NCC
Ncc Limited
Historical option data for NCC
12 Dec 2024 10:24 AM IST
| NCC 26DEC2024 360 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.03
Vega: 0.04
Theta: -0.07
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
|
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| 12 Dec | 305.40 | 0.3 | -0.05 | 42.47 | 4 | 0 | 202 | |||
| 11 Dec | 306.45 | 0.35 | -0.40 | 41.70 | 63 | -11 | 202 | |||
| 10 Dec | 313.25 | 0.75 | -0.15 | 41.51 | 116 | -9 | 213 | |||
| 9 Dec | 312.90 | 0.9 | -0.45 | 41.95 | 141 | 28 | 222 | |||
| 6 Dec | 314.10 | 1.35 | 0.45 | 41.75 | 860 | 100 | 194 | |||
| 5 Dec | 312.10 | 0.9 | -0.25 | 38.43 | 278 | 64 | 93 | |||
| 4 Dec | 312.15 | 1.15 | 39.34 | 29 | 13 | 13 | ||||
For Ncc Limited - strike price 360 expiring on 26DEC2024
Delta for 360 CE is 0.03
Historical price for 360 CE is as follows
On 12 Dec NCC was trading at 305.40. The strike last trading price was 0.3, which was -0.05 lower than the previous day. The implied volatity was 42.47, the open interest changed by 0 which decreased total open position to 202
On 11 Dec NCC was trading at 306.45. The strike last trading price was 0.35, which was -0.40 lower than the previous day. The implied volatity was 41.70, the open interest changed by -11 which decreased total open position to 202
On 10 Dec NCC was trading at 313.25. The strike last trading price was 0.75, which was -0.15 lower than the previous day. The implied volatity was 41.51, the open interest changed by -9 which decreased total open position to 213
On 9 Dec NCC was trading at 312.90. The strike last trading price was 0.9, which was -0.45 lower than the previous day. The implied volatity was 41.95, the open interest changed by 28 which increased total open position to 222
On 6 Dec NCC was trading at 314.10. The strike last trading price was 1.35, which was 0.45 higher than the previous day. The implied volatity was 41.75, the open interest changed by 100 which increased total open position to 194
On 5 Dec NCC was trading at 312.10. The strike last trading price was 0.9, which was -0.25 lower than the previous day. The implied volatity was 38.43, the open interest changed by 64 which increased total open position to 93
On 4 Dec NCC was trading at 312.15. The strike last trading price was 1.15, which was lower than the previous day. The implied volatity was 39.34, the open interest changed by 13 which increased total open position to 13
| NCC 26DEC2024 360 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 305.40 | 58.3 | 0.00 | - | 0 | 0 | 0 |
| 11 Dec | 306.45 | 58.3 | 0.00 | - | 0 | 0 | 0 |
| 10 Dec | 313.25 | 58.3 | 0.00 | - | 0 | 0 | 0 |
| 9 Dec | 312.90 | 58.3 | 0.00 | - | 0 | 0 | 0 |
| 6 Dec | 314.10 | 58.3 | 0.00 | - | 0 | 0 | 0 |
| 5 Dec | 312.10 | 58.3 | 0.00 | - | 0 | 0 | 0 |
| 4 Dec | 312.15 | 58.3 | - | 0 | 0 | 0 | |
For Ncc Limited - strike price 360 expiring on 26DEC2024
Delta for 360 PE is -
Historical price for 360 PE is as follows
On 12 Dec NCC was trading at 305.40. The strike last trading price was 58.3, 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 58.3, 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 58.3, 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 58.3, 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 58.3, 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 58.3, 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 58.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
