Historical option data for NBCC
26 May 2026 04:10 PM IST
| NBCC 30-Jun-2026 (34d) 96 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.54
Vega: 0
Theta: -0.07
Gamma: 0.03578
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 26 May | 95.55 | 4.66 | -0.93 (-16.64%) | 37.14 | 69 | 13 | 33 | |||||||||
| 25 May | 96.79 | 5.63 | 0.62 (12.38%) | 40.14 | 42 | 1 | 20 | |||||||||
| 22 May | 94.82 | 5.01 | 0.79 (18.72%) | 42.62 | 26 | 11 | 17 | |||||||||
| 21 May | 93.07 | 4.22 | 0.52 (14.05%) | 41.89 | 9 | 4 | 6 | |||||||||
| 20 May | 93.01 | 3.7 | 0 (0.00%) | - | 0 | 0 | 2 | |||||||||
| 19 May | 93.08 | 3.7 | 0 (0.00%) | 42.01 | 0 | 0 | 2 | |||||||||
| 18 May | 91.66 | 3.7 | -1.8 (-32.73%) | 42.01 | 1 | -1 | 2 | |||||||||
| 15 May | 93.82 | 5.5 | -0.5 (-8.33%) | 43.85 | 1 | 1 | 3 | |||||||||
| 14 May | 95.49 | 6 | -4.5 (-42.86%) | 0 | 1 | 0 | 2 | |||||||||
| 13 May | 94.88 | 10.5 | 0 (0.00%) | 0 | 0 | 0 | 2 | |||||||||
| 12 May | 92.66 | 10.5 | 0 (0.00%) | 0 | 0 | 0 | 2 | |||||||||
| 11 May | 95.70 | 10.5 | 0 (0.00%) | 0 | 0 | 0 | 2 | |||||||||
| 8 May | 100.64 | 10.5 | 7.77 (284.62%) | 48.52 | 2 | 1 | 1 | |||||||||
| 7 May | 96.85 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 May | 94.94 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 May | 92.92 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 May | 92.52 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Apr | 91.65 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Apr | 93.20 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 28 Apr | 94.63 | - | - | - | 0 | 0 | 0 | |||||||||
| 27 Apr | 95.41 | - | - | - | 0 | 0 | 0 | |||||||||
| 24 Apr | 93.20 | - | - | - | 0 | 0 | 0 | |||||||||
| 23 Apr | 93.31 | - | - | - | 0 | 0 | 0 | |||||||||
| 22 Apr | 94.20 | - | - | - | 0 | 0 | 0 | |||||||||
| 21 Apr | 93.28 | - | - | - | 0 | 0 | 0 | |||||||||
| 20 Apr | 93.32 | - | - | - | 0 | 0 | 0 | |||||||||
| 17 Apr | 94.32 | - | - | - | 0 | 0 | 0 | |||||||||
| 16 Apr | 93.05 | - | - | - | 0 | 0 | 0 | |||||||||
| 15 Apr | 91.00 | - | - | - | 0 | 0 | 0 | |||||||||
| 13 Apr | 88.65 | - | - | - | 0 | 0 | 0 | |||||||||
| 10 Apr | 89.18 | 0 | 0 (0.00%) | 4.32 | 0 | 0 | 0 | |||||||||
| 9 Apr | 87.83 | 0 | 0 (0.00%) | 4.58 | 0 | 0 | 0 | |||||||||
| 8 Apr | 88.73 | 0 | 0 (0.00%) | 4.25 | 0 | 0 | 0 | |||||||||
For Nbcc (India) Limited - strike price 96 expiring on 30JUN2026
Delta for 96 CE is 0.54
Historical price for 96 CE is as follows
On 26 May NBCC was trading at 95.55. The strike last trading price was 4.66, which was -0.93 lower than the previous day. The implied volatity was 37.14, the open interest changed by 13 which increased total open position to 33
On 25 May NBCC was trading at 96.79. The strike last trading price was 5.63, which was 0.62 higher than the previous day. The implied volatity was 40.14, the open interest changed by 1 which increased total open position to 20
On 22 May NBCC was trading at 94.82. The strike last trading price was 5.01, which was 0.79 higher than the previous day. The implied volatity was 42.62, the open interest changed by 11 which increased total open position to 17
On 21 May NBCC was trading at 93.07. The strike last trading price was 4.22, which was 0.52 higher than the previous day. The implied volatity was 41.89, the open interest changed by 4 which increased total open position to 6
On 20 May NBCC was trading at 93.01. The strike last trading price was 3.7, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 19 May NBCC was trading at 93.08. The strike last trading price was 3.7, which was 0 lower than the previous day. The implied volatity was 42.01, the open interest changed by 0 which decreased total open position to 2
On 18 May NBCC was trading at 91.66. The strike last trading price was 3.7, which was -1.8 lower than the previous day. The implied volatity was 42.01, the open interest changed by -1 which decreased total open position to 2
On 15 May NBCC was trading at 93.82. The strike last trading price was 5.5, which was -0.5 lower than the previous day. The implied volatity was 43.85, the open interest changed by 1 which increased total open position to 3
On 14 May NBCC was trading at 95.49. The strike last trading price was 6, which was -4.5 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 2
On 13 May NBCC was trading at 94.88. The strike last trading price was 10.5, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 2
On 12 May NBCC was trading at 92.66. The strike last trading price was 10.5, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 2
On 11 May NBCC was trading at 95.70. The strike last trading price was 10.5, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 2
On 8 May NBCC was trading at 100.64. The strike last trading price was 10.5, which was 7.77 higher than the previous day. The implied volatity was 48.52, the open interest changed by 1 which increased total open position to 1
On 7 May NBCC was trading at 96.85. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 May NBCC was trading at 94.94. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 May NBCC was trading at 92.92. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 May NBCC was trading at 92.52. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 30 Apr NBCC was trading at 91.65. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 29 Apr NBCC was trading at 93.20. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 28 Apr NBCC was trading at 94.63. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 27 Apr NBCC was trading at 95.41. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 24 Apr NBCC was trading at 93.20. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 23 Apr NBCC was trading at 93.31. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 22 Apr NBCC was trading at 94.20. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 21 Apr NBCC was trading at 93.28. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 20 Apr NBCC was trading at 93.32. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 17 Apr NBCC was trading at 94.32. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 16 Apr NBCC was trading at 93.05. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 15 Apr NBCC was trading at 91.00. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Apr NBCC was trading at 88.65. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Apr NBCC was trading at 89.18. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 4.32, the open interest changed by 0 which decreased total open position to 0
On 9 Apr NBCC was trading at 87.83. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 4.58, the open interest changed by 0 which decreased total open position to 0
On 8 Apr NBCC was trading at 88.73. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 4.25, the open interest changed by 0 which decreased total open position to 0
| NBCC 30-Jun-2026 (34d) 96 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.46
Vega: 0
Theta: -0.05
Gamma: 0.03749
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 26 May | 95.55 | 3.97 | -0.01 (-0.25%) | 35.45 | 63 | 14 | 29 |
| 25 May | 96.79 | 3.95 | -3.45 (-46.62%) | 37.96 | 22 | 7 | 15 |
| 22 May | 94.82 | 7.4 | 7.4 | - | 0 | 0 | 8 |
| 21 May | 93.07 | 7.4 | 7.4 | - | 0 | 0 | 8 |
| 20 May | 93.01 | 7.4 | 7.4 | - | 0 | 0 | 8 |
| 19 May | 93.08 | 7.4 | 7.4 (25.42%) | 39.72 | 0 | 0 | 8 |
| 18 May | 91.66 | 7.4 | 1.5 (25.42%) | 39.72 | 3 | 0 | 5 |
| 15 May | 93.82 | 5.9 | -13.59 (-69.73%) | 38.03 | 6 | 4 | 4 |
| 14 May | 95.49 | 0 | -19.49 (-100.00%) | 0 | 0 | 0 | 0 |
| 13 May | 94.88 | 0 | -19.49 (-100.00%) | 0 | 0 | 0 | 0 |
| 12 May | 92.66 | 0 | -19.49 (-100.00%) | 0 | 0 | 0 | 0 |
| 11 May | 95.70 | 0 | -19.49 (-100.00%) | 0 | 0 | 0 | 0 |
| 8 May | 100.64 | 0 | 0 | - | 0 | 0 | 0 |
| 7 May | 96.85 | 0 | 0 | - | 0 | 0 | 0 |
| 6 May | 94.94 | 0 | 0 | - | 0 | 0 | 0 |
| 5 May | 92.92 | 0 | 0 | - | 0 | 0 | 0 |
| 4 May | 92.52 | 0 | 0 | - | 0 | 0 | 0 |
| 30 Apr | 91.65 | 0 | 0 | - | 0 | 0 | 0 |
| 29 Apr | 93.20 | 0 | 0 | - | 0 | 0 | 0 |
| 28 Apr | 94.63 | - | - | - | 0 | 0 | 0 |
| 27 Apr | 95.41 | - | - | - | 0 | 0 | 0 |
| 24 Apr | 93.20 | - | - | - | 0 | 0 | 0 |
| 23 Apr | 93.31 | - | - | - | 0 | 0 | 0 |
| 22 Apr | 94.20 | - | - | - | 0 | 0 | 0 |
| 21 Apr | 93.28 | - | - | - | 0 | 0 | 0 |
| 20 Apr | 93.32 | - | - | - | 0 | 0 | 0 |
| 17 Apr | 94.32 | - | - | - | 0 | 0 | 0 |
| 16 Apr | 93.05 | - | - | - | 0 | 0 | 0 |
| 15 Apr | 91.00 | - | - | - | 0 | 0 | 0 |
| 13 Apr | 88.65 | - | - | - | 0 | 0 | 0 |
| 10 Apr | 89.18 | 19.49 | 0 (0.00%) | - | 0 | 0 | 0 |
| 9 Apr | 87.83 | 19.49 | 0 (0.00%) | - | 0 | 0 | 0 |
| 8 Apr | 88.73 | 19.49 | 0 (0.00%) | - | 0 | 0 | 0 |
For Nbcc (India) Limited - strike price 96 expiring on 30JUN2026
Delta for 96 PE is -0.46
Historical price for 96 PE is as follows
On 26 May NBCC was trading at 95.55. The strike last trading price was 3.97, which was -0.01 lower than the previous day. The implied volatity was 35.45, the open interest changed by 14 which increased total open position to 29
On 25 May NBCC was trading at 96.79. The strike last trading price was 3.95, which was -3.45 lower than the previous day. The implied volatity was 37.96, the open interest changed by 7 which increased total open position to 15
On 22 May NBCC was trading at 94.82. The strike last trading price was 7.4, which was 7.4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 21 May NBCC was trading at 93.07. The strike last trading price was 7.4, which was 7.4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 20 May NBCC was trading at 93.01. The strike last trading price was 7.4, which was 7.4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 19 May NBCC was trading at 93.08. The strike last trading price was 7.4, which was 7.4 higher than the previous day. The implied volatity was 39.72, the open interest changed by 0 which decreased total open position to 8
On 18 May NBCC was trading at 91.66. The strike last trading price was 7.4, which was 1.5 higher than the previous day. The implied volatity was 39.72, the open interest changed by 0 which decreased total open position to 5
On 15 May NBCC was trading at 93.82. The strike last trading price was 5.9, which was -13.59 lower than the previous day. The implied volatity was 38.03, the open interest changed by 4 which increased total open position to 4
On 14 May NBCC was trading at 95.49. The strike last trading price was 0, which was -19.49 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 13 May NBCC was trading at 94.88. The strike last trading price was 0, which was -19.49 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 12 May NBCC was trading at 92.66. The strike last trading price was 0, which was -19.49 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 11 May NBCC was trading at 95.70. The strike last trading price was 0, which was -19.49 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 8 May NBCC was trading at 100.64. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 May NBCC was trading at 96.85. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 May NBCC was trading at 94.94. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 May NBCC was trading at 92.92. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 May NBCC was trading at 92.52. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 30 Apr NBCC was trading at 91.65. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 29 Apr NBCC was trading at 93.20. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 28 Apr NBCC was trading at 94.63. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 27 Apr NBCC was trading at 95.41. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 24 Apr NBCC was trading at 93.20. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 23 Apr NBCC was trading at 93.31. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 22 Apr NBCC was trading at 94.20. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 21 Apr NBCC was trading at 93.28. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 20 Apr NBCC was trading at 93.32. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 17 Apr NBCC was trading at 94.32. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 16 Apr NBCC was trading at 93.05. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 15 Apr NBCC was trading at 91.00. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Apr NBCC was trading at 88.65. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Apr NBCC was trading at 89.18. The strike last trading price was 19.49, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 9 Apr NBCC was trading at 87.83. The strike last trading price was 19.49, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 8 Apr NBCC was trading at 88.73. The strike last trading price was 19.49, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
