NCC
Ncc Limited
Historical option data for NCC
08 Apr 2025 03:24 PM IST
| NCC 24APR2025 240 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.07
Vega: 0.05
Theta: -0.08
Gamma: 0.01
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 8 Apr | 205.16 | 0.55 | -0.1 | 46.65 | 51 | 5 | 300 | |||
| 7 Apr | 197.39 | 0.65 | -0.05 | 56.04 | 153 | 4 | 293 | |||
| 4 Apr | 206.85 | 0.7 | -0.7 | 41.19 | 173 | 17 | 289 | |||
| 3 Apr | 214.84 | 1.4 | -0.65 | 39.34 | 235 | -13 | 271 | |||
| 2 Apr | 214.00 | 2.05 | -0.1 | 44.61 | 116 | -14 | 283 | |||
| 1 Apr | 213.27 | 2.1 | -0.05 | 44.68 | 203 | -8 | 296 | |||
| 28 Mar | 209.48 | 2 | -0.9 | 44.79 | 226 | 25 | 304 | |||
| 27 Mar | 208.54 | 2.9 | 0.25 | 49.96 | 352 | -16 | 274 | |||
| 26 Mar | 208.30 | 2.65 | 0.25 | 48.80 | 842 | 100 | 293 | |||
| 25 Mar | 204.73 | 2.4 | -0.9 | 49.58 | 136 | 37 | 196 | |||
| 24 Mar | 209.18 | 3.3 | 1.15 | 48.74 | 202 | 70 | 158 | |||
| 21 Mar | 206.03 | 2.2 | 0.4 | 44.21 | 50 | 2 | 88 | |||
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| 20 Mar | 201.48 | 1.8 | 0.6 | 45.52 | 88 | 62 | 87 | |||
| 19 Mar | 196.73 | 1.45 | 0.45 | 46.01 | 37 | 25 | 26 | |||
| 20 Feb | 192.90 | 27.85 | 0 | 13.42 | 0 | 0 | 0 | |||
| 17 Feb | 190.80 | 27.85 | 0 | 13.66 | 0 | 0 | 0 | |||
| 13 Feb | 197.80 | 27.85 | 0 | 11.74 | 0 | 0 | 0 | |||
| 12 Feb | 199.45 | 27.85 | 0 | 10.93 | 0 | 0 | 0 | |||
| 11 Feb | 196.45 | 27.85 | 0 | 11.42 | 0 | 0 | 0 | |||
| 10 Feb | 207.80 | 27.85 | 0 | 8.16 | 0 | 0 | 0 | |||
| 7 Feb | 207.30 | 27.85 | 0 | 7.97 | 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 | 0.71 | 0 | 0 | 0 | |||
| 3 Feb | 217.10 | 0 | 0 | 5.01 | 0 | 0 | 0 | |||
| 1 Feb | 231.60 | 0 | 0 | 0.86 | 0 | 0 | 0 | |||
For Ncc Limited - strike price 240 expiring on 24APR2025
Delta for 240 CE is 0.07
Historical price for 240 CE is as follows
On 8 Apr NCC was trading at 205.16. The strike last trading price was 0.55, which was -0.1 lower than the previous day. The implied volatity was 46.65, the open interest changed by 5 which increased total open position to 300
On 7 Apr NCC was trading at 197.39. The strike last trading price was 0.65, which was -0.05 lower than the previous day. The implied volatity was 56.04, the open interest changed by 4 which increased total open position to 293
On 4 Apr NCC was trading at 206.85. The strike last trading price was 0.7, which was -0.7 lower than the previous day. The implied volatity was 41.19, the open interest changed by 17 which increased total open position to 289
On 3 Apr NCC was trading at 214.84. The strike last trading price was 1.4, which was -0.65 lower than the previous day. The implied volatity was 39.34, the open interest changed by -13 which decreased total open position to 271
On 2 Apr NCC was trading at 214.00. The strike last trading price was 2.05, which was -0.1 lower than the previous day. The implied volatity was 44.61, the open interest changed by -14 which decreased total open position to 283
On 1 Apr NCC was trading at 213.27. The strike last trading price was 2.1, which was -0.05 lower than the previous day. The implied volatity was 44.68, the open interest changed by -8 which decreased total open position to 296
On 28 Mar NCC was trading at 209.48. The strike last trading price was 2, which was -0.9 lower than the previous day. The implied volatity was 44.79, the open interest changed by 25 which increased total open position to 304
On 27 Mar NCC was trading at 208.54. The strike last trading price was 2.9, which was 0.25 higher than the previous day. The implied volatity was 49.96, the open interest changed by -16 which decreased total open position to 274
On 26 Mar NCC was trading at 208.30. The strike last trading price was 2.65, which was 0.25 higher than the previous day. The implied volatity was 48.80, the open interest changed by 100 which increased total open position to 293
On 25 Mar NCC was trading at 204.73. The strike last trading price was 2.4, which was -0.9 lower than the previous day. The implied volatity was 49.58, the open interest changed by 37 which increased total open position to 196
On 24 Mar NCC was trading at 209.18. The strike last trading price was 3.3, which was 1.15 higher than the previous day. The implied volatity was 48.74, the open interest changed by 70 which increased total open position to 158
On 21 Mar NCC was trading at 206.03. The strike last trading price was 2.2, which was 0.4 higher than the previous day. The implied volatity was 44.21, the open interest changed by 2 which increased total open position to 88
On 20 Mar NCC was trading at 201.48. The strike last trading price was 1.8, which was 0.6 higher than the previous day. The implied volatity was 45.52, the open interest changed by 62 which increased total open position to 87
On 19 Mar NCC was trading at 196.73. The strike last trading price was 1.45, which was 0.45 higher than the previous day. The implied volatity was 46.01, the open interest changed by 25 which increased total open position to 26
On 20 Feb NCC was trading at 192.90. The strike last trading price was 27.85, which was 0 lower than the previous day. The implied volatity was 13.42, 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 27.85, which was 0 lower than the previous day. The implied volatity was 13.66, 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 27.85, which was 0 lower than the previous day. The implied volatity was 11.74, 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 27.85, which was 0 lower than the previous day. The implied volatity was 10.93, 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 27.85, which was 0 lower than the previous day. The implied volatity was 11.42, 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 27.85, which was 0 lower than the previous day. The implied volatity was 8.16, 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 27.85, which was 0 lower than the previous day. The implied volatity was 7.97, 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 0.71, 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 5.01, 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 0.86, the open interest changed by 0 which decreased total open position to 0
| NCC 24APR2025 240 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 |
| 8 Apr | 205.16 | 28.4 | 0 | 0.00 | 0 | 0 | 0 |
| 7 Apr | 197.39 | 28.4 | 0 | 0.00 | 0 | 0 | 0 |
| 4 Apr | 206.85 | 28.4 | 0 | 0.00 | 0 | 0 | 0 |
| 3 Apr | 214.84 | 28.4 | 0 | 0.00 | 0 | 3 | 0 |
| 2 Apr | 214.00 | 28.4 | -3.45 | 55.16 | 4 | 3 | 15 |
| 1 Apr | 213.27 | 31.85 | 0 | 0.00 | 0 | 0 | 0 |
| 28 Mar | 209.48 | 31.85 | -0.15 | 50.83 | 4 | 0 | 13 |
| 27 Mar | 208.54 | 32 | 0.15 | 51.05 | 1 | 0 | 12 |
| 26 Mar | 208.30 | 31.85 | -1 | 43.30 | 3 | 1 | 10 |
| 25 Mar | 204.73 | 32.85 | 0 | 0.00 | 0 | 9 | 0 |
| 24 Mar | 209.18 | 32.85 | 10.9 | 57.22 | 9 | 6 | 6 |
| 21 Mar | 206.03 | 21.95 | 0 | - | 0 | 0 | 0 |
| 20 Mar | 201.48 | 21.95 | 0 | - | 0 | 0 | 0 |
| 19 Mar | 196.73 | 21.95 | 0 | - | 0 | 0 | 0 |
| 20 Feb | 192.90 | 0 | 0 | - | 0 | 0 | 0 |
| 17 Feb | 190.80 | 0 | 0 | - | 0 | 0 | 0 |
| 13 Feb | 197.80 | 0 | 0 | - | 0 | 0 | 0 |
| 12 Feb | 199.45 | 0 | 0 | - | 0 | 0 | 0 |
| 11 Feb | 196.45 | 0 | 0 | - | 0 | 0 | 0 |
| 10 Feb | 207.80 | 0 | 0 | - | 0 | 0 | 0 |
| 7 Feb | 207.30 | 0 | 0 | - | 0 | 0 | 0 |
| 6 Feb | 237.55 | 0 | 0 | 0.64 | 0 | 0 | 0 |
| 5 Feb | 239.90 | 0 | 0 | 1.39 | 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 240 expiring on 24APR2025
Delta for 240 PE is 0.00
Historical price for 240 PE is as follows
On 8 Apr NCC was trading at 205.16. The strike last trading price was 28.4, 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
On 7 Apr NCC was trading at 197.39. The strike last trading price was 28.4, 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
On 4 Apr NCC was trading at 206.85. The strike last trading price was 28.4, 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
On 3 Apr NCC was trading at 214.84. The strike last trading price was 28.4, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 2 Apr NCC was trading at 214.00. The strike last trading price was 28.4, which was -3.45 lower than the previous day. The implied volatity was 55.16, the open interest changed by 3 which increased total open position to 15
On 1 Apr NCC was trading at 213.27. The strike last trading price was 31.85, 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 28 Mar NCC was trading at 209.48. The strike last trading price was 31.85, which was -0.15 lower than the previous day. The implied volatity was 50.83, the open interest changed by 0 which decreased total open position to 13
On 27 Mar NCC was trading at 208.54. The strike last trading price was 32, which was 0.15 higher than the previous day. The implied volatity was 51.05, the open interest changed by 0 which decreased total open position to 12
On 26 Mar NCC was trading at 208.30. The strike last trading price was 31.85, which was -1 lower than the previous day. The implied volatity was 43.30, the open interest changed by 1 which increased total open position to 10
On 25 Mar NCC was trading at 204.73. The strike last trading price was 32.85, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 9 which increased total open position to 0
On 24 Mar NCC was trading at 209.18. The strike last trading price was 32.85, which was 10.9 higher than the previous day. The implied volatity was 57.22, the open interest changed by 6 which increased total open position to 6
On 21 Mar NCC was trading at 206.03. The strike last trading price was 21.95, 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 21.95, 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 21.95, 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 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 17 Feb NCC was trading at 190.80. 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 13 Feb NCC was trading at 197.80. 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 12 Feb NCC was trading at 199.45. 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 11 Feb NCC was trading at 196.45. 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 10 Feb NCC was trading at 207.80. 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 7 Feb NCC was trading at 207.30. 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 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 0.64, 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 1.39, 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
