NCC
Ncc Limited
Historical option data for NCC
09 Apr 2025 04:13 PM IST
| NCC 24APR2025 217.5 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.31
Vega: 0.15
Theta: -0.24
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 9 Apr | 206.89 | 3.5 | 0.4 | 44.90 | 71 | 6 | 195 | |||
| 8 Apr | 205.02 | 3.2 | 0.7 | 42.05 | 65 | 23 | 189 | |||
| 7 Apr | 197.39 | 2.55 | -1.05 | 50.78 | 270 | 56 | 166 | |||
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| 4 Apr | 206.85 | 3.7 | -3.55 | 36.77 | 56 | 14 | 110 | |||
| 3 Apr | 214.84 | 7.15 | -0.8 | 38.48 | 216 | 57 | 97 | |||
| 2 Apr | 214.00 | 7.8 | -0.3 | 42.59 | 343 | 21 | 40 | |||
| 1 Apr | 213.27 | 8.1 | 0.75 | 44.28 | 63 | 11 | 21 | |||
| 28 Mar | 209.48 | 7.35 | -2.6 | 44.80 | 21 | 10 | 10 | |||
For Ncc Limited - strike price 217.5 expiring on 24APR2025
Delta for 217.5 CE is 0.31
Historical price for 217.5 CE is as follows
On 9 Apr NCC was trading at 206.89. The strike last trading price was 3.5, which was 0.4 higher than the previous day. The implied volatity was 44.90, the open interest changed by 6 which increased total open position to 195
On 8 Apr NCC was trading at 205.02. The strike last trading price was 3.2, which was 0.7 higher than the previous day. The implied volatity was 42.05, the open interest changed by 23 which increased total open position to 189
On 7 Apr NCC was trading at 197.39. The strike last trading price was 2.55, which was -1.05 lower than the previous day. The implied volatity was 50.78, the open interest changed by 56 which increased total open position to 166
On 4 Apr NCC was trading at 206.85. The strike last trading price was 3.7, which was -3.55 lower than the previous day. The implied volatity was 36.77, the open interest changed by 14 which increased total open position to 110
On 3 Apr NCC was trading at 214.84. The strike last trading price was 7.15, which was -0.8 lower than the previous day. The implied volatity was 38.48, the open interest changed by 57 which increased total open position to 97
On 2 Apr NCC was trading at 214.00. The strike last trading price was 7.8, which was -0.3 lower than the previous day. The implied volatity was 42.59, the open interest changed by 21 which increased total open position to 40
On 1 Apr NCC was trading at 213.27. The strike last trading price was 8.1, which was 0.75 higher than the previous day. The implied volatity was 44.28, the open interest changed by 11 which increased total open position to 21
On 28 Mar NCC was trading at 209.48. The strike last trading price was 7.35, which was -2.6 lower than the previous day. The implied volatity was 44.80, the open interest changed by 10 which increased total open position to 10
| NCC 24APR2025 217.5 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.65
Vega: 0.15
Theta: -0.25
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 9 Apr | 206.89 | 15.85 | 5.35 | 56.36 | 2 | 0 | 4 |
| 8 Apr | 205.02 | 10.5 | 0 | 0.00 | 0 | 0 | 0 |
| 7 Apr | 197.39 | 10.5 | 0 | 0.00 | 0 | 0 | 0 |
| 4 Apr | 206.85 | 10.5 | 0 | 0.00 | 0 | 4 | 0 |
| 3 Apr | 214.84 | 10.5 | -7.2 | 46.94 | 4 | 3 | 3 |
| 2 Apr | 214.00 | 17.7 | 0 | - | 0 | 0 | 0 |
| 1 Apr | 213.27 | 17.7 | 0 | - | 0 | 0 | 0 |
| 28 Mar | 209.48 | 17.7 | 0 | - | 0 | 0 | 0 |
For Ncc Limited - strike price 217.5 expiring on 24APR2025
Delta for 217.5 PE is -0.65
Historical price for 217.5 PE is as follows
On 9 Apr NCC was trading at 206.89. The strike last trading price was 15.85, which was 5.35 higher than the previous day. The implied volatity was 56.36, the open interest changed by 0 which decreased total open position to 4
On 8 Apr NCC was trading at 205.02. The strike last trading price was 10.5, 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 7 Apr NCC was trading at 197.39. The strike last trading price was 10.5, 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 4 Apr NCC was trading at 206.85. The strike last trading price was 10.5, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 3 Apr NCC was trading at 214.84. The strike last trading price was 10.5, which was -7.2 lower than the previous day. The implied volatity was 46.94, the open interest changed by 3 which increased total open position to 3
On 2 Apr NCC was trading at 214.00. The strike last trading price was 17.7, 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 1 Apr NCC was trading at 213.27. The strike last trading price was 17.7, 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 28 Mar NCC was trading at 209.48. The strike last trading price was 17.7, 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
