NCC
Ncc Limited
Historical option data for NCC
09 Apr 2025 04:13 PM IST
| NCC 24APR2025 225 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.20
Vega: 0.12
Theta: -0.19
Gamma: 0.01
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 9 Apr | 206.89 | 2 | 0.35 | 45.99 | 112 | -18 | 151 | |||
| 8 Apr | 205.02 | 1.65 | 0.05 | 41.96 | 117 | 1 | 168 | |||
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| 7 Apr | 197.39 | 1.5 | -0.55 | 51.40 | 381 | -39 | 166 | |||
| 4 Apr | 206.85 | 2 | -2.3 | 37.20 | 174 | 24 | 205 | |||
| 3 Apr | 214.84 | 4.4 | -0.85 | 38.85 | 214 | 30 | 211 | |||
| 2 Apr | 214.00 | 5.25 | -0.15 | 43.80 | 196 | -5 | 180 | |||
| 1 Apr | 213.27 | 5.3 | 0.65 | 44.06 | 177 | 3 | 185 | |||
| 28 Mar | 209.48 | 4.45 | -1.55 | 42.40 | 300 | -3 | 182 | |||
| 27 Mar | 208.54 | 6.2 | 0.8 | 49.98 | 242 | 22 | 173 | |||
| 26 Mar | 208.30 | 5.35 | 0.5 | 46.83 | 536 | 141 | 154 | |||
| 25 Mar | 204.73 | 4.85 | -1.6 | 47.98 | 20 | 11 | 13 | |||
| 24 Mar | 209.18 | 6.45 | 2.2 | 47.18 | 2 | 1 | 1 | |||
| 21 Mar | 206.03 | 4.25 | 0 | 8.07 | 0 | 0 | 0 | |||
| 20 Mar | 201.48 | 4.25 | 0 | 9.92 | 0 | 0 | 0 | |||
| 19 Mar | 196.73 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
For Ncc Limited - strike price 225 expiring on 24APR2025
Delta for 225 CE is 0.20
Historical price for 225 CE is as follows
On 9 Apr NCC was trading at 206.89. The strike last trading price was 2, which was 0.35 higher than the previous day. The implied volatity was 45.99, the open interest changed by -18 which decreased total open position to 151
On 8 Apr NCC was trading at 205.02. The strike last trading price was 1.65, which was 0.05 higher than the previous day. The implied volatity was 41.96, the open interest changed by 1 which increased total open position to 168
On 7 Apr NCC was trading at 197.39. The strike last trading price was 1.5, which was -0.55 lower than the previous day. The implied volatity was 51.40, the open interest changed by -39 which decreased total open position to 166
On 4 Apr NCC was trading at 206.85. The strike last trading price was 2, which was -2.3 lower than the previous day. The implied volatity was 37.20, the open interest changed by 24 which increased total open position to 205
On 3 Apr NCC was trading at 214.84. The strike last trading price was 4.4, which was -0.85 lower than the previous day. The implied volatity was 38.85, the open interest changed by 30 which increased total open position to 211
On 2 Apr NCC was trading at 214.00. The strike last trading price was 5.25, which was -0.15 lower than the previous day. The implied volatity was 43.80, the open interest changed by -5 which decreased total open position to 180
On 1 Apr NCC was trading at 213.27. The strike last trading price was 5.3, which was 0.65 higher than the previous day. The implied volatity was 44.06, the open interest changed by 3 which increased total open position to 185
On 28 Mar NCC was trading at 209.48. The strike last trading price was 4.45, which was -1.55 lower than the previous day. The implied volatity was 42.40, the open interest changed by -3 which decreased total open position to 182
On 27 Mar NCC was trading at 208.54. The strike last trading price was 6.2, which was 0.8 higher than the previous day. The implied volatity was 49.98, the open interest changed by 22 which increased total open position to 173
On 26 Mar NCC was trading at 208.30. The strike last trading price was 5.35, which was 0.5 higher than the previous day. The implied volatity was 46.83, the open interest changed by 141 which increased total open position to 154
On 25 Mar NCC was trading at 204.73. The strike last trading price was 4.85, which was -1.6 lower than the previous day. The implied volatity was 47.98, the open interest changed by 11 which increased total open position to 13
On 24 Mar NCC was trading at 209.18. The strike last trading price was 6.45, which was 2.2 higher than the previous day. The implied volatity was 47.18, 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 4.25, which was 0 lower than the previous day. The implied volatity was 8.07, 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 4.25, which was 0 lower than the previous day. The implied volatity was 9.92, 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 0, 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
| NCC 24APR2025 225 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 9 Apr | 206.89 | 30.8 | 0 | 0.00 | 0 | 0 | 0 |
| 8 Apr | 205.02 | 30.8 | 0 | 0.00 | 0 | 0 | 0 |
| 7 Apr | 197.39 | 30.8 | 16.25 | 75.79 | 1 | 0 | 8 |
| 4 Apr | 206.85 | 14.55 | 0 | 0.00 | 0 | 4 | 0 |
| 3 Apr | 214.84 | 14.55 | -2.8 | 44.48 | 7 | 5 | 9 |
| 2 Apr | 214.00 | 17.35 | -30.7 | 54.91 | 4 | 4 | 4 |
| 1 Apr | 213.27 | 48.05 | 0 | - | 0 | 0 | 0 |
| 28 Mar | 209.48 | 48.05 | 0 | - | 0 | 0 | 0 |
| 27 Mar | 208.54 | 48.05 | 0 | - | 0 | 0 | 0 |
| 26 Mar | 208.30 | 48.05 | 0 | - | 0 | 0 | 0 |
| 25 Mar | 204.73 | 48.05 | 0 | - | 0 | 0 | 0 |
| 24 Mar | 209.18 | 48.05 | 0 | - | 0 | 0 | 0 |
| 21 Mar | 206.03 | 48.05 | 0 | - | 0 | 0 | 0 |
| 20 Mar | 201.48 | 48.05 | 0 | - | 0 | 0 | 0 |
| 19 Mar | 196.73 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Ncc Limited - strike price 225 expiring on 24APR2025
Delta for 225 PE is 0.00
Historical price for 225 PE is as follows
On 9 Apr NCC was trading at 206.89. The strike last trading price was 30.8, 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 8 Apr NCC was trading at 205.02. The strike last trading price was 30.8, 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 30.8, which was 16.25 higher than the previous day. The implied volatity was 75.79, the open interest changed by 0 which decreased total open position to 8
On 4 Apr NCC was trading at 206.85. The strike last trading price was 14.55, 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 14.55, which was -2.8 lower than the previous day. The implied volatity was 44.48, the open interest changed by 5 which increased total open position to 9
On 2 Apr NCC was trading at 214.00. The strike last trading price was 17.35, which was -30.7 lower than the previous day. The implied volatity was 54.91, the open interest changed by 4 which increased total open position to 4
On 1 Apr NCC was trading at 213.27. The strike last trading price was 48.05, 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 48.05, 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 Mar NCC was trading at 208.54. The strike last trading price was 48.05, 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 Mar NCC was trading at 208.30. The strike last trading price was 48.05, 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 Mar NCC was trading at 204.73. The strike last trading price was 48.05, 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 Mar NCC was trading at 209.18. The strike last trading price was 48.05, 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 Mar NCC was trading at 206.03. The strike last trading price was 48.05, 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 48.05, 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 0, 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
