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

360.1 10.75 (3.08%)

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Historical option data for NTPC

11 Apr 2025 04:10 PM IST
NTPC 24APR2025 320 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
11 Apr 360.10 39.3 7.1 - 1 0 104
9 Apr 349.35 33.25 -2.3 35.34 16 -1 104
8 Apr 352.95 35.65 2.7 36.09 30 -3 105
7 Apr 349.80 33.25 0.4 39.83 193 12 107
4 Apr 350.40 32.85 -7.8 23.03 82 13 95
3 Apr 358.90 40.65 6.3 - 12 3 82
2 Apr 351.75 34.35 -1.1 28.34 85 50 79
1 Apr 352.15 35.5 -6.45 26.32 15 -1 29
28 Mar 357.60 41.95 -5 36.51 17 6 30
27 Mar 360.65 47.5 9.5 34.03 5 1 24
26 Mar 354.65 38 -10.25 30.60 15 3 22
25 Mar 366.95 48.25 1.3 28.41 12 -7 19
24 Mar 366.95 46.95 10.35 - 29 -14 27
21 Mar 351.30 36.6 10.15 22.94 22 -8 42
20 Mar 341.75 26.45 0.55 22.94 1 0 50
19 Mar 341.30 25.9 2.75 23.73 17 -3 49
18 Mar 337.35 23.15 2.15 22.52 4 3 52
17 Mar 331.65 21 2 28.85 20 -8 48
13 Mar 331.90 19 -0.75 23.35 1 0 57
12 Mar 330.15 19.75 -0.65 26.59 1 0 56
11 Mar 330.30 20.3 -1 24.47 8 -1 57
10 Mar 329.40 21.35 0.05 0.00 0 1 0
7 Mar 329.55 21.35 -4.65 27.30 9 2 59
6 Mar 337.90 25.9 7.1 27.96 19 -1 59
5 Mar 326.20 18.8 8.35 27.25 44 26 61
4 Mar 313.75 10.45 -1.2 24.37 8 7 35
3 Mar 314.40 12 2.8 25.79 43 22 27
28 Feb 311.45 9.2 -16.8 23.35 7 1 1
26 Feb 318.70 26 0 - 0 0 0
25 Feb 318.70 26 0 - 0 0 0
24 Feb 320.10 26 0 - 0 0 0
21 Feb 326.25 26 0 - 0 0 0
20 Feb 325.15 26 0 - 0 0 0
19 Feb 314.80 26 0 - 0 0 0
18 Feb 311.20 26 0 0.57 0 0 0
17 Feb 302.35 26 0 2.89 0 0 0
14 Feb 300.35 26 0 2.58 0 0 0
13 Feb 306.70 26 0 1.55 0 0 0
12 Feb 306.25 26 0 2.06 0 0 0
11 Feb 305.60 26 0 2.08 0 0 0
10 Feb 310.50 26 0 0.93 0 0 0
7 Feb 316.95 26 0 - 0 0 0
6 Feb 312.80 26 0 0.06 0 0 0
5 Feb 319.60 26 0 - 0 0 0
4 Feb 319.10 26 0 - 0 0 0
3 Feb 311.25 0 0 0.88 0 0 0
1 Feb 317.70 0 0 - 0 0 0


For Ntpc Ltd - strike price 320 expiring on 24APR2025

Delta for 320 CE is -

Historical price for 320 CE is as follows

On 11 Apr NTPC was trading at 360.10. The strike last trading price was 39.3, which was 7.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 104


On 9 Apr NTPC was trading at 349.35. The strike last trading price was 33.25, which was -2.3 lower than the previous day. The implied volatity was 35.34, the open interest changed by -1 which decreased total open position to 104


On 8 Apr NTPC was trading at 352.95. The strike last trading price was 35.65, which was 2.7 higher than the previous day. The implied volatity was 36.09, the open interest changed by -3 which decreased total open position to 105


On 7 Apr NTPC was trading at 349.80. The strike last trading price was 33.25, which was 0.4 higher than the previous day. The implied volatity was 39.83, the open interest changed by 12 which increased total open position to 107


On 4 Apr NTPC was trading at 350.40. The strike last trading price was 32.85, which was -7.8 lower than the previous day. The implied volatity was 23.03, the open interest changed by 13 which increased total open position to 95


On 3 Apr NTPC was trading at 358.90. The strike last trading price was 40.65, which was 6.3 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 82


On 2 Apr NTPC was trading at 351.75. The strike last trading price was 34.35, which was -1.1 lower than the previous day. The implied volatity was 28.34, the open interest changed by 50 which increased total open position to 79


On 1 Apr NTPC was trading at 352.15. The strike last trading price was 35.5, which was -6.45 lower than the previous day. The implied volatity was 26.32, the open interest changed by -1 which decreased total open position to 29


On 28 Mar NTPC was trading at 357.60. The strike last trading price was 41.95, which was -5 lower than the previous day. The implied volatity was 36.51, the open interest changed by 6 which increased total open position to 30


On 27 Mar NTPC was trading at 360.65. The strike last trading price was 47.5, which was 9.5 higher than the previous day. The implied volatity was 34.03, the open interest changed by 1 which increased total open position to 24


On 26 Mar NTPC was trading at 354.65. The strike last trading price was 38, which was -10.25 lower than the previous day. The implied volatity was 30.60, the open interest changed by 3 which increased total open position to 22


On 25 Mar NTPC was trading at 366.95. The strike last trading price was 48.25, which was 1.3 higher than the previous day. The implied volatity was 28.41, the open interest changed by -7 which decreased total open position to 19


On 24 Mar NTPC was trading at 366.95. The strike last trading price was 46.95, which was 10.35 higher than the previous day. The implied volatity was -, the open interest changed by -14 which decreased total open position to 27


On 21 Mar NTPC was trading at 351.30. The strike last trading price was 36.6, which was 10.15 higher than the previous day. The implied volatity was 22.94, the open interest changed by -8 which decreased total open position to 42


On 20 Mar NTPC was trading at 341.75. The strike last trading price was 26.45, which was 0.55 higher than the previous day. The implied volatity was 22.94, the open interest changed by 0 which decreased total open position to 50


On 19 Mar NTPC was trading at 341.30. The strike last trading price was 25.9, which was 2.75 higher than the previous day. The implied volatity was 23.73, the open interest changed by -3 which decreased total open position to 49


On 18 Mar NTPC was trading at 337.35. The strike last trading price was 23.15, which was 2.15 higher than the previous day. The implied volatity was 22.52, the open interest changed by 3 which increased total open position to 52


On 17 Mar NTPC was trading at 331.65. The strike last trading price was 21, which was 2 higher than the previous day. The implied volatity was 28.85, the open interest changed by -8 which decreased total open position to 48


On 13 Mar NTPC was trading at 331.90. The strike last trading price was 19, which was -0.75 lower than the previous day. The implied volatity was 23.35, the open interest changed by 0 which decreased total open position to 57


On 12 Mar NTPC was trading at 330.15. The strike last trading price was 19.75, which was -0.65 lower than the previous day. The implied volatity was 26.59, the open interest changed by 0 which decreased total open position to 56


On 11 Mar NTPC was trading at 330.30. The strike last trading price was 20.3, which was -1 lower than the previous day. The implied volatity was 24.47, the open interest changed by -1 which decreased total open position to 57


On 10 Mar NTPC was trading at 329.40. The strike last trading price was 21.35, which was 0.05 higher than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0


On 7 Mar NTPC was trading at 329.55. The strike last trading price was 21.35, which was -4.65 lower than the previous day. The implied volatity was 27.30, the open interest changed by 2 which increased total open position to 59


On 6 Mar NTPC was trading at 337.90. The strike last trading price was 25.9, which was 7.1 higher than the previous day. The implied volatity was 27.96, the open interest changed by -1 which decreased total open position to 59


On 5 Mar NTPC was trading at 326.20. The strike last trading price was 18.8, which was 8.35 higher than the previous day. The implied volatity was 27.25, the open interest changed by 26 which increased total open position to 61


On 4 Mar NTPC was trading at 313.75. The strike last trading price was 10.45, which was -1.2 lower than the previous day. The implied volatity was 24.37, the open interest changed by 7 which increased total open position to 35


On 3 Mar NTPC was trading at 314.40. The strike last trading price was 12, which was 2.8 higher than the previous day. The implied volatity was 25.79, the open interest changed by 22 which increased total open position to 27


On 28 Feb NTPC was trading at 311.45. The strike last trading price was 9.2, which was -16.8 lower than the previous day. The implied volatity was 23.35, the open interest changed by 1 which increased total open position to 1


On 26 Feb NTPC was trading at 318.70. The strike last trading price was 26, 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 Feb NTPC was trading at 318.70. The strike last trading price was 26, 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 Feb NTPC was trading at 320.10. The strike last trading price was 26, 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 Feb NTPC was trading at 326.25. The strike last trading price was 26, 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 Feb NTPC was trading at 325.15. The strike last trading price was 26, 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 Feb NTPC was trading at 314.80. The strike last trading price was 26, 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 Feb NTPC was trading at 311.20. The strike last trading price was 26, which was 0 lower than the previous day. The implied volatity was 0.57, the open interest changed by 0 which decreased total open position to 0


On 17 Feb NTPC was trading at 302.35. The strike last trading price was 26, which was 0 lower than the previous day. The implied volatity was 2.89, the open interest changed by 0 which decreased total open position to 0


On 14 Feb NTPC was trading at 300.35. The strike last trading price was 26, which was 0 lower than the previous day. The implied volatity was 2.58, the open interest changed by 0 which decreased total open position to 0


On 13 Feb NTPC was trading at 306.70. The strike last trading price was 26, which was 0 lower than the previous day. The implied volatity was 1.55, the open interest changed by 0 which decreased total open position to 0


On 12 Feb NTPC was trading at 306.25. The strike last trading price was 26, which was 0 lower than the previous day. The implied volatity was 2.06, the open interest changed by 0 which decreased total open position to 0


On 11 Feb NTPC was trading at 305.60. The strike last trading price was 26, which was 0 lower than the previous day. The implied volatity was 2.08, the open interest changed by 0 which decreased total open position to 0


On 10 Feb NTPC was trading at 310.50. The strike last trading price was 26, which was 0 lower than the previous day. The implied volatity was 0.93, the open interest changed by 0 which decreased total open position to 0


On 7 Feb NTPC was trading at 316.95. The strike last trading price was 26, 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 Feb NTPC was trading at 312.80. The strike last trading price was 26, which was 0 lower than the previous day. The implied volatity was 0.06, the open interest changed by 0 which decreased total open position to 0


On 5 Feb NTPC was trading at 319.60. The strike last trading price was 26, 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 Feb NTPC was trading at 319.10. The strike last trading price was 26, 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 Feb NTPC was trading at 311.25. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.88, the open interest changed by 0 which decreased total open position to 0


On 1 Feb NTPC was trading at 317.70. 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


NTPC 24APR2025 320 PE
Delta: -0.06
Vega: 0.09
Theta: -0.14
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
11 Apr 360.10 0.85 -1.15 43.20 539 -17 507
9 Apr 349.35 1.65 0.1 40.71 514 -8 526
8 Apr 352.95 1.5 -1.25 40.21 899 -22 535
7 Apr 349.80 2.75 1.75 44.21 2,644 -21 562
4 Apr 350.40 0.95 0.35 30.56 717 12 583
3 Apr 358.90 0.6 -0.5 31.69 707 62 574
2 Apr 351.75 1.15 -0.05 31.26 554 -6 512
1 Apr 352.15 1.25 0 32.15 458 -30 520
28 Mar 357.60 1.2 -0.05 32.27 1,129 165 550
27 Mar 360.65 1.15 -0.6 34.74 580 29 379
26 Mar 354.65 1.9 0.85 33.27 1,013 64 350
25 Mar 366.95 1 -0.1 33.14 117 45 286
24 Mar 366.95 1.05 -0.7 33.91 260 74 240
21 Mar 351.30 1.7 -1.4 29.44 237 49 167
20 Mar 341.75 3.1 -0.35 28.18 92 15 117
19 Mar 341.30 3.45 -0.6 28.37 101 16 102
18 Mar 337.35 4.05 -1.55 27.89 74 26 86
17 Mar 331.65 5.6 -0.8 27.80 24 12 59
13 Mar 331.90 6.35 -0.65 27.94 14 2 45
12 Mar 330.15 7 -0.5 28.46 1 0 42
11 Mar 330.30 7.55 -0.3 30.99 17 4 40
10 Mar 329.40 7.85 2.05 29.59 22 34 34
7 Mar 329.55 5.8 0 0.00 0 23 0
6 Mar 337.90 5.8 -11.85 28.64 27 22 22
5 Mar 326.20 17.65 0 2.70 0 0 0
4 Mar 313.75 17.65 0 - 0 0 0
3 Mar 314.40 17.65 0 - 0 0 0
28 Feb 311.45 17.65 0 - 0 0 0
26 Feb 318.70 17.65 0 0.50 0 0 0
25 Feb 318.70 17.65 0 0.50 0 0 0
24 Feb 320.10 17.65 0 1.86 0 0 0
21 Feb 326.25 17.65 0 2.85 0 0 0
20 Feb 325.15 17.65 0 1.04 0 0 0
19 Feb 314.80 17.65 0 - 0 0 0
18 Feb 311.20 17.65 0 - 0 0 0
17 Feb 302.35 17.65 0 - 0 0 0
14 Feb 300.35 17.65 0 - 0 0 0
13 Feb 306.70 17.65 0 - 0 0 0
12 Feb 306.25 17.65 0 - 0 0 0
11 Feb 305.60 17.65 0 - 0 0 0
10 Feb 310.50 17.65 0 - 0 0 0
7 Feb 316.95 17.65 0 0.70 0 0 0
6 Feb 312.80 17.65 0 - 0 0 0
5 Feb 319.60 17.65 0 1.37 0 0 0
4 Feb 319.10 17.65 0 0.01 0 0 0
3 Feb 311.25 17.65 0 - 0 0 0
1 Feb 317.70 17.65 0 2.91 0 0 0


For Ntpc Ltd - strike price 320 expiring on 24APR2025

Delta for 320 PE is -0.06

Historical price for 320 PE is as follows

On 11 Apr NTPC was trading at 360.10. The strike last trading price was 0.85, which was -1.15 lower than the previous day. The implied volatity was 43.20, the open interest changed by -17 which decreased total open position to 507


On 9 Apr NTPC was trading at 349.35. The strike last trading price was 1.65, which was 0.1 higher than the previous day. The implied volatity was 40.71, the open interest changed by -8 which decreased total open position to 526


On 8 Apr NTPC was trading at 352.95. The strike last trading price was 1.5, which was -1.25 lower than the previous day. The implied volatity was 40.21, the open interest changed by -22 which decreased total open position to 535


On 7 Apr NTPC was trading at 349.80. The strike last trading price was 2.75, which was 1.75 higher than the previous day. The implied volatity was 44.21, the open interest changed by -21 which decreased total open position to 562


On 4 Apr NTPC was trading at 350.40. The strike last trading price was 0.95, which was 0.35 higher than the previous day. The implied volatity was 30.56, the open interest changed by 12 which increased total open position to 583


On 3 Apr NTPC was trading at 358.90. The strike last trading price was 0.6, which was -0.5 lower than the previous day. The implied volatity was 31.69, the open interest changed by 62 which increased total open position to 574


On 2 Apr NTPC was trading at 351.75. The strike last trading price was 1.15, which was -0.05 lower than the previous day. The implied volatity was 31.26, the open interest changed by -6 which decreased total open position to 512


On 1 Apr NTPC was trading at 352.15. The strike last trading price was 1.25, which was 0 lower than the previous day. The implied volatity was 32.15, the open interest changed by -30 which decreased total open position to 520


On 28 Mar NTPC was trading at 357.60. The strike last trading price was 1.2, which was -0.05 lower than the previous day. The implied volatity was 32.27, the open interest changed by 165 which increased total open position to 550


On 27 Mar NTPC was trading at 360.65. The strike last trading price was 1.15, which was -0.6 lower than the previous day. The implied volatity was 34.74, the open interest changed by 29 which increased total open position to 379


On 26 Mar NTPC was trading at 354.65. The strike last trading price was 1.9, which was 0.85 higher than the previous day. The implied volatity was 33.27, the open interest changed by 64 which increased total open position to 350


On 25 Mar NTPC was trading at 366.95. The strike last trading price was 1, which was -0.1 lower than the previous day. The implied volatity was 33.14, the open interest changed by 45 which increased total open position to 286


On 24 Mar NTPC was trading at 366.95. The strike last trading price was 1.05, which was -0.7 lower than the previous day. The implied volatity was 33.91, the open interest changed by 74 which increased total open position to 240


On 21 Mar NTPC was trading at 351.30. The strike last trading price was 1.7, which was -1.4 lower than the previous day. The implied volatity was 29.44, the open interest changed by 49 which increased total open position to 167


On 20 Mar NTPC was trading at 341.75. The strike last trading price was 3.1, which was -0.35 lower than the previous day. The implied volatity was 28.18, the open interest changed by 15 which increased total open position to 117


On 19 Mar NTPC was trading at 341.30. The strike last trading price was 3.45, which was -0.6 lower than the previous day. The implied volatity was 28.37, the open interest changed by 16 which increased total open position to 102


On 18 Mar NTPC was trading at 337.35. The strike last trading price was 4.05, which was -1.55 lower than the previous day. The implied volatity was 27.89, the open interest changed by 26 which increased total open position to 86


On 17 Mar NTPC was trading at 331.65. The strike last trading price was 5.6, which was -0.8 lower than the previous day. The implied volatity was 27.80, the open interest changed by 12 which increased total open position to 59


On 13 Mar NTPC was trading at 331.90. The strike last trading price was 6.35, which was -0.65 lower than the previous day. The implied volatity was 27.94, the open interest changed by 2 which increased total open position to 45


On 12 Mar NTPC was trading at 330.15. The strike last trading price was 7, which was -0.5 lower than the previous day. The implied volatity was 28.46, the open interest changed by 0 which decreased total open position to 42


On 11 Mar NTPC was trading at 330.30. The strike last trading price was 7.55, which was -0.3 lower than the previous day. The implied volatity was 30.99, the open interest changed by 4 which increased total open position to 40


On 10 Mar NTPC was trading at 329.40. The strike last trading price was 7.85, which was 2.05 higher than the previous day. The implied volatity was 29.59, the open interest changed by 34 which increased total open position to 34


On 7 Mar NTPC was trading at 329.55. The strike last trading price was 5.8, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 23 which increased total open position to 0


On 6 Mar NTPC was trading at 337.90. The strike last trading price was 5.8, which was -11.85 lower than the previous day. The implied volatity was 28.64, the open interest changed by 22 which increased total open position to 22


On 5 Mar NTPC was trading at 326.20. The strike last trading price was 17.65, which was 0 lower than the previous day. The implied volatity was 2.70, 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 17.65, 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 17.65, 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 17.65, 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 Feb NTPC was trading at 318.70. The strike last trading price was 17.65, which was 0 lower than the previous day. The implied volatity was 0.50, the open interest changed by 0 which decreased total open position to 0


On 25 Feb NTPC was trading at 318.70. The strike last trading price was 17.65, which was 0 lower than the previous day. The implied volatity was 0.50, the open interest changed by 0 which decreased total open position to 0


On 24 Feb NTPC was trading at 320.10. The strike last trading price was 17.65, which was 0 lower than the previous day. The implied volatity was 1.86, the open interest changed by 0 which decreased total open position to 0


On 21 Feb NTPC was trading at 326.25. The strike last trading price was 17.65, which was 0 lower than the previous day. The implied volatity was 2.85, the open interest changed by 0 which decreased total open position to 0


On 20 Feb NTPC was trading at 325.15. The strike last trading price was 17.65, which was 0 lower than the previous day. The implied volatity was 1.04, the open interest changed by 0 which decreased total open position to 0


On 19 Feb NTPC was trading at 314.80. The strike last trading price was 17.65, 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 Feb NTPC was trading at 311.20. The strike last trading price was 17.65, 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 Feb NTPC was trading at 302.35. The strike last trading price was 17.65, 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 14 Feb NTPC was trading at 300.35. The strike last trading price was 17.65, 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 Feb NTPC was trading at 306.70. The strike last trading price was 17.65, 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 Feb NTPC was trading at 306.25. The strike last trading price was 17.65, 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 Feb NTPC was trading at 305.60. The strike last trading price was 17.65, 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 Feb NTPC was trading at 310.50. The strike last trading price was 17.65, 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 Feb NTPC was trading at 316.95. The strike last trading price was 17.65, which was 0 lower than the previous day. The implied volatity was 0.70, the open interest changed by 0 which decreased total open position to 0


On 6 Feb NTPC was trading at 312.80. The strike last trading price was 17.65, 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 Feb NTPC was trading at 319.60. The strike last trading price was 17.65, which was 0 lower than the previous day. The implied volatity was 1.37, the open interest changed by 0 which decreased total open position to 0


On 4 Feb NTPC was trading at 319.10. The strike last trading price was 17.65, which was 0 lower than the previous day. The implied volatity was 0.01, the open interest changed by 0 which decreased total open position to 0


On 3 Feb NTPC was trading at 311.25. The strike last trading price was 17.65, 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 1 Feb NTPC was trading at 317.70. The strike last trading price was 17.65, which was 0 lower than the previous day. The implied volatity was 2.91, the open interest changed by 0 which decreased total open position to 0