NCC
Ncc Limited
Historical option data for NCC
12 Dec 2024 10:14 AM IST
| NCC 26DEC2024 345 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.08
Vega: 0.09
Theta: -0.13
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 305.10 | 0.85 | -0.15 | 41.34 | 1 | 0 | 58 | |||
| 11 Dec | 306.45 | 1 | -0.75 | 40.50 | 45 | -27 | 62 | |||
| 10 Dec | 313.25 | 1.75 | -0.20 | 39.25 | 80 | 35 | 86 | |||
| 9 Dec | 312.90 | 1.95 | -1.00 | 39.40 | 40 | 11 | 50 | |||
| 6 Dec | 314.10 | 2.95 | 0.60 | 40.72 | 136 | 29 | 39 | |||
| 5 Dec | 312.10 | 2.35 | 0.00 | 0.00 | 0 | 10 | 0 | |||
| 4 Dec | 312.15 | 2.35 | 2.35 | 37.41 | 13 | 6 | 6 | |||
| 3 Dec | 314.50 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 2 Dec | 309.10 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
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| 29 Nov | 309.70 | 0 | 0.00 | 0 | 0 | 0 | ||||
For Ncc Limited - strike price 345 expiring on 26DEC2024
Delta for 345 CE is 0.08
Historical price for 345 CE is as follows
On 12 Dec NCC was trading at 305.10. The strike last trading price was 0.85, which was -0.15 lower than the previous day. The implied volatity was 41.34, the open interest changed by 0 which decreased total open position to 58
On 11 Dec NCC was trading at 306.45. The strike last trading price was 1, which was -0.75 lower than the previous day. The implied volatity was 40.50, the open interest changed by -27 which decreased total open position to 62
On 10 Dec NCC was trading at 313.25. The strike last trading price was 1.75, which was -0.20 lower than the previous day. The implied volatity was 39.25, the open interest changed by 35 which increased total open position to 86
On 9 Dec NCC was trading at 312.90. The strike last trading price was 1.95, which was -1.00 lower than the previous day. The implied volatity was 39.40, the open interest changed by 11 which increased total open position to 50
On 6 Dec NCC was trading at 314.10. The strike last trading price was 2.95, which was 0.60 higher than the previous day. The implied volatity was 40.72, the open interest changed by 29 which increased total open position to 39
On 5 Dec NCC was trading at 312.10. The strike last trading price was 2.35, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 10 which increased total open position to 0
On 4 Dec NCC was trading at 312.15. The strike last trading price was 2.35, which was 2.35 higher than the previous day. The implied volatity was 37.41, the open interest changed by 6 which increased total open position to 6
On 3 Dec NCC was trading at 314.50. The strike last trading price was 0, 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 2 Dec NCC was trading at 309.10. The strike last trading price was 0, 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 29 Nov NCC was trading at 309.70. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
| NCC 26DEC2024 345 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 305.10 | 45.7 | 0.00 | - | 0 | 0 | 0 |
| 11 Dec | 306.45 | 45.7 | 0.00 | - | 0 | 0 | 0 |
| 10 Dec | 313.25 | 45.7 | 0.00 | - | 0 | 0 | 0 |
| 9 Dec | 312.90 | 45.7 | 0.00 | - | 0 | 0 | 0 |
| 6 Dec | 314.10 | 45.7 | 0.00 | - | 0 | 0 | 0 |
| 5 Dec | 312.10 | 45.7 | 0.00 | - | 0 | 0 | 0 |
| 4 Dec | 312.15 | 45.7 | 45.70 | - | 0 | 0 | 0 |
| 3 Dec | 314.50 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 2 Dec | 309.10 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 29 Nov | 309.70 | 0 | 0.00 | 0 | 0 | 0 | |
For Ncc Limited - strike price 345 expiring on 26DEC2024
Delta for 345 PE is -
Historical price for 345 PE is as follows
On 12 Dec NCC was trading at 305.10. The strike last trading price was 45.7, 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 11 Dec NCC was trading at 306.45. The strike last trading price was 45.7, 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 10 Dec NCC was trading at 313.25. The strike last trading price was 45.7, 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 9 Dec NCC was trading at 312.90. The strike last trading price was 45.7, 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 6 Dec NCC was trading at 314.10. The strike last trading price was 45.7, 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 5 Dec NCC was trading at 312.10. The strike last trading price was 45.7, 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 45.7, which was 45.70 higher 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 0, 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 2 Dec NCC was trading at 309.10. The strike last trading price was 0, 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 29 Nov NCC was trading at 309.70. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
