NTPC
Ntpc Ltd
Historical option data for NTPC
20 Dec 2024 04:10 PM IST
| NTPC 26DEC2024 315 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 333.25 | 18.25 | -5.65 | - | 9 | 2 | 6 | |||
| 19 Dec | 337.40 | 23.9 | -73.30 | 33.61 | 11 | 3 | 3 | |||
| 18 Dec | 341.75 | 97.2 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Dec | 349.05 | 97.2 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Dec | 352.90 | 97.2 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Dec | 357.15 | 97.2 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Dec | 355.60 | 97.2 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 365.50 | 97.2 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 10 Dec | 369.15 | 97.2 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 9 Dec | 369.85 | 97.2 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Dec | 369.50 | 97.2 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Dec | 369.15 | 97.2 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Dec | 372.75 | 97.2 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 3 Dec | 367.45 | 97.2 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 2 Dec | 358.20 | 97.2 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Nov | 363.65 | 97.2 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Nov | 362.05 | 97.2 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Nov | 369.30 | 97.2 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Nov | 361.65 | 97.2 | 0.00 | - | 0 | 0 | 0 | |||
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| 25 Nov | 368.40 | 97.2 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 365.45 | 97.2 | 97.20 | - | 0 | 0 | 0 | |||
| 21 Nov | 356.15 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 18 Nov | 366.70 | 0 | 0.00 | 0 | 0 | 0 | ||||
For Ntpc Ltd - strike price 315 expiring on 26DEC2024
Delta for 315 CE is -
Historical price for 315 CE is as follows
On 20 Dec NTPC was trading at 333.25. The strike last trading price was 18.25, which was -5.65 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 6
On 19 Dec NTPC was trading at 337.40. The strike last trading price was 23.9, which was -73.30 lower than the previous day. The implied volatity was 33.61, the open interest changed by 3 which increased total open position to 3
On 18 Dec NTPC was trading at 341.75. The strike last trading price was 97.2, 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 97.2, 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 97.2, 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 97.2, 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 97.2, which was 0.00 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 11 Dec NTPC was trading at 365.50. The strike last trading price was 97.2, which was 0.00 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 10 Dec NTPC was trading at 369.15. The strike last trading price was 97.2, which was 0.00 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 9 Dec NTPC was trading at 369.85. The strike last trading price was 97.2, which was 0.00 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 6 Dec NTPC was trading at 369.50. The strike last trading price was 97.2, which was 0.00 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 5 Dec NTPC was trading at 369.15. The strike last trading price was 97.2, which was 0.00 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 4 Dec NTPC was trading at 372.75. The strike last trading price was 97.2, which was 0.00 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 3 Dec NTPC was trading at 367.45. The strike last trading price was 97.2, which was 0.00 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 2 Dec NTPC was trading at 358.20. The strike last trading price was 97.2, 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 97.2, 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 97.2, 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 97.2, 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 97.2, 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 97.2, 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 97.2, which was 97.20 higher 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 0, which was 0.00 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 18 Nov NTPC was trading at 366.70. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
| NTPC 26DEC2024 315 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.06
Vega: 0.05
Theta: -0.13
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 333.25 | 0.35 | -0.05 | 30.19 | 369 | -32 | 173 |
| 19 Dec | 337.40 | 0.4 | 0.05 | 33.68 | 419 | -20 | 205 |
| 18 Dec | 341.75 | 0.35 | -0.10 | 35.26 | 225 | 38 | 231 |
| 17 Dec | 349.05 | 0.45 | 0.10 | 41.15 | 9 | 2 | 193 |
| 16 Dec | 352.90 | 0.35 | 0.05 | 40.00 | 28 | -14 | 193 |
| 13 Dec | 357.15 | 0.3 | -0.05 | 37.52 | 605 | 9 | 201 |
| 12 Dec | 355.60 | 0.35 | 0.10 | 36.04 | 215 | 28 | 192 |
| 11 Dec | 365.50 | 0.25 | 0.00 | 0.00 | 0 | -14 | 0 |
| 10 Dec | 369.15 | 0.25 | -0.05 | 39.26 | 22 | -10 | 168 |
| 9 Dec | 369.85 | 0.3 | -0.05 | 39.72 | 22 | 6 | 170 |
| 6 Dec | 369.50 | 0.35 | 0.05 | 37.68 | 18 | 8 | 165 |
| 5 Dec | 369.15 | 0.3 | -0.05 | 35.72 | 29 | 5 | 157 |
| 4 Dec | 372.75 | 0.35 | 0.00 | 37.33 | 15 | 6 | 151 |
| 3 Dec | 367.45 | 0.35 | -0.25 | 34.32 | 102 | -14 | 149 |
| 2 Dec | 358.20 | 0.6 | -0.05 | 32.40 | 177 | 48 | 163 |
| 29 Nov | 363.65 | 0.65 | -0.35 | 33.48 | 287 | 113 | 125 |
| 28 Nov | 362.05 | 1 | 0.45 | 37.25 | 36 | 12 | 12 |
| 27 Nov | 369.30 | 0.55 | 0.00 | 16.83 | 0 | 0 | 0 |
| 26 Nov | 361.65 | 0.55 | 0.00 | 14.13 | 0 | 0 | 0 |
| 25 Nov | 368.40 | 0.55 | 0.00 | 16.54 | 0 | 0 | 0 |
| 22 Nov | 365.45 | 0.55 | 0.55 | 14.11 | 0 | 0 | 0 |
| 21 Nov | 356.15 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Nov | 366.70 | 0 | 0.00 | 0 | 0 | 0 | |
For Ntpc Ltd - strike price 315 expiring on 26DEC2024
Delta for 315 PE is -0.06
Historical price for 315 PE is as follows
On 20 Dec NTPC was trading at 333.25. The strike last trading price was 0.35, which was -0.05 lower than the previous day. The implied volatity was 30.19, the open interest changed by -32 which decreased total open position to 173
On 19 Dec NTPC was trading at 337.40. The strike last trading price was 0.4, which was 0.05 higher than the previous day. The implied volatity was 33.68, the open interest changed by -20 which decreased total open position to 205
On 18 Dec NTPC was trading at 341.75. The strike last trading price was 0.35, which was -0.10 lower than the previous day. The implied volatity was 35.26, the open interest changed by 38 which increased total open position to 231
On 17 Dec NTPC was trading at 349.05. The strike last trading price was 0.45, which was 0.10 higher than the previous day. The implied volatity was 41.15, the open interest changed by 2 which increased total open position to 193
On 16 Dec NTPC was trading at 352.90. The strike last trading price was 0.35, which was 0.05 higher than the previous day. The implied volatity was 40.00, the open interest changed by -14 which decreased total open position to 193
On 13 Dec NTPC was trading at 357.15. The strike last trading price was 0.3, which was -0.05 lower than the previous day. The implied volatity was 37.52, the open interest changed by 9 which increased total open position to 201
On 12 Dec NTPC was trading at 355.60. The strike last trading price was 0.35, which was 0.10 higher than the previous day. The implied volatity was 36.04, the open interest changed by 28 which increased total open position to 192
On 11 Dec NTPC was trading at 365.50. The strike last trading price was 0.25, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -14 which decreased total open position to 0
On 10 Dec NTPC was trading at 369.15. The strike last trading price was 0.25, which was -0.05 lower than the previous day. The implied volatity was 39.26, the open interest changed by -10 which decreased total open position to 168
On 9 Dec NTPC was trading at 369.85. The strike last trading price was 0.3, which was -0.05 lower than the previous day. The implied volatity was 39.72, the open interest changed by 6 which increased total open position to 170
On 6 Dec NTPC was trading at 369.50. The strike last trading price was 0.35, which was 0.05 higher than the previous day. The implied volatity was 37.68, the open interest changed by 8 which increased total open position to 165
On 5 Dec NTPC was trading at 369.15. The strike last trading price was 0.3, which was -0.05 lower than the previous day. The implied volatity was 35.72, the open interest changed by 5 which increased total open position to 157
On 4 Dec NTPC was trading at 372.75. The strike last trading price was 0.35, which was 0.00 lower than the previous day. The implied volatity was 37.33, the open interest changed by 6 which increased total open position to 151
On 3 Dec NTPC was trading at 367.45. The strike last trading price was 0.35, which was -0.25 lower than the previous day. The implied volatity was 34.32, the open interest changed by -14 which decreased total open position to 149
On 2 Dec NTPC was trading at 358.20. The strike last trading price was 0.6, which was -0.05 lower than the previous day. The implied volatity was 32.40, the open interest changed by 48 which increased total open position to 163
On 29 Nov NTPC was trading at 363.65. The strike last trading price was 0.65, which was -0.35 lower than the previous day. The implied volatity was 33.48, the open interest changed by 113 which increased total open position to 125
On 28 Nov NTPC was trading at 362.05. The strike last trading price was 1, which was 0.45 higher than the previous day. The implied volatity was 37.25, the open interest changed by 12 which increased total open position to 12
On 27 Nov NTPC was trading at 369.30. The strike last trading price was 0.55, which was 0.00 lower than the previous day. The implied volatity was 16.83, 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 0.55, which was 0.00 lower than the previous day. The implied volatity was 14.13, 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 0.55, which was 0.00 lower than the previous day. The implied volatity was 16.54, 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 0.55, which was 0.55 higher than the previous day. The implied volatity was 14.11, 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 0, which was 0.00 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 18 Nov NTPC was trading at 366.70. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
