NTPC
Ntpc Ltd
Historical option data for NTPC
20 Dec 2024 04:10 PM IST
| NTPC 26DEC2024 325 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 | 8.75 | -5.20 | - | 87 | 14 | 49 | |||
| 19 Dec | 337.40 | 13.95 | -4.30 | 22.09 | 4 | 1 | 34 | |||
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| 18 Dec | 341.75 | 18.25 | -7.35 | - | 32 | 11 | 32 | |||
| 17 Dec | 349.05 | 25.6 | -5.15 | 30.36 | 17 | 11 | 21 | |||
| 16 Dec | 352.90 | 30.75 | 4.35 | 48.08 | 1 | 0 | 9 | |||
| 13 Dec | 357.15 | 26.4 | -9.95 | - | 5 | 4 | 8 | |||
| 12 Dec | 355.60 | 36.35 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 365.50 | 36.35 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 10 Dec | 369.15 | 36.35 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 9 Dec | 369.85 | 36.35 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Dec | 369.50 | 36.35 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Dec | 369.15 | 36.35 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Dec | 372.75 | 36.35 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 3 Dec | 367.45 | 36.35 | 0.00 | 0.00 | 0 | 4 | 0 | |||
| 2 Dec | 358.20 | 36.35 | -51.35 | 28.59 | 22 | 3 | 3 | |||
| 29 Nov | 363.65 | 87.7 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Nov | 362.05 | 87.7 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Nov | 369.30 | 87.7 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Nov | 361.65 | 87.7 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 368.40 | 87.7 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 365.45 | 87.7 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Nov | 356.15 | 87.7 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Nov | 366.70 | 87.7 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 366.70 | 87.7 | 87.70 | - | 0 | 0 | 0 | |||
| 18 Nov | 366.70 | 0 | 0.00 | 0 | 0 | 0 | ||||
For Ntpc Ltd - strike price 325 expiring on 26DEC2024
Delta for 325 CE is -
Historical price for 325 CE is as follows
On 20 Dec NTPC was trading at 333.25. The strike last trading price was 8.75, which was -5.20 lower than the previous day. The implied volatity was -, the open interest changed by 14 which increased total open position to 49
On 19 Dec NTPC was trading at 337.40. The strike last trading price was 13.95, which was -4.30 lower than the previous day. The implied volatity was 22.09, the open interest changed by 1 which increased total open position to 34
On 18 Dec NTPC was trading at 341.75. The strike last trading price was 18.25, which was -7.35 lower than the previous day. The implied volatity was -, the open interest changed by 11 which increased total open position to 32
On 17 Dec NTPC was trading at 349.05. The strike last trading price was 25.6, which was -5.15 lower than the previous day. The implied volatity was 30.36, the open interest changed by 11 which increased total open position to 21
On 16 Dec NTPC was trading at 352.90. The strike last trading price was 30.75, which was 4.35 higher than the previous day. The implied volatity was 48.08, the open interest changed by 0 which decreased total open position to 9
On 13 Dec NTPC was trading at 357.15. The strike last trading price was 26.4, which was -9.95 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 8
On 12 Dec NTPC was trading at 355.60. The strike last trading price was 36.35, 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 36.35, 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 36.35, 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 36.35, 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 36.35, 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 36.35, 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 36.35, 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 36.35, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 2 Dec NTPC was trading at 358.20. The strike last trading price was 36.35, which was -51.35 lower than the previous day. The implied volatity was 28.59, the open interest changed by 3 which increased total open position to 3
On 29 Nov NTPC was trading at 363.65. The strike last trading price was 87.7, 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 87.7, 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 87.7, 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 87.7, 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 87.7, 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 87.7, 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 21 Nov NTPC was trading at 356.15. The strike last trading price was 87.7, 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 20 Nov NTPC was trading at 366.70. The strike last trading price was 87.7, 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 87.7, which was 87.70 higher 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 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 325 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.21
Vega: 0.12
Theta: -0.26
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 333.25 | 1.4 | 0.40 | 27.21 | 3,234 | -25 | 364 |
| 19 Dec | 337.40 | 1 | 0.30 | 28.33 | 1,580 | 134 | 388 |
| 18 Dec | 341.75 | 0.7 | 0.25 | 29.28 | 930 | 59 | 258 |
| 17 Dec | 349.05 | 0.45 | -0.05 | 31.15 | 391 | 19 | 198 |
| 16 Dec | 352.90 | 0.5 | 0.10 | 33.40 | 359 | -15 | 192 |
| 13 Dec | 357.15 | 0.4 | -0.25 | 31.61 | 1,422 | 28 | 214 |
| 12 Dec | 355.60 | 0.65 | 0.30 | 32.48 | 364 | -13 | 183 |
| 11 Dec | 365.50 | 0.35 | 0.00 | 33.83 | 7 | 0 | 203 |
| 10 Dec | 369.15 | 0.35 | 0.00 | 0.00 | 0 | -10 | 0 |
| 9 Dec | 369.85 | 0.35 | -0.05 | 33.98 | 10 | -6 | 207 |
| 6 Dec | 369.50 | 0.4 | -0.05 | 32.40 | 27 | -3 | 207 |
| 5 Dec | 369.15 | 0.45 | 0.10 | 32.20 | 228 | 35 | 212 |
| 4 Dec | 372.75 | 0.35 | -0.15 | 31.59 | 137 | -27 | 178 |
| 3 Dec | 367.45 | 0.5 | -0.55 | 30.64 | 316 | 60 | 213 |
| 2 Dec | 358.20 | 1.05 | -0.05 | 29.95 | 230 | 41 | 154 |
| 29 Nov | 363.65 | 1.1 | -0.60 | 31.29 | 226 | 101 | 114 |
| 28 Nov | 362.05 | 1.7 | 0.75 | 35.78 | 20 | 12 | 12 |
| 27 Nov | 369.30 | 0.95 | 0.00 | 13.39 | 0 | 0 | 0 |
| 26 Nov | 361.65 | 0.95 | 0.00 | 11.73 | 0 | 0 | 0 |
| 25 Nov | 368.40 | 0.95 | 0.00 | 13.11 | 0 | 0 | 0 |
| 22 Nov | 365.45 | 0.95 | 0.00 | 11.91 | 0 | 0 | 0 |
| 21 Nov | 356.15 | 0.95 | 0.00 | 9.44 | 0 | 0 | 0 |
| 20 Nov | 366.70 | 0.95 | 0.00 | 11.97 | 0 | 0 | 0 |
| 19 Nov | 366.70 | 0.95 | 0.95 | 11.97 | 0 | 0 | 0 |
| 18 Nov | 366.70 | 0 | 0.00 | 0 | 0 | 0 | |
For Ntpc Ltd - strike price 325 expiring on 26DEC2024
Delta for 325 PE is -0.21
Historical price for 325 PE is as follows
On 20 Dec NTPC was trading at 333.25. The strike last trading price was 1.4, which was 0.40 higher than the previous day. The implied volatity was 27.21, the open interest changed by -25 which decreased total open position to 364
On 19 Dec NTPC was trading at 337.40. The strike last trading price was 1, which was 0.30 higher than the previous day. The implied volatity was 28.33, the open interest changed by 134 which increased total open position to 388
On 18 Dec NTPC was trading at 341.75. The strike last trading price was 0.7, which was 0.25 higher than the previous day. The implied volatity was 29.28, the open interest changed by 59 which increased total open position to 258
On 17 Dec NTPC was trading at 349.05. The strike last trading price was 0.45, which was -0.05 lower than the previous day. The implied volatity was 31.15, the open interest changed by 19 which increased total open position to 198
On 16 Dec NTPC was trading at 352.90. The strike last trading price was 0.5, which was 0.10 higher than the previous day. The implied volatity was 33.40, the open interest changed by -15 which decreased total open position to 192
On 13 Dec NTPC was trading at 357.15. The strike last trading price was 0.4, which was -0.25 lower than the previous day. The implied volatity was 31.61, the open interest changed by 28 which increased total open position to 214
On 12 Dec NTPC was trading at 355.60. The strike last trading price was 0.65, which was 0.30 higher than the previous day. The implied volatity was 32.48, the open interest changed by -13 which decreased total open position to 183
On 11 Dec NTPC was trading at 365.50. The strike last trading price was 0.35, which was 0.00 lower than the previous day. The implied volatity was 33.83, the open interest changed by 0 which decreased total open position to 203
On 10 Dec NTPC was trading at 369.15. The strike last trading price was 0.35, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -10 which decreased total open position to 0
On 9 Dec NTPC was trading at 369.85. The strike last trading price was 0.35, which was -0.05 lower than the previous day. The implied volatity was 33.98, the open interest changed by -6 which decreased total open position to 207
On 6 Dec NTPC was trading at 369.50. The strike last trading price was 0.4, which was -0.05 lower than the previous day. The implied volatity was 32.40, the open interest changed by -3 which decreased total open position to 207
On 5 Dec NTPC was trading at 369.15. The strike last trading price was 0.45, which was 0.10 higher than the previous day. The implied volatity was 32.20, the open interest changed by 35 which increased total open position to 212
On 4 Dec NTPC was trading at 372.75. The strike last trading price was 0.35, which was -0.15 lower than the previous day. The implied volatity was 31.59, the open interest changed by -27 which decreased total open position to 178
On 3 Dec NTPC was trading at 367.45. The strike last trading price was 0.5, which was -0.55 lower than the previous day. The implied volatity was 30.64, the open interest changed by 60 which increased total open position to 213
On 2 Dec NTPC was trading at 358.20. The strike last trading price was 1.05, which was -0.05 lower than the previous day. The implied volatity was 29.95, the open interest changed by 41 which increased total open position to 154
On 29 Nov NTPC was trading at 363.65. The strike last trading price was 1.1, which was -0.60 lower than the previous day. The implied volatity was 31.29, the open interest changed by 101 which increased total open position to 114
On 28 Nov NTPC was trading at 362.05. The strike last trading price was 1.7, which was 0.75 higher than the previous day. The implied volatity was 35.78, 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 0.95, which was 0.00 lower than the previous day. The implied volatity was 13.39, 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 0.95, which was 0.00 lower than the previous day. The implied volatity was 11.73, 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 0.95, which was 0.00 lower than the previous day. The implied volatity was 13.11, 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 0.95, which was 0.00 lower than the previous day. The implied volatity was 11.91, 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 0.95, which was 0.00 lower than the previous day. The implied volatity was 9.44, 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 0.95, which was 0.00 lower than the previous day. The implied volatity was 11.97, 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 0.95, which was 0.95 higher than the previous day. The implied volatity was 11.97, 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
