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Related Pages for NCC
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NCC
Ncc Limited
305.1 -1.35 (-0.44%)

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Historical option data for NCC

12 Dec 2024 10:14 AM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
NCC 26DEC2024 350 CE
Delta: 0.05
Vega: 0.06
Theta: -0.09
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Dec 305.10 0.45 -0.25 39.46 50 27 359
11 Dec 306.45 0.7 -0.70 40.79 173 -7 332
10 Dec 313.25 1.4 -0.10 40.66 168 -23 339
9 Dec 312.90 1.5 -0.80 40.23 239 48 359
6 Dec 314.10 2.3 0.60 41.14 1,857 19 312
5 Dec 312.10 1.7 0.00 37.73 410 64 293
4 Dec 312.15 1.7 -0.65 37.20 186 21 226
3 Dec 314.50 2.35 0.60 37.03 512 90 210
2 Dec 309.10 1.75 -0.35 38.31 450 86 121
29 Nov 309.70 2.1 37.25 54 35 35

For Ncc Limited - strike price 350 expiring on 26DEC2024

Delta for 350 CE is 0.05

Historical price for 350 CE is as follows

On 12 Dec NCC was trading at 305.10. The strike last trading price was 0.45, which was -0.25 lower than the previous day. The implied volatity was 39.46, the open interest changed by 27 which increased total open position to 359


On 11 Dec NCC was trading at 306.45. The strike last trading price was 0.7, which was -0.70 lower than the previous day. The implied volatity was 40.79, the open interest changed by -7 which decreased total open position to 332


On 10 Dec NCC was trading at 313.25. The strike last trading price was 1.4, which was -0.10 lower than the previous day. The implied volatity was 40.66, the open interest changed by -23 which decreased total open position to 339


On 9 Dec NCC was trading at 312.90. The strike last trading price was 1.5, which was -0.80 lower than the previous day. The implied volatity was 40.23, the open interest changed by 48 which increased total open position to 359


On 6 Dec NCC was trading at 314.10. The strike last trading price was 2.3, which was 0.60 higher than the previous day. The implied volatity was 41.14, the open interest changed by 19 which increased total open position to 312


On 5 Dec NCC was trading at 312.10. The strike last trading price was 1.7, which was 0.00 lower than the previous day. The implied volatity was 37.73, the open interest changed by 64 which increased total open position to 293


On 4 Dec NCC was trading at 312.15. The strike last trading price was 1.7, which was -0.65 lower than the previous day. The implied volatity was 37.20, the open interest changed by 21 which increased total open position to 226


On 3 Dec NCC was trading at 314.50. The strike last trading price was 2.35, which was 0.60 higher than the previous day. The implied volatity was 37.03, the open interest changed by 90 which increased total open position to 210


On 2 Dec NCC was trading at 309.10. The strike last trading price was 1.75, which was -0.35 lower than the previous day. The implied volatity was 38.31, the open interest changed by 86 which increased total open position to 121


On 29 Nov NCC was trading at 309.70. The strike last trading price was 2.1, which was lower than the previous day. The implied volatity was 37.25, the open interest changed by 35 which increased total open position to 35


NCC 26DEC2024 350 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
12 Dec 305.10 49.8 0.00 - 0 0 0
11 Dec 306.45 49.8 0.00 - 0 0 0
10 Dec 313.25 49.8 0.00 - 0 0 0
9 Dec 312.90 49.8 0.00 - 0 0 0
6 Dec 314.10 49.8 0.00 - 0 0 0
5 Dec 312.10 49.8 0.00 - 0 0 0
4 Dec 312.15 49.8 0.00 - 0 0 0
3 Dec 314.50 49.8 0.00 - 0 0 0
2 Dec 309.10 49.8 0.00 - 0 0 0
29 Nov 309.70 49.8 - 0 0 0

For Ncc Limited - strike price 350 expiring on 26DEC2024

Delta for 350 PE is -

Historical price for 350 PE is as follows

On 12 Dec NCC was trading at 305.10. The strike last trading price was 49.8, 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 49.8, 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 49.8, 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 49.8, 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 49.8, 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 49.8, 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 49.8, 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 49.8, 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 49.8, 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 49.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0