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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 325 CE
Delta: 0.23
Vega: 0.18
Theta: -0.25
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
12 Dec 306.25 2.75 -0.70 35.59 43 -3 269
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 0.23

Historical price for 325 CE is as follows

On 12 Dec NCC was trading at 306.25. The strike last trading price was 2.75, which was -0.70 lower than the previous day. The implied volatity was 35.59, the open interest changed by -3 which decreased total open position to 269


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 306.25 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 306.25. 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