NTPC
Ntpc Ltd
Historical option data for NTPC
08 Apr 2025 05:50 PM IST
| NTPC 24APR2025 325 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.89
Vega: 0.14
Theta: -0.23
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 8 Apr | 352.95 | 31.05 | 2.85 | 34.86 | 63 | -12 | 221 | |||
| 7 Apr | 349.80 | 28.95 | 0.8 | 38.93 | 716 | 168 | 228 | |||
| 4 Apr | 350.40 | 28.25 | -4.2 | 24.16 | 32 | 11 | 62 | |||
| 3 Apr | 358.90 | 32.45 | 2.7 | - | 4 | 2 | 52 | |||
| 2 Apr | 351.75 | 29.8 | -1.15 | 27.91 | 33 | 13 | 50 | |||
| 1 Apr | 352.15 | 30.95 | -4.35 | 26.57 | 31 | 16 | 37 | |||
| 28 Mar | 357.60 | 35.2 | 13.4 | - | 11 | 4 | 21 | |||
| 27 Mar | 360.65 | 21.8 | 0 | 0.00 | 0 | 0 | 0 | |||
| 26 Mar | 354.65 | 21.8 | 0 | 0.00 | 0 | 0 | 0 | |||
| 25 Mar | 366.95 | 21.8 | 0 | 0.00 | 0 | 0 | 0 | |||
| 24 Mar | 366.95 | 21.8 | 0 | 0.00 | 0 | 0 | 0 | |||
| 21 Mar | 351.30 | 21.8 | 0 | 0.00 | 0 | 0 | 0 | |||
| 20 Mar | 341.75 | 21.8 | 0 | 0.00 | 0 | 1 | 0 | |||
| 19 Mar | 341.30 | 21.8 | 3.75 | 22.55 | 5 | 1 | 17 | |||
| 18 Mar | 337.35 | 18.05 | 0.25 | 18.99 | 2 | 0 | 16 | |||
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| 17 Mar | 331.65 | 17.8 | 1.8 | 28.81 | 5 | 0 | 16 | |||
| 13 Mar | 331.90 | 16 | 0 | 0.00 | 0 | 2 | 0 | |||
| 12 Mar | 330.15 | 16 | -0.8 | 25.08 | 6 | 2 | 16 | |||
| 11 Mar | 330.30 | 16.8 | -1.3 | 24.02 | 14 | 6 | 10 | |||
| 10 Mar | 329.40 | 18.1 | -1.7 | 30.75 | 3 | 3 | 3 | |||
| 7 Mar | 329.55 | 19.8 | 0 | 0.00 | 0 | 1 | 0 | |||
| 6 Mar | 337.90 | 19.8 | 4.3 | 21.46 | 5 | 1 | 2 | |||
| 5 Mar | 326.20 | 15.5 | 0.75 | 26.35 | 1 | 0 | 0 | |||
| 4 Mar | 313.75 | 14.75 | 0 | 1.75 | 0 | 0 | 0 | |||
| 3 Mar | 314.40 | 14.75 | 0 | 1.54 | 0 | 0 | 0 | |||
| 28 Feb | 311.45 | 14.75 | 0 | 2.33 | 0 | 0 | 0 | |||
For Ntpc Ltd - strike price 325 expiring on 24APR2025
Delta for 325 CE is 0.89
Historical price for 325 CE is as follows
On 8 Apr NTPC was trading at 352.95. The strike last trading price was 31.05, which was 2.85 higher than the previous day. The implied volatity was 34.86, the open interest changed by -12 which decreased total open position to 221
On 7 Apr NTPC was trading at 349.80. The strike last trading price was 28.95, which was 0.8 higher than the previous day. The implied volatity was 38.93, the open interest changed by 168 which increased total open position to 228
On 4 Apr NTPC was trading at 350.40. The strike last trading price was 28.25, which was -4.2 lower than the previous day. The implied volatity was 24.16, the open interest changed by 11 which increased total open position to 62
On 3 Apr NTPC was trading at 358.90. The strike last trading price was 32.45, which was 2.7 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 52
On 2 Apr NTPC was trading at 351.75. The strike last trading price was 29.8, which was -1.15 lower than the previous day. The implied volatity was 27.91, the open interest changed by 13 which increased total open position to 50
On 1 Apr NTPC was trading at 352.15. The strike last trading price was 30.95, which was -4.35 lower than the previous day. The implied volatity was 26.57, the open interest changed by 16 which increased total open position to 37
On 28 Mar NTPC was trading at 357.60. The strike last trading price was 35.2, which was 13.4 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 21
On 27 Mar NTPC was trading at 360.65. The strike last trading price was 21.8, which was 0 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 Mar NTPC was trading at 354.65. The strike last trading price was 21.8, which was 0 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 Mar NTPC was trading at 366.95. The strike last trading price was 21.8, which was 0 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 24 Mar NTPC was trading at 366.95. The strike last trading price was 21.8, which was 0 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 21 Mar NTPC was trading at 351.30. The strike last trading price was 21.8, which was 0 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 20 Mar NTPC was trading at 341.75. The strike last trading price was 21.8, which was 0 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 19 Mar NTPC was trading at 341.30. The strike last trading price was 21.8, which was 3.75 higher than the previous day. The implied volatity was 22.55, the open interest changed by 1 which increased total open position to 17
On 18 Mar NTPC was trading at 337.35. The strike last trading price was 18.05, which was 0.25 higher than the previous day. The implied volatity was 18.99, the open interest changed by 0 which decreased total open position to 16
On 17 Mar NTPC was trading at 331.65. The strike last trading price was 17.8, which was 1.8 higher than the previous day. The implied volatity was 28.81, the open interest changed by 0 which decreased total open position to 16
On 13 Mar NTPC was trading at 331.90. The strike last trading price was 16, which was 0 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 12 Mar NTPC was trading at 330.15. The strike last trading price was 16, which was -0.8 lower than the previous day. The implied volatity was 25.08, the open interest changed by 2 which increased total open position to 16
On 11 Mar NTPC was trading at 330.30. The strike last trading price was 16.8, which was -1.3 lower than the previous day. The implied volatity was 24.02, the open interest changed by 6 which increased total open position to 10
On 10 Mar NTPC was trading at 329.40. The strike last trading price was 18.1, which was -1.7 lower than the previous day. The implied volatity was 30.75, the open interest changed by 3 which increased total open position to 3
On 7 Mar NTPC was trading at 329.55. The strike last trading price was 19.8, which was 0 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 6 Mar NTPC was trading at 337.90. The strike last trading price was 19.8, which was 4.3 higher than the previous day. The implied volatity was 21.46, the open interest changed by 1 which increased total open position to 2
On 5 Mar NTPC was trading at 326.20. The strike last trading price was 15.5, which was 0.75 higher than the previous day. The implied volatity was 26.35, 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 14.75, which was 0 lower than the previous day. The implied volatity was 1.75, 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 14.75, which was 0 lower than the previous day. The implied volatity was 1.54, 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 14.75, which was 0 lower than the previous day. The implied volatity was 2.33, the open interest changed by 0 which decreased total open position to 0
| NTPC 24APR2025 325 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.13
Vega: 0.16
Theta: -0.17
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 8 Apr | 352.95 | 1.9 | -1.4 | 38.42 | 494 | -55 | 440 |
| 7 Apr | 349.80 | 3.3 | 1.9 | 42.08 | 2,191 | 318 | 519 |
| 4 Apr | 350.40 | 1.4 | 0.6 | 29.90 | 336 | 1 | 203 |
| 3 Apr | 358.90 | 0.75 | -0.75 | 29.87 | 337 | -47 | 203 |
| 2 Apr | 351.75 | 1.5 | -0.1 | 29.79 | 461 | 69 | 255 |
| 1 Apr | 352.15 | 1.5 | -0.1 | 30.07 | 298 | 41 | 186 |
| 28 Mar | 357.60 | 1.6 | 0.1 | 31.60 | 274 | 65 | 145 |
| 27 Mar | 360.65 | 1.5 | -0.75 | 33.91 | 121 | 11 | 79 |
| 26 Mar | 354.65 | 2.35 | 1.15 | 31.94 | 34 | 10 | 65 |
| 25 Mar | 366.95 | 1.2 | -0.15 | 31.86 | 7 | -3 | 56 |
| 24 Mar | 366.95 | 1.35 | -0.95 | 33.03 | 120 | 31 | 60 |
| 21 Mar | 351.30 | 2.3 | -1.75 | 28.98 | 23 | 6 | 26 |
| 20 Mar | 341.75 | 4.05 | -0.45 | 27.54 | 29 | 13 | 19 |
| 19 Mar | 341.30 | 4.5 | -1.5 | 27.83 | 8 | 2 | 4 |
| 18 Mar | 337.35 | 6 | -0.55 | 29.63 | 1 | 0 | 1 |
| 17 Mar | 331.65 | 6.55 | -13.95 | 25.81 | 2 | 1 | 1 |
| 13 Mar | 331.90 | 20.5 | 0 | 2.62 | 0 | 0 | 0 |
| 12 Mar | 330.15 | 20.5 | 0 | 2.37 | 0 | 0 | 0 |
| 11 Mar | 330.30 | 20.5 | 0 | 2.59 | 0 | 0 | 0 |
| 10 Mar | 329.40 | 20.5 | 0 | 1.96 | 0 | 0 | 0 |
| 7 Mar | 329.55 | 20.5 | 0 | 2.31 | 0 | 0 | 0 |
| 6 Mar | 337.90 | 20.5 | 0 | 3.88 | 0 | 0 | 0 |
| 5 Mar | 326.20 | 20.5 | 0 | 1.63 | 0 | 0 | 0 |
| 4 Mar | 313.75 | 20.5 | 0 | - | 0 | 0 | 0 |
| 3 Mar | 314.40 | 20.5 | 0 | - | 0 | 0 | 0 |
| 28 Feb | 311.45 | 20.5 | 0 | - | 0 | 0 | 0 |
For Ntpc Ltd - strike price 325 expiring on 24APR2025
Delta for 325 PE is -0.13
Historical price for 325 PE is as follows
On 8 Apr NTPC was trading at 352.95. The strike last trading price was 1.9, which was -1.4 lower than the previous day. The implied volatity was 38.42, the open interest changed by -55 which decreased total open position to 440
On 7 Apr NTPC was trading at 349.80. The strike last trading price was 3.3, which was 1.9 higher than the previous day. The implied volatity was 42.08, the open interest changed by 318 which increased total open position to 519
On 4 Apr NTPC was trading at 350.40. The strike last trading price was 1.4, which was 0.6 higher than the previous day. The implied volatity was 29.90, the open interest changed by 1 which increased total open position to 203
On 3 Apr NTPC was trading at 358.90. The strike last trading price was 0.75, which was -0.75 lower than the previous day. The implied volatity was 29.87, the open interest changed by -47 which decreased total open position to 203
On 2 Apr NTPC was trading at 351.75. The strike last trading price was 1.5, which was -0.1 lower than the previous day. The implied volatity was 29.79, the open interest changed by 69 which increased total open position to 255
On 1 Apr NTPC was trading at 352.15. The strike last trading price was 1.5, which was -0.1 lower than the previous day. The implied volatity was 30.07, the open interest changed by 41 which increased total open position to 186
On 28 Mar NTPC was trading at 357.60. The strike last trading price was 1.6, which was 0.1 higher than the previous day. The implied volatity was 31.60, the open interest changed by 65 which increased total open position to 145
On 27 Mar NTPC was trading at 360.65. The strike last trading price was 1.5, which was -0.75 lower than the previous day. The implied volatity was 33.91, the open interest changed by 11 which increased total open position to 79
On 26 Mar NTPC was trading at 354.65. The strike last trading price was 2.35, which was 1.15 higher than the previous day. The implied volatity was 31.94, the open interest changed by 10 which increased total open position to 65
On 25 Mar NTPC was trading at 366.95. The strike last trading price was 1.2, which was -0.15 lower than the previous day. The implied volatity was 31.86, the open interest changed by -3 which decreased total open position to 56
On 24 Mar NTPC was trading at 366.95. The strike last trading price was 1.35, which was -0.95 lower than the previous day. The implied volatity was 33.03, the open interest changed by 31 which increased total open position to 60
On 21 Mar NTPC was trading at 351.30. The strike last trading price was 2.3, which was -1.75 lower than the previous day. The implied volatity was 28.98, the open interest changed by 6 which increased total open position to 26
On 20 Mar NTPC was trading at 341.75. The strike last trading price was 4.05, which was -0.45 lower than the previous day. The implied volatity was 27.54, the open interest changed by 13 which increased total open position to 19
On 19 Mar NTPC was trading at 341.30. The strike last trading price was 4.5, which was -1.5 lower than the previous day. The implied volatity was 27.83, the open interest changed by 2 which increased total open position to 4
On 18 Mar NTPC was trading at 337.35. The strike last trading price was 6, which was -0.55 lower than the previous day. The implied volatity was 29.63, the open interest changed by 0 which decreased total open position to 1
On 17 Mar NTPC was trading at 331.65. The strike last trading price was 6.55, which was -13.95 lower than the previous day. The implied volatity was 25.81, the open interest changed by 1 which increased total open position to 1
On 13 Mar NTPC was trading at 331.90. The strike last trading price was 20.5, which was 0 lower than the previous day. The implied volatity was 2.62, the open interest changed by 0 which decreased total open position to 0
On 12 Mar NTPC was trading at 330.15. The strike last trading price was 20.5, which was 0 lower than the previous day. The implied volatity was 2.37, the open interest changed by 0 which decreased total open position to 0
On 11 Mar NTPC was trading at 330.30. The strike last trading price was 20.5, which was 0 lower than the previous day. The implied volatity was 2.59, the open interest changed by 0 which decreased total open position to 0
On 10 Mar NTPC was trading at 329.40. The strike last trading price was 20.5, which was 0 lower than the previous day. The implied volatity was 1.96, the open interest changed by 0 which decreased total open position to 0
On 7 Mar NTPC was trading at 329.55. The strike last trading price was 20.5, which was 0 lower than the previous day. The implied volatity was 2.31, the open interest changed by 0 which decreased total open position to 0
On 6 Mar NTPC was trading at 337.90. The strike last trading price was 20.5, which was 0 lower than the previous day. The implied volatity was 3.88, the open interest changed by 0 which decreased total open position to 0
On 5 Mar NTPC was trading at 326.20. The strike last trading price was 20.5, which was 0 lower than the previous day. The implied volatity was 1.63, 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 20.5, 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 20.5, 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 20.5, 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
