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Related Pages for NCC
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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 310 CE
Delta: 0.45
Vega: 0.24
Theta: -0.32
Gamma: 0.02
Date Close Ltp Change IV Volume Change OI OI
12 Dec 305.40 6.7 -1.15 34.29 106 2 355
11 Dec 306.45 7.85 -4.15 35.77 293 56 354
10 Dec 313.25 12 -0.30 37.01 231 56 299
9 Dec 312.90 12.3 -2.25 37.09 161 4 243
6 Dec 314.10 14.55 1.85 39.73 803 45 241
5 Dec 312.10 12.7 -0.80 35.30 636 -19 195
4 Dec 312.15 13.5 -1.80 37.96 173 19 212
3 Dec 314.50 15.3 3.35 35.63 465 -2 190
2 Dec 309.10 11.95 -1.25 36.89 254 67 192
29 Nov 309.70 13.2 36.71 269 122 122

For Ncc Limited - strike price 310 expiring on 26DEC2024

Delta for 310 CE is 0.45

Historical price for 310 CE is as follows

On 12 Dec NCC was trading at 305.40. The strike last trading price was 6.7, which was -1.15 lower than the previous day. The implied volatity was 34.29, the open interest changed by 2 which increased total open position to 355


On 11 Dec NCC was trading at 306.45. The strike last trading price was 7.85, which was -4.15 lower than the previous day. The implied volatity was 35.77, the open interest changed by 56 which increased total open position to 354


On 10 Dec NCC was trading at 313.25. The strike last trading price was 12, which was -0.30 lower than the previous day. The implied volatity was 37.01, the open interest changed by 56 which increased total open position to 299


On 9 Dec NCC was trading at 312.90. The strike last trading price was 12.3, which was -2.25 lower than the previous day. The implied volatity was 37.09, the open interest changed by 4 which increased total open position to 243


On 6 Dec NCC was trading at 314.10. The strike last trading price was 14.55, which was 1.85 higher than the previous day. The implied volatity was 39.73, the open interest changed by 45 which increased total open position to 241


On 5 Dec NCC was trading at 312.10. The strike last trading price was 12.7, which was -0.80 lower than the previous day. The implied volatity was 35.30, the open interest changed by -19 which decreased total open position to 195


On 4 Dec NCC was trading at 312.15. The strike last trading price was 13.5, which was -1.80 lower than the previous day. The implied volatity was 37.96, the open interest changed by 19 which increased total open position to 212


On 3 Dec NCC was trading at 314.50. The strike last trading price was 15.3, which was 3.35 higher than the previous day. The implied volatity was 35.63, the open interest changed by -2 which decreased total open position to 190


On 2 Dec NCC was trading at 309.10. The strike last trading price was 11.95, which was -1.25 lower than the previous day. The implied volatity was 36.89, the open interest changed by 67 which increased total open position to 192


On 29 Nov NCC was trading at 309.70. The strike last trading price was 13.2, which was lower than the previous day. The implied volatity was 36.71, the open interest changed by 122 which increased total open position to 122


NCC 26DEC2024 310 PE
Delta: -0.55
Vega: 0.24
Theta: -0.24
Gamma: 0.02
Date Close Ltp Change IV Volume Change OI OI
12 Dec 305.40 10.15 -0.40 34.52 32 16 169
11 Dec 306.45 10.55 3.35 37.87 151 27 152
10 Dec 313.25 7.2 -0.55 35.66 55 5 125
9 Dec 312.90 7.75 -1.25 36.68 104 18 119
6 Dec 314.10 9 0.10 39.88 384 -38 100
5 Dec 312.10 8.9 -0.80 36.59 85 11 138
4 Dec 312.15 9.7 1.85 37.83 35 10 126
3 Dec 314.50 7.85 -3.30 35.95 47 -15 116
2 Dec 309.10 11.15 0.30 36.36 288 122 133
29 Nov 309.70 10.85 35.02 31 11 11

For Ncc Limited - strike price 310 expiring on 26DEC2024

Delta for 310 PE is -0.55

Historical price for 310 PE is as follows

On 12 Dec NCC was trading at 305.40. The strike last trading price was 10.15, which was -0.40 lower than the previous day. The implied volatity was 34.52, the open interest changed by 16 which increased total open position to 169


On 11 Dec NCC was trading at 306.45. The strike last trading price was 10.55, which was 3.35 higher than the previous day. The implied volatity was 37.87, the open interest changed by 27 which increased total open position to 152


On 10 Dec NCC was trading at 313.25. The strike last trading price was 7.2, which was -0.55 lower than the previous day. The implied volatity was 35.66, the open interest changed by 5 which increased total open position to 125


On 9 Dec NCC was trading at 312.90. The strike last trading price was 7.75, which was -1.25 lower than the previous day. The implied volatity was 36.68, the open interest changed by 18 which increased total open position to 119


On 6 Dec NCC was trading at 314.10. The strike last trading price was 9, which was 0.10 higher than the previous day. The implied volatity was 39.88, the open interest changed by -38 which decreased total open position to 100


On 5 Dec NCC was trading at 312.10. The strike last trading price was 8.9, which was -0.80 lower than the previous day. The implied volatity was 36.59, the open interest changed by 11 which increased total open position to 138


On 4 Dec NCC was trading at 312.15. The strike last trading price was 9.7, which was 1.85 higher than the previous day. The implied volatity was 37.83, the open interest changed by 10 which increased total open position to 126


On 3 Dec NCC was trading at 314.50. The strike last trading price was 7.85, which was -3.30 lower than the previous day. The implied volatity was 35.95, the open interest changed by -15 which decreased total open position to 116


On 2 Dec NCC was trading at 309.10. The strike last trading price was 11.15, which was 0.30 higher than the previous day. The implied volatity was 36.36, the open interest changed by 122 which increased total open position to 133


On 29 Nov NCC was trading at 309.70. The strike last trading price was 10.85, which was lower than the previous day. The implied volatity was 35.02, the open interest changed by 11 which increased total open position to 11