NTPC
Ntpc Ltd
Historical option data for NTPC
09 Dec 2025 04:10 PM IST
| NTPC 30-DEC-2025 320 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.57
Vega: 0.30
Theta: -0.13
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 9 Dec | 319.85 | 4.4 | -0.4 | 11.73 | 4,285 | 341 | 1,192 | |||||||||
| 8 Dec | 319.50 | 4.4 | -3.65 | 12.83 | 2,985 | 191 | 820 | |||||||||
| 5 Dec | 323.30 | 8.05 | 0.05 | 13.94 | 803 | -17 | 624 | |||||||||
| 4 Dec | 322.95 | 8 | -0.15 | 14.86 | 705 | 49 | 642 | |||||||||
| 3 Dec | 322.95 | 8.1 | -4.45 | 13.64 | 828 | 159 | 596 | |||||||||
| 2 Dec | 328.60 | 12.5 | 0.85 | 15.70 | 195 | -48 | 437 | |||||||||
| 1 Dec | 327.10 | 11.85 | 0.45 | 13.60 | 163 | -10 | 486 | |||||||||
| 28 Nov | 326.45 | 11.45 | -0.55 | 14.29 | 326 | 43 | 498 | |||||||||
| 27 Nov | 327.35 | 11.75 | 0.6 | 13.56 | 379 | 28 | 455 | |||||||||
| 26 Nov | 326.10 | 11.3 | 1.7 | 13.70 | 418 | 87 | 428 | |||||||||
| 25 Nov | 323.70 | 9.5 | -0.85 | 14.61 | 374 | 108 | 339 | |||||||||
| 24 Nov | 323.45 | 10.3 | -1.95 | 13.62 | 135 | 84 | 231 | |||||||||
| 21 Nov | 326.65 | 12.15 | -0.95 | 14.37 | 94 | 19 | 146 | |||||||||
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| 20 Nov | 326.60 | 13.1 | 0.3 | 15.78 | 111 | 21 | 128 | |||||||||
| 19 Nov | 326.60 | 12.7 | -2.15 | 15.82 | 96 | 32 | 107 | |||||||||
| 18 Nov | 328.45 | 14.95 | -1.5 | 16.99 | 28 | 5 | 75 | |||||||||
| 17 Nov | 330.20 | 16.5 | 1.5 | 17.33 | 34 | 2 | 47 | |||||||||
| 14 Nov | 328.45 | 15 | -0.15 | 14.67 | 3 | 0 | 44 | |||||||||
| 13 Nov | 326.95 | 15.15 | 0.1 | 17.51 | 20 | 6 | 44 | |||||||||
| 12 Nov | 327.15 | 15.05 | 0.25 | 18.01 | 9 | 5 | 37 | |||||||||
| 11 Nov | 326.65 | 14.8 | -0.15 | 16.88 | 4 | 1 | 32 | |||||||||
| 10 Nov | 325.45 | 14.95 | 1.45 | - | 0 | 18 | 0 | |||||||||
| 7 Nov | 326.10 | 14.95 | 1.45 | 17.70 | 33 | 17 | 30 | |||||||||
| 6 Nov | 326.65 | 13.5 | -20.85 | 11.96 | 14 | 12 | 12 | |||||||||
| 4 Nov | 330.60 | 34.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Nov | 335.20 | 34.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 31 Oct | 336.95 | 34.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Oct | 345.15 | 34.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Oct | 347.50 | 34.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 28 Oct | 339.15 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Oct | 341.75 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Oct | 339.60 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 Oct | 342.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Oct | 341.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 15 Oct | 339.25 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Oct | 339.70 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Oct | 335.85 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Oct | 339.10 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Oct | 342.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Ntpc Ltd - strike price 320 expiring on 30DEC2025
Delta for 320 CE is 0.57
Historical price for 320 CE is as follows
On 9 Dec NTPC was trading at 319.85. The strike last trading price was 4.4, which was -0.4 lower than the previous day. The implied volatity was 11.73, the open interest changed by 341 which increased total open position to 1192
On 8 Dec NTPC was trading at 319.50. The strike last trading price was 4.4, which was -3.65 lower than the previous day. The implied volatity was 12.83, the open interest changed by 191 which increased total open position to 820
On 5 Dec NTPC was trading at 323.30. The strike last trading price was 8.05, which was 0.05 higher than the previous day. The implied volatity was 13.94, the open interest changed by -17 which decreased total open position to 624
On 4 Dec NTPC was trading at 322.95. The strike last trading price was 8, which was -0.15 lower than the previous day. The implied volatity was 14.86, the open interest changed by 49 which increased total open position to 642
On 3 Dec NTPC was trading at 322.95. The strike last trading price was 8.1, which was -4.45 lower than the previous day. The implied volatity was 13.64, the open interest changed by 159 which increased total open position to 596
On 2 Dec NTPC was trading at 328.60. The strike last trading price was 12.5, which was 0.85 higher than the previous day. The implied volatity was 15.70, the open interest changed by -48 which decreased total open position to 437
On 1 Dec NTPC was trading at 327.10. The strike last trading price was 11.85, which was 0.45 higher than the previous day. The implied volatity was 13.60, the open interest changed by -10 which decreased total open position to 486
On 28 Nov NTPC was trading at 326.45. The strike last trading price was 11.45, which was -0.55 lower than the previous day. The implied volatity was 14.29, the open interest changed by 43 which increased total open position to 498
On 27 Nov NTPC was trading at 327.35. The strike last trading price was 11.75, which was 0.6 higher than the previous day. The implied volatity was 13.56, the open interest changed by 28 which increased total open position to 455
On 26 Nov NTPC was trading at 326.10. The strike last trading price was 11.3, which was 1.7 higher than the previous day. The implied volatity was 13.70, the open interest changed by 87 which increased total open position to 428
On 25 Nov NTPC was trading at 323.70. The strike last trading price was 9.5, which was -0.85 lower than the previous day. The implied volatity was 14.61, the open interest changed by 108 which increased total open position to 339
On 24 Nov NTPC was trading at 323.45. The strike last trading price was 10.3, which was -1.95 lower than the previous day. The implied volatity was 13.62, the open interest changed by 84 which increased total open position to 231
On 21 Nov NTPC was trading at 326.65. The strike last trading price was 12.15, which was -0.95 lower than the previous day. The implied volatity was 14.37, the open interest changed by 19 which increased total open position to 146
On 20 Nov NTPC was trading at 326.60. The strike last trading price was 13.1, which was 0.3 higher than the previous day. The implied volatity was 15.78, the open interest changed by 21 which increased total open position to 128
On 19 Nov NTPC was trading at 326.60. The strike last trading price was 12.7, which was -2.15 lower than the previous day. The implied volatity was 15.82, the open interest changed by 32 which increased total open position to 107
On 18 Nov NTPC was trading at 328.45. The strike last trading price was 14.95, which was -1.5 lower than the previous day. The implied volatity was 16.99, the open interest changed by 5 which increased total open position to 75
On 17 Nov NTPC was trading at 330.20. The strike last trading price was 16.5, which was 1.5 higher than the previous day. The implied volatity was 17.33, the open interest changed by 2 which increased total open position to 47
On 14 Nov NTPC was trading at 328.45. The strike last trading price was 15, which was -0.15 lower than the previous day. The implied volatity was 14.67, the open interest changed by 0 which decreased total open position to 44
On 13 Nov NTPC was trading at 326.95. The strike last trading price was 15.15, which was 0.1 higher than the previous day. The implied volatity was 17.51, the open interest changed by 6 which increased total open position to 44
On 12 Nov NTPC was trading at 327.15. The strike last trading price was 15.05, which was 0.25 higher than the previous day. The implied volatity was 18.01, the open interest changed by 5 which increased total open position to 37
On 11 Nov NTPC was trading at 326.65. The strike last trading price was 14.8, which was -0.15 lower than the previous day. The implied volatity was 16.88, the open interest changed by 1 which increased total open position to 32
On 10 Nov NTPC was trading at 325.45. The strike last trading price was 14.95, which was 1.45 higher than the previous day. The implied volatity was -, the open interest changed by 18 which increased total open position to 0
On 7 Nov NTPC was trading at 326.10. The strike last trading price was 14.95, which was 1.45 higher than the previous day. The implied volatity was 17.70, the open interest changed by 17 which increased total open position to 30
On 6 Nov NTPC was trading at 326.65. The strike last trading price was 13.5, which was -20.85 lower than the previous day. The implied volatity was 11.96, the open interest changed by 12 which increased total open position to 12
On 4 Nov NTPC was trading at 330.60. The strike last trading price was 34.35, 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 Nov NTPC was trading at 335.20. The strike last trading price was 34.35, 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 31 Oct NTPC was trading at 336.95. The strike last trading price was 34.35, 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 30 Oct NTPC was trading at 345.15. The strike last trading price was 34.35, 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 29 Oct NTPC was trading at 347.50. The strike last trading price was 34.35, 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 Oct NTPC was trading at 339.15. The strike last trading price was 0, 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 Oct NTPC was trading at 341.75. The strike last trading price was 0, 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 Oct NTPC was trading at 339.60. The strike last trading price was 0, 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 Oct NTPC was trading at 342.00. The strike last trading price was 0, 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 16 Oct NTPC was trading at 341.50. The strike last trading price was 0, 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 15 Oct NTPC was trading at 339.25. The strike last trading price was 0, 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 Oct NTPC was trading at 339.70. The strike last trading price was 0, 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 9 Oct NTPC was trading at 335.85. The strike last trading price was 0, 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 Oct NTPC was trading at 339.10. The strike last trading price was 0, 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 Oct NTPC was trading at 342.00. The strike last trading price was 0, 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 30DEC2025 320 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.44
Vega: 0.30
Theta: -0.07
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 9 Dec | 319.85 | 4 | -0.6 | 15.49 | 2,606 | -6 | 1,045 |
| 8 Dec | 319.50 | 4.95 | 2.1 | 17.08 | 3,401 | -42 | 1,046 |
| 5 Dec | 323.30 | 2.85 | -0.55 | 15.55 | 1,343 | 62 | 1,081 |
| 4 Dec | 322.95 | 3.4 | -0.3 | 16.34 | 1,426 | 99 | 1,019 |
| 3 Dec | 322.95 | 3.7 | 1.7 | 17.59 | 1,614 | 83 | 920 |
| 2 Dec | 328.60 | 2 | -0.4 | 16.43 | 475 | -14 | 837 |
| 1 Dec | 327.10 | 2.3 | -0.4 | 17.03 | 293 | 1 | 853 |
| 28 Nov | 326.45 | 2.6 | 0.15 | 16.38 | 619 | 58 | 856 |
| 27 Nov | 327.35 | 2.5 | -0.3 | 16.30 | 959 | 1 | 801 |
| 26 Nov | 326.10 | 2.7 | -1.25 | 16.11 | 898 | -63 | 793 |
| 25 Nov | 323.70 | 4.05 | -0.05 | 17.09 | 815 | 112 | 854 |
| 24 Nov | 323.45 | 4.05 | 0.4 | 18.24 | 370 | 65 | 743 |
| 21 Nov | 326.65 | 3.75 | 0 | 18.31 | 281 | 46 | 677 |
| 20 Nov | 326.60 | 3.6 | -0.65 | 18.10 | 196 | 27 | 630 |
| 19 Nov | 326.60 | 4.2 | 0.3 | 18.95 | 257 | 111 | 600 |
| 18 Nov | 328.45 | 3.8 | 0.4 | 19.50 | 273 | 50 | 489 |
| 17 Nov | 330.20 | 3.35 | -0.85 | 19.33 | 250 | 155 | 439 |
| 14 Nov | 328.45 | 4 | -0.7 | 19.73 | 55 | 1 | 283 |
| 13 Nov | 326.95 | 4.7 | 0.1 | 20.37 | 34 | 13 | 281 |
| 12 Nov | 327.15 | 4.6 | -0.5 | 19.55 | 57 | 42 | 267 |
| 11 Nov | 326.65 | 5.1 | -0.2 | 20.72 | 8 | -1 | 226 |
| 10 Nov | 325.45 | 5.3 | -0.25 | 19.75 | 19 | 13 | 224 |
| 7 Nov | 326.10 | 5.6 | -0.8 | 20.57 | 9 | 3 | 211 |
| 6 Nov | 326.65 | 6.35 | 1.35 | 22.83 | 33 | 23 | 210 |
| 4 Nov | 330.60 | 5 | 1.25 | 21.74 | 68 | 48 | 184 |
| 3 Nov | 335.20 | 3.75 | -0.05 | 21.62 | 41 | 34 | 135 |
| 31 Oct | 336.95 | 3.8 | 0.85 | - | 77 | 60 | 100 |
| 30 Oct | 345.15 | 2.9 | 0.4 | 23.76 | 19 | 11 | 39 |
| 29 Oct | 347.50 | 2.4 | -0.6 | 23.73 | 10 | -1 | 29 |
| 28 Oct | 339.15 | 3 | 0 | 20.76 | 3 | 1 | 28 |
| 27 Oct | 341.75 | 3 | -1 | 21.86 | 3 | 0 | 25 |
| 24 Oct | 339.60 | 4 | -5.05 | 23.40 | 25 | 23 | 23 |
| 21 Oct | 342.00 | 9.05 | 0 | - | 0 | 0 | 0 |
| 16 Oct | 341.50 | 9.05 | 0 | 5.53 | 0 | 0 | 0 |
| 15 Oct | 339.25 | 9.05 | 0 | - | 0 | 0 | 0 |
| 10 Oct | 339.70 | 9.05 | 0 | - | 0 | 0 | 0 |
| 9 Oct | 335.85 | 9.05 | 0 | 4.49 | 0 | 0 | 0 |
| 6 Oct | 339.10 | 9.05 | 0 | - | 0 | 0 | 0 |
| 3 Oct | 342.00 | 9.05 | 0 | 5.12 | 0 | 0 | 0 |
For Ntpc Ltd - strike price 320 expiring on 30DEC2025
Delta for 320 PE is -0.44
Historical price for 320 PE is as follows
On 9 Dec NTPC was trading at 319.85. The strike last trading price was 4, which was -0.6 lower than the previous day. The implied volatity was 15.49, the open interest changed by -6 which decreased total open position to 1045
On 8 Dec NTPC was trading at 319.50. The strike last trading price was 4.95, which was 2.1 higher than the previous day. The implied volatity was 17.08, the open interest changed by -42 which decreased total open position to 1046
On 5 Dec NTPC was trading at 323.30. The strike last trading price was 2.85, which was -0.55 lower than the previous day. The implied volatity was 15.55, the open interest changed by 62 which increased total open position to 1081
On 4 Dec NTPC was trading at 322.95. The strike last trading price was 3.4, which was -0.3 lower than the previous day. The implied volatity was 16.34, the open interest changed by 99 which increased total open position to 1019
On 3 Dec NTPC was trading at 322.95. The strike last trading price was 3.7, which was 1.7 higher than the previous day. The implied volatity was 17.59, the open interest changed by 83 which increased total open position to 920
On 2 Dec NTPC was trading at 328.60. The strike last trading price was 2, which was -0.4 lower than the previous day. The implied volatity was 16.43, the open interest changed by -14 which decreased total open position to 837
On 1 Dec NTPC was trading at 327.10. The strike last trading price was 2.3, which was -0.4 lower than the previous day. The implied volatity was 17.03, the open interest changed by 1 which increased total open position to 853
On 28 Nov NTPC was trading at 326.45. The strike last trading price was 2.6, which was 0.15 higher than the previous day. The implied volatity was 16.38, the open interest changed by 58 which increased total open position to 856
On 27 Nov NTPC was trading at 327.35. The strike last trading price was 2.5, which was -0.3 lower than the previous day. The implied volatity was 16.30, the open interest changed by 1 which increased total open position to 801
On 26 Nov NTPC was trading at 326.10. The strike last trading price was 2.7, which was -1.25 lower than the previous day. The implied volatity was 16.11, the open interest changed by -63 which decreased total open position to 793
On 25 Nov NTPC was trading at 323.70. The strike last trading price was 4.05, which was -0.05 lower than the previous day. The implied volatity was 17.09, the open interest changed by 112 which increased total open position to 854
On 24 Nov NTPC was trading at 323.45. The strike last trading price was 4.05, which was 0.4 higher than the previous day. The implied volatity was 18.24, the open interest changed by 65 which increased total open position to 743
On 21 Nov NTPC was trading at 326.65. The strike last trading price was 3.75, which was 0 lower than the previous day. The implied volatity was 18.31, the open interest changed by 46 which increased total open position to 677
On 20 Nov NTPC was trading at 326.60. The strike last trading price was 3.6, which was -0.65 lower than the previous day. The implied volatity was 18.10, the open interest changed by 27 which increased total open position to 630
On 19 Nov NTPC was trading at 326.60. The strike last trading price was 4.2, which was 0.3 higher than the previous day. The implied volatity was 18.95, the open interest changed by 111 which increased total open position to 600
On 18 Nov NTPC was trading at 328.45. The strike last trading price was 3.8, which was 0.4 higher than the previous day. The implied volatity was 19.50, the open interest changed by 50 which increased total open position to 489
On 17 Nov NTPC was trading at 330.20. The strike last trading price was 3.35, which was -0.85 lower than the previous day. The implied volatity was 19.33, the open interest changed by 155 which increased total open position to 439
On 14 Nov NTPC was trading at 328.45. The strike last trading price was 4, which was -0.7 lower than the previous day. The implied volatity was 19.73, the open interest changed by 1 which increased total open position to 283
On 13 Nov NTPC was trading at 326.95. The strike last trading price was 4.7, which was 0.1 higher than the previous day. The implied volatity was 20.37, the open interest changed by 13 which increased total open position to 281
On 12 Nov NTPC was trading at 327.15. The strike last trading price was 4.6, which was -0.5 lower than the previous day. The implied volatity was 19.55, the open interest changed by 42 which increased total open position to 267
On 11 Nov NTPC was trading at 326.65. The strike last trading price was 5.1, which was -0.2 lower than the previous day. The implied volatity was 20.72, the open interest changed by -1 which decreased total open position to 226
On 10 Nov NTPC was trading at 325.45. The strike last trading price was 5.3, which was -0.25 lower than the previous day. The implied volatity was 19.75, the open interest changed by 13 which increased total open position to 224
On 7 Nov NTPC was trading at 326.10. The strike last trading price was 5.6, which was -0.8 lower than the previous day. The implied volatity was 20.57, the open interest changed by 3 which increased total open position to 211
On 6 Nov NTPC was trading at 326.65. The strike last trading price was 6.35, which was 1.35 higher than the previous day. The implied volatity was 22.83, the open interest changed by 23 which increased total open position to 210
On 4 Nov NTPC was trading at 330.60. The strike last trading price was 5, which was 1.25 higher than the previous day. The implied volatity was 21.74, the open interest changed by 48 which increased total open position to 184
On 3 Nov NTPC was trading at 335.20. The strike last trading price was 3.75, which was -0.05 lower than the previous day. The implied volatity was 21.62, the open interest changed by 34 which increased total open position to 135
On 31 Oct NTPC was trading at 336.95. The strike last trading price was 3.8, which was 0.85 higher than the previous day. The implied volatity was -, the open interest changed by 60 which increased total open position to 100
On 30 Oct NTPC was trading at 345.15. The strike last trading price was 2.9, which was 0.4 higher than the previous day. The implied volatity was 23.76, the open interest changed by 11 which increased total open position to 39
On 29 Oct NTPC was trading at 347.50. The strike last trading price was 2.4, which was -0.6 lower than the previous day. The implied volatity was 23.73, the open interest changed by -1 which decreased total open position to 29
On 28 Oct NTPC was trading at 339.15. The strike last trading price was 3, which was 0 lower than the previous day. The implied volatity was 20.76, the open interest changed by 1 which increased total open position to 28
On 27 Oct NTPC was trading at 341.75. The strike last trading price was 3, which was -1 lower than the previous day. The implied volatity was 21.86, the open interest changed by 0 which decreased total open position to 25
On 24 Oct NTPC was trading at 339.60. The strike last trading price was 4, which was -5.05 lower than the previous day. The implied volatity was 23.40, the open interest changed by 23 which increased total open position to 23
On 21 Oct NTPC was trading at 342.00. The strike last trading price was 9.05, 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 16 Oct NTPC was trading at 341.50. The strike last trading price was 9.05, which was 0 lower than the previous day. The implied volatity was 5.53, the open interest changed by 0 which decreased total open position to 0
On 15 Oct NTPC was trading at 339.25. The strike last trading price was 9.05, 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 Oct NTPC was trading at 339.70. The strike last trading price was 9.05, 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 9 Oct NTPC was trading at 335.85. The strike last trading price was 9.05, which was 0 lower than the previous day. The implied volatity was 4.49, the open interest changed by 0 which decreased total open position to 0
On 6 Oct NTPC was trading at 339.10. The strike last trading price was 9.05, 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 Oct NTPC was trading at 342.00. The strike last trading price was 9.05, which was 0 lower than the previous day. The implied volatity was 5.12, the open interest changed by 0 which decreased total open position to 0































































































































































































































