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

206.89 1.87 (0.91%)

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Historical option data for NCC

09 Apr 2025 04:13 PM IST
NCC 24APR2025 245 CE
Delta: 0.05
Vega: 0.05
Theta: -0.08
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
9 Apr 206.89 0.45 0.05 50.10 11 0 74
8 Apr 205.02 0.4 0.05 47.71 15 0 72
7 Apr 197.39 0.35 -0.1 53.81 55 12 73
4 Apr 206.85 0.45 -0.45 41.57 22 13 61
3 Apr 214.84 0.9 -0.6 39.35 15 10 46
2 Apr 214.00 1.5 -0.25 45.26 43 24 36
1 Apr 213.27 1.75 -0.5 47.02 13 12 12
28 Mar 209.48 2.25 0 0.00 0 0 0
27 Mar 208.54 2.25 0 0.00 0 4 0
26 Mar 208.30 2.25 0.1 50.68 4 3 3
25 Mar 204.73 11.05 0 0.00 0 0 0
24 Mar 209.18 11.05 0 0.00 0 0 0
21 Mar 206.03 11.05 0 0.00 0 0 0
20 Mar 201.48 11.05 0 0.00 0 0 0


For Ncc Limited - strike price 245 expiring on 24APR2025

Delta for 245 CE is 0.05

Historical price for 245 CE is as follows

On 9 Apr NCC was trading at 206.89. The strike last trading price was 0.45, which was 0.05 higher than the previous day. The implied volatity was 50.10, the open interest changed by 0 which decreased total open position to 74


On 8 Apr NCC was trading at 205.02. The strike last trading price was 0.4, which was 0.05 higher than the previous day. The implied volatity was 47.71, the open interest changed by 0 which decreased total open position to 72


On 7 Apr NCC was trading at 197.39. The strike last trading price was 0.35, which was -0.1 lower than the previous day. The implied volatity was 53.81, the open interest changed by 12 which increased total open position to 73


On 4 Apr NCC was trading at 206.85. The strike last trading price was 0.45, which was -0.45 lower than the previous day. The implied volatity was 41.57, the open interest changed by 13 which increased total open position to 61


On 3 Apr NCC was trading at 214.84. The strike last trading price was 0.9, which was -0.6 lower than the previous day. The implied volatity was 39.35, the open interest changed by 10 which increased total open position to 46


On 2 Apr NCC was trading at 214.00. The strike last trading price was 1.5, which was -0.25 lower than the previous day. The implied volatity was 45.26, the open interest changed by 24 which increased total open position to 36


On 1 Apr NCC was trading at 213.27. The strike last trading price was 1.75, which was -0.5 lower than the previous day. The implied volatity was 47.02, the open interest changed by 12 which increased total open position to 12


On 28 Mar NCC was trading at 209.48. The strike last trading price was 2.25, 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 27 Mar NCC was trading at 208.54. The strike last trading price was 2.25, 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 26 Mar NCC was trading at 208.30. The strike last trading price was 2.25, which was 0.1 higher than the previous day. The implied volatity was 50.68, the open interest changed by 3 which increased total open position to 3


On 25 Mar NCC was trading at 204.73. The strike last trading price was 11.05, 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 24 Mar NCC was trading at 209.18. The strike last trading price was 11.05, 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 21 Mar NCC was trading at 206.03. The strike last trading price was 11.05, 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 11.05, 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 245 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
9 Apr 206.89 65.75 0 - 0 0 0
8 Apr 205.02 65.75 0 - 0 0 0
7 Apr 197.39 65.75 0 - 0 0 0
4 Apr 206.85 65.75 0 - 0 0 0
3 Apr 214.84 65.75 0 - 0 0 0
2 Apr 214.00 65.75 0 - 0 0 0
1 Apr 213.27 65.75 0 0.00 0 0 0
28 Mar 209.48 65.75 0 - 0 0 0
27 Mar 208.54 65.75 0 - 0 0 0
26 Mar 208.30 65.75 0 - 0 0 0
25 Mar 204.73 18.3 0 0.00 0 0 0
24 Mar 209.18 18.3 0 0.00 0 0 0
21 Mar 206.03 18.3 0 0.00 0 0 0
20 Mar 201.48 18.3 0 0.00 0 0 0


For Ncc Limited - strike price 245 expiring on 24APR2025

Delta for 245 PE is -

Historical price for 245 PE is as follows

On 9 Apr NCC was trading at 206.89. The strike last trading price was 65.75, 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 65.75, 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 65.75, 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 65.75, 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 65.75, 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 65.75, 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 65.75, 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 65.75, 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 65.75, 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 65.75, 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 18.3, 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 24 Mar NCC was trading at 209.18. The strike last trading price was 18.3, 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 21 Mar NCC was trading at 206.03. The strike last trading price was 18.3, 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 18.3, 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