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Related Pages for NCC
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NCC
Ncc Limited
305.7 -0.75 (-0.24%)

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Historical option data for NCC

12 Dec 2024 10:04 AM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
NCC 26DEC2024 305 CE
Delta: 0.57
Vega: 0.24
Theta: -0.30
Gamma: 0.02
Date Close Ltp Change IV Volume Change OI OI
12 Dec 306.25 8.85 -1.35 31.04 6 0 6
11 Dec 306.45 10.2 -4.80 35.38 13 5 6
10 Dec 313.25 15 -1.15 37.09 2 1 2
9 Dec 312.90 16.15 0.00 0.00 0 0 0
6 Dec 314.10 16.15 0.00 0.00 0 1 0
5 Dec 312.10 16.15 -2.40 37.27 8 1 1
4 Dec 312.15 18.55 0.00 - 0 0 0
3 Dec 314.50 18.55 0.00 - 0 0 0
2 Dec 309.10 18.55 0.00 - 0 0 0
29 Nov 309.70 18.55 - 0 0 0

For Ncc Limited - strike price 305 expiring on 26DEC2024

Delta for 305 CE is 0.57

Historical price for 305 CE is as follows

On 12 Dec NCC was trading at 306.25. The strike last trading price was 8.85, which was -1.35 lower than the previous day. The implied volatity was 31.04, the open interest changed by 0 which decreased total open position to 6


On 11 Dec NCC was trading at 306.45. The strike last trading price was 10.2, which was -4.80 lower than the previous day. The implied volatity was 35.38, the open interest changed by 5 which increased total open position to 6


On 10 Dec NCC was trading at 313.25. The strike last trading price was 15, which was -1.15 lower than the previous day. The implied volatity was 37.09, the open interest changed by 1 which increased total open position to 2


On 9 Dec NCC was trading at 312.90. The strike last trading price was 16.15, which was 0.00 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 6 Dec NCC was trading at 314.10. The strike last trading price was 16.15, which was 0.00 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 5 Dec NCC was trading at 312.10. The strike last trading price was 16.15, which was -2.40 lower than the previous day. The implied volatity was 37.27, the open interest changed by 1 which increased total open position to 1


On 4 Dec NCC was trading at 312.15. The strike last trading price was 18.55, 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 18.55, 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 18.55, 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 18.55, 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 305 PE
Delta: -0.44
Vega: 0.24
Theta: -0.27
Gamma: 0.02
Date Close Ltp Change IV Volume Change OI OI
12 Dec 306.25 7.55 -0.10 36.65 5 4 86
11 Dec 306.45 7.65 2.35 36.40 56 23 82
10 Dec 313.25 5.3 -0.45 35.97 22 -4 59
9 Dec 312.90 5.75 -1.25 36.72 44 11 63
6 Dec 314.10 7 0.00 39.99 88 25 52
5 Dec 312.10 7 0.30 37.27 19 0 27
4 Dec 312.15 6.7 -0.20 34.85 6 1 27
3 Dec 314.50 6.9 -1.15 39.23 16 -1 24
2 Dec 309.10 8.05 -0.80 33.95 32 17 21
29 Nov 309.70 8.85 35.91 11 4 4

For Ncc Limited - strike price 305 expiring on 26DEC2024

Delta for 305 PE is -0.44

Historical price for 305 PE is as follows

On 12 Dec NCC was trading at 306.25. The strike last trading price was 7.55, which was -0.10 lower than the previous day. The implied volatity was 36.65, the open interest changed by 4 which increased total open position to 86


On 11 Dec NCC was trading at 306.45. The strike last trading price was 7.65, which was 2.35 higher than the previous day. The implied volatity was 36.40, the open interest changed by 23 which increased total open position to 82


On 10 Dec NCC was trading at 313.25. The strike last trading price was 5.3, which was -0.45 lower than the previous day. The implied volatity was 35.97, the open interest changed by -4 which decreased total open position to 59


On 9 Dec NCC was trading at 312.90. The strike last trading price was 5.75, which was -1.25 lower than the previous day. The implied volatity was 36.72, the open interest changed by 11 which increased total open position to 63


On 6 Dec NCC was trading at 314.10. The strike last trading price was 7, which was 0.00 lower than the previous day. The implied volatity was 39.99, the open interest changed by 25 which increased total open position to 52


On 5 Dec NCC was trading at 312.10. The strike last trading price was 7, which was 0.30 higher than the previous day. The implied volatity was 37.27, the open interest changed by 0 which decreased total open position to 27


On 4 Dec NCC was trading at 312.15. The strike last trading price was 6.7, which was -0.20 lower than the previous day. The implied volatity was 34.85, the open interest changed by 1 which increased total open position to 27


On 3 Dec NCC was trading at 314.50. The strike last trading price was 6.9, which was -1.15 lower than the previous day. The implied volatity was 39.23, the open interest changed by -1 which decreased total open position to 24


On 2 Dec NCC was trading at 309.10. The strike last trading price was 8.05, which was -0.80 lower than the previous day. The implied volatity was 33.95, the open interest changed by 17 which increased total open position to 21


On 29 Nov NCC was trading at 309.70. The strike last trading price was 8.85, which was lower than the previous day. The implied volatity was 35.91, the open interest changed by 4 which increased total open position to 4