NCC
Ncc Limited
Historical option data for NCC
09 Apr 2025 04:13 PM IST
| NCC 24APR2025 227.5 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.17
Vega: 0.10
Theta: -0.17
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 9 Apr | 206.89 | 1.65 | 0.25 | 46.38 | 9 | -2 | 21 | |||
| 8 Apr | 205.02 | 1.35 | -0.05 | 42.45 | 59 | -4 | 24 | |||
| 7 Apr | 197.39 | 1.35 | -0.25 | 52.77 | 84 | 2 | 27 | |||
| 4 Apr | 206.85 | 1.6 | -2 | 37.28 | 27 | 10 | 25 | |||
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| 3 Apr | 214.84 | 3.6 | -0.85 | 38.43 | 31 | 10 | 16 | |||
| 2 Apr | 214.00 | 4.45 | -2.25 | 43.51 | 17 | 5 | 5 | |||
| 1 Apr | 213.27 | 6.7 | 0 | 7.39 | 0 | 0 | 0 | |||
| 28 Mar | 209.48 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
For Ncc Limited - strike price 227.5 expiring on 24APR2025
Delta for 227.5 CE is 0.17
Historical price for 227.5 CE is as follows
On 9 Apr NCC was trading at 206.89. The strike last trading price was 1.65, which was 0.25 higher than the previous day. The implied volatity was 46.38, the open interest changed by -2 which decreased total open position to 21
On 8 Apr NCC was trading at 205.02. The strike last trading price was 1.35, which was -0.05 lower than the previous day. The implied volatity was 42.45, the open interest changed by -4 which decreased total open position to 24
On 7 Apr NCC was trading at 197.39. The strike last trading price was 1.35, which was -0.25 lower than the previous day. The implied volatity was 52.77, the open interest changed by 2 which increased total open position to 27
On 4 Apr NCC was trading at 206.85. The strike last trading price was 1.6, which was -2 lower than the previous day. The implied volatity was 37.28, the open interest changed by 10 which increased total open position to 25
On 3 Apr NCC was trading at 214.84. The strike last trading price was 3.6, which was -0.85 lower than the previous day. The implied volatity was 38.43, the open interest changed by 10 which increased total open position to 16
On 2 Apr NCC was trading at 214.00. The strike last trading price was 4.45, which was -2.25 lower than the previous day. The implied volatity was 43.51, the open interest changed by 5 which increased total open position to 5
On 1 Apr NCC was trading at 213.27. The strike last trading price was 6.7, which was 0 lower than the previous day. The implied volatity was 7.39, 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 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 227.5 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.84
Vega: 0.10
Theta: -0.10
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 9 Apr | 206.89 | 22.05 | -0.25 | 44.65 | 4 | 0 | 7 |
| 8 Apr | 205.02 | 22.25 | -0.05 | 0.00 | 0 | 0 | 0 |
| 7 Apr | 197.39 | 22.25 | -0.05 | 0.00 | 0 | 4 | 0 |
| 4 Apr | 206.85 | 22.25 | 6.1 | 50.71 | 4 | 2 | 5 |
| 3 Apr | 214.84 | 16.15 | -2.35 | 43.87 | 2 | 0 | 1 |
| 2 Apr | 214.00 | 18.5 | -5.9 | 52.26 | 1 | 0 | 0 |
| 1 Apr | 213.27 | 24.4 | 0 | - | 0 | 0 | 0 |
| 28 Mar | 209.48 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Ncc Limited - strike price 227.5 expiring on 24APR2025
Delta for 227.5 PE is -0.84
Historical price for 227.5 PE is as follows
On 9 Apr NCC was trading at 206.89. The strike last trading price was 22.05, which was -0.25 lower than the previous day. The implied volatity was 44.65, the open interest changed by 0 which decreased total open position to 7
On 8 Apr NCC was trading at 205.02. The strike last trading price was 22.25, which was -0.05 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 22.25, which was -0.05 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 4 Apr NCC was trading at 206.85. The strike last trading price was 22.25, which was 6.1 higher than the previous day. The implied volatity was 50.71, the open interest changed by 2 which increased total open position to 5
On 3 Apr NCC was trading at 214.84. The strike last trading price was 16.15, which was -2.35 lower than the previous day. The implied volatity was 43.87, the open interest changed by 0 which decreased total open position to 1
On 2 Apr NCC was trading at 214.00. The strike last trading price was 18.5, which was -5.9 lower than the previous day. The implied volatity was 52.26, 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 24.4, 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 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
