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Related Pages for NCC
[--[65.84.65.76]--]
NCC
Ncc Limited
305.55 -0.90 (-0.29%)

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Historical option data for NCC

12 Dec 2024 10:24 AM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
NCC 26DEC2024 300 CE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Dec 305.40 12.7 0.00 0.00 0 21 0
11 Dec 306.45 12.7 -5.55 33.64 42 20 79
10 Dec 313.25 18.25 -0.60 36.52 14 4 60
9 Dec 312.90 18.85 -2.15 38.22 24 -7 55
6 Dec 314.10 21 0.15 40.65 150 25 61
5 Dec 312.10 20.85 1.35 42.97 34 2 35
4 Dec 312.15 19.5 -1.90 38.04 5 2 34
3 Dec 314.50 21.4 3.40 33.87 5 -2 31
2 Dec 309.10 18 -1.05 38.64 14 1 33
29 Nov 309.70 19.05 37.41 35 30 30

For Ncc Limited - strike price 300 expiring on 26DEC2024

Delta for 300 CE is 0.00

Historical price for 300 CE is as follows

On 12 Dec NCC was trading at 305.40. The strike last trading price was 12.7, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 21 which increased total open position to 0


On 11 Dec NCC was trading at 306.45. The strike last trading price was 12.7, which was -5.55 lower than the previous day. The implied volatity was 33.64, the open interest changed by 20 which increased total open position to 79


On 10 Dec NCC was trading at 313.25. The strike last trading price was 18.25, which was -0.60 lower than the previous day. The implied volatity was 36.52, the open interest changed by 4 which increased total open position to 60


On 9 Dec NCC was trading at 312.90. The strike last trading price was 18.85, which was -2.15 lower than the previous day. The implied volatity was 38.22, the open interest changed by -7 which decreased total open position to 55


On 6 Dec NCC was trading at 314.10. The strike last trading price was 21, which was 0.15 higher than the previous day. The implied volatity was 40.65, the open interest changed by 25 which increased total open position to 61


On 5 Dec NCC was trading at 312.10. The strike last trading price was 20.85, which was 1.35 higher than the previous day. The implied volatity was 42.97, the open interest changed by 2 which increased total open position to 35


On 4 Dec NCC was trading at 312.15. The strike last trading price was 19.5, which was -1.90 lower than the previous day. The implied volatity was 38.04, the open interest changed by 2 which increased total open position to 34


On 3 Dec NCC was trading at 314.50. The strike last trading price was 21.4, which was 3.40 higher than the previous day. The implied volatity was 33.87, the open interest changed by -2 which decreased total open position to 31


On 2 Dec NCC was trading at 309.10. The strike last trading price was 18, which was -1.05 lower than the previous day. The implied volatity was 38.64, the open interest changed by 1 which increased total open position to 33


On 29 Nov NCC was trading at 309.70. The strike last trading price was 19.05, which was lower than the previous day. The implied volatity was 37.41, the open interest changed by 30 which increased total open position to 30


NCC 26DEC2024 300 PE
Delta: -0.36
Vega: 0.23
Theta: -0.23
Gamma: 0.02
Date Close Ltp Change IV Volume Change OI OI
12 Dec 305.40 5.1 -0.45 33.46 14 0 174
11 Dec 306.45 5.55 1.80 36.39 186 36 173
10 Dec 313.25 3.75 -0.40 36.10 242 -23 137
9 Dec 312.90 4.15 -1.50 36.84 116 4 159
6 Dec 314.10 5.65 0.85 41.41 490 47 155
5 Dec 312.10 4.8 -0.60 35.50 65 2 109
4 Dec 312.15 5.4 0.85 36.53 49 0 100
3 Dec 314.50 4.55 -2.05 36.42 109 28 99
2 Dec 309.10 6.6 0.15 35.76 87 32 70
29 Nov 309.70 6.45 34.49 64 37 37

For Ncc Limited - strike price 300 expiring on 26DEC2024

Delta for 300 PE is -0.36

Historical price for 300 PE is as follows

On 12 Dec NCC was trading at 305.40. The strike last trading price was 5.1, which was -0.45 lower than the previous day. The implied volatity was 33.46, the open interest changed by 0 which decreased total open position to 174


On 11 Dec NCC was trading at 306.45. The strike last trading price was 5.55, which was 1.80 higher than the previous day. The implied volatity was 36.39, the open interest changed by 36 which increased total open position to 173


On 10 Dec NCC was trading at 313.25. The strike last trading price was 3.75, which was -0.40 lower than the previous day. The implied volatity was 36.10, the open interest changed by -23 which decreased total open position to 137


On 9 Dec NCC was trading at 312.90. The strike last trading price was 4.15, which was -1.50 lower than the previous day. The implied volatity was 36.84, the open interest changed by 4 which increased total open position to 159


On 6 Dec NCC was trading at 314.10. The strike last trading price was 5.65, which was 0.85 higher than the previous day. The implied volatity was 41.41, the open interest changed by 47 which increased total open position to 155


On 5 Dec NCC was trading at 312.10. The strike last trading price was 4.8, which was -0.60 lower than the previous day. The implied volatity was 35.50, the open interest changed by 2 which increased total open position to 109


On 4 Dec NCC was trading at 312.15. The strike last trading price was 5.4, which was 0.85 higher than the previous day. The implied volatity was 36.53, the open interest changed by 0 which decreased total open position to 100


On 3 Dec NCC was trading at 314.50. The strike last trading price was 4.55, which was -2.05 lower than the previous day. The implied volatity was 36.42, the open interest changed by 28 which increased total open position to 99


On 2 Dec NCC was trading at 309.10. The strike last trading price was 6.6, which was 0.15 higher than the previous day. The implied volatity was 35.76, the open interest changed by 32 which increased total open position to 70


On 29 Nov NCC was trading at 309.70. The strike last trading price was 6.45, which was lower than the previous day. The implied volatity was 34.49, the open interest changed by 37 which increased total open position to 37