NCC
Ncc Limited
Historical option data for NCC
08 Apr 2025 02:54 PM IST
| NCC 24APR2025 215 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.32
Vega: 0.15
Theta: -0.22
Gamma: 0.02
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 8 Apr | 204.94 | 3.6 | 0.6 | 41.64 | 515 | -24 | 1,399 | |||
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| 7 Apr | 197.39 | 2.95 | -1.4 | 50.04 | 1,158 | 22 | 1,422 | |||
| 4 Apr | 206.85 | 4.45 | -3.95 | 36.48 | 1,387 | 290 | 1,397 | |||
| 3 Apr | 214.84 | 8.35 | -0.8 | 38.58 | 1,112 | 213 | 1,076 | |||
| 2 Apr | 214.00 | 9.1 | -0.1 | 43.36 | 1,506 | 177 | 868 | |||
| 1 Apr | 213.27 | 9.35 | 1.75 | 44.91 | 1,312 | 189 | 694 | |||
| 28 Mar | 209.48 | 7.55 | -1.65 | 41.36 | 425 | 20 | 505 | |||
| 27 Mar | 208.54 | 9.3 | 0.9 | 48.17 | 618 | -32 | 489 | |||
| 26 Mar | 208.30 | 8.4 | 0.8 | 45.62 | 2,126 | 206 | 518 | |||
| 25 Mar | 204.73 | 7.6 | -2.15 | 46.87 | 233 | 48 | 314 | |||
| 24 Mar | 209.18 | 9.9 | 2.3 | 46.46 | 427 | 239 | 263 | |||
| 21 Mar | 206.03 | 7.6 | 1.45 | 42.14 | 16 | 0 | 25 | |||
| 20 Mar | 201.48 | 6.2 | 1.7 | 43.29 | 43 | 18 | 24 | |||
| 19 Mar | 196.73 | 4.5 | 1.5 | 41.06 | 20 | 5 | 7 | |||
| 18 Mar | 191.33 | 3 | -1.6 | 40.38 | 1 | 0 | 1 | |||
| 17 Mar | 184.29 | 4.6 | -1.3 | 57.39 | 1 | 0 | 0 | |||
| 13 Mar | 185.86 | 5.9 | 0 | 11.65 | 0 | 0 | 0 | |||
For Ncc Limited - strike price 215 expiring on 24APR2025
Delta for 215 CE is 0.32
Historical price for 215 CE is as follows
On 8 Apr NCC was trading at 204.94. The strike last trading price was 3.6, which was 0.6 higher than the previous day. The implied volatity was 41.64, the open interest changed by -24 which decreased total open position to 1399
On 7 Apr NCC was trading at 197.39. The strike last trading price was 2.95, which was -1.4 lower than the previous day. The implied volatity was 50.04, the open interest changed by 22 which increased total open position to 1422
On 4 Apr NCC was trading at 206.85. The strike last trading price was 4.45, which was -3.95 lower than the previous day. The implied volatity was 36.48, the open interest changed by 290 which increased total open position to 1397
On 3 Apr NCC was trading at 214.84. The strike last trading price was 8.35, which was -0.8 lower than the previous day. The implied volatity was 38.58, the open interest changed by 213 which increased total open position to 1076
On 2 Apr NCC was trading at 214.00. The strike last trading price was 9.1, which was -0.1 lower than the previous day. The implied volatity was 43.36, the open interest changed by 177 which increased total open position to 868
On 1 Apr NCC was trading at 213.27. The strike last trading price was 9.35, which was 1.75 higher than the previous day. The implied volatity was 44.91, the open interest changed by 189 which increased total open position to 694
On 28 Mar NCC was trading at 209.48. The strike last trading price was 7.55, which was -1.65 lower than the previous day. The implied volatity was 41.36, the open interest changed by 20 which increased total open position to 505
On 27 Mar NCC was trading at 208.54. The strike last trading price was 9.3, which was 0.9 higher than the previous day. The implied volatity was 48.17, the open interest changed by -32 which decreased total open position to 489
On 26 Mar NCC was trading at 208.30. The strike last trading price was 8.4, which was 0.8 higher than the previous day. The implied volatity was 45.62, the open interest changed by 206 which increased total open position to 518
On 25 Mar NCC was trading at 204.73. The strike last trading price was 7.6, which was -2.15 lower than the previous day. The implied volatity was 46.87, the open interest changed by 48 which increased total open position to 314
On 24 Mar NCC was trading at 209.18. The strike last trading price was 9.9, which was 2.3 higher than the previous day. The implied volatity was 46.46, the open interest changed by 239 which increased total open position to 263
On 21 Mar NCC was trading at 206.03. The strike last trading price was 7.6, which was 1.45 higher than the previous day. The implied volatity was 42.14, the open interest changed by 0 which decreased total open position to 25
On 20 Mar NCC was trading at 201.48. The strike last trading price was 6.2, which was 1.7 higher than the previous day. The implied volatity was 43.29, the open interest changed by 18 which increased total open position to 24
On 19 Mar NCC was trading at 196.73. The strike last trading price was 4.5, which was 1.5 higher than the previous day. The implied volatity was 41.06, the open interest changed by 5 which increased total open position to 7
On 18 Mar NCC was trading at 191.33. The strike last trading price was 3, which was -1.6 lower than the previous day. The implied volatity was 40.38, the open interest changed by 0 which decreased total open position to 1
On 17 Mar NCC was trading at 184.29. The strike last trading price was 4.6, which was -1.3 lower than the previous day. The implied volatity was 57.39, 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 5.9, which was 0 lower than the previous day. The implied volatity was 11.65, the open interest changed by 0 which decreased total open position to 0
| NCC 24APR2025 215 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.65
Vega: 0.16
Theta: -0.19
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 8 Apr | 204.94 | 13.6 | -5.8 | 46.90 | 2 | -1 | 400 |
| 7 Apr | 197.39 | 18.8 | 6.25 | 45.20 | 103 | -58 | 399 |
| 4 Apr | 206.85 | 12.2 | 4.55 | 44.11 | 305 | -54 | 458 |
| 3 Apr | 214.84 | 7.4 | -1.95 | 38.21 | 319 | 151 | 514 |
| 2 Apr | 214.00 | 9.35 | -1.15 | 44.81 | 299 | 89 | 362 |
| 1 Apr | 213.27 | 10.55 | -2.85 | 48.24 | 137 | 51 | 272 |
| 28 Mar | 209.48 | 13.2 | -0.45 | 48.02 | 105 | 35 | 221 |
| 27 Mar | 208.54 | 13.35 | -3.45 | 47.88 | 130 | 75 | 187 |
| 26 Mar | 208.30 | 17.25 | -0.65 | 61.29 | 396 | 111 | 113 |
| 25 Mar | 204.73 | 17.9 | 3.75 | 56.20 | 4 | 0 | 3 |
| 24 Mar | 209.18 | 14.15 | -25.7 | 49.16 | 3 | 1 | 1 |
| 21 Mar | 206.03 | 39.85 | 0 | - | 0 | 0 | 0 |
| 20 Mar | 201.48 | 39.85 | 0 | - | 0 | 0 | 0 |
| 19 Mar | 196.73 | 39.85 | 0 | - | 0 | 0 | 0 |
| 18 Mar | 191.33 | 39.85 | 0 | - | 0 | 0 | 0 |
| 17 Mar | 184.29 | 39.85 | 0 | - | 0 | 0 | 0 |
| 13 Mar | 185.86 | 39.85 | 0 | - | 0 | 0 | 0 |
For Ncc Limited - strike price 215 expiring on 24APR2025
Delta for 215 PE is -0.65
Historical price for 215 PE is as follows
On 8 Apr NCC was trading at 204.94. The strike last trading price was 13.6, which was -5.8 lower than the previous day. The implied volatity was 46.90, the open interest changed by -1 which decreased total open position to 400
On 7 Apr NCC was trading at 197.39. The strike last trading price was 18.8, which was 6.25 higher than the previous day. The implied volatity was 45.20, the open interest changed by -58 which decreased total open position to 399
On 4 Apr NCC was trading at 206.85. The strike last trading price was 12.2, which was 4.55 higher than the previous day. The implied volatity was 44.11, the open interest changed by -54 which decreased total open position to 458
On 3 Apr NCC was trading at 214.84. The strike last trading price was 7.4, which was -1.95 lower than the previous day. The implied volatity was 38.21, the open interest changed by 151 which increased total open position to 514
On 2 Apr NCC was trading at 214.00. The strike last trading price was 9.35, which was -1.15 lower than the previous day. The implied volatity was 44.81, the open interest changed by 89 which increased total open position to 362
On 1 Apr NCC was trading at 213.27. The strike last trading price was 10.55, which was -2.85 lower than the previous day. The implied volatity was 48.24, the open interest changed by 51 which increased total open position to 272
On 28 Mar NCC was trading at 209.48. The strike last trading price was 13.2, which was -0.45 lower than the previous day. The implied volatity was 48.02, the open interest changed by 35 which increased total open position to 221
On 27 Mar NCC was trading at 208.54. The strike last trading price was 13.35, which was -3.45 lower than the previous day. The implied volatity was 47.88, the open interest changed by 75 which increased total open position to 187
On 26 Mar NCC was trading at 208.30. The strike last trading price was 17.25, which was -0.65 lower than the previous day. The implied volatity was 61.29, the open interest changed by 111 which increased total open position to 113
On 25 Mar NCC was trading at 204.73. The strike last trading price was 17.9, which was 3.75 higher than the previous day. The implied volatity was 56.20, the open interest changed by 0 which decreased total open position to 3
On 24 Mar NCC was trading at 209.18. The strike last trading price was 14.15, which was -25.7 lower than the previous day. The implied volatity was 49.16, the open interest changed by 1 which increased total open position to 1
On 21 Mar NCC was trading at 206.03. The strike last trading price was 39.85, 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 Mar NCC was trading at 201.48. The strike last trading price was 39.85, 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 Mar NCC was trading at 196.73. The strike last trading price was 39.85, 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 39.85, 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 39.85, 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 39.85, 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
