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[--[65.84.65.76]--]
NTPC
Ntpc Ltd

333.25 -4.15 (-1.23%)

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Historical option data for NTPC

20 Dec 2024 04:10 PM IST
NTPC 26DEC2024 300 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
20 Dec 333.25 140.45 0.00 - 0 0 0
19 Dec 337.40 140.45 0.00 - 0 0 0
18 Dec 341.75 140.45 0.00 - 0 0 0
17 Dec 349.05 140.45 0.00 - 0 0 0
16 Dec 352.90 140.45 0.00 - 0 0 0
13 Dec 357.15 140.45 0.00 - 0 0 0
12 Dec 355.60 140.45 0.00 - 0 0 0
11 Dec 365.50 140.45 0.00 - 0 0 0
10 Dec 369.15 140.45 0.00 - 0 0 0
9 Dec 369.85 140.45 0.00 - 0 0 0
6 Dec 369.50 140.45 0.00 - 0 0 0
5 Dec 369.15 140.45 0.00 - 0 0 0
4 Dec 372.75 140.45 0.00 - 0 0 0
3 Dec 367.45 140.45 0.00 - 0 0 0
2 Dec 358.20 140.45 0.00 - 0 0 0
29 Nov 363.65 140.45 0.00 - 0 0 0
28 Nov 362.05 140.45 - 0 0 0


For Ntpc Ltd - strike price 300 expiring on 26DEC2024

Delta for 300 CE is -

Historical price for 300 CE is as follows

On 20 Dec NTPC was trading at 333.25. The strike last trading price was 140.45, 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 19 Dec NTPC was trading at 337.40. The strike last trading price was 140.45, 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 18 Dec NTPC was trading at 341.75. The strike last trading price was 140.45, 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 17 Dec NTPC was trading at 349.05. The strike last trading price was 140.45, 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 16 Dec NTPC was trading at 352.90. The strike last trading price was 140.45, 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 13 Dec NTPC was trading at 357.15. The strike last trading price was 140.45, 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 12 Dec NTPC was trading at 355.60. The strike last trading price was 140.45, 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 NTPC was trading at 365.50. The strike last trading price was 140.45, 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 NTPC was trading at 369.15. The strike last trading price was 140.45, 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 NTPC was trading at 369.85. The strike last trading price was 140.45, 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 NTPC was trading at 369.50. The strike last trading price was 140.45, 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 NTPC was trading at 369.15. The strike last trading price was 140.45, 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 NTPC was trading at 372.75. The strike last trading price was 140.45, 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 NTPC was trading at 367.45. The strike last trading price was 140.45, 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 NTPC was trading at 358.20. The strike last trading price was 140.45, 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 NTPC was trading at 363.65. The strike last trading price was 140.45, 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 28 Nov NTPC was trading at 362.05. The strike last trading price was 140.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


NTPC 26DEC2024 300 PE
Delta: -0.02
Vega: 0.02
Theta: -0.08
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
20 Dec 333.25 0.15 -0.05 42.24 68 18 378
19 Dec 337.40 0.2 -0.05 45.10 62 0 359
18 Dec 341.75 0.25 0.05 47.98 56 -4 358
17 Dec 349.05 0.2 0.05 48.87 17 -6 361
16 Dec 352.90 0.15 0.00 46.88 30 0 366
13 Dec 357.15 0.15 -0.10 44.09 302 -68 369
12 Dec 355.60 0.25 0.10 44.84 109 -7 435
11 Dec 365.50 0.15 0.00 45.50 24 -2 442
10 Dec 369.15 0.15 0.00 45.61 26 9 445
9 Dec 369.85 0.15 -0.05 44.59 111 0 438
6 Dec 369.50 0.2 0.00 43.08 52 1 443
5 Dec 369.15 0.2 0.00 41.91 266 96 443
4 Dec 372.75 0.2 -0.05 42.34 7 -1 345
3 Dec 367.45 0.25 -0.10 40.74 154 79 348
2 Dec 358.20 0.35 -0.10 37.83 154 84 271
29 Nov 363.65 0.45 -0.10 39.48 261 153 174
28 Nov 362.05 0.55 41.24 24 20 20


For Ntpc Ltd - strike price 300 expiring on 26DEC2024

Delta for 300 PE is -0.02

Historical price for 300 PE is as follows

On 20 Dec NTPC was trading at 333.25. The strike last trading price was 0.15, which was -0.05 lower than the previous day. The implied volatity was 42.24, the open interest changed by 18 which increased total open position to 378


On 19 Dec NTPC was trading at 337.40. The strike last trading price was 0.2, which was -0.05 lower than the previous day. The implied volatity was 45.10, the open interest changed by 0 which decreased total open position to 359


On 18 Dec NTPC was trading at 341.75. The strike last trading price was 0.25, which was 0.05 higher than the previous day. The implied volatity was 47.98, the open interest changed by -4 which decreased total open position to 358


On 17 Dec NTPC was trading at 349.05. The strike last trading price was 0.2, which was 0.05 higher than the previous day. The implied volatity was 48.87, the open interest changed by -6 which decreased total open position to 361


On 16 Dec NTPC was trading at 352.90. The strike last trading price was 0.15, which was 0.00 lower than the previous day. The implied volatity was 46.88, the open interest changed by 0 which decreased total open position to 366


On 13 Dec NTPC was trading at 357.15. The strike last trading price was 0.15, which was -0.10 lower than the previous day. The implied volatity was 44.09, the open interest changed by -68 which decreased total open position to 369


On 12 Dec NTPC was trading at 355.60. The strike last trading price was 0.25, which was 0.10 higher than the previous day. The implied volatity was 44.84, the open interest changed by -7 which decreased total open position to 435


On 11 Dec NTPC was trading at 365.50. The strike last trading price was 0.15, which was 0.00 lower than the previous day. The implied volatity was 45.50, the open interest changed by -2 which decreased total open position to 442


On 10 Dec NTPC was trading at 369.15. The strike last trading price was 0.15, which was 0.00 lower than the previous day. The implied volatity was 45.61, the open interest changed by 9 which increased total open position to 445


On 9 Dec NTPC was trading at 369.85. The strike last trading price was 0.15, which was -0.05 lower than the previous day. The implied volatity was 44.59, the open interest changed by 0 which decreased total open position to 438


On 6 Dec NTPC was trading at 369.50. The strike last trading price was 0.2, which was 0.00 lower than the previous day. The implied volatity was 43.08, the open interest changed by 1 which increased total open position to 443


On 5 Dec NTPC was trading at 369.15. The strike last trading price was 0.2, which was 0.00 lower than the previous day. The implied volatity was 41.91, the open interest changed by 96 which increased total open position to 443


On 4 Dec NTPC was trading at 372.75. The strike last trading price was 0.2, which was -0.05 lower than the previous day. The implied volatity was 42.34, the open interest changed by -1 which decreased total open position to 345


On 3 Dec NTPC was trading at 367.45. The strike last trading price was 0.25, which was -0.10 lower than the previous day. The implied volatity was 40.74, the open interest changed by 79 which increased total open position to 348


On 2 Dec NTPC was trading at 358.20. The strike last trading price was 0.35, which was -0.10 lower than the previous day. The implied volatity was 37.83, the open interest changed by 84 which increased total open position to 271


On 29 Nov NTPC was trading at 363.65. The strike last trading price was 0.45, which was -0.10 lower than the previous day. The implied volatity was 39.48, the open interest changed by 153 which increased total open position to 174


On 28 Nov NTPC was trading at 362.05. The strike last trading price was 0.55, which was lower than the previous day. The implied volatity was 41.24, the open interest changed by 20 which increased total open position to 20