`
Related Pages for NCC
[--[65.84.65.76]--]
NCC
Ncc Limited
305.65 -0.80 (-0.26%)

Back to Option Chain

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 315 CE
Delta: 0.36
Vega: 0.23
Theta: -0.30
Gamma: 0.02
Date Close Ltp Change IV Volume Change OI OI
12 Dec 305.40 4.9 -1.10 34.62 48 13 215
11 Dec 306.45 6 -3.40 36.44 181 54 202
10 Dec 313.25 9.4 -0.40 36.91 183 1 148
9 Dec 312.90 9.8 -2.15 37.33 142 22 146
6 Dec 314.10 11.95 1.90 39.75 531 44 122
5 Dec 312.10 10.05 -1.10 34.89 287 -28 77
4 Dec 312.15 11.15 -1.40 38.38 179 6 107
3 Dec 314.50 12.55 2.05 35.64 222 83 96
2 Dec 309.10 10.5 -0.25 39.49 22 6 12
29 Nov 309.70 10.75 36.38 10 1 1

For Ncc Limited - strike price 315 expiring on 26DEC2024

Delta for 315 CE is 0.36

Historical price for 315 CE is as follows

On 12 Dec NCC was trading at 305.40. The strike last trading price was 4.9, which was -1.10 lower than the previous day. The implied volatity was 34.62, the open interest changed by 13 which increased total open position to 215


On 11 Dec NCC was trading at 306.45. The strike last trading price was 6, which was -3.40 lower than the previous day. The implied volatity was 36.44, the open interest changed by 54 which increased total open position to 202


On 10 Dec NCC was trading at 313.25. The strike last trading price was 9.4, which was -0.40 lower than the previous day. The implied volatity was 36.91, the open interest changed by 1 which increased total open position to 148


On 9 Dec NCC was trading at 312.90. The strike last trading price was 9.8, which was -2.15 lower than the previous day. The implied volatity was 37.33, the open interest changed by 22 which increased total open position to 146


On 6 Dec NCC was trading at 314.10. The strike last trading price was 11.95, which was 1.90 higher than the previous day. The implied volatity was 39.75, the open interest changed by 44 which increased total open position to 122


On 5 Dec NCC was trading at 312.10. The strike last trading price was 10.05, which was -1.10 lower than the previous day. The implied volatity was 34.89, the open interest changed by -28 which decreased total open position to 77


On 4 Dec NCC was trading at 312.15. The strike last trading price was 11.15, which was -1.40 lower than the previous day. The implied volatity was 38.38, the open interest changed by 6 which increased total open position to 107


On 3 Dec NCC was trading at 314.50. The strike last trading price was 12.55, which was 2.05 higher than the previous day. The implied volatity was 35.64, the open interest changed by 83 which increased total open position to 96


On 2 Dec NCC was trading at 309.10. The strike last trading price was 10.5, which was -0.25 lower than the previous day. The implied volatity was 39.49, the open interest changed by 6 which increased total open position to 12


On 29 Nov NCC was trading at 309.70. The strike last trading price was 10.75, which was lower than the previous day. The implied volatity was 36.38, the open interest changed by 1 which increased total open position to 1


NCC 26DEC2024 315 PE
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 12.5 0.00 0.00 0 1 0
11 Dec 306.45 12.5 3.45 33.67 13 1 56
10 Dec 313.25 9.05 -0.95 33.58 4 -1 56
9 Dec 312.90 10 -1.85 36.08 6 1 57
6 Dec 314.10 11.85 0.40 41.53 190 25 57
5 Dec 312.10 11.45 -0.75 36.93 48 1 32
4 Dec 312.15 12.2 2.20 37.87 39 9 31
3 Dec 314.50 10 -5.55 35.23 34 18 21
2 Dec 309.10 15.55 0.00 0.00 0 3 0
29 Nov 309.70 15.55 42.50 7 3 3

For Ncc Limited - strike price 315 expiring on 26DEC2024

Delta for 315 PE is 0.00

Historical price for 315 PE is as follows

On 12 Dec NCC was trading at 305.40. The strike last trading price was 12.5, 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 11 Dec NCC was trading at 306.45. The strike last trading price was 12.5, which was 3.45 higher than the previous day. The implied volatity was 33.67, the open interest changed by 1 which increased total open position to 56


On 10 Dec NCC was trading at 313.25. The strike last trading price was 9.05, which was -0.95 lower than the previous day. The implied volatity was 33.58, the open interest changed by -1 which decreased total open position to 56


On 9 Dec NCC was trading at 312.90. The strike last trading price was 10, which was -1.85 lower than the previous day. The implied volatity was 36.08, the open interest changed by 1 which increased total open position to 57


On 6 Dec NCC was trading at 314.10. The strike last trading price was 11.85, which was 0.40 higher than the previous day. The implied volatity was 41.53, the open interest changed by 25 which increased total open position to 57


On 5 Dec NCC was trading at 312.10. The strike last trading price was 11.45, which was -0.75 lower than the previous day. The implied volatity was 36.93, the open interest changed by 1 which increased total open position to 32


On 4 Dec NCC was trading at 312.15. The strike last trading price was 12.2, which was 2.20 higher than the previous day. The implied volatity was 37.87, the open interest changed by 9 which increased total open position to 31


On 3 Dec NCC was trading at 314.50. The strike last trading price was 10, which was -5.55 lower than the previous day. The implied volatity was 35.23, the open interest changed by 18 which increased total open position to 21


On 2 Dec NCC was trading at 309.10. The strike last trading price was 15.55, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0


On 29 Nov NCC was trading at 309.70. The strike last trading price was 15.55, which was lower than the previous day. The implied volatity was 42.50, the open interest changed by 3 which increased total open position to 3