NCC
Ncc Limited
Historical option data for NCC
12 Dec 2024 10:34 AM IST
NCC 26DEC2024 290 CE | ||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
12 Dec | 305.55 | 26.55 | 0.00 | - | 0 | 0 | 0 | |||
11 Dec | 306.45 | 26.55 | 0.00 | - | 0 | 0 | 0 | |||
10 Dec | 313.25 | 26.55 | 0.00 | - | 0 | 0 | 0 | |||
9 Dec | 312.90 | 26.55 | 0.00 | - | 0 | 0 | 0 | |||
6 Dec | 314.10 | 26.55 | 0.00 | - | 0 | 0 | 0 | |||
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5 Dec | 312.10 | 26.55 | 0.00 | - | 0 | 0 | 0 | |||
4 Dec | 312.15 | 26.55 | 0.00 | - | 0 | 0 | 0 | |||
3 Dec | 314.50 | 26.55 | 0.00 | - | 0 | 0 | 0 | |||
2 Dec | 309.10 | 26.55 | 0.00 | - | 0 | 0 | 0 | |||
29 Nov | 309.70 | 26.55 | - | 0 | 0 | 0 |
For Ncc Limited - strike price 290 expiring on 26DEC2024
Delta for 290 CE is -
Historical price for 290 CE is as follows
On 12 Dec NCC was trading at 305.55. The strike last trading price was 26.55, 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 11 Dec NCC was trading at 306.45. The strike last trading price was 26.55, 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 10 Dec NCC was trading at 313.25. The strike last trading price was 26.55, 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 9 Dec NCC was trading at 312.90. The strike last trading price was 26.55, 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 6 Dec NCC was trading at 314.10. The strike last trading price was 26.55, 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 5 Dec NCC was trading at 312.10. The strike last trading price was 26.55, 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 4 Dec NCC was trading at 312.15. The strike last trading price was 26.55, 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 3 Dec NCC was trading at 314.50. The strike last trading price was 26.55, 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 2 Dec NCC was trading at 309.10. The strike last trading price was 26.55, 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 29 Nov NCC was trading at 309.70. The strike last trading price was 26.55, 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 26DEC2024 290 PE | |||||||
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Delta: -0.19
Vega: 0.16
Theta: -0.18
Gamma: 0.01
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
12 Dec | 305.55 | 2.2 | -0.35 | 33.74 | 14 | -3 | 300 |
11 Dec | 306.45 | 2.55 | 0.85 | 36.10 | 118 | 13 | 303 |
10 Dec | 313.25 | 1.7 | -0.25 | 36.47 | 240 | 35 | 296 |
9 Dec | 312.90 | 1.95 | -1.35 | 37.03 | 246 | 153 | 261 |
6 Dec | 314.10 | 3.3 | 0.45 | 42.59 | 422 | 53 | 107 |
5 Dec | 312.10 | 2.85 | -0.15 | 38.00 | 168 | -60 | 51 |
4 Dec | 312.15 | 3 | 0.30 | 37.77 | 60 | 23 | 96 |
3 Dec | 314.50 | 2.7 | -1.20 | 38.43 | 165 | 62 | 78 |
2 Dec | 309.10 | 3.9 | -7.70 | 37.11 | 51 | 16 | 16 |
29 Nov | 309.70 | 11.6 | 7.65 | 0 | 0 | 0 |
For Ncc Limited - strike price 290 expiring on 26DEC2024
Delta for 290 PE is -0.19
Historical price for 290 PE is as follows
On 12 Dec NCC was trading at 305.55. The strike last trading price was 2.2, which was -0.35 lower than the previous day. The implied volatity was 33.74, the open interest changed by -3 which decreased total open position to 300
On 11 Dec NCC was trading at 306.45. The strike last trading price was 2.55, which was 0.85 higher than the previous day. The implied volatity was 36.10, the open interest changed by 13 which increased total open position to 303
On 10 Dec NCC was trading at 313.25. The strike last trading price was 1.7, which was -0.25 lower than the previous day. The implied volatity was 36.47, the open interest changed by 35 which increased total open position to 296
On 9 Dec NCC was trading at 312.90. The strike last trading price was 1.95, which was -1.35 lower than the previous day. The implied volatity was 37.03, the open interest changed by 153 which increased total open position to 261
On 6 Dec NCC was trading at 314.10. The strike last trading price was 3.3, which was 0.45 higher than the previous day. The implied volatity was 42.59, the open interest changed by 53 which increased total open position to 107
On 5 Dec NCC was trading at 312.10. The strike last trading price was 2.85, which was -0.15 lower than the previous day. The implied volatity was 38.00, the open interest changed by -60 which decreased total open position to 51
On 4 Dec NCC was trading at 312.15. The strike last trading price was 3, which was 0.30 higher than the previous day. The implied volatity was 37.77, the open interest changed by 23 which increased total open position to 96
On 3 Dec NCC was trading at 314.50. The strike last trading price was 2.7, which was -1.20 lower than the previous day. The implied volatity was 38.43, the open interest changed by 62 which increased total open position to 78
On 2 Dec NCC was trading at 309.10. The strike last trading price was 3.9, which was -7.70 lower than the previous day. The implied volatity was 37.11, the open interest changed by 16 which increased total open position to 16
On 29 Nov NCC was trading at 309.70. The strike last trading price was 11.6, which was lower than the previous day. The implied volatity was 7.65, the open interest changed by 0 which decreased total open position to 0