NCC
Ncc Limited
Historical option data for NCC
09 Apr 2025 04:13 PM IST
| NCC 24APR2025 212.5 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.40
Vega: 0.16
Theta: -0.26
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 9 Apr | 206.89 | 5 | 0.55 | 44.33 | 139 | 19 | 111 | |||
| 8 Apr | 205.02 | 4.6 | 1.2 | 41.19 | 165 | -35 | 92 | |||
| 7 Apr | 197.39 | 3.4 | -1.8 | 49.20 | 290 | 56 | 125 | |||
| 4 Apr | 206.85 | 5.25 | -4.45 | 35.82 | 158 | 33 | 69 | |||
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| 3 Apr | 214.84 | 9.7 | -0.7 | 38.82 | 81 | -7 | 38 | |||
| 2 Apr | 214.00 | 10.3 | -0.15 | 43.14 | 104 | 19 | 45 | |||
| 1 Apr | 213.27 | 10.4 | 1.15 | 44.12 | 186 | 10 | 27 | |||
| 28 Mar | 209.48 | 9.25 | -2.7 | 44.16 | 87 | 17 | 17 | |||
For Ncc Limited - strike price 212.5 expiring on 24APR2025
Delta for 212.5 CE is 0.40
Historical price for 212.5 CE is as follows
On 9 Apr NCC was trading at 206.89. The strike last trading price was 5, which was 0.55 higher than the previous day. The implied volatity was 44.33, the open interest changed by 19 which increased total open position to 111
On 8 Apr NCC was trading at 205.02. The strike last trading price was 4.6, which was 1.2 higher than the previous day. The implied volatity was 41.19, the open interest changed by -35 which decreased total open position to 92
On 7 Apr NCC was trading at 197.39. The strike last trading price was 3.4, which was -1.8 lower than the previous day. The implied volatity was 49.20, the open interest changed by 56 which increased total open position to 125
On 4 Apr NCC was trading at 206.85. The strike last trading price was 5.25, which was -4.45 lower than the previous day. The implied volatity was 35.82, the open interest changed by 33 which increased total open position to 69
On 3 Apr NCC was trading at 214.84. The strike last trading price was 9.7, which was -0.7 lower than the previous day. The implied volatity was 38.82, the open interest changed by -7 which decreased total open position to 38
On 2 Apr NCC was trading at 214.00. The strike last trading price was 10.3, which was -0.15 lower than the previous day. The implied volatity was 43.14, the open interest changed by 19 which increased total open position to 45
On 1 Apr NCC was trading at 213.27. The strike last trading price was 10.4, which was 1.15 higher than the previous day. The implied volatity was 44.12, the open interest changed by 10 which increased total open position to 27
On 28 Mar NCC was trading at 209.48. The strike last trading price was 9.25, which was -2.7 lower than the previous day. The implied volatity was 44.16, the open interest changed by 17 which increased total open position to 17
| NCC 24APR2025 212.5 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.60
Vega: 0.16
Theta: -0.19
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 9 Apr | 206.89 | 10.45 | -1.1 | 43.16 | 3 | 1 | 59 |
| 8 Apr | 205.02 | 11.55 | -8.05 | 47.39 | 11 | -1 | 63 |
| 7 Apr | 197.39 | 19.6 | 7.95 | 63.94 | 8 | -4 | 65 |
| 4 Apr | 206.85 | 11.65 | 5.15 | 49.16 | 76 | -3 | 69 |
| 3 Apr | 214.84 | 6.45 | -1.55 | 39.36 | 40 | 9 | 72 |
| 2 Apr | 214.00 | 8 | -1.2 | 44.29 | 97 | 42 | 65 |
| 1 Apr | 213.27 | 9.2 | -5.55 | 47.88 | 30 | 22 | 22 |
| 28 Mar | 209.48 | 14.75 | 0 | - | 0 | 0 | 0 |
For Ncc Limited - strike price 212.5 expiring on 24APR2025
Delta for 212.5 PE is -0.60
Historical price for 212.5 PE is as follows
On 9 Apr NCC was trading at 206.89. The strike last trading price was 10.45, which was -1.1 lower than the previous day. The implied volatity was 43.16, the open interest changed by 1 which increased total open position to 59
On 8 Apr NCC was trading at 205.02. The strike last trading price was 11.55, which was -8.05 lower than the previous day. The implied volatity was 47.39, the open interest changed by -1 which decreased total open position to 63
On 7 Apr NCC was trading at 197.39. The strike last trading price was 19.6, which was 7.95 higher than the previous day. The implied volatity was 63.94, the open interest changed by -4 which decreased total open position to 65
On 4 Apr NCC was trading at 206.85. The strike last trading price was 11.65, which was 5.15 higher than the previous day. The implied volatity was 49.16, the open interest changed by -3 which decreased total open position to 69
On 3 Apr NCC was trading at 214.84. The strike last trading price was 6.45, which was -1.55 lower than the previous day. The implied volatity was 39.36, the open interest changed by 9 which increased total open position to 72
On 2 Apr NCC was trading at 214.00. The strike last trading price was 8, which was -1.2 lower than the previous day. The implied volatity was 44.29, the open interest changed by 42 which increased total open position to 65
On 1 Apr NCC was trading at 213.27. The strike last trading price was 9.2, which was -5.55 lower than the previous day. The implied volatity was 47.88, the open interest changed by 22 which increased total open position to 22
On 28 Mar NCC was trading at 209.48. The strike last trading price was 14.75, 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
