NTPC
Ntpc Ltd
Historical option data for NTPC
21 Nov 2024 04:10 PM IST
| NTPC 28NOV2024 330 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 | 26.7 | -62.55 | - | 8 | 3 | 3 | |||
| 20 Nov | 366.70 | 89.25 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 366.70 | 89.25 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 366.70 | 89.25 | 0.00 | - | 0 | 0 | 0 | |||
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| 14 Nov | 372.50 | 89.25 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 381.35 | 89.25 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 380.30 | 89.25 | - | 0 | 0 | 0 | ||||
For Ntpc Ltd - strike price 330 expiring on 28NOV2024
Delta for 330 CE is -
Historical price for 330 CE is as follows
On 21 Nov NTPC was trading at 356.15. The strike last trading price was 26.7, which was -62.55 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 3
On 20 Nov NTPC was trading at 366.70. The strike last trading price was 89.25, 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 89.25, 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 89.25, 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 14 Nov NTPC was trading at 372.50. The strike last trading price was 89.25, 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 13 Nov NTPC was trading at 381.35. The strike last trading price was 89.25, 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 12 Nov NTPC was trading at 380.30. The strike last trading price was 89.25, 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 28NOV2024 330 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.08
Vega: 0.07
Theta: -0.21
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 356.15 | 0.75 | 0.25 | 42.46 | 1,074 | 126 | 316 |
| 20 Nov | 366.70 | 0.5 | 0.00 | 42.41 | 306 | 30 | 190 |
| 19 Nov | 366.70 | 0.5 | 0.00 | 42.41 | 306 | 30 | 190 |
| 18 Nov | 366.70 | 0.5 | 0.20 | 40.32 | 500 | 41 | 158 |
| 14 Nov | 372.50 | 0.3 | -0.05 | 35.13 | 59 | 1 | 120 |
| 13 Nov | 381.35 | 0.35 | 0.00 | 39.00 | 198 | 112 | 118 |
| 12 Nov | 380.30 | 0.35 | 37.74 | 7 | 4 | 4 | |
For Ntpc Ltd - strike price 330 expiring on 28NOV2024
Delta for 330 PE is -0.08
Historical price for 330 PE is as follows
On 21 Nov NTPC was trading at 356.15. The strike last trading price was 0.75, which was 0.25 higher than the previous day. The implied volatity was 42.46, the open interest changed by 126 which increased total open position to 316
On 20 Nov NTPC was trading at 366.70. The strike last trading price was 0.5, which was 0.00 lower than the previous day. The implied volatity was 42.41, the open interest changed by 30 which increased total open position to 190
On 19 Nov NTPC was trading at 366.70. The strike last trading price was 0.5, which was 0.00 lower than the previous day. The implied volatity was 42.41, the open interest changed by 30 which increased total open position to 190
On 18 Nov NTPC was trading at 366.70. The strike last trading price was 0.5, which was 0.20 higher than the previous day. The implied volatity was 40.32, the open interest changed by 41 which increased total open position to 158
On 14 Nov NTPC was trading at 372.50. The strike last trading price was 0.3, which was -0.05 lower than the previous day. The implied volatity was 35.13, the open interest changed by 1 which increased total open position to 120
On 13 Nov NTPC was trading at 381.35. The strike last trading price was 0.35, which was 0.00 lower than the previous day. The implied volatity was 39.00, the open interest changed by 112 which increased total open position to 118
On 12 Nov NTPC was trading at 380.30. The strike last trading price was 0.35, which was lower than the previous day. The implied volatity was 37.74, the open interest changed by 4 which increased total open position to 4
