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

205.65 8.26 (4.18%)

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Historical option data for NCC

08 Apr 2025 03:24 PM IST
NCC 24APR2025 220 CE
Delta: 0.24
Vega: 0.13
Theta: -0.19
Gamma: 0.02
Date Close Ltp Change IV Volume Change OI OI
8 Apr 205.16 2.5 0.3 42.25 1,597 -349 1,259
7 Apr 197.39 2.1 -0.85 50.61 5,857 451 1,629
4 Apr 206.85 3 -3.1 36.70 945 203 1,170
3 Apr 214.84 6.15 -0.85 38.76 894 157 965
2 Apr 214.00 7 -0.1 43.71 537 -3 810
1 Apr 213.27 7.05 1.15 44.11 1,004 -60 811
28 Mar 209.48 5.8 -1.55 41.75 1,174 -3 871
27 Mar 208.54 7.4 0.65 48.17 1,139 -73 877
26 Mar 208.30 6.7 0.55 46.11 3,946 580 943
25 Mar 204.73 6.15 -1.75 47.55 326 69 362
24 Mar 209.18 8 1.85 46.73 751 160 289
21 Mar 206.03 6 1.05 42.50 197 37 128
20 Mar 201.48 4.95 2.15 44.00 283 70 91
19 Mar 196.73 2.8 0.25 38.01 10 4 19
18 Mar 191.33 2.55 0 42.65 4 1 14
17 Mar 184.29 2.55 0.3 50.13 2 0 12
13 Mar 185.86 2.25 -36.45 43.83 20 12 12
27 Feb 178.70 38.7 0 13.94 0 0 0
26 Feb 181.00 38.7 0 12.78 0 0 0
25 Feb 181.05 38.7 0 12.78 0 0 0
24 Feb 185.45 38.7 0 11.41 0 0 0
21 Feb 186.90 38.7 0 10.44 0 0 0
20 Feb 192.90 38.7 0 7.73 0 0 0
19 Feb 188.95 38.7 0 8.45 0 0 0
18 Feb 186.15 38.7 0 10.72 0 0 0
17 Feb 190.80 38.7 0 8.35 0 0 0
14 Feb 187.60 38.7 0 9.11 0 0 0
13 Feb 197.80 38.7 0 6.02 0 0 0
12 Feb 199.45 38.7 0 5.12 0 0 0
11 Feb 196.45 38.7 0 5.72 0 0 0
10 Feb 207.80 38.7 0 2.81 0 0 0
7 Feb 207.30 38.7 0 2.71 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 220 expiring on 24APR2025

Delta for 220 CE is 0.24

Historical price for 220 CE is as follows

On 8 Apr NCC was trading at 205.16. The strike last trading price was 2.5, which was 0.3 higher than the previous day. The implied volatity was 42.25, the open interest changed by -349 which decreased total open position to 1259


On 7 Apr NCC was trading at 197.39. The strike last trading price was 2.1, which was -0.85 lower than the previous day. The implied volatity was 50.61, the open interest changed by 451 which increased total open position to 1629


On 4 Apr NCC was trading at 206.85. The strike last trading price was 3, which was -3.1 lower than the previous day. The implied volatity was 36.70, the open interest changed by 203 which increased total open position to 1170


On 3 Apr NCC was trading at 214.84. The strike last trading price was 6.15, which was -0.85 lower than the previous day. The implied volatity was 38.76, the open interest changed by 157 which increased total open position to 965


On 2 Apr NCC was trading at 214.00. The strike last trading price was 7, which was -0.1 lower than the previous day. The implied volatity was 43.71, the open interest changed by -3 which decreased total open position to 810


On 1 Apr NCC was trading at 213.27. The strike last trading price was 7.05, which was 1.15 higher than the previous day. The implied volatity was 44.11, the open interest changed by -60 which decreased total open position to 811


On 28 Mar NCC was trading at 209.48. The strike last trading price was 5.8, which was -1.55 lower than the previous day. The implied volatity was 41.75, the open interest changed by -3 which decreased total open position to 871


On 27 Mar NCC was trading at 208.54. The strike last trading price was 7.4, which was 0.65 higher than the previous day. The implied volatity was 48.17, the open interest changed by -73 which decreased total open position to 877


On 26 Mar NCC was trading at 208.30. The strike last trading price was 6.7, which was 0.55 higher than the previous day. The implied volatity was 46.11, the open interest changed by 580 which increased total open position to 943


On 25 Mar NCC was trading at 204.73. The strike last trading price was 6.15, which was -1.75 lower than the previous day. The implied volatity was 47.55, the open interest changed by 69 which increased total open position to 362


On 24 Mar NCC was trading at 209.18. The strike last trading price was 8, which was 1.85 higher than the previous day. The implied volatity was 46.73, the open interest changed by 160 which increased total open position to 289


On 21 Mar NCC was trading at 206.03. The strike last trading price was 6, which was 1.05 higher than the previous day. The implied volatity was 42.50, the open interest changed by 37 which increased total open position to 128


On 20 Mar NCC was trading at 201.48. The strike last trading price was 4.95, which was 2.15 higher than the previous day. The implied volatity was 44.00, the open interest changed by 70 which increased total open position to 91


On 19 Mar NCC was trading at 196.73. The strike last trading price was 2.8, which was 0.25 higher than the previous day. The implied volatity was 38.01, the open interest changed by 4 which increased total open position to 19


On 18 Mar NCC was trading at 191.33. The strike last trading price was 2.55, which was 0 lower than the previous day. The implied volatity was 42.65, the open interest changed by 1 which increased total open position to 14


On 17 Mar NCC was trading at 184.29. The strike last trading price was 2.55, which was 0.3 higher than the previous day. The implied volatity was 50.13, the open interest changed by 0 which decreased total open position to 12


On 13 Mar NCC was trading at 185.86. The strike last trading price was 2.25, which was -36.45 lower than the previous day. The implied volatity was 43.83, the open interest changed by 12 which increased total open position to 12


On 27 Feb NCC was trading at 178.70. The strike last trading price was 38.7, which was 0 lower than the previous day. The implied volatity was 13.94, 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 38.7, which was 0 lower than the previous day. The implied volatity was 12.78, 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 38.7, which was 0 lower than the previous day. The implied volatity was 12.78, 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 38.7, which was 0 lower than the previous day. The implied volatity was 11.41, 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 38.7, which was 0 lower than the previous day. The implied volatity was 10.44, 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 38.7, which was 0 lower than the previous day. The implied volatity was 7.73, 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 38.7, which was 0 lower than the previous day. The implied volatity was 8.45, 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 38.7, which was 0 lower than the previous day. The implied volatity was 10.72, 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 38.7, which was 0 lower than the previous day. The implied volatity was 8.35, 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 38.7, which was 0 lower than the previous day. The implied volatity was 9.11, 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 38.7, which was 0 lower than the previous day. The implied volatity was 6.02, 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 38.7, which was 0 lower than the previous day. The implied volatity was 5.12, 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 38.7, which was 0 lower than the previous day. The implied volatity was 5.72, 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 38.7, which was 0 lower than the previous day. The implied volatity was 2.81, 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 38.7, which was 0 lower than the previous day. The implied volatity was 2.71, 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 220 PE
Delta: -0.73
Vega: 0.14
Theta: -0.16
Gamma: 0.02
Date Close Ltp Change IV Volume Change OI OI
8 Apr 205.16 17.05 -6.2 47.04 58 -26 376
7 Apr 197.39 23.45 7.3 49.66 35 -10 402
4 Apr 206.85 15.85 5.5 45.79 25 -1 413
3 Apr 214.84 10.3 -1.85 39.01 97 14 413
2 Apr 214.00 12.15 -1.3 44.83 29 10 398
1 Apr 213.27 13.3 -3.15 47.87 131 50 387
28 Mar 209.48 16.75 0.05 50.19 99 56 337
27 Mar 208.54 16.7 -3.35 49.15 45 30 281
26 Mar 208.30 20.5 -2.8 62.13 493 146 251
25 Mar 204.73 23.3 4.9 66.06 4 0 105
24 Mar 209.18 18.4 -0.6 56.14 22 6 105
21 Mar 206.03 19 -4.35 46.90 60 54 94
20 Mar 201.48 23.35 -3.9 52.00 14 2 40
19 Mar 196.73 27.25 -4.75 56.61 5 2 35
18 Mar 191.33 32 -0.5 59.53 1 0 32
17 Mar 184.29 32.5 0 0.00 0 32 0
13 Mar 185.86 32.5 19.35 34.66 32 27 27
27 Feb 178.70 13.15 0 - 0 0 0
26 Feb 181.00 13.15 0 - 0 0 0
25 Feb 181.05 13.15 0 - 0 0 0
24 Feb 185.45 13.15 0 - 0 0 0
21 Feb 186.90 13.15 0 - 0 0 0
20 Feb 192.90 13.15 0 - 0 0 0
19 Feb 188.95 13.15 0 - 0 0 0
18 Feb 186.15 13.15 0 - 0 0 0
17 Feb 190.80 13.15 0 - 0 0 0
14 Feb 187.60 13.15 0 - 0 0 0
13 Feb 197.80 13.15 0 - 0 0 0
12 Feb 199.45 13.15 0 - 0 0 0
11 Feb 196.45 13.15 0 - 0 0 0
10 Feb 207.80 13.15 0 - 0 0 0
7 Feb 207.30 13.15 0 - 0 0 0
6 Feb 237.55 13.15 0 6.10 0 0 0
5 Feb 239.90 13.15 0 6.67 0 0 0
4 Feb 233.35 13.15 0 3.51 0 0 0
3 Feb 217.10 0 0 0.65 0 0 0
1 Feb 231.60 0 0 4.74 0 0 0


For Ncc Limited - strike price 220 expiring on 24APR2025

Delta for 220 PE is -0.73

Historical price for 220 PE is as follows

On 8 Apr NCC was trading at 205.16. The strike last trading price was 17.05, which was -6.2 lower than the previous day. The implied volatity was 47.04, the open interest changed by -26 which decreased total open position to 376


On 7 Apr NCC was trading at 197.39. The strike last trading price was 23.45, which was 7.3 higher than the previous day. The implied volatity was 49.66, the open interest changed by -10 which decreased total open position to 402


On 4 Apr NCC was trading at 206.85. The strike last trading price was 15.85, which was 5.5 higher than the previous day. The implied volatity was 45.79, the open interest changed by -1 which decreased total open position to 413


On 3 Apr NCC was trading at 214.84. The strike last trading price was 10.3, which was -1.85 lower than the previous day. The implied volatity was 39.01, the open interest changed by 14 which increased total open position to 413


On 2 Apr NCC was trading at 214.00. The strike last trading price was 12.15, which was -1.3 lower than the previous day. The implied volatity was 44.83, the open interest changed by 10 which increased total open position to 398


On 1 Apr NCC was trading at 213.27. The strike last trading price was 13.3, which was -3.15 lower than the previous day. The implied volatity was 47.87, the open interest changed by 50 which increased total open position to 387


On 28 Mar NCC was trading at 209.48. The strike last trading price was 16.75, which was 0.05 higher than the previous day. The implied volatity was 50.19, the open interest changed by 56 which increased total open position to 337


On 27 Mar NCC was trading at 208.54. The strike last trading price was 16.7, which was -3.35 lower than the previous day. The implied volatity was 49.15, the open interest changed by 30 which increased total open position to 281


On 26 Mar NCC was trading at 208.30. The strike last trading price was 20.5, which was -2.8 lower than the previous day. The implied volatity was 62.13, the open interest changed by 146 which increased total open position to 251


On 25 Mar NCC was trading at 204.73. The strike last trading price was 23.3, which was 4.9 higher than the previous day. The implied volatity was 66.06, the open interest changed by 0 which decreased total open position to 105


On 24 Mar NCC was trading at 209.18. The strike last trading price was 18.4, which was -0.6 lower than the previous day. The implied volatity was 56.14, the open interest changed by 6 which increased total open position to 105


On 21 Mar NCC was trading at 206.03. The strike last trading price was 19, which was -4.35 lower than the previous day. The implied volatity was 46.90, the open interest changed by 54 which increased total open position to 94


On 20 Mar NCC was trading at 201.48. The strike last trading price was 23.35, which was -3.9 lower than the previous day. The implied volatity was 52.00, the open interest changed by 2 which increased total open position to 40


On 19 Mar NCC was trading at 196.73. The strike last trading price was 27.25, which was -4.75 lower than the previous day. The implied volatity was 56.61, the open interest changed by 2 which increased total open position to 35


On 18 Mar NCC was trading at 191.33. The strike last trading price was 32, which was -0.5 lower than the previous day. The implied volatity was 59.53, the open interest changed by 0 which decreased total open position to 32


On 17 Mar NCC was trading at 184.29. The strike last trading price was 32.5, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 32 which increased total open position to 0


On 13 Mar NCC was trading at 185.86. The strike last trading price was 32.5, which was 19.35 higher than the previous day. The implied volatity was 34.66, the open interest changed by 27 which increased total open position to 27


On 27 Feb NCC was trading at 178.70. The strike last trading price was 13.15, 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 13.15, 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 13.15, 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 13.15, 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 13.15, 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 13.15, 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 13.15, 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 13.15, 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 13.15, 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 13.15, 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 13.15, 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 13.15, 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 13.15, 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 13.15, 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 13.15, 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 13.15, which was 0 lower than the previous day. The implied volatity was 6.10, 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 13.15, which was 0 lower than the previous day. The implied volatity was 6.67, 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 13.15, which was 0 lower than the previous day. The implied volatity was 3.51, 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 0.65, 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 4.74, the open interest changed by 0 which decreased total open position to 0