NCC
Ncc Limited
Historical option data for NCC
09 Apr 2025 04:13 PM IST
| NCC 24APR2025 235 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.10
Vega: 0.08
Theta: -0.13
Gamma: 0.01
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 9 Apr | 206.89 | 0.95 | 0.2 | 48.03 | 12 | 2 | 143 | |||
| 8 Apr | 205.02 | 0.75 | -0.05 | 44.15 | 15 | 6 | 141 | |||
| 7 Apr | 197.39 | 0.8 | -0.1 | 53.70 | 82 | 8 | 132 | |||
| 4 Apr | 206.85 | 0.85 | -1.15 | 38.33 | 65 | 12 | 124 | |||
| 3 Apr | 214.84 | 2.05 | -0.75 | 38.83 | 52 | 15 | 110 | |||
| 2 Apr | 214.00 | 2.8 | -0.15 | 44.05 | 56 | 4 | 95 | |||
| 1 Apr | 213.27 | 2.95 | 0.15 | 44.78 | 98 | 5 | 92 | |||
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| 28 Mar | 209.48 | 2.75 | -0.9 | 44.83 | 88 | 43 | 87 | |||
| 27 Mar | 208.54 | 3.6 | 0.25 | 48.97 | 39 | 6 | 44 | |||
| 26 Mar | 208.30 | 3.2 | 0.4 | 47.23 | 91 | 35 | 38 | |||
| 25 Mar | 204.73 | 2.8 | -1.6 | 47.61 | 2 | 0 | 1 | |||
| 24 Mar | 209.18 | 4.4 | 2.45 | 49.53 | 1 | 0 | 0 | |||
| 21 Mar | 206.03 | 1.95 | 0 | 0.00 | 0 | 0 | 0 | |||
| 20 Mar | 201.48 | 1.95 | -1.05 | 42.59 | 12 | 3 | 3 | |||
| 19 Mar | 196.73 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
For Ncc Limited - strike price 235 expiring on 24APR2025
Delta for 235 CE is 0.10
Historical price for 235 CE is as follows
On 9 Apr NCC was trading at 206.89. The strike last trading price was 0.95, which was 0.2 higher than the previous day. The implied volatity was 48.03, the open interest changed by 2 which increased total open position to 143
On 8 Apr NCC was trading at 205.02. The strike last trading price was 0.75, which was -0.05 lower than the previous day. The implied volatity was 44.15, the open interest changed by 6 which increased total open position to 141
On 7 Apr NCC was trading at 197.39. The strike last trading price was 0.8, which was -0.1 lower than the previous day. The implied volatity was 53.70, the open interest changed by 8 which increased total open position to 132
On 4 Apr NCC was trading at 206.85. The strike last trading price was 0.85, which was -1.15 lower than the previous day. The implied volatity was 38.33, the open interest changed by 12 which increased total open position to 124
On 3 Apr NCC was trading at 214.84. The strike last trading price was 2.05, which was -0.75 lower than the previous day. The implied volatity was 38.83, the open interest changed by 15 which increased total open position to 110
On 2 Apr NCC was trading at 214.00. The strike last trading price was 2.8, which was -0.15 lower than the previous day. The implied volatity was 44.05, the open interest changed by 4 which increased total open position to 95
On 1 Apr NCC was trading at 213.27. The strike last trading price was 2.95, which was 0.15 higher than the previous day. The implied volatity was 44.78, the open interest changed by 5 which increased total open position to 92
On 28 Mar NCC was trading at 209.48. The strike last trading price was 2.75, which was -0.9 lower than the previous day. The implied volatity was 44.83, the open interest changed by 43 which increased total open position to 87
On 27 Mar NCC was trading at 208.54. The strike last trading price was 3.6, which was 0.25 higher than the previous day. The implied volatity was 48.97, the open interest changed by 6 which increased total open position to 44
On 26 Mar NCC was trading at 208.30. The strike last trading price was 3.2, which was 0.4 higher than the previous day. The implied volatity was 47.23, the open interest changed by 35 which increased total open position to 38
On 25 Mar NCC was trading at 204.73. The strike last trading price was 2.8, which was -1.6 lower than the previous day. The implied volatity was 47.61, the open interest changed by 0 which decreased total open position to 1
On 24 Mar NCC was trading at 209.18. The strike last trading price was 4.4, which was 2.45 higher than the previous day. The implied volatity was 49.53, 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 1.95, 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 20 Mar NCC was trading at 201.48. The strike last trading price was 1.95, which was -1.05 lower than the previous day. The implied volatity was 42.59, the open interest changed by 3 which increased total open position to 3
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 235 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 9 Apr | 206.89 | 56.75 | 0 | - | 0 | 0 | 0 |
| 8 Apr | 205.02 | 56.75 | 0 | - | 0 | 0 | 0 |
| 7 Apr | 197.39 | 56.75 | 0 | - | 0 | 0 | 0 |
| 4 Apr | 206.85 | 56.75 | 0 | - | 0 | 0 | 0 |
| 3 Apr | 214.84 | 56.75 | 0 | - | 0 | 0 | 0 |
| 2 Apr | 214.00 | 56.75 | 0 | - | 0 | 0 | 0 |
| 1 Apr | 213.27 | 56.75 | 0 | - | 0 | 0 | 0 |
| 28 Mar | 209.48 | 56.75 | 0 | - | 0 | 0 | 0 |
| 27 Mar | 208.54 | 56.75 | 0 | - | 0 | 0 | 0 |
| 26 Mar | 208.30 | 56.75 | 0 | - | 0 | 0 | 0 |
| 25 Mar | 204.73 | 56.75 | 0 | - | 0 | 0 | 0 |
| 24 Mar | 209.18 | 56.75 | 0 | - | 0 | 0 | 0 |
| 21 Mar | 206.03 | 56.75 | 0 | - | 0 | 0 | 0 |
| 20 Mar | 201.48 | 56.75 | 0 | - | 0 | 0 | 0 |
| 19 Mar | 196.73 | 15.4 | 0 | 0.00 | 0 | 0 | 0 |
For Ncc Limited - strike price 235 expiring on 24APR2025
Delta for 235 PE is -
Historical price for 235 PE is as follows
On 9 Apr NCC was trading at 206.89. The strike last trading price was 56.75, 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 8 Apr NCC was trading at 205.02. The strike last trading price was 56.75, 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 Apr NCC was trading at 197.39. The strike last trading price was 56.75, 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 Apr NCC was trading at 206.85. The strike last trading price was 56.75, 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 Apr NCC was trading at 214.84. The strike last trading price was 56.75, 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 2 Apr NCC was trading at 214.00. The strike last trading price was 56.75, 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 56.75, 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 56.75, 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 56.75, 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 56.75, 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 56.75, 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 56.75, 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 56.75, 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 56.75, 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 15.4, 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
