NCC
Ncc Limited
Historical option data for NCC
12 Dec 2024 10:14 AM IST
| NCC 26DEC2024 325 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.21
Vega: 0.18
Theta: -0.24
Gamma: 0.01
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 305.10 | 2.6 | -0.85 | 36.56 | 47 | -5 | 267 | |||
|
|
||||||||||
| 11 Dec | 306.45 | 3.45 | -2.25 | 38.08 | 230 | 11 | 269 | |||
| 10 Dec | 313.25 | 5.7 | -0.15 | 37.94 | 367 | -36 | 256 | |||
| 9 Dec | 312.90 | 5.85 | -1.85 | 37.43 | 241 | -18 | 293 | |||
| 6 Dec | 314.10 | 7.7 | 1.55 | 39.61 | 1,662 | 286 | 312 | |||
| 5 Dec | 312.10 | 6.15 | -0.75 | 35.10 | 34 | 3 | 27 | |||
| 4 Dec | 312.15 | 6.9 | -1.75 | 37.43 | 48 | 4 | 24 | |||
| 3 Dec | 314.50 | 8.65 | 1.95 | 37.46 | 41 | 12 | 18 | |||
| 2 Dec | 309.10 | 6.7 | 0.30 | 38.93 | 1 | 0 | 5 | |||
| 29 Nov | 309.70 | 6.4 | 34.47 | 5 | 4 | 4 | ||||
For Ncc Limited - strike price 325 expiring on 26DEC2024
Delta for 325 CE is 0.21
Historical price for 325 CE is as follows
On 12 Dec NCC was trading at 305.10. The strike last trading price was 2.6, which was -0.85 lower than the previous day. The implied volatity was 36.56, the open interest changed by -5 which decreased total open position to 267
On 11 Dec NCC was trading at 306.45. The strike last trading price was 3.45, which was -2.25 lower than the previous day. The implied volatity was 38.08, the open interest changed by 11 which increased total open position to 269
On 10 Dec NCC was trading at 313.25. The strike last trading price was 5.7, which was -0.15 lower than the previous day. The implied volatity was 37.94, the open interest changed by -36 which decreased total open position to 256
On 9 Dec NCC was trading at 312.90. The strike last trading price was 5.85, which was -1.85 lower than the previous day. The implied volatity was 37.43, the open interest changed by -18 which decreased total open position to 293
On 6 Dec NCC was trading at 314.10. The strike last trading price was 7.7, which was 1.55 higher than the previous day. The implied volatity was 39.61, the open interest changed by 286 which increased total open position to 312
On 5 Dec NCC was trading at 312.10. The strike last trading price was 6.15, which was -0.75 lower than the previous day. The implied volatity was 35.10, the open interest changed by 3 which increased total open position to 27
On 4 Dec NCC was trading at 312.15. The strike last trading price was 6.9, which was -1.75 lower than the previous day. The implied volatity was 37.43, the open interest changed by 4 which increased total open position to 24
On 3 Dec NCC was trading at 314.50. The strike last trading price was 8.65, which was 1.95 higher than the previous day. The implied volatity was 37.46, the open interest changed by 12 which increased total open position to 18
On 2 Dec NCC was trading at 309.10. The strike last trading price was 6.7, which was 0.30 higher than the previous day. The implied volatity was 38.93, the open interest changed by 0 which decreased total open position to 5
On 29 Nov NCC was trading at 309.70. The strike last trading price was 6.4, which was lower than the previous day. The implied volatity was 34.47, the open interest changed by 4 which increased total open position to 4
| NCC 26DEC2024 325 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 305.10 | 20.65 | 0.00 | 0.00 | 0 | -1 | 0 |
| 11 Dec | 306.45 | 20.65 | 5.20 | 38.50 | 2 | -1 | 29 |
| 10 Dec | 313.25 | 15.45 | 0.00 | 0.00 | 0 | -1 | 0 |
| 9 Dec | 312.90 | 15.45 | -1.55 | 33.87 | 2 | -1 | 30 |
| 6 Dec | 314.10 | 17 | -13.75 | 39.53 | 108 | 31 | 31 |
| 5 Dec | 312.10 | 30.75 | 0.00 | - | 0 | 0 | 0 |
| 4 Dec | 312.15 | 30.75 | 0.00 | - | 0 | 0 | 0 |
| 3 Dec | 314.50 | 30.75 | 0.00 | - | 0 | 0 | 0 |
| 2 Dec | 309.10 | 30.75 | 0.00 | - | 0 | 0 | 0 |
| 29 Nov | 309.70 | 30.75 | - | 0 | 0 | 0 | |
For Ncc Limited - strike price 325 expiring on 26DEC2024
Delta for 325 PE is 0.00
Historical price for 325 PE is as follows
On 12 Dec NCC was trading at 305.10. The strike last trading price was 20.65, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 11 Dec NCC was trading at 306.45. The strike last trading price was 20.65, which was 5.20 higher than the previous day. The implied volatity was 38.50, the open interest changed by -1 which decreased total open position to 29
On 10 Dec NCC was trading at 313.25. The strike last trading price was 15.45, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 9 Dec NCC was trading at 312.90. The strike last trading price was 15.45, which was -1.55 lower than the previous day. The implied volatity was 33.87, the open interest changed by -1 which decreased total open position to 30
On 6 Dec NCC was trading at 314.10. The strike last trading price was 17, which was -13.75 lower than the previous day. The implied volatity was 39.53, the open interest changed by 31 which increased total open position to 31
On 5 Dec NCC was trading at 312.10. The strike last trading price was 30.75, 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 4 Dec NCC was trading at 312.15. The strike last trading price was 30.75, 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 30.75, 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 30.75, 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 30.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
