NCC
Ncc Limited
Historical option data for NCC
17 Dec 2025 03:33 PM IST
| NCC 30-DEC-2025 165 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.16
Vega: 0.07
Theta: -0.09
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 17 Dec | 155.32 | 0.71 | -0.38 | 30.23 | 624 | -16 | 526 | |||||||||
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| 16 Dec | 157.85 | 1.07 | -1.45 | 28.36 | 575 | -49 | 557 | |||||||||
| 15 Dec | 161.70 | 2.45 | 0.07 | 28.12 | 566 | 96 | 626 | |||||||||
| 12 Dec | 160.66 | 2.22 | -0.57 | 26.40 | 661 | 214 | 533 | |||||||||
| 11 Dec | 160.94 | 2.89 | -0.14 | 28.53 | 278 | 7 | 321 | |||||||||
| 10 Dec | 160.84 | 2.75 | -1.1 | 29.07 | 298 | 68 | 313 | |||||||||
| 9 Dec | 162.68 | 3.99 | -0.19 | 29.60 | 282 | 66 | 244 | |||||||||
| 8 Dec | 162.89 | 4 | -2.98 | 29.21 | 302 | 144 | 176 | |||||||||
| 5 Dec | 168.16 | 7.41 | -0.49 | 29.35 | 27 | -2 | 32 | |||||||||
| 4 Dec | 169.48 | 7.9 | 0.22 | 27.33 | 13 | -1 | 33 | |||||||||
| 3 Dec | 168.95 | 7.74 | -2.26 | 26.12 | 34 | 1 | 35 | |||||||||
| 2 Dec | 172.26 | 10 | 0.44 | 23.84 | 38 | 21 | 34 | |||||||||
| 1 Dec | 171.02 | 9.55 | -0.55 | 27.07 | 27 | 2 | 17 | |||||||||
| 28 Nov | 171.41 | 9.96 | -2.77 | 26.12 | 14 | 1 | 14 | |||||||||
| 27 Nov | 174.63 | 12.73 | -1.27 | 27.14 | 7 | 3 | 13 | |||||||||
| 26 Nov | 175.75 | 14 | 2.6 | 28.56 | 10 | 7 | 9 | |||||||||
| 25 Nov | 173.23 | 11.4 | -3.5 | 20.48 | 2 | 1 | 2 | |||||||||
| 24 Nov | 172.35 | 14.9 | -33.7 | - | 0 | 1 | 0 | |||||||||
| 21 Nov | 175.62 | 14.9 | -33.7 | 31.13 | 1 | 0 | 0 | |||||||||
| 20 Nov | 179.03 | 48.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Nov | 180.83 | 48.6 | 0 | - | 0 | 0 | 0 | |||||||||
For Ncc Limited - strike price 165 expiring on 30DEC2025
Delta for 165 CE is 0.16
Historical price for 165 CE is as follows
On 17 Dec NCC was trading at 155.32. The strike last trading price was 0.71, which was -0.38 lower than the previous day. The implied volatity was 30.23, the open interest changed by -16 which decreased total open position to 526
On 16 Dec NCC was trading at 157.85. The strike last trading price was 1.07, which was -1.45 lower than the previous day. The implied volatity was 28.36, the open interest changed by -49 which decreased total open position to 557
On 15 Dec NCC was trading at 161.70. The strike last trading price was 2.45, which was 0.07 higher than the previous day. The implied volatity was 28.12, the open interest changed by 96 which increased total open position to 626
On 12 Dec NCC was trading at 160.66. The strike last trading price was 2.22, which was -0.57 lower than the previous day. The implied volatity was 26.40, the open interest changed by 214 which increased total open position to 533
On 11 Dec NCC was trading at 160.94. The strike last trading price was 2.89, which was -0.14 lower than the previous day. The implied volatity was 28.53, the open interest changed by 7 which increased total open position to 321
On 10 Dec NCC was trading at 160.84. The strike last trading price was 2.75, which was -1.1 lower than the previous day. The implied volatity was 29.07, the open interest changed by 68 which increased total open position to 313
On 9 Dec NCC was trading at 162.68. The strike last trading price was 3.99, which was -0.19 lower than the previous day. The implied volatity was 29.60, the open interest changed by 66 which increased total open position to 244
On 8 Dec NCC was trading at 162.89. The strike last trading price was 4, which was -2.98 lower than the previous day. The implied volatity was 29.21, the open interest changed by 144 which increased total open position to 176
On 5 Dec NCC was trading at 168.16. The strike last trading price was 7.41, which was -0.49 lower than the previous day. The implied volatity was 29.35, the open interest changed by -2 which decreased total open position to 32
On 4 Dec NCC was trading at 169.48. The strike last trading price was 7.9, which was 0.22 higher than the previous day. The implied volatity was 27.33, the open interest changed by -1 which decreased total open position to 33
On 3 Dec NCC was trading at 168.95. The strike last trading price was 7.74, which was -2.26 lower than the previous day. The implied volatity was 26.12, the open interest changed by 1 which increased total open position to 35
On 2 Dec NCC was trading at 172.26. The strike last trading price was 10, which was 0.44 higher than the previous day. The implied volatity was 23.84, the open interest changed by 21 which increased total open position to 34
On 1 Dec NCC was trading at 171.02. The strike last trading price was 9.55, which was -0.55 lower than the previous day. The implied volatity was 27.07, the open interest changed by 2 which increased total open position to 17
On 28 Nov NCC was trading at 171.41. The strike last trading price was 9.96, which was -2.77 lower than the previous day. The implied volatity was 26.12, the open interest changed by 1 which increased total open position to 14
On 27 Nov NCC was trading at 174.63. The strike last trading price was 12.73, which was -1.27 lower than the previous day. The implied volatity was 27.14, the open interest changed by 3 which increased total open position to 13
On 26 Nov NCC was trading at 175.75. The strike last trading price was 14, which was 2.6 higher than the previous day. The implied volatity was 28.56, the open interest changed by 7 which increased total open position to 9
On 25 Nov NCC was trading at 173.23. The strike last trading price was 11.4, which was -3.5 lower than the previous day. The implied volatity was 20.48, the open interest changed by 1 which increased total open position to 2
On 24 Nov NCC was trading at 172.35. The strike last trading price was 14.9, which was -33.7 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 21 Nov NCC was trading at 175.62. The strike last trading price was 14.9, which was -33.7 lower than the previous day. The implied volatity was 31.13, the open interest changed by 0 which decreased total open position to 0
On 20 Nov NCC was trading at 179.03. The strike last trading price was 48.6, 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 19 Nov NCC was trading at 180.83. The strike last trading price was 48.6, 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
| NCC 30DEC2025 165 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.98
Vega: 0.02
Theta: 0.03
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 17 Dec | 155.32 | 9.46 | 1.16 | 15.43 | 49 | -21 | 248 |
| 16 Dec | 157.85 | 8.59 | 3.62 | 32.18 | 124 | -36 | 268 |
| 15 Dec | 161.70 | 4.98 | -0.74 | 25.53 | 95 | 9 | 305 |
| 12 Dec | 160.66 | 5.88 | -0.14 | 25.89 | 67 | -24 | 295 |
| 11 Dec | 160.94 | 6 | -0.82 | 29.28 | 83 | -15 | 323 |
| 10 Dec | 160.84 | 7.54 | 2.18 | 35.74 | 86 | 32 | 340 |
| 9 Dec | 162.68 | 5.12 | -0.7 | 28.29 | 118 | 0 | 310 |
| 8 Dec | 162.89 | 5.83 | 2.7 | 31.86 | 257 | 59 | 307 |
| 5 Dec | 168.16 | 3.12 | 0.26 | 28.35 | 66 | -3 | 249 |
| 4 Dec | 169.48 | 2.87 | -0.1 | 28.57 | 48 | 7 | 250 |
| 3 Dec | 168.95 | 2.99 | 0.92 | 28.64 | 128 | 17 | 243 |
| 2 Dec | 172.26 | 2.08 | -0.7 | 28.62 | 121 | 7 | 226 |
| 1 Dec | 171.02 | 2.83 | 0.32 | 30.61 | 74 | 7 | 218 |
| 28 Nov | 171.41 | 2.6 | 0.69 | 28.63 | 82 | 14 | 210 |
| 27 Nov | 174.63 | 1.91 | 0.04 | 28.91 | 119 | 26 | 196 |
| 26 Nov | 175.75 | 1.89 | -0.61 | 30.04 | 226 | 46 | 169 |
| 25 Nov | 173.23 | 2.55 | -0.22 | 31.15 | 75 | 36 | 114 |
| 24 Nov | 172.35 | 2.78 | 0.7 | 30.57 | 82 | 23 | 78 |
| 21 Nov | 175.62 | 2 | -0.59 | 29.05 | 187 | 45 | 53 |
| 20 Nov | 179.03 | 2.59 | 0.99 | 36.22 | 5 | 3 | 7 |
| 19 Nov | 180.83 | 1.6 | -1.9 | 31.46 | 4 | 2 | 2 |
For Ncc Limited - strike price 165 expiring on 30DEC2025
Delta for 165 PE is -0.98
Historical price for 165 PE is as follows
On 17 Dec NCC was trading at 155.32. The strike last trading price was 9.46, which was 1.16 higher than the previous day. The implied volatity was 15.43, the open interest changed by -21 which decreased total open position to 248
On 16 Dec NCC was trading at 157.85. The strike last trading price was 8.59, which was 3.62 higher than the previous day. The implied volatity was 32.18, the open interest changed by -36 which decreased total open position to 268
On 15 Dec NCC was trading at 161.70. The strike last trading price was 4.98, which was -0.74 lower than the previous day. The implied volatity was 25.53, the open interest changed by 9 which increased total open position to 305
On 12 Dec NCC was trading at 160.66. The strike last trading price was 5.88, which was -0.14 lower than the previous day. The implied volatity was 25.89, the open interest changed by -24 which decreased total open position to 295
On 11 Dec NCC was trading at 160.94. The strike last trading price was 6, which was -0.82 lower than the previous day. The implied volatity was 29.28, the open interest changed by -15 which decreased total open position to 323
On 10 Dec NCC was trading at 160.84. The strike last trading price was 7.54, which was 2.18 higher than the previous day. The implied volatity was 35.74, the open interest changed by 32 which increased total open position to 340
On 9 Dec NCC was trading at 162.68. The strike last trading price was 5.12, which was -0.7 lower than the previous day. The implied volatity was 28.29, the open interest changed by 0 which decreased total open position to 310
On 8 Dec NCC was trading at 162.89. The strike last trading price was 5.83, which was 2.7 higher than the previous day. The implied volatity was 31.86, the open interest changed by 59 which increased total open position to 307
On 5 Dec NCC was trading at 168.16. The strike last trading price was 3.12, which was 0.26 higher than the previous day. The implied volatity was 28.35, the open interest changed by -3 which decreased total open position to 249
On 4 Dec NCC was trading at 169.48. The strike last trading price was 2.87, which was -0.1 lower than the previous day. The implied volatity was 28.57, the open interest changed by 7 which increased total open position to 250
On 3 Dec NCC was trading at 168.95. The strike last trading price was 2.99, which was 0.92 higher than the previous day. The implied volatity was 28.64, the open interest changed by 17 which increased total open position to 243
On 2 Dec NCC was trading at 172.26. The strike last trading price was 2.08, which was -0.7 lower than the previous day. The implied volatity was 28.62, the open interest changed by 7 which increased total open position to 226
On 1 Dec NCC was trading at 171.02. The strike last trading price was 2.83, which was 0.32 higher than the previous day. The implied volatity was 30.61, the open interest changed by 7 which increased total open position to 218
On 28 Nov NCC was trading at 171.41. The strike last trading price was 2.6, which was 0.69 higher than the previous day. The implied volatity was 28.63, the open interest changed by 14 which increased total open position to 210
On 27 Nov NCC was trading at 174.63. The strike last trading price was 1.91, which was 0.04 higher than the previous day. The implied volatity was 28.91, the open interest changed by 26 which increased total open position to 196
On 26 Nov NCC was trading at 175.75. The strike last trading price was 1.89, which was -0.61 lower than the previous day. The implied volatity was 30.04, the open interest changed by 46 which increased total open position to 169
On 25 Nov NCC was trading at 173.23. The strike last trading price was 2.55, which was -0.22 lower than the previous day. The implied volatity was 31.15, the open interest changed by 36 which increased total open position to 114
On 24 Nov NCC was trading at 172.35. The strike last trading price was 2.78, which was 0.7 higher than the previous day. The implied volatity was 30.57, the open interest changed by 23 which increased total open position to 78
On 21 Nov NCC was trading at 175.62. The strike last trading price was 2, which was -0.59 lower than the previous day. The implied volatity was 29.05, the open interest changed by 45 which increased total open position to 53
On 20 Nov NCC was trading at 179.03. The strike last trading price was 2.59, which was 0.99 higher than the previous day. The implied volatity was 36.22, the open interest changed by 3 which increased total open position to 7
On 19 Nov NCC was trading at 180.83. The strike last trading price was 1.6, which was -1.9 lower than the previous day. The implied volatity was 31.46, the open interest changed by 2 which increased total open position to 2































































































































































































































