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

352.95 3.15 (0.90%)

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Historical option data for NTPC

08 Apr 2025 05:50 PM IST
NTPC 24APR2025 315 CE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
8 Apr 352.95 37 0.05 0.00 0 20 0
7 Apr 349.80 37 1 34.60 41 20 30
4 Apr 350.40 36 -2.8 - 7 1 9
3 Apr 358.90 38.8 0 0.00 0 8 0
2 Apr 351.75 38.8 19.45 25.48 11 5 5
1 Apr 352.15 19.35 0 0.00 0 0 0
28 Mar 357.60 19.35 0 - 0 0 0
27 Mar 360.65 19.35 0 - 0 0 0
26 Mar 354.65 19.35 0 - 0 0 0
25 Mar 366.95 19.35 0 - 0 0 0
24 Mar 366.95 19.35 0 - 0 0 0
21 Mar 351.30 19.35 0 - 0 0 0
20 Mar 341.75 19.35 0 - 0 0 0
19 Mar 341.30 19.35 0 - 0 0 0
18 Mar 337.35 19.35 0 - 0 0 0
17 Mar 331.65 19.35 0 - 0 0 0
13 Mar 331.90 19.35 0 - 0 0 0
12 Mar 330.15 19.35 0 - 0 0 0
11 Mar 330.30 19.35 0 - 0 0 0
10 Mar 329.40 19.35 0 - 0 0 0
7 Mar 329.55 19.35 0 - 0 0 0
6 Mar 337.90 19.35 0 - 0 0 0
5 Mar 326.20 19.35 0 - 0 0 0
4 Mar 313.75 19.35 0 - 0 0 0
3 Mar 314.40 19.35 0 - 0 0 0
28 Feb 311.45 19.35 0 - 0 0 0


For Ntpc Ltd - strike price 315 expiring on 24APR2025

Delta for 315 CE is 0.00

Historical price for 315 CE is as follows

On 8 Apr NTPC was trading at 352.95. The strike last trading price was 37, which was 0.05 higher than the previous day. The implied volatity was 0.00, the open interest changed by 20 which increased total open position to 0


On 7 Apr NTPC was trading at 349.80. The strike last trading price was 37, which was 1 higher than the previous day. The implied volatity was 34.60, the open interest changed by 20 which increased total open position to 30


On 4 Apr NTPC was trading at 350.40. The strike last trading price was 36, which was -2.8 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 9


On 3 Apr NTPC was trading at 358.90. The strike last trading price was 38.8, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 8 which increased total open position to 0


On 2 Apr NTPC was trading at 351.75. The strike last trading price was 38.8, which was 19.45 higher than the previous day. The implied volatity was 25.48, the open interest changed by 5 which increased total open position to 5


On 1 Apr NTPC was trading at 352.15. The strike last trading price was 19.35, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 28 Mar NTPC was trading at 357.60. The strike last trading price was 19.35, 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 27 Mar NTPC was trading at 360.65. The strike last trading price was 19.35, 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 26 Mar NTPC was trading at 354.65. The strike last trading price was 19.35, 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 25 Mar NTPC was trading at 366.95. The strike last trading price was 19.35, 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 24 Mar NTPC was trading at 366.95. The strike last trading price was 19.35, 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 21 Mar NTPC was trading at 351.30. The strike last trading price was 19.35, 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 20 Mar NTPC was trading at 341.75. The strike last trading price was 19.35, 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 Mar NTPC was trading at 341.30. The strike last trading price was 19.35, 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 18 Mar NTPC was trading at 337.35. The strike last trading price was 19.35, 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 17 Mar NTPC was trading at 331.65. The strike last trading price was 19.35, 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 13 Mar NTPC was trading at 331.90. The strike last trading price was 19.35, 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 12 Mar NTPC was trading at 330.15. The strike last trading price was 19.35, 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 11 Mar NTPC was trading at 330.30. The strike last trading price was 19.35, 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 10 Mar NTPC was trading at 329.40. The strike last trading price was 19.35, 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 Mar NTPC was trading at 329.55. The strike last trading price was 19.35, 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 Mar NTPC was trading at 337.90. The strike last trading price was 19.35, 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 Mar NTPC was trading at 326.20. The strike last trading price was 19.35, 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 Mar NTPC was trading at 313.75. The strike last trading price was 19.35, 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 3 Mar NTPC was trading at 314.40. The strike last trading price was 19.35, 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 Feb NTPC was trading at 311.45. The strike last trading price was 19.35, 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


NTPC 24APR2025 315 PE
Delta: -0.08
Vega: 0.11
Theta: -0.14
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
8 Apr 352.95 1.25 -0.95 42.55 475 -27 281
7 Apr 349.80 2.15 1.4 45.35 1,363 132 319
4 Apr 350.40 0.7 0.25 31.92 429 52 190
3 Apr 358.90 0.45 -0.4 33.05 208 27 143
2 Apr 351.75 0.9 -0.05 32.87 145 17 124
1 Apr 352.15 0.9 -0.05 32.97 271 -4 112
28 Mar 357.60 1 0 34.13 235 89 116
27 Mar 360.65 1 -14.2 36.63 58 29 29
26 Mar 354.65 15.2 0 12.63 0 0 0
25 Mar 366.95 15.2 0 14.81 0 0 0
24 Mar 366.95 15.2 0 14.96 0 0 0
21 Mar 351.30 15.2 0 11.74 0 0 0
20 Mar 341.75 15.2 0 8.32 0 0 0
19 Mar 341.30 15.2 0 8.05 0 0 0
18 Mar 337.35 15.2 0 7.19 0 0 0
17 Mar 331.65 15.2 0 5.67 0 0 0
13 Mar 331.90 15.2 0 5.17 0 0 0
12 Mar 330.15 15.2 0 4.93 0 0 0
11 Mar 330.30 15.2 0 5.39 0 0 0
10 Mar 329.40 15.2 0 4.78 0 0 0
7 Mar 329.55 15.2 0 5.00 0 0 0
6 Mar 337.90 15.2 0 6.29 0 0 0
5 Mar 326.20 15.2 0 3.94 0 0 0
4 Mar 313.75 15.2 0 0.74 0 0 0
3 Mar 314.40 15.2 0 1.29 0 0 0
28 Feb 311.45 15.2 0 0.18 0 0 0


For Ntpc Ltd - strike price 315 expiring on 24APR2025

Delta for 315 PE is -0.08

Historical price for 315 PE is as follows

On 8 Apr NTPC was trading at 352.95. The strike last trading price was 1.25, which was -0.95 lower than the previous day. The implied volatity was 42.55, the open interest changed by -27 which decreased total open position to 281


On 7 Apr NTPC was trading at 349.80. The strike last trading price was 2.15, which was 1.4 higher than the previous day. The implied volatity was 45.35, the open interest changed by 132 which increased total open position to 319


On 4 Apr NTPC was trading at 350.40. The strike last trading price was 0.7, which was 0.25 higher than the previous day. The implied volatity was 31.92, the open interest changed by 52 which increased total open position to 190


On 3 Apr NTPC was trading at 358.90. The strike last trading price was 0.45, which was -0.4 lower than the previous day. The implied volatity was 33.05, the open interest changed by 27 which increased total open position to 143


On 2 Apr NTPC was trading at 351.75. The strike last trading price was 0.9, which was -0.05 lower than the previous day. The implied volatity was 32.87, the open interest changed by 17 which increased total open position to 124


On 1 Apr NTPC was trading at 352.15. The strike last trading price was 0.9, which was -0.05 lower than the previous day. The implied volatity was 32.97, the open interest changed by -4 which decreased total open position to 112


On 28 Mar NTPC was trading at 357.60. The strike last trading price was 1, which was 0 lower than the previous day. The implied volatity was 34.13, the open interest changed by 89 which increased total open position to 116


On 27 Mar NTPC was trading at 360.65. The strike last trading price was 1, which was -14.2 lower than the previous day. The implied volatity was 36.63, the open interest changed by 29 which increased total open position to 29


On 26 Mar NTPC was trading at 354.65. The strike last trading price was 15.2, which was 0 lower than the previous day. The implied volatity was 12.63, the open interest changed by 0 which decreased total open position to 0


On 25 Mar NTPC was trading at 366.95. The strike last trading price was 15.2, which was 0 lower than the previous day. The implied volatity was 14.81, the open interest changed by 0 which decreased total open position to 0


On 24 Mar NTPC was trading at 366.95. The strike last trading price was 15.2, which was 0 lower than the previous day. The implied volatity was 14.96, the open interest changed by 0 which decreased total open position to 0


On 21 Mar NTPC was trading at 351.30. The strike last trading price was 15.2, which was 0 lower than the previous day. The implied volatity was 11.74, the open interest changed by 0 which decreased total open position to 0


On 20 Mar NTPC was trading at 341.75. The strike last trading price was 15.2, which was 0 lower than the previous day. The implied volatity was 8.32, the open interest changed by 0 which decreased total open position to 0


On 19 Mar NTPC was trading at 341.30. The strike last trading price was 15.2, which was 0 lower than the previous day. The implied volatity was 8.05, the open interest changed by 0 which decreased total open position to 0


On 18 Mar NTPC was trading at 337.35. The strike last trading price was 15.2, which was 0 lower than the previous day. The implied volatity was 7.19, the open interest changed by 0 which decreased total open position to 0


On 17 Mar NTPC was trading at 331.65. The strike last trading price was 15.2, which was 0 lower than the previous day. The implied volatity was 5.67, the open interest changed by 0 which decreased total open position to 0


On 13 Mar NTPC was trading at 331.90. The strike last trading price was 15.2, which was 0 lower than the previous day. The implied volatity was 5.17, the open interest changed by 0 which decreased total open position to 0


On 12 Mar NTPC was trading at 330.15. The strike last trading price was 15.2, which was 0 lower than the previous day. The implied volatity was 4.93, the open interest changed by 0 which decreased total open position to 0


On 11 Mar NTPC was trading at 330.30. The strike last trading price was 15.2, which was 0 lower than the previous day. The implied volatity was 5.39, the open interest changed by 0 which decreased total open position to 0


On 10 Mar NTPC was trading at 329.40. The strike last trading price was 15.2, which was 0 lower than the previous day. The implied volatity was 4.78, the open interest changed by 0 which decreased total open position to 0


On 7 Mar NTPC was trading at 329.55. The strike last trading price was 15.2, which was 0 lower than the previous day. The implied volatity was 5.00, the open interest changed by 0 which decreased total open position to 0


On 6 Mar NTPC was trading at 337.90. The strike last trading price was 15.2, which was 0 lower than the previous day. The implied volatity was 6.29, the open interest changed by 0 which decreased total open position to 0


On 5 Mar NTPC was trading at 326.20. The strike last trading price was 15.2, which was 0 lower than the previous day. The implied volatity was 3.94, the open interest changed by 0 which decreased total open position to 0


On 4 Mar NTPC was trading at 313.75. The strike last trading price was 15.2, which was 0 lower than the previous day. The implied volatity was 0.74, the open interest changed by 0 which decreased total open position to 0


On 3 Mar NTPC was trading at 314.40. The strike last trading price was 15.2, which was 0 lower than the previous day. The implied volatity was 1.29, the open interest changed by 0 which decreased total open position to 0


On 28 Feb NTPC was trading at 311.45. The strike last trading price was 15.2, which was 0 lower than the previous day. The implied volatity was 0.18, the open interest changed by 0 which decreased total open position to 0