NCC
Ncc Limited
Historical option data for NCC
26 Dec 2024 04:14 PM IST
| NCC 30JAN2025 270 CE | ||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 26 Dec | 284.50 | 48.5 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Dec | 283.05 | 48.5 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Dec | 283.25 | 48.5 | - | 0 | 0 | 0 | ||||
For Ncc Limited - strike price 270 expiring on 30JAN2025
Delta for 270 CE is -
Historical price for 270 CE is as follows
On 26 Dec NCC was trading at 284.50. The strike last trading price was 48.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 24 Dec NCC was trading at 283.05. The strike last trading price was 48.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 23 Dec NCC was trading at 283.25. The strike last trading price was 48.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| NCC 30JAN2025 270 PE | |||||||
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Delta: -0.27
Vega: 0.29
Theta: -0.12
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 26 Dec | 284.50 | 5 | -2.45 | 33.43 | 74 | 41 | 51 |
| 24 Dec | 283.05 | 7.45 | -4.30 | 39.39 | 16 | 10 | 10 |
| 23 Dec | 283.25 | 11.75 | 5.74 | 0 | 0 | 0 | |
For Ncc Limited - strike price 270 expiring on 30JAN2025
Delta for 270 PE is -0.27
Historical price for 270 PE is as follows
On 26 Dec NCC was trading at 284.50. The strike last trading price was 5, which was -2.45 lower than the previous day. The implied volatity was 33.43, the open interest changed by 41 which increased total open position to 51
On 24 Dec NCC was trading at 283.05. The strike last trading price was 7.45, which was -4.30 lower than the previous day. The implied volatity was 39.39, the open interest changed by 10 which increased total open position to 10
On 23 Dec NCC was trading at 283.25. The strike last trading price was 11.75, which was lower than the previous day. The implied volatity was 5.74, the open interest changed by 0 which decreased total open position to 0
