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Related Pages for NCC
[--[65.84.65.76]--]
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 330 CE
Delta: 0.17
Vega: 0.15
Theta: -0.21
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
12 Dec 306.25 1.9 -0.60 35.83 37 -8 420
11 Dec 306.45 2.5 -1.95 38.36 347 -6 429
10 Dec 313.25 4.45 -0.10 38.84 486 -59 435
9 Dec 312.90 4.55 -1.50 38.13 422 19 493
6 Dec 314.10 6.05 1.25 39.55 3,117 321 475
5 Dec 312.10 4.8 -0.70 35.59 392 9 154
4 Dec 312.15 5.5 -0.90 37.86 114 26 147
3 Dec 314.50 6.4 1.55 35.80 265 15 120
2 Dec 309.10 4.85 -0.10 37.25 357 35 105
29 Nov 309.70 4.95 34.33 121 70 70

For Ncc Limited - strike price 330 expiring on 26DEC2024

Delta for 330 CE is 0.17

Historical price for 330 CE is as follows

On 12 Dec NCC was trading at 306.25. The strike last trading price was 1.9, which was -0.60 lower than the previous day. The implied volatity was 35.83, the open interest changed by -8 which decreased total open position to 420


On 11 Dec NCC was trading at 306.45. The strike last trading price was 2.5, which was -1.95 lower than the previous day. The implied volatity was 38.36, the open interest changed by -6 which decreased total open position to 429


On 10 Dec NCC was trading at 313.25. The strike last trading price was 4.45, which was -0.10 lower than the previous day. The implied volatity was 38.84, the open interest changed by -59 which decreased total open position to 435


On 9 Dec NCC was trading at 312.90. The strike last trading price was 4.55, which was -1.50 lower than the previous day. The implied volatity was 38.13, the open interest changed by 19 which increased total open position to 493


On 6 Dec NCC was trading at 314.10. The strike last trading price was 6.05, which was 1.25 higher than the previous day. The implied volatity was 39.55, the open interest changed by 321 which increased total open position to 475


On 5 Dec NCC was trading at 312.10. The strike last trading price was 4.8, which was -0.70 lower than the previous day. The implied volatity was 35.59, the open interest changed by 9 which increased total open position to 154


On 4 Dec NCC was trading at 312.15. The strike last trading price was 5.5, which was -0.90 lower than the previous day. The implied volatity was 37.86, the open interest changed by 26 which increased total open position to 147


On 3 Dec NCC was trading at 314.50. The strike last trading price was 6.4, which was 1.55 higher than the previous day. The implied volatity was 35.80, the open interest changed by 15 which increased total open position to 120


On 2 Dec NCC was trading at 309.10. The strike last trading price was 4.85, which was -0.10 lower than the previous day. The implied volatity was 37.25, the open interest changed by 35 which increased total open position to 105


On 29 Nov NCC was trading at 309.70. The strike last trading price was 4.95, which was lower than the previous day. The implied volatity was 34.33, the open interest changed by 70 which increased total open position to 70


NCC 26DEC2024 330 PE
Delta: -0.76
Vega: 0.19
Theta: -0.24
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
12 Dec 306.25 26.05 6.05 46.80 1 0 13
11 Dec 306.45 20 0.00 0.00 0 0 0
10 Dec 313.25 20 0.00 0.00 0 0 0
9 Dec 312.90 20 0.00 0.00 0 11 0
6 Dec 314.10 20 -3.90 38.25 25 10 12
5 Dec 312.10 23.9 4.40 48.11 5 2 3
4 Dec 312.15 19.5 -14.75 29.70 4 1 1
3 Dec 314.50 34.25 0.00 - 0 0 0
2 Dec 309.10 34.25 0.00 - 0 0 0
29 Nov 309.70 34.25 - 0 0 0

For Ncc Limited - strike price 330 expiring on 26DEC2024

Delta for 330 PE is -0.76

Historical price for 330 PE is as follows

On 12 Dec NCC was trading at 306.25. The strike last trading price was 26.05, which was 6.05 higher than the previous day. The implied volatity was 46.80, the open interest changed by 0 which decreased total open position to 13


On 11 Dec NCC was trading at 306.45. The strike last trading price was 20, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 10 Dec NCC was trading at 313.25. The strike last trading price was 20, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 9 Dec NCC was trading at 312.90. The strike last trading price was 20, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 11 which increased total open position to 0


On 6 Dec NCC was trading at 314.10. The strike last trading price was 20, which was -3.90 lower than the previous day. The implied volatity was 38.25, the open interest changed by 10 which increased total open position to 12


On 5 Dec NCC was trading at 312.10. The strike last trading price was 23.9, which was 4.40 higher than the previous day. The implied volatity was 48.11, the open interest changed by 2 which increased total open position to 3


On 4 Dec NCC was trading at 312.15. The strike last trading price was 19.5, which was -14.75 lower than the previous day. The implied volatity was 29.70, 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 34.25, 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 34.25, 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 34.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0