NCC
Ncc Limited
Historical option data for NCC
11 Apr 2025 04:13 PM IST
| NCC 24APR2025 250 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.04
Vega: 0.03
Theta: -0.07
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 11 Apr | 209.97 | 0.3 | -0.05 | 50.59 | 16 | 0 | 313 | |||
| 9 Apr | 206.89 | 0.35 | 0.05 | 52.21 | 12 | -6 | 313 | |||
| 8 Apr | 205.02 | 0.3 | 0 | 49.48 | 15 | -4 | 320 | |||
| 7 Apr | 197.39 | 0.3 | -0.1 | 56.41 | 190 | -53 | 331 | |||
| 4 Apr | 206.85 | 0.4 | -0.35 | 44.59 | 50 | 3 | 385 | |||
| 3 Apr | 214.84 | 0.75 | -0.4 | 41.98 | 169 | 47 | 380 | |||
| 2 Apr | 214.00 | 1.1 | -0.1 | 45.98 | 119 | 21 | 333 | |||
| 1 Apr | 213.27 | 1.15 | -0.15 | 46.07 | 219 | 35 | 313 | |||
| 28 Mar | 209.48 | 1.2 | -0.6 | 46.67 | 208 | -23 | 278 | |||
| 27 Mar | 208.54 | 1.85 | 0.1 | 51.56 | 198 | 23 | 302 | |||
| 26 Mar | 208.30 | 1.75 | 0.2 | 50.98 | 840 | 124 | 276 | |||
|
|
||||||||||
| 25 Mar | 204.73 | 1.55 | -0.5 | 51.30 | 106 | 27 | 156 | |||
| 24 Mar | 209.18 | 2.05 | 0.7 | 49.56 | 203 | 123 | 134 | |||
| 21 Mar | 206.03 | 1.35 | 0.25 | 45.54 | 7 | 4 | 10 | |||
| 20 Mar | 201.48 | 1.1 | -22.3 | 46.70 | 10 | 6 | 6 | |||
| 10 Feb | 207.80 | 23.4 | 0 | 11.12 | 0 | 0 | 0 | |||
| 7 Feb | 207.30 | 23.4 | 0 | 10.13 | 0 | 0 | 0 | |||
| 6 Feb | 237.55 | 0 | 0 | 2.17 | 0 | 0 | 0 | |||
| 5 Feb | 239.90 | 0 | 0 | 1.62 | 0 | 0 | 0 | |||
| 4 Feb | 233.35 | 0 | 0 | 3.30 | 0 | 0 | 0 | |||
| 3 Feb | 217.10 | 0 | 0 | 7.36 | 0 | 0 | 0 | |||
| 1 Feb | 231.60 | 0 | 0 | 3.38 | 0 | 0 | 0 | |||
For Ncc Limited - strike price 250 expiring on 24APR2025
Delta for 250 CE is 0.04
Historical price for 250 CE is as follows
On 11 Apr NCC was trading at 209.97. The strike last trading price was 0.3, which was -0.05 lower than the previous day. The implied volatity was 50.59, the open interest changed by 0 which decreased total open position to 313
On 9 Apr NCC was trading at 206.89. The strike last trading price was 0.35, which was 0.05 higher than the previous day. The implied volatity was 52.21, the open interest changed by -6 which decreased total open position to 313
On 8 Apr NCC was trading at 205.02. The strike last trading price was 0.3, which was 0 lower than the previous day. The implied volatity was 49.48, the open interest changed by -4 which decreased total open position to 320
On 7 Apr NCC was trading at 197.39. The strike last trading price was 0.3, which was -0.1 lower than the previous day. The implied volatity was 56.41, the open interest changed by -53 which decreased total open position to 331
On 4 Apr NCC was trading at 206.85. The strike last trading price was 0.4, which was -0.35 lower than the previous day. The implied volatity was 44.59, the open interest changed by 3 which increased total open position to 385
On 3 Apr NCC was trading at 214.84. The strike last trading price was 0.75, which was -0.4 lower than the previous day. The implied volatity was 41.98, the open interest changed by 47 which increased total open position to 380
On 2 Apr NCC was trading at 214.00. The strike last trading price was 1.1, which was -0.1 lower than the previous day. The implied volatity was 45.98, the open interest changed by 21 which increased total open position to 333
On 1 Apr NCC was trading at 213.27. The strike last trading price was 1.15, which was -0.15 lower than the previous day. The implied volatity was 46.07, the open interest changed by 35 which increased total open position to 313
On 28 Mar NCC was trading at 209.48. The strike last trading price was 1.2, which was -0.6 lower than the previous day. The implied volatity was 46.67, the open interest changed by -23 which decreased total open position to 278
On 27 Mar NCC was trading at 208.54. The strike last trading price was 1.85, which was 0.1 higher than the previous day. The implied volatity was 51.56, the open interest changed by 23 which increased total open position to 302
On 26 Mar NCC was trading at 208.30. The strike last trading price was 1.75, which was 0.2 higher than the previous day. The implied volatity was 50.98, the open interest changed by 124 which increased total open position to 276
On 25 Mar NCC was trading at 204.73. The strike last trading price was 1.55, which was -0.5 lower than the previous day. The implied volatity was 51.30, the open interest changed by 27 which increased total open position to 156
On 24 Mar NCC was trading at 209.18. The strike last trading price was 2.05, which was 0.7 higher than the previous day. The implied volatity was 49.56, the open interest changed by 123 which increased total open position to 134
On 21 Mar NCC was trading at 206.03. The strike last trading price was 1.35, which was 0.25 higher than the previous day. The implied volatity was 45.54, the open interest changed by 4 which increased total open position to 10
On 20 Mar NCC was trading at 201.48. The strike last trading price was 1.1, which was -22.3 lower than the previous day. The implied volatity was 46.70, the open interest changed by 6 which increased total open position to 6
On 10 Feb NCC was trading at 207.80. The strike last trading price was 23.4, which was 0 lower than the previous day. The implied volatity was 11.12, 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 23.4, which was 0 lower than the previous day. The implied volatity was 10.13, 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 2.17, 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 1.62, 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 3.30, 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 7.36, 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 3.38, the open interest changed by 0 which decreased total open position to 0
| NCC 24APR2025 250 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 11 Apr | 209.97 | 46.55 | 0 | 0.00 | 0 | 0 | 0 |
| 9 Apr | 206.89 | 46.55 | -11.95 | - | 4 | 0 | 38 |
| 8 Apr | 205.02 | 58.5 | 0 | 0.00 | 0 | 0 | 0 |
| 7 Apr | 197.39 | 58.5 | 17.15 | - | 4 | 0 | 38 |
| 4 Apr | 206.85 | 41.35 | 0.1 | 40.01 | 2 | -1 | 38 |
| 3 Apr | 214.84 | 41.25 | 0 | 0.00 | 0 | 0 | 0 |
| 2 Apr | 214.00 | 41.25 | 0 | 0.00 | 0 | 0 | 0 |
| 1 Apr | 213.27 | 41.25 | 0 | 0.00 | 0 | 8 | 0 |
| 28 Mar | 209.48 | 41.25 | -1.85 | 56.56 | 37 | 8 | 35 |
| 27 Mar | 208.54 | 43.1 | 0 | 0.00 | 0 | 9 | 0 |
| 26 Mar | 208.30 | 43.1 | -3.95 | 61.38 | 9 | 8 | 26 |
| 25 Mar | 204.73 | 47.05 | 4.15 | 70.67 | 1 | 0 | 18 |
| 24 Mar | 209.18 | 42.35 | -5.05 | 64.66 | 32 | 16 | 17 |
| 21 Mar | 206.03 | 47.4 | 0 | 0.00 | 0 | 1 | 0 |
| 20 Mar | 201.48 | 47.4 | 20.1 | 47.10 | 1 | 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 | 0 | 0 |
| 5 Feb | 239.90 | 0 | 0 | - | 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 250 expiring on 24APR2025
Delta for 250 PE is 0.00
Historical price for 250 PE is as follows
On 11 Apr NCC was trading at 209.97. The strike last trading price was 46.55, 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 9 Apr NCC was trading at 206.89. The strike last trading price was 46.55, which was -11.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 38
On 8 Apr NCC was trading at 205.02. The strike last trading price was 58.5, 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 58.5, which was 17.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 38
On 4 Apr NCC was trading at 206.85. The strike last trading price was 41.35, which was 0.1 higher than the previous day. The implied volatity was 40.01, the open interest changed by -1 which decreased total open position to 38
On 3 Apr NCC was trading at 214.84. The strike last trading price was 41.25, 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 2 Apr NCC was trading at 214.00. The strike last trading price was 41.25, 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 1 Apr NCC was trading at 213.27. The strike last trading price was 41.25, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 8 which increased total open position to 0
On 28 Mar NCC was trading at 209.48. The strike last trading price was 41.25, which was -1.85 lower than the previous day. The implied volatity was 56.56, the open interest changed by 8 which increased total open position to 35
On 27 Mar NCC was trading at 208.54. The strike last trading price was 43.1, 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 26 Mar NCC was trading at 208.30. The strike last trading price was 43.1, which was -3.95 lower than the previous day. The implied volatity was 61.38, the open interest changed by 8 which increased total open position to 26
On 25 Mar NCC was trading at 204.73. The strike last trading price was 47.05, which was 4.15 higher than the previous day. The implied volatity was 70.67, the open interest changed by 0 which decreased total open position to 18
On 24 Mar NCC was trading at 209.18. The strike last trading price was 42.35, which was -5.05 lower than the previous day. The implied volatity was 64.66, the open interest changed by 16 which increased total open position to 17
On 21 Mar NCC was trading at 206.03. The strike last trading price was 47.4, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 20 Mar NCC was trading at 201.48. The strike last trading price was 47.4, which was 20.1 higher than the previous day. The implied volatity was 47.10, 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 -, 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 -, 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
