implied volatity was 43.61, the open interest changed by -56 which decreased total open position to 504


On 1 Apr NCC was trading at 213.27. The strike last trading price was 11.9, which was 2.15 higher than the previous day. The implied volatity was 44.97, the open interest changed by -68 which decreased total open position to 559


On 28 Mar NCC was trading at 209.48. The strike last trading price was 9.6, which was -1.85 lower than the previous day. The implied volatity was 40.55, the open interest changed by 25 which increased total open position to 627


On 27 Mar NCC was trading at 208.54. The strike last trading price was 11.5, which was 1.15 higher than the previous day. The implied volatity was 48.02, the open interest changed by -39 which decreased total open position to 604


On 26 Mar NCC was trading at 208.30. The strike last trading price was 10.3, which was 1.05 higher than the previous day. The implied volatity was 44.53, the open interest changed by 174 which increased total open position to 641


On 25 Mar NCC was trading at 204.73. The strike last trading price was 9.4, which was -2.3 lower than the previous day. The implied volatity was 46.21, the open interest changed by 194 which increased total open position to 467


On 24 Mar NCC was trading at 209.18. The strike last trading price was 12, which was 2.4 higher than the previous day. The implied volatity was 45.65, the open interest changed by 47 which increased total open position to 278


On 21 Mar NCC was trading at 206.03. The strike last trading price was 9.5, which was 1.95 higher than the previous day. The implied volatity was 41.66, the open interest changed by 36 which increased total open position to 230


On 20 Mar NCC was trading at 201.48. The strike last trading price was 7.6, which was 2.6 higher than the previous day. The implied volatity was 42.03, the open interest changed by 162 which increased total open position to 191


On 19 Mar NCC was trading at 196.73. The strike last trading price was 5, which was 0.8 higher than the previous day. The implied volatity was 37.09, the open interest changed by 11 which increased total open position to 26


On 18 Mar NCC was trading at 191.33. The strike last trading price was 4.2, which was 1.2 higher than the previous day. The implied volatity was 41.07, the open interest changed by 1 which increased total open position to 15


On 17 Mar NCC was trading at 184.29. The strike last trading price was 3, which was -42.1 lower than the previous day. The implied volatity was 43.53, the open interest changed by 14 which increased total open position to 14


On 13 Mar NCC was trading at 185.86. The strike last trading price was 45.1, which was 0 lower than the previous day. The implied volatity was 10.00, 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 45.1, which was 0 lower than the previous day. The implied volatity was 9.03, the open interest changed by 0 which decreased total open position to 0


On 27 Feb NCC was trading at 178.70. The strike last trading price was 45.1, which was 0 lower than the previous day. The implied volatity was 11.32, the open interest changed by 0 which decreased total open position to 0


On 26 Feb NCC was trading at 181.00. The strike last trading price was 45.1, which was 0 lower than the previous day. The implied volatity was 10.03, the open interest changed by 0 which decreased total open position to 0


On 25 Feb NCC was trading at 181.05. The strike last trading price was 45.1, which was 0 lower than the previous day. The implied volatity was 10.03, the open interest changed by 0 which decreased total open position to 0


On 24 Feb NCC was trading at 185.45. The strike last trading price was 45.1, which was 0 lower than the previous day. The implied volatity was 7.83, the open interest changed by 0 which decreased total open position to 0


On 21 Feb NCC was trading at 186.90. The strike last trading price was 45.1, which was 0 lower than the previous day. The implied volatity was 6.86, the open interest changed by 0 which decreased total open position to 0


On 20 Feb NCC was trading at 192.90. The strike last trading price was 45.1, which was 0 lower than the previous day. The implied volatity was 4.72, the open interest changed by 0 which decreased total open position to 0


On 19 Feb NCC was trading at 188.95. The strike last trading price was 45.1, which was 0 lower than the previous day. The implied volatity was 5.53, the open interest changed by 0 which decreased total open position to 0


On 18 Feb NCC was trading at 186.15. The strike last trading price was 45.1, which was 0 lower than the previous day. The implied volatity was 7.23, the open interest changed by 0 which decreased total open position to 0


On 17 Feb NCC was trading at 190.80. The strike last trading price was 45.1, which was 0 lower than the previous day. The implied volatity was 5.47, the open interest changed by 0 which decreased total open position to 0


On 14 Feb NCC was trading at 187.60. The strike last trading price was 45.1, which was 0 lower than the previous day. The implied volatity was 6.39, the open interest changed by 0 which decreased total open position to 0


On 13 Feb NCC was trading at 197.80. The strike last trading price was 45.1, 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 12 Feb NCC was trading at 199.45. The strike last trading price was 45.1, which was 0 lower than the previous day. The implied volatity was 2.25, the open interest changed by 0 which decreased total open position to 0


On 11 Feb NCC was trading at 196.45. The strike last trading price was 45.1, which was 0 lower than the previous day. The implied volatity was 2.83, the open interest changed by 0 which decreased total open position to 0


On 10 Feb NCC was trading at 207.80. The strike last trading price was 45.1, 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 Feb NCC was trading at 207.30. The strike last trading price was 45.1, 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 Feb NCC was trading at 237.55. The strike last trading price was 0, 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 5 Feb NCC was trading at 239.90. The strike last trading price was 0, 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 Feb NCC was trading at 233.35. The strike last trading price was 0, 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 Feb NCC was trading at 217.10. The strike last trading price was 0, 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 1 Feb NCC was trading at 231.60. The strike last trading price was 0, 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 24APR2025 210 PE
Delta: -0.55
Vega: 0.17
Theta: -0.23
Gamma: 0.02
Date Close Ltp Change IV Volume Change OI OI
8 Apr 204.94 10.8 -4.75 49.72 44 -7 610
7 Apr 197.39 15 5.7 45.52 318 101 614
4 Apr 206.85 9.15 3.65 43.52 494 -119 516
3 Apr 214.84 5.4 -1.6 39.43 315 32 635
2 Apr 214.00 6.95 -1.15 44.71 362 79 604
1 Apr 213.27 8.15 -2.05 48.48 603 98 525
28 Mar 209.48 10.25 -0.7 47.04 381 49 427
27 Mar 208.54 10.75 -3 48.43 368 120 379
26 Mar 208.30 13.8 -0.85 58.49 798 135 260
25 Mar 204.73 14.65 1.8 55.26 30 -3 124
24 Mar 209.18 12.7 -0.1 55.88 152 85 126
21 Mar 206.03 12.8 -4 46.63 32 15 41
20 Mar 201.48 16.8 -8.2 52.18 38 24 25
19 Mar 196.73 25 0 0.00 0 0 0
18 Mar 191.33 25 0 0.00 0 1 0
17 Mar 184.29 25 15.3 34.23 1 0 0
13 Mar 185.86 9.7 0 - 0 0 0
6 Mar 186.64 9.7 0 - 0 0 0
27 Feb 178.70 9.7 0 - 0 0 0
26 Feb 181.00 9.7 0 - 0 0 0
25 Feb 181.05 9.7 0 - 0 0 0
24 Feb 185.45 9.7 0 - 0 0 0
21 Feb 186.90 9.7 0 - 0 0 0
20 Feb 192.90 9.7 0 - 0 0 0
19 Feb 188.95 9.7 0 - 0 0 0
18 Feb 186.15 9.7 0 - 0 0 0
17 Feb 190.80 9.7 0 - 0 0 0
14 Feb 187.60 9.7 0 - 0 0 0
13 Feb 197.80 9.7 0 - 0 0 0
12 Feb 199.45 9.7 0 - 0 0 0
11 Feb 196.45 9.7 0 - 0 0 0
10 Feb 207.80 9.7 0 0.44 0 0 0
7 Feb 207.30 9.7 0 0.54 0 0 0
6 Feb 237.55 9.7 0 8.86 0 0 0
5 Feb 239.90 0 0 9.22 0 0 0
4 Feb 233.35 0 0 7.64 0 0 0
3 Feb 217.10 0 0 3.59 0 0 0
1 Feb 231.60 0 0 7.39 0 0 0


For Ncc Limited - strike price 210 expiring on 24APR2025

Delta for 210 PE is -0.55

Historical price for 210 PE is as follows

On 8 Apr NCC was trading at 204.94. The strike last trading price was 10.8, which was -4.75 lower than the previous day. The implied volatity was 49.72, the open interest changed by -7 which decreased total open position to 610


On 7 Apr NCC was trading at 197.39. The strike last trading price was 15, which was 5.7 higher than the previous day. The implied volatity was 45.52, the open interest changed by 101 which increased total open position to 614


On 4 Apr NCC was trading at 206.85. The strike last trading price was 9.15, which was 3.65 higher than the previous day. The implied volatity was 43.52, the open interest changed by -119 which decreased total open position to 516


On 3 Apr NCC was trading at 214.84. The strike last trading price was 5.4, which was -1.6 lower than the previous day. The implied volatity was 39.43, the open interest changed by 32 which increased total open position to 635


On 2 Apr NCC was trading at 214.00. The strike last trading price was 6.95, which was -1.15 lower than the previous day. The implied volatity was 44.71, the open interest changed by 79 which increased total open position to 604


On 1 Apr NCC was trading at 213.27. The strike last trading price was 8.15, which was -2.05 lower than the previous day. The implied volatity was 48.48, the open interest changed by 98 which increased total open position to 525


On 28 Mar NCC was trading at 209.48. The strike last trading price was 10.25, which was -0.7 lower than the previous day. The implied volatity was 47.04, the open interest changed by 49 which increased total open position to 427


On 27 Mar NCC was trading at 208.54. The strike last trading price was 10.75, which was -3 lower than the previous day. The implied volatity was 48.43, the open interest changed by 120 which increased total open position to 379


On 26 Mar NCC was trading at 208.30. The strike last trading price was 13.8, which was -0.85 lower than the previous day. The implied volatity was 58.49, the open interest changed by 135 which increased total open position to 260


On 25 Mar NCC was trading at 204.73. The strike last trading price was 14.65, which was 1.8 higher than the previous day. The implied volatity was 55.26, the open interest changed by -3 which decreased total open position to 124


On 24 Mar NCC was trading at 209.18. The strike last trading price was 12.7, which was -0.1 lower than the previous day. The implied volatity was 55.88, the open interest changed by 85 which increased total open position to 126


On 21 Mar NCC was trading at 206.03. The strike last trading price was 12.8, which was -4 lower than the previous day. The implied volatity was 46.63, the open interest changed by 15 which increased total open position to 41


On 20 Mar NCC was trading at 201.48. The strike last trading price was 16.8, which was -8.2 lower than the previous day. The implied volatity was 52.18, the open interest changed by 24 which increased total open position to 25


On 19 Mar NCC was trading at 196.73. The strike last trading price was 25, 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 25, 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 25, which was 15.3 higher than the previous day. The implied volatity was 34.23, 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 9.7, 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 9.7, 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 27 Feb NCC was trading at 178.70. The strike last trading price was 9.7, 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 26 Feb NCC was trading at 181.00. The strike last trading price was 9.7, 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 25 Feb NCC was trading at 181.05. The strike last trading price was 9.7, 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 Feb NCC was trading at 185.45. The strike last trading price was 9.7, 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 Feb NCC was trading at 186.90. The strike last trading price was 9.7, 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 Feb NCC was trading at 192.90. The strike last trading price was 9.7, 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 Feb NCC was trading at 188.95. The strike last trading price was 9.7, 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 Feb NCC was trading at 186.15. The strike last trading price was 9.7, 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 Feb NCC was trading at 190.80. The strike last trading price was 9.7, 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 Feb NCC was trading at 187.60. The strike last trading price was 9.7, 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 Feb NCC was trading at 197.80. The strike last trading price was 9.7, 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 12 Feb NCC was trading at 199.45. The strike last trading price was 9.7, 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 11 Feb NCC was trading at 196.45. The strike last trading price was 9.7, 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 10 Feb NCC was trading at 207.80. The strike last trading price was 9.7, which was 0 lower than the previous day. The implied volatity was 0.44, the open interest changed by 0 which decreased total open position to 0


On 7 Feb NCC was trading at 207.30. The strike last trading price was 9.7, which was 0 lower than the previous day. The implied volatity was 0.54, the open interest changed by 0 which decreased total open position to 0


On 6 Feb NCC was trading at 237.55. The strike last trading price was 9.7, which was 0 lower than the previous day. The implied volatity was 8.86, the open interest changed by 0 which decreased total open position to 0


On 5 Feb NCC was trading at 239.90. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 9.22, the open interest changed by 0 which decreased total open position to 0


On 4 Feb NCC was trading at 233.35. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 7.64, the open interest changed by 0 which decreased total open position to 0


On 3 Feb NCC was trading at 217.10. The strike last trading price was 0, 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 1 Feb NCC was trading at 231.60. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 7.39, the open interest changed by 0 which decreased total open position to 0