NTPC
Ntpc Ltd
Historical option data for NTPC
21 Nov 2024 04:10 PM IST
| NTPC 28NOV2024 325 CE | ||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 356.15 | 114.2 | 0.00 | - | 0 | 0 | 0 | |||
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| 20 Nov | 366.70 | 114.2 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 366.70 | 114.2 | 114.20 | - | 0 | 0 | 0 | |||
| 18 Nov | 366.70 | 0 | 0.00 | 0 | 0 | 0 | ||||
For Ntpc Ltd - strike price 325 expiring on 28NOV2024
Delta for 325 CE is -
Historical price for 325 CE is as follows
On 21 Nov NTPC was trading at 356.15. The strike last trading price was 114.2, 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 114.2, 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 114.2, which was 114.20 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 28NOV2024 325 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.06
Vega: 0.06
Theta: -0.19
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 356.15 | 0.6 | 0.05 | 46.04 | 357 | 152 | 152 |
| 20 Nov | 366.70 | 0.55 | 0.00 | 22.57 | 0 | 0 | 0 |
| 19 Nov | 366.70 | 0.55 | 0.55 | 22.57 | 0 | 0 | 0 |
| 18 Nov | 366.70 | 0 | 0.00 | 0 | 0 | 0 | |
For Ntpc Ltd - strike price 325 expiring on 28NOV2024
Delta for 325 PE is -0.06
Historical price for 325 PE is as follows
On 21 Nov NTPC was trading at 356.15. The strike last trading price was 0.6, which was 0.05 higher than the previous day. The implied volatity was 46.04, the open interest changed by 152 which increased total open position to 152
On 20 Nov NTPC was trading at 366.70. The strike last trading price was 0.55, which was 0.00 lower than the previous day. The implied volatity was 22.57, 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 0.55, which was 0.55 higher than the previous day. The implied volatity was 22.57, 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
