NTPC
Ntpc Ltd
Historical option data for NTPC
20 Dec 2024 04:10 PM IST
| NTPC 26DEC2024 320 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 | 13.75 | -5.55 | - | 20 | -6 | 56 | |||
| 19 Dec | 337.40 | 19.3 | -4.80 | 33.00 | 44 | 6 | 62 | |||
| 18 Dec | 341.75 | 24.1 | -7.00 | 35.85 | 81 | 40 | 53 | |||
| 17 Dec | 349.05 | 31.1 | -2.75 | 42.60 | 2 | 1 | 13 | |||
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| 16 Dec | 352.90 | 33.85 | -5.25 | 27.62 | 9 | 2 | 16 | |||
| 13 Dec | 357.15 | 39.1 | -9.60 | 31.76 | 22 | 10 | 14 | |||
| 12 Dec | 355.60 | 48.7 | -3.30 | 99.03 | 1 | 0 | 3 | |||
| 11 Dec | 365.50 | 52 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 10 Dec | 369.15 | 52 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 9 Dec | 369.85 | 52 | 1.10 | 49.18 | 1 | 0 | 3 | |||
| 6 Dec | 369.50 | 50.9 | 0.00 | 0.00 | 0 | 2 | 0 | |||
| 5 Dec | 369.15 | 50.9 | 7.05 | - | 4 | 1 | 2 | |||
| 4 Dec | 372.75 | 43.85 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 3 Dec | 367.45 | 43.85 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 2 Dec | 358.20 | 43.85 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 29 Nov | 363.65 | 43.85 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 28 Nov | 362.05 | 43.85 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 27 Nov | 369.30 | 43.85 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 26 Nov | 361.65 | 43.85 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 25 Nov | 368.40 | 43.85 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 22 Nov | 365.45 | 43.85 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 21 Nov | 356.15 | 43.85 | -77.60 | 38.58 | 1 | 0 | 0 | |||
| 20 Nov | 366.70 | 121.45 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 366.70 | 121.45 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 366.70 | 121.45 | - | 0 | 0 | 0 | ||||
For Ntpc Ltd - strike price 320 expiring on 26DEC2024
Delta for 320 CE is -
Historical price for 320 CE is as follows
On 20 Dec NTPC was trading at 333.25. The strike last trading price was 13.75, which was -5.55 lower than the previous day. The implied volatity was -, the open interest changed by -6 which decreased total open position to 56
On 19 Dec NTPC was trading at 337.40. The strike last trading price was 19.3, which was -4.80 lower than the previous day. The implied volatity was 33.00, the open interest changed by 6 which increased total open position to 62
On 18 Dec NTPC was trading at 341.75. The strike last trading price was 24.1, which was -7.00 lower than the previous day. The implied volatity was 35.85, the open interest changed by 40 which increased total open position to 53
On 17 Dec NTPC was trading at 349.05. The strike last trading price was 31.1, which was -2.75 lower than the previous day. The implied volatity was 42.60, the open interest changed by 1 which increased total open position to 13
On 16 Dec NTPC was trading at 352.90. The strike last trading price was 33.85, which was -5.25 lower than the previous day. The implied volatity was 27.62, the open interest changed by 2 which increased total open position to 16
On 13 Dec NTPC was trading at 357.15. The strike last trading price was 39.1, which was -9.60 lower than the previous day. The implied volatity was 31.76, the open interest changed by 10 which increased total open position to 14
On 12 Dec NTPC was trading at 355.60. The strike last trading price was 48.7, which was -3.30 lower than the previous day. The implied volatity was 99.03, the open interest changed by 0 which decreased total open position to 3
On 11 Dec NTPC was trading at 365.50. The strike last trading price was 52, 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 52, 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 52, which was 1.10 higher than the previous day. The implied volatity was 49.18, the open interest changed by 0 which decreased total open position to 3
On 6 Dec NTPC was trading at 369.50. The strike last trading price was 50.9, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 5 Dec NTPC was trading at 369.15. The strike last trading price was 50.9, which was 7.05 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 2
On 4 Dec NTPC was trading at 372.75. The strike last trading price was 43.85, 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 43.85, 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 43.85, 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 29 Nov NTPC was trading at 363.65. The strike last trading price was 43.85, 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 28 Nov NTPC was trading at 362.05. The strike last trading price was 43.85, 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 27 Nov NTPC was trading at 369.30. The strike last trading price was 43.85, 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 26 Nov NTPC was trading at 361.65. The strike last trading price was 43.85, 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 25 Nov NTPC was trading at 368.40. The strike last trading price was 43.85, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 22 Nov NTPC was trading at 365.45. The strike last trading price was 43.85, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 21 Nov NTPC was trading at 356.15. The strike last trading price was 43.85, which was -77.60 lower than the previous day. The implied volatity was 38.58, the open interest changed by 0 which decreased total open position to 0
On 20 Nov NTPC was trading at 366.70. The strike last trading price was 121.45, 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 Nov NTPC was trading at 366.70. The strike last trading price was 121.45, 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 121.45, 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 320 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.12
Vega: 0.09
Theta: -0.20
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 333.25 | 0.75 | 0.10 | 29.13 | 1,416 | -46 | 576 |
| 19 Dec | 337.40 | 0.65 | 0.15 | 31.32 | 1,456 | 6 | 619 |
| 18 Dec | 341.75 | 0.5 | 0.15 | 32.46 | 980 | 59 | 610 |
| 17 Dec | 349.05 | 0.35 | -0.05 | 34.36 | 413 | 16 | 553 |
| 16 Dec | 352.90 | 0.4 | 0.10 | 36.44 | 262 | 27 | 538 |
| 13 Dec | 357.15 | 0.3 | -0.20 | 33.71 | 1,321 | -61 | 539 |
| 12 Dec | 355.60 | 0.5 | 0.20 | 34.62 | 657 | 64 | 610 |
| 11 Dec | 365.50 | 0.3 | -0.05 | 36.43 | 149 | 3 | 542 |
| 10 Dec | 369.15 | 0.35 | 0.05 | 38.01 | 241 | 132 | 539 |
| 9 Dec | 369.85 | 0.3 | -0.05 | 36.28 | 176 | -5 | 406 |
| 6 Dec | 369.50 | 0.35 | 0.00 | 34.52 | 11 | -4 | 410 |
| 5 Dec | 369.15 | 0.35 | 0.05 | 33.69 | 434 | 45 | 414 |
| 4 Dec | 372.75 | 0.3 | -0.10 | 33.56 | 289 | -28 | 371 |
| 3 Dec | 367.45 | 0.4 | -0.40 | 32.24 | 405 | -12 | 401 |
| 2 Dec | 358.20 | 0.8 | -0.05 | 31.23 | 404 | 33 | 414 |
| 29 Nov | 363.65 | 0.85 | -0.20 | 32.43 | 779 | 71 | 381 |
| 28 Nov | 362.05 | 1.05 | 0.15 | 34.63 | 345 | 94 | 310 |
| 27 Nov | 369.30 | 0.9 | -0.40 | 35.07 | 45 | 11 | 216 |
| 26 Nov | 361.65 | 1.3 | 0.30 | 33.67 | 95 | 8 | 204 |
| 25 Nov | 368.40 | 1 | -0.65 | 34.47 | 48 | 115 | 196 |
| 22 Nov | 365.45 | 1.65 | -1.45 | 35.14 | 201 | 110 | 191 |
| 21 Nov | 356.15 | 3.1 | 1.20 | 37.78 | 87 | 18 | 92 |
| 20 Nov | 366.70 | 1.9 | 0.00 | 36.37 | 85 | 74 | 73 |
| 19 Nov | 366.70 | 1.9 | 0.80 | 36.37 | 85 | 73 | 73 |
| 18 Nov | 366.70 | 1.1 | 12.94 | 0 | 0 | 0 | |
For Ntpc Ltd - strike price 320 expiring on 26DEC2024
Delta for 320 PE is -0.12
Historical price for 320 PE is as follows
On 20 Dec NTPC was trading at 333.25. The strike last trading price was 0.75, which was 0.10 higher than the previous day. The implied volatity was 29.13, the open interest changed by -46 which decreased total open position to 576
On 19 Dec NTPC was trading at 337.40. The strike last trading price was 0.65, which was 0.15 higher than the previous day. The implied volatity was 31.32, the open interest changed by 6 which increased total open position to 619
On 18 Dec NTPC was trading at 341.75. The strike last trading price was 0.5, which was 0.15 higher than the previous day. The implied volatity was 32.46, the open interest changed by 59 which increased total open position to 610
On 17 Dec NTPC was trading at 349.05. The strike last trading price was 0.35, which was -0.05 lower than the previous day. The implied volatity was 34.36, the open interest changed by 16 which increased total open position to 553
On 16 Dec NTPC was trading at 352.90. The strike last trading price was 0.4, which was 0.10 higher than the previous day. The implied volatity was 36.44, the open interest changed by 27 which increased total open position to 538
On 13 Dec NTPC was trading at 357.15. The strike last trading price was 0.3, which was -0.20 lower than the previous day. The implied volatity was 33.71, the open interest changed by -61 which decreased total open position to 539
On 12 Dec NTPC was trading at 355.60. The strike last trading price was 0.5, which was 0.20 higher than the previous day. The implied volatity was 34.62, the open interest changed by 64 which increased total open position to 610
On 11 Dec NTPC was trading at 365.50. The strike last trading price was 0.3, which was -0.05 lower than the previous day. The implied volatity was 36.43, the open interest changed by 3 which increased total open position to 542
On 10 Dec NTPC was trading at 369.15. The strike last trading price was 0.35, which was 0.05 higher than the previous day. The implied volatity was 38.01, the open interest changed by 132 which increased total open position to 539
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 36.28, the open interest changed by -5 which decreased total open position to 406
On 6 Dec NTPC was trading at 369.50. The strike last trading price was 0.35, which was 0.00 lower than the previous day. The implied volatity was 34.52, the open interest changed by -4 which decreased total open position to 410
On 5 Dec NTPC was trading at 369.15. The strike last trading price was 0.35, which was 0.05 higher than the previous day. The implied volatity was 33.69, the open interest changed by 45 which increased total open position to 414
On 4 Dec NTPC was trading at 372.75. The strike last trading price was 0.3, which was -0.10 lower than the previous day. The implied volatity was 33.56, the open interest changed by -28 which decreased total open position to 371
On 3 Dec NTPC was trading at 367.45. The strike last trading price was 0.4, which was -0.40 lower than the previous day. The implied volatity was 32.24, the open interest changed by -12 which decreased total open position to 401
On 2 Dec NTPC was trading at 358.20. The strike last trading price was 0.8, which was -0.05 lower than the previous day. The implied volatity was 31.23, the open interest changed by 33 which increased total open position to 414
On 29 Nov NTPC was trading at 363.65. The strike last trading price was 0.85, which was -0.20 lower than the previous day. The implied volatity was 32.43, the open interest changed by 71 which increased total open position to 381
On 28 Nov NTPC was trading at 362.05. The strike last trading price was 1.05, which was 0.15 higher than the previous day. The implied volatity was 34.63, the open interest changed by 94 which increased total open position to 310
On 27 Nov NTPC was trading at 369.30. The strike last trading price was 0.9, which was -0.40 lower than the previous day. The implied volatity was 35.07, the open interest changed by 11 which increased total open position to 216
On 26 Nov NTPC was trading at 361.65. The strike last trading price was 1.3, which was 0.30 higher than the previous day. The implied volatity was 33.67, the open interest changed by 8 which increased total open position to 204
On 25 Nov NTPC was trading at 368.40. The strike last trading price was 1, which was -0.65 lower than the previous day. The implied volatity was 34.47, the open interest changed by 115 which increased total open position to 196
On 22 Nov NTPC was trading at 365.45. The strike last trading price was 1.65, which was -1.45 lower than the previous day. The implied volatity was 35.14, the open interest changed by 110 which increased total open position to 191
On 21 Nov NTPC was trading at 356.15. The strike last trading price was 3.1, which was 1.20 higher than the previous day. The implied volatity was 37.78, the open interest changed by 18 which increased total open position to 92
On 20 Nov NTPC was trading at 366.70. The strike last trading price was 1.9, which was 0.00 lower than the previous day. The implied volatity was 36.37, the open interest changed by 74 which increased total open position to 73
On 19 Nov NTPC was trading at 366.70. The strike last trading price was 1.9, which was 0.80 higher than the previous day. The implied volatity was 36.37, the open interest changed by 73 which increased total open position to 73
On 18 Nov NTPC was trading at 366.70. The strike last trading price was 1.1, which was lower than the previous day. The implied volatity was 12.94, the open interest changed by 0 which decreased total open position to 0
