⚠ Education and data only, not investment advice. F&O trading can lose more than you put in. Risk details
ClearStrike
Log in
☰
English ▾

NBCC options IV analysis

End-of-day data as of 2026-10-09

Tomorrow: where NBCC can go (next trading day)

For the next trading day, options point to about 2.0% either way: NBCC between 73.00 and 75.92 (from 74.46).

2026-07-16 O 98.11 H 98.29 L 96.70 C 97.302026-07-17 O 97.14 H 98.55 L 96.37 C 97.252026-07-20 O 97.50 H 98.30 L 96.42 C 98.112026-07-21 O 98.40 H 98.70 L 96.51 C 96.802026-07-22 O 96.50 H 96.80 L 94.28 C 94.742026-07-23 O 94.05 H 95.05 L 93.00 C 93.152026-07-24 O 92.40 H 94.07 L 91.35 C 93.842026-07-27 O 94.50 H 95.95 L 94.50 C 94.902026-07-28 O 94.90 H 95.30 L 94.19 C 94.512026-07-29 O 95.50 H 95.50 L 94.20 C 94.602026-07-30 O 94.52 H 94.53 L 93.09 C 93.572026-07-31 O 93.90 H 95.55 L 93.70 C 94.802026-08-03 O 95.20 H 96.60 L 95.00 C 95.502026-08-04 O 95.40 H 96.05 L 94.70 C 94.842026-08-05 O 95.31 H 96.30 L 95.20 C 96.002026-08-06 O 96.60 H 96.96 L 95.25 C 96.252026-08-07 O 96.01 H 96.44 L 94.78 C 95.332026-08-10 O 95.25 H 95.55 L 94.33 C 94.852026-08-11 O 94.85 H 95.03 L 93.25 C 93.802026-08-12 O 93.80 H 94.14 L 90.90 C 92.172026-08-13 O 92.26 H 93.13 L 91.90 C 92.072026-08-14 O 91.99 H 92.46 L 89.10 C 89.152026-08-17 O 89.46 H 90.26 L 88.54 C 89.752026-08-18 O 89.35 H 89.93 L 87.70 C 88.002026-08-19 O 88.00 H 88.02 L 87.00 C 87.192026-08-20 O 87.90 H 89.03 L 87.74 C 88.252026-08-21 O 88.79 H 89.63 L 88.42 C 88.882026-08-24 O 89.00 H 90.29 L 88.24 C 88.582026-08-25 O 88.20 H 89.50 L 87.79 C 89.502026-08-26 O 90.10 H 90.50 L 89.10 C 89.212026-08-27 O 89.25 H 89.67 L 88.42 C 88.602026-08-28 O 89.10 H 89.28 L 87.15 C 87.502026-08-31 O 87.10 H 87.20 L 85.60 C 86.202026-09-01 O 86.00 H 86.40 L 85.00 C 85.202026-09-02 O 84.80 H 85.22 L 83.84 C 85.002026-09-03 O 85.15 H 86.90 L 85.15 C 86.502026-09-04 O 86.50 H 87.35 L 86.31 C 86.602026-09-07 O 86.32 H 86.59 L 85.62 C 86.002026-09-08 O 85.54 H 86.10 L 84.88 C 86.002026-09-09 O 85.30 H 85.52 L 83.50 C 83.602026-09-10 O 83.20 H 84.70 L 83.20 C 83.942026-09-11 O 82.88 H 83.14 L 82.00 C 82.902026-09-15 O 83.25 H 83.49 L 80.13 C 80.692026-09-16 O 81.20 H 81.54 L 79.72 C 81.412026-09-17 O 81.41 H 82.45 L 81.00 C 82.132026-09-18 O 82.40 H 84.27 L 82.40 C 82.402026-09-21 O 83.10 H 84.07 L 82.91 C 83.152026-09-22 O 83.18 H 83.64 L 81.50 C 81.902026-09-23 O 81.75 H 84.28 L 81.65 C 83.992026-09-24 O 83.30 H 83.68 L 81.83 C 82.342026-09-25 O 82.23 H 83.11 L 81.73 C 82.862026-09-28 O 82.46 H 82.50 L 80.00 C 80.212026-09-29 O 80.16 H 80.67 L 78.01 C 78.012026-09-30 O 78.83 H 79.99 L 78.50 C 78.502026-10-01 O 78.30 H 78.86 L 76.07 C 77.402026-10-05 O 78.11 H 78.27 L 75.75 C 76.202026-10-06 O 76.50 H 77.85 L 76.20 C 77.052026-10-07 O 76.80 H 77.49 L 76.20 C 76.742026-10-08 O 76.74 H 76.86 L 73.90 C 74.002026-10-09 O 74.47 H 75.15 L 73.90 C 74.46Upper end 75.92Lower end 73.00Now 74.4616 Jul9 Oct
Lower end 73.00Now 74.46Upper end 75.92

Where NBCC can go in the next 3 days

Options imply about 3.4% either way over 3 days (about 2.0% in a day). That puts NBCC between 71.94 and 76.98 in 3 days (now 74.46).

2026-07-16 O 98.11 H 98.29 L 96.70 C 97.302026-07-17 O 97.14 H 98.55 L 96.37 C 97.252026-07-20 O 97.50 H 98.30 L 96.42 C 98.112026-07-21 O 98.40 H 98.70 L 96.51 C 96.802026-07-22 O 96.50 H 96.80 L 94.28 C 94.742026-07-23 O 94.05 H 95.05 L 93.00 C 93.152026-07-24 O 92.40 H 94.07 L 91.35 C 93.842026-07-27 O 94.50 H 95.95 L 94.50 C 94.902026-07-28 O 94.90 H 95.30 L 94.19 C 94.512026-07-29 O 95.50 H 95.50 L 94.20 C 94.602026-07-30 O 94.52 H 94.53 L 93.09 C 93.572026-07-31 O 93.90 H 95.55 L 93.70 C 94.802026-08-03 O 95.20 H 96.60 L 95.00 C 95.502026-08-04 O 95.40 H 96.05 L 94.70 C 94.842026-08-05 O 95.31 H 96.30 L 95.20 C 96.002026-08-06 O 96.60 H 96.96 L 95.25 C 96.252026-08-07 O 96.01 H 96.44 L 94.78 C 95.332026-08-10 O 95.25 H 95.55 L 94.33 C 94.852026-08-11 O 94.85 H 95.03 L 93.25 C 93.802026-08-12 O 93.80 H 94.14 L 90.90 C 92.172026-08-13 O 92.26 H 93.13 L 91.90 C 92.072026-08-14 O 91.99 H 92.46 L 89.10 C 89.152026-08-17 O 89.46 H 90.26 L 88.54 C 89.752026-08-18 O 89.35 H 89.93 L 87.70 C 88.002026-08-19 O 88.00 H 88.02 L 87.00 C 87.192026-08-20 O 87.90 H 89.03 L 87.74 C 88.252026-08-21 O 88.79 H 89.63 L 88.42 C 88.882026-08-24 O 89.00 H 90.29 L 88.24 C 88.582026-08-25 O 88.20 H 89.50 L 87.79 C 89.502026-08-26 O 90.10 H 90.50 L 89.10 C 89.212026-08-27 O 89.25 H 89.67 L 88.42 C 88.602026-08-28 O 89.10 H 89.28 L 87.15 C 87.502026-08-31 O 87.10 H 87.20 L 85.60 C 86.202026-09-01 O 86.00 H 86.40 L 85.00 C 85.202026-09-02 O 84.80 H 85.22 L 83.84 C 85.002026-09-03 O 85.15 H 86.90 L 85.15 C 86.502026-09-04 O 86.50 H 87.35 L 86.31 C 86.602026-09-07 O 86.32 H 86.59 L 85.62 C 86.002026-09-08 O 85.54 H 86.10 L 84.88 C 86.002026-09-09 O 85.30 H 85.52 L 83.50 C 83.602026-09-10 O 83.20 H 84.70 L 83.20 C 83.942026-09-11 O 82.88 H 83.14 L 82.00 C 82.902026-09-15 O 83.25 H 83.49 L 80.13 C 80.692026-09-16 O 81.20 H 81.54 L 79.72 C 81.412026-09-17 O 81.41 H 82.45 L 81.00 C 82.132026-09-18 O 82.40 H 84.27 L 82.40 C 82.402026-09-21 O 83.10 H 84.07 L 82.91 C 83.152026-09-22 O 83.18 H 83.64 L 81.50 C 81.902026-09-23 O 81.75 H 84.28 L 81.65 C 83.992026-09-24 O 83.30 H 83.68 L 81.83 C 82.342026-09-25 O 82.23 H 83.11 L 81.73 C 82.862026-09-28 O 82.46 H 82.50 L 80.00 C 80.212026-09-29 O 80.16 H 80.67 L 78.01 C 78.012026-09-30 O 78.83 H 79.99 L 78.50 C 78.502026-10-01 O 78.30 H 78.86 L 76.07 C 77.402026-10-05 O 78.11 H 78.27 L 75.75 C 76.202026-10-06 O 76.50 H 77.85 L 76.20 C 77.052026-10-07 O 76.80 H 77.49 L 76.20 C 76.742026-10-08 O 76.74 H 76.86 L 73.90 C 74.002026-10-09 O 74.47 H 75.15 L 73.90 C 74.46Upper end 76.98Lower end 71.94Now 74.4616 Jul9 Oct
Lower end 71.94Now 74.46Upper end 76.98

If the market's estimate is right, price ends inside this zone roughly 2 out of 3 times and outside about 1 in 3.

NBCC (Construction): ATM IV is 31.1%, higher than 16% of days over the last year in the same expiry-cycle phase. Options imply about ±1.96% in a day and ±3.39% over three days. This describes what options price in, not where the stock will go.

All the numbers (for experienced traders)
ATM IV
31.1%
IV percentile
16%
Expected move 1d
±1.96%
Expected move 3d
±3.39%
IV / realised
1.44
Gamma flip
-8.1%
from spot
Max pain
+4.8%
from spot
Lot size
6500
Confirm lot size with your broker.
Event
None announced

ATM IV, last 60 days

41.6%20.9%2026-07-162026-10-09

Free view shows the last 60 days. The full history comes with the free 5-day trial.

IV moves with the expiry cycle, so compare like with like.

Same sector: Construction

Sector peers by IV percentile

What we did NOT find: any reliable way to predict direction. This page is descriptive data, not a call.