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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 310 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
20 Dec 333.25 125.95 0.00 - 0 0 0
19 Dec 337.40 125.95 0.00 - 0 0 0
18 Dec 341.75 125.95 0.00 - 0 0 0
17 Dec 349.05 125.95 0.00 - 0 0 0
16 Dec 352.90 125.95 0.00 - 0 0 0
13 Dec 357.15 125.95 0.00 - 0 0 0
12 Dec 355.60 125.95 0.00 - 0 0 0
11 Dec 365.50 125.95 0.00 - 0 0 0
10 Dec 369.15 125.95 0.00 - 0 0 0
9 Dec 369.85 125.95 0.00 - 0 0 0
6 Dec 369.50 125.95 0.00 - 0 0 0
5 Dec 369.15 125.95 0.00 - 0 0 0
4 Dec 372.75 125.95 0.00 - 0 0 0
3 Dec 367.45 125.95 0.00 - 0 0 0
2 Dec 358.20 125.95 0.00 - 0 0 0
29 Nov 363.65 125.95 0.00 - 0 0 0
28 Nov 362.05 125.95 0.00 - 0 0 0
27 Nov 369.30 125.95 0.00 - 0 0 0
26 Nov 361.65 125.95 0.00 - 0 0 0
25 Nov 368.40 125.95 0.00 - 0 0 0
22 Nov 365.45 125.95 0.00 - 0 0 0
21 Nov 356.15 125.95 0.00 - 0 0 0
18 Nov 366.70 125.95 - 0 0 0


For Ntpc Ltd - strike price 310 expiring on 26DEC2024

Delta for 310 CE is -

Historical price for 310 CE is as follows

On 20 Dec NTPC was trading at 333.25. The strike last trading price was 125.95, 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 125.95, 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 125.95, 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 125.95, 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 125.95, 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 125.95, 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 125.95, 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 125.95, 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 125.95, 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 125.95, 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 125.95, 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 125.95, 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 125.95, 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 125.95, 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 125.95, 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 125.95, 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 125.95, 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 27 Nov NTPC was trading at 369.30. The strike last trading price was 125.95, 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 26 Nov NTPC was trading at 361.65. The strike last trading price was 125.95, 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 25 Nov NTPC was trading at 368.40. The strike last trading price was 125.95, 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 22 Nov NTPC was trading at 365.45. The strike last trading price was 125.95, 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 21 Nov NTPC was trading at 356.15. The strike last trading price was 125.95, 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 Nov NTPC was trading at 366.70. The strike last trading price was 125.95, 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 310 PE
Delta: -0.04
Vega: 0.04
Theta: -0.10
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
20 Dec 333.25 0.25 -0.05 34.12 151 -46 264
19 Dec 337.40 0.3 0.05 37.28 327 44 318
18 Dec 341.75 0.25 0.00 38.02 140 70 274
17 Dec 349.05 0.25 0.05 41.41 81 -22 204
16 Dec 352.90 0.2 -0.05 40.46 29 -10 236
13 Dec 357.15 0.25 0.00 40.11 360 16 239
12 Dec 355.60 0.25 0.00 37.57 262 -45 223
11 Dec 365.50 0.25 0.05 42.12 25 7 268
10 Dec 369.15 0.2 0.00 41.03 5 -3 262
9 Dec 369.85 0.2 -0.10 40.13 64 -22 265
6 Dec 369.50 0.3 0.00 39.72 68 33 289
5 Dec 369.15 0.3 0.05 38.64 219 64 263
4 Dec 372.75 0.25 -0.10 38.12 50 -23 184
3 Dec 367.45 0.35 -0.10 37.18 185 16 208
2 Dec 358.20 0.45 -0.10 33.56 257 52 191
29 Nov 363.65 0.55 -0.20 35.22 379 -2 138
28 Nov 362.05 0.75 -0.05 37.89 73 43 132
27 Nov 369.30 0.8 -0.50 39.85 34 7 86
26 Nov 361.65 1.3 0.55 39.69 4 0 76
25 Nov 368.40 0.75 -0.40 37.90 4 10 77
22 Nov 365.45 1.15 -1.55 37.74 88 11 78
21 Nov 356.15 2.7 1.70 42.64 69 40 42
18 Nov 366.70 1 35.80 7 1 1


For Ntpc Ltd - strike price 310 expiring on 26DEC2024

Delta for 310 PE is -0.04

Historical price for 310 PE is as follows

On 20 Dec NTPC was trading at 333.25. The strike last trading price was 0.25, which was -0.05 lower than the previous day. The implied volatity was 34.12, the open interest changed by -46 which decreased total open position to 264


On 19 Dec NTPC was trading at 337.40. The strike last trading price was 0.3, which was 0.05 higher than the previous day. The implied volatity was 37.28, the open interest changed by 44 which increased total open position to 318


On 18 Dec NTPC was trading at 341.75. The strike last trading price was 0.25, which was 0.00 lower than the previous day. The implied volatity was 38.02, the open interest changed by 70 which increased total open position to 274


On 17 Dec NTPC was trading at 349.05. The strike last trading price was 0.25, which was 0.05 higher than the previous day. The implied volatity was 41.41, the open interest changed by -22 which decreased total open position to 204


On 16 Dec NTPC was trading at 352.90. The strike last trading price was 0.2, which was -0.05 lower than the previous day. The implied volatity was 40.46, the open interest changed by -10 which decreased total open position to 236


On 13 Dec NTPC was trading at 357.15. The strike last trading price was 0.25, which was 0.00 lower than the previous day. The implied volatity was 40.11, the open interest changed by 16 which increased total open position to 239


On 12 Dec NTPC was trading at 355.60. The strike last trading price was 0.25, which was 0.00 lower than the previous day. The implied volatity was 37.57, the open interest changed by -45 which decreased total open position to 223


On 11 Dec NTPC was trading at 365.50. The strike last trading price was 0.25, which was 0.05 higher than the previous day. The implied volatity was 42.12, the open interest changed by 7 which increased total open position to 268


On 10 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 41.03, the open interest changed by -3 which decreased total open position to 262


On 9 Dec NTPC was trading at 369.85. The strike last trading price was 0.2, which was -0.10 lower than the previous day. The implied volatity was 40.13, the open interest changed by -22 which decreased total open position to 265


On 6 Dec NTPC was trading at 369.50. The strike last trading price was 0.3, which was 0.00 lower than the previous day. The implied volatity was 39.72, the open interest changed by 33 which increased total open position to 289


On 5 Dec NTPC was trading at 369.15. The strike last trading price was 0.3, which was 0.05 higher than the previous day. The implied volatity was 38.64, the open interest changed by 64 which increased total open position to 263


On 4 Dec NTPC was trading at 372.75. The strike last trading price was 0.25, which was -0.10 lower than the previous day. The implied volatity was 38.12, the open interest changed by -23 which decreased total open position to 184


On 3 Dec NTPC was trading at 367.45. The strike last trading price was 0.35, which was -0.10 lower than the previous day. The implied volatity was 37.18, the open interest changed by 16 which increased total open position to 208


On 2 Dec NTPC was trading at 358.20. The strike last trading price was 0.45, which was -0.10 lower than the previous day. The implied volatity was 33.56, the open interest changed by 52 which increased total open position to 191


On 29 Nov NTPC was trading at 363.65. The strike last trading price was 0.55, which was -0.20 lower than the previous day. The implied volatity was 35.22, the open interest changed by -2 which decreased total open position to 138


On 28 Nov NTPC was trading at 362.05. The strike last trading price was 0.75, which was -0.05 lower than the previous day. The implied volatity was 37.89, the open interest changed by 43 which increased total open position to 132


On 27 Nov NTPC was trading at 369.30. The strike last trading price was 0.8, which was -0.50 lower than the previous day. The implied volatity was 39.85, the open interest changed by 7 which increased total open position to 86


On 26 Nov NTPC was trading at 361.65. The strike last trading price was 1.3, which was 0.55 higher than the previous day. The implied volatity was 39.69, the open interest changed by 0 which decreased total open position to 76


On 25 Nov NTPC was trading at 368.40. The strike last trading price was 0.75, which was -0.40 lower than the previous day. The implied volatity was 37.90, the open interest changed by 10 which increased total open position to 77


On 22 Nov NTPC was trading at 365.45. The strike last trading price was 1.15, which was -1.55 lower than the previous day. The implied volatity was 37.74, the open interest changed by 11 which increased total open position to 78


On 21 Nov NTPC was trading at 356.15. The strike last trading price was 2.7, which was 1.70 higher than the previous day. The implied volatity was 42.64, the open interest changed by 40 which increased total open position to 42


On 18 Nov NTPC was trading at 366.70. The strike last trading price was 1, which was lower than the previous day. The implied volatity was 35.80, the open interest changed by 1 which increased total open position to 1