NCC
Ncc Limited
Historical option data for NCC
12 Dec 2024 10:04 AM IST
| NCC 26DEC2024 340 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.10
Vega: 0.10
Theta: -0.14
Gamma: 0.01
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
|
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| 12 Dec | 306.25 | 1 | -0.30 | 37.57 | 18 | 2 | 391 | |||
| 11 Dec | 306.45 | 1.3 | -1.20 | 39.28 | 222 | 31 | 389 | |||
| 10 Dec | 313.25 | 2.5 | -0.15 | 39.54 | 334 | 10 | 358 | |||
| 9 Dec | 312.90 | 2.65 | -1.15 | 39.21 | 276 | -66 | 348 | |||
| 6 Dec | 314.10 | 3.8 | 0.95 | 40.45 | 1,511 | 106 | 416 | |||
| 5 Dec | 312.10 | 2.85 | -0.40 | 36.51 | 434 | -31 | 312 | |||
| 4 Dec | 312.15 | 3.25 | -0.70 | 37.91 | 136 | 4 | 343 | |||
| 3 Dec | 314.50 | 3.95 | 1.15 | 36.45 | 362 | -2 | 339 | |||
| 2 Dec | 309.10 | 2.8 | -0.20 | 37.04 | 1,005 | 170 | 341 | |||
| 29 Nov | 309.70 | 3 | 34.86 | 245 | 167 | 167 | ||||
For Ncc Limited - strike price 340 expiring on 26DEC2024
Delta for 340 CE is 0.10
Historical price for 340 CE is as follows
On 12 Dec NCC was trading at 306.25. The strike last trading price was 1, which was -0.30 lower than the previous day. The implied volatity was 37.57, the open interest changed by 2 which increased total open position to 391
On 11 Dec NCC was trading at 306.45. The strike last trading price was 1.3, which was -1.20 lower than the previous day. The implied volatity was 39.28, the open interest changed by 31 which increased total open position to 389
On 10 Dec NCC was trading at 313.25. The strike last trading price was 2.5, which was -0.15 lower than the previous day. The implied volatity was 39.54, the open interest changed by 10 which increased total open position to 358
On 9 Dec NCC was trading at 312.90. The strike last trading price was 2.65, which was -1.15 lower than the previous day. The implied volatity was 39.21, the open interest changed by -66 which decreased total open position to 348
On 6 Dec NCC was trading at 314.10. The strike last trading price was 3.8, which was 0.95 higher than the previous day. The implied volatity was 40.45, the open interest changed by 106 which increased total open position to 416
On 5 Dec NCC was trading at 312.10. The strike last trading price was 2.85, which was -0.40 lower than the previous day. The implied volatity was 36.51, the open interest changed by -31 which decreased total open position to 312
On 4 Dec NCC was trading at 312.15. The strike last trading price was 3.25, which was -0.70 lower than the previous day. The implied volatity was 37.91, the open interest changed by 4 which increased total open position to 343
On 3 Dec NCC was trading at 314.50. The strike last trading price was 3.95, which was 1.15 higher than the previous day. The implied volatity was 36.45, the open interest changed by -2 which decreased total open position to 339
On 2 Dec NCC was trading at 309.10. The strike last trading price was 2.8, which was -0.20 lower than the previous day. The implied volatity was 37.04, the open interest changed by 170 which increased total open position to 341
On 29 Nov NCC was trading at 309.70. The strike last trading price was 3, which was lower than the previous day. The implied volatity was 34.86, the open interest changed by 167 which increased total open position to 167
| NCC 26DEC2024 340 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.83
Vega: 0.15
Theta: -0.19
Gamma: 0.01
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 306.25 | 34.85 | 6.80 | 50.26 | 1 | 0 | 1 |
| 11 Dec | 306.45 | 28.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 10 Dec | 313.25 | 28.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 9 Dec | 312.90 | 28.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Dec | 314.10 | 28.05 | 0.00 | 0.00 | 0 | 1 | 0 |
| 5 Dec | 312.10 | 28.05 | -13.70 | 34.28 | 1 | 0 | 0 |
| 4 Dec | 312.15 | 41.75 | 0.00 | - | 0 | 0 | 0 |
| 3 Dec | 314.50 | 41.75 | 0.00 | - | 0 | 0 | 0 |
| 2 Dec | 309.10 | 41.75 | 0.00 | - | 0 | 0 | 0 |
| 29 Nov | 309.70 | 41.75 | - | 0 | 0 | 0 | |
For Ncc Limited - strike price 340 expiring on 26DEC2024
Delta for 340 PE is -0.83
Historical price for 340 PE is as follows
On 12 Dec NCC was trading at 306.25. The strike last trading price was 34.85, which was 6.80 higher than the previous day. The implied volatity was 50.26, the open interest changed by 0 which decreased total open position to 1
On 11 Dec NCC was trading at 306.45. The strike last trading price was 28.05, 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 28.05, 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 28.05, 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 6 Dec NCC was trading at 314.10. The strike last trading price was 28.05, 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 5 Dec NCC was trading at 312.10. The strike last trading price was 28.05, which was -13.70 lower than the previous day. The implied volatity was 34.28, 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 41.75, 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 41.75, 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 41.75, 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 41.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
