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Related Pages for NCC
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NCC
Ncc Limited
305.25 -1.20 (-0.39%)

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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 320 CE
Delta: 0.30
Vega: 0.21
Theta: -0.29
Gamma: 0.02
Date Close Ltp Change IV Volume Change OI OI
12 Dec 306.25 3.95 -0.50 35.74 70 17 764
11 Dec 306.45 4.45 -2.90 36.73 454 106 747
10 Dec 313.25 7.35 -0.25 37.37 681 -23 649
9 Dec 312.90 7.6 -2.00 37.23 511 -7 671
6 Dec 314.10 9.6 1.50 39.47 3,342 479 674
5 Dec 312.10 8.1 -0.60 35.60 442 9 196
4 Dec 312.15 8.7 -1.40 37.37 223 32 187
3 Dec 314.50 10.1 2.15 35.49 373 36 154
2 Dec 309.10 7.95 -0.50 37.57 182 24 119
29 Nov 309.70 8.45 35.54 413 96 96

For Ncc Limited - strike price 320 expiring on 26DEC2024

Delta for 320 CE is 0.30

Historical price for 320 CE is as follows

On 12 Dec NCC was trading at 306.25. The strike last trading price was 3.95, which was -0.50 lower than the previous day. The implied volatity was 35.74, the open interest changed by 17 which increased total open position to 764


On 11 Dec NCC was trading at 306.45. The strike last trading price was 4.45, which was -2.90 lower than the previous day. The implied volatity was 36.73, the open interest changed by 106 which increased total open position to 747


On 10 Dec NCC was trading at 313.25. The strike last trading price was 7.35, which was -0.25 lower than the previous day. The implied volatity was 37.37, the open interest changed by -23 which decreased total open position to 649


On 9 Dec NCC was trading at 312.90. The strike last trading price was 7.6, which was -2.00 lower than the previous day. The implied volatity was 37.23, the open interest changed by -7 which decreased total open position to 671


On 6 Dec NCC was trading at 314.10. The strike last trading price was 9.6, which was 1.50 higher than the previous day. The implied volatity was 39.47, the open interest changed by 479 which increased total open position to 674


On 5 Dec NCC was trading at 312.10. The strike last trading price was 8.1, which was -0.60 lower than the previous day. The implied volatity was 35.60, the open interest changed by 9 which increased total open position to 196


On 4 Dec NCC was trading at 312.15. The strike last trading price was 8.7, which was -1.40 lower than the previous day. The implied volatity was 37.37, the open interest changed by 32 which increased total open position to 187


On 3 Dec NCC was trading at 314.50. The strike last trading price was 10.1, which was 2.15 higher than the previous day. The implied volatity was 35.49, the open interest changed by 36 which increased total open position to 154


On 2 Dec NCC was trading at 309.10. The strike last trading price was 7.95, which was -0.50 lower than the previous day. The implied volatity was 37.57, the open interest changed by 24 which increased total open position to 119


On 29 Nov NCC was trading at 309.70. The strike last trading price was 8.45, which was lower than the previous day. The implied volatity was 35.54, the open interest changed by 96 which increased total open position to 96


NCC 26DEC2024 320 PE
Delta: -0.66
Vega: 0.22
Theta: -0.29
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
12 Dec 306.25 18.25 1.85 44.79 4 0 84
11 Dec 306.45 16.4 3.40 35.88 8 2 83
10 Dec 313.25 13 -0.30 37.95 45 -5 81
9 Dec 312.90 13.3 -1.05 37.94 106 12 85
6 Dec 314.10 14.35 0.55 40.84 437 64 72
5 Dec 312.10 13.8 0.40 35.38 8 2 9
4 Dec 312.15 13.4 -14.00 32.45 7 1 1
3 Dec 314.50 27.4 0.00 - 0 0 0
2 Dec 309.10 27.4 0.00 - 0 0 0
29 Nov 309.70 27.4 - 0 0 0

For Ncc Limited - strike price 320 expiring on 26DEC2024

Delta for 320 PE is -0.66

Historical price for 320 PE is as follows

On 12 Dec NCC was trading at 306.25. The strike last trading price was 18.25, which was 1.85 higher than the previous day. The implied volatity was 44.79, the open interest changed by 0 which decreased total open position to 84


On 11 Dec NCC was trading at 306.45. The strike last trading price was 16.4, which was 3.40 higher than the previous day. The implied volatity was 35.88, the open interest changed by 2 which increased total open position to 83


On 10 Dec NCC was trading at 313.25. The strike last trading price was 13, which was -0.30 lower than the previous day. The implied volatity was 37.95, the open interest changed by -5 which decreased total open position to 81


On 9 Dec NCC was trading at 312.90. The strike last trading price was 13.3, which was -1.05 lower than the previous day. The implied volatity was 37.94, the open interest changed by 12 which increased total open position to 85


On 6 Dec NCC was trading at 314.10. The strike last trading price was 14.35, which was 0.55 higher than the previous day. The implied volatity was 40.84, the open interest changed by 64 which increased total open position to 72


On 5 Dec NCC was trading at 312.10. The strike last trading price was 13.8, which was 0.40 higher than the previous day. The implied volatity was 35.38, the open interest changed by 2 which increased total open position to 9


On 4 Dec NCC was trading at 312.15. The strike last trading price was 13.4, which was -14.00 lower than the previous day. The implied volatity was 32.45, the open interest changed by 1 which increased total open position to 1


On 3 Dec NCC was trading at 314.50. The strike last trading price was 27.4, 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 27.4, 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 27.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0