NTPC
Ntpc Ltd
Historical option data for NTPC
20 Dec 2024 04:10 PM IST
| NTPC 26DEC2024 330 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.74
Vega: 0.14
Theta: -0.24
Gamma: 0.05
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 333.25 | 5.15 | -5.20 | 15.40 | 1,439 | 45 | 425 | |||
| 19 Dec | 337.40 | 10.35 | -4.50 | 26.91 | 831 | 235 | 379 | |||
| 18 Dec | 341.75 | 14.85 | -6.05 | 29.77 | 229 | 107 | 139 | |||
| 17 Dec | 349.05 | 20.9 | -8.10 | 28.97 | 21 | 6 | 31 | |||
| 16 Dec | 352.90 | 29 | 0.00 | 0.00 | 0 | 15 | 0 | |||
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| 13 Dec | 357.15 | 29 | -9.80 | 20.82 | 20 | 15 | 25 | |||
| 12 Dec | 355.60 | 38.8 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 365.50 | 38.8 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 10 Dec | 369.15 | 38.8 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 9 Dec | 369.85 | 38.8 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Dec | 369.50 | 38.8 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Dec | 369.15 | 38.8 | -0.40 | - | 5 | -1 | 9 | |||
| 4 Dec | 372.75 | 39.2 | 0.00 | 0.00 | 0 | 2 | 0 | |||
| 3 Dec | 367.45 | 39.2 | 8.05 | - | 7 | 2 | 10 | |||
| 2 Dec | 358.20 | 31.15 | -5.80 | 23.50 | 3 | 0 | 7 | |||
| 29 Nov | 363.65 | 36.95 | -0.05 | 30.70 | 21 | 6 | 8 | |||
| 28 Nov | 362.05 | 37 | -75.20 | - | 2 | 0 | 0 | |||
| 27 Nov | 369.30 | 112.2 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Nov | 361.65 | 112.2 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 368.40 | 112.2 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 365.45 | 112.2 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Nov | 356.15 | 112.2 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Nov | 366.70 | 112.2 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 366.70 | 112.2 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 366.70 | 112.2 | - | 0 | 0 | 0 | ||||
For Ntpc Ltd - strike price 330 expiring on 26DEC2024
Delta for 330 CE is 0.74
Historical price for 330 CE is as follows
On 20 Dec NTPC was trading at 333.25. The strike last trading price was 5.15, which was -5.20 lower than the previous day. The implied volatity was 15.40, the open interest changed by 45 which increased total open position to 425
On 19 Dec NTPC was trading at 337.40. The strike last trading price was 10.35, which was -4.50 lower than the previous day. The implied volatity was 26.91, the open interest changed by 235 which increased total open position to 379
On 18 Dec NTPC was trading at 341.75. The strike last trading price was 14.85, which was -6.05 lower than the previous day. The implied volatity was 29.77, the open interest changed by 107 which increased total open position to 139
On 17 Dec NTPC was trading at 349.05. The strike last trading price was 20.9, which was -8.10 lower than the previous day. The implied volatity was 28.97, the open interest changed by 6 which increased total open position to 31
On 16 Dec NTPC was trading at 352.90. The strike last trading price was 29, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 15 which increased total open position to 0
On 13 Dec NTPC was trading at 357.15. The strike last trading price was 29, which was -9.80 lower than the previous day. The implied volatity was 20.82, the open interest changed by 15 which increased total open position to 25
On 12 Dec NTPC was trading at 355.60. The strike last trading price was 38.8, 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 38.8, 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 38.8, 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 38.8, 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 38.8, 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 38.8, which was -0.40 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 9
On 4 Dec NTPC was trading at 372.75. The strike last trading price was 39.2, 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 3 Dec NTPC was trading at 367.45. The strike last trading price was 39.2, which was 8.05 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 10
On 2 Dec NTPC was trading at 358.20. The strike last trading price was 31.15, which was -5.80 lower than the previous day. The implied volatity was 23.50, the open interest changed by 0 which decreased total open position to 7
On 29 Nov NTPC was trading at 363.65. The strike last trading price was 36.95, which was -0.05 lower than the previous day. The implied volatity was 30.70, the open interest changed by 6 which increased total open position to 8
On 28 Nov NTPC was trading at 362.05. The strike last trading price was 37, which was -75.20 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 112.2, 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 26 Nov NTPC was trading at 361.65. The strike last trading price was 112.2, 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 25 Nov NTPC was trading at 368.40. The strike last trading price was 112.2, 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 22 Nov NTPC was trading at 365.45. The strike last trading price was 112.2, 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 21 Nov NTPC was trading at 356.15. The strike last trading price was 112.2, 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 112.2, 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 112.2, 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 18 Nov NTPC was trading at 366.70. The strike last trading price was 112.2, 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 330 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.36
Vega: 0.16
Theta: -0.33
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 333.25 | 2.9 | 1.25 | 27.50 | 6,092 | -44 | 992 |
| 19 Dec | 337.40 | 1.65 | 0.55 | 25.75 | 3,975 | 227 | 1,045 |
| 18 Dec | 341.75 | 1.1 | 0.45 | 26.77 | 2,529 | 253 | 816 |
| 17 Dec | 349.05 | 0.65 | 0.00 | 28.55 | 860 | 65 | 564 |
| 16 Dec | 352.90 | 0.65 | 0.10 | 30.46 | 889 | -52 | 507 |
| 13 Dec | 357.15 | 0.55 | -0.35 | 29.61 | 3,148 | 216 | 588 |
| 12 Dec | 355.60 | 0.9 | 0.50 | 30.74 | 974 | -11 | 378 |
| 11 Dec | 365.50 | 0.4 | 0.00 | 31.15 | 78 | -12 | 390 |
| 10 Dec | 369.15 | 0.4 | 0.00 | 32.04 | 145 | 18 | 401 |
| 9 Dec | 369.85 | 0.4 | -0.10 | 31.46 | 250 | -88 | 382 |
| 6 Dec | 369.50 | 0.5 | -0.05 | 30.63 | 187 | -3 | 473 |
| 5 Dec | 369.15 | 0.55 | 0.05 | 30.35 | 694 | 23 | 487 |
| 4 Dec | 372.75 | 0.5 | -0.15 | 30.74 | 502 | -50 | 466 |
| 3 Dec | 367.45 | 0.65 | -0.75 | 29.23 | 779 | 139 | 524 |
| 2 Dec | 358.20 | 1.4 | 0.00 | 28.77 | 735 | 8 | 385 |
| 29 Nov | 363.65 | 1.4 | -0.35 | 30.02 | 675 | 121 | 378 |
| 28 Nov | 362.05 | 1.75 | 0.35 | 32.77 | 345 | 12 | 258 |
| 27 Nov | 369.30 | 1.4 | -0.70 | 32.72 | 236 | 85 | 245 |
| 26 Nov | 361.65 | 2.1 | 0.70 | 31.66 | 203 | 22 | 159 |
| 25 Nov | 368.40 | 1.4 | -1.20 | 31.37 | 93 | 99 | 141 |
| 22 Nov | 365.45 | 2.6 | -1.75 | 33.62 | 261 | 100 | 142 |
| 21 Nov | 356.15 | 4.35 | 2.70 | 35.36 | 92 | 42 | 42 |
| 20 Nov | 366.70 | 1.65 | 0.00 | 10.09 | 0 | 0 | 0 |
| 19 Nov | 366.70 | 1.65 | 0.00 | 10.09 | 0 | 0 | 0 |
| 18 Nov | 366.70 | 1.65 | 9.97 | 0 | 0 | 0 | |
For Ntpc Ltd - strike price 330 expiring on 26DEC2024
Delta for 330 PE is -0.36
Historical price for 330 PE is as follows
On 20 Dec NTPC was trading at 333.25. The strike last trading price was 2.9, which was 1.25 higher than the previous day. The implied volatity was 27.50, the open interest changed by -44 which decreased total open position to 992
On 19 Dec NTPC was trading at 337.40. The strike last trading price was 1.65, which was 0.55 higher than the previous day. The implied volatity was 25.75, the open interest changed by 227 which increased total open position to 1045
On 18 Dec NTPC was trading at 341.75. The strike last trading price was 1.1, which was 0.45 higher than the previous day. The implied volatity was 26.77, the open interest changed by 253 which increased total open position to 816
On 17 Dec NTPC was trading at 349.05. The strike last trading price was 0.65, which was 0.00 lower than the previous day. The implied volatity was 28.55, the open interest changed by 65 which increased total open position to 564
On 16 Dec NTPC was trading at 352.90. The strike last trading price was 0.65, which was 0.10 higher than the previous day. The implied volatity was 30.46, the open interest changed by -52 which decreased total open position to 507
On 13 Dec NTPC was trading at 357.15. The strike last trading price was 0.55, which was -0.35 lower than the previous day. The implied volatity was 29.61, the open interest changed by 216 which increased total open position to 588
On 12 Dec NTPC was trading at 355.60. The strike last trading price was 0.9, which was 0.50 higher than the previous day. The implied volatity was 30.74, the open interest changed by -11 which decreased total open position to 378
On 11 Dec NTPC was trading at 365.50. The strike last trading price was 0.4, which was 0.00 lower than the previous day. The implied volatity was 31.15, the open interest changed by -12 which decreased total open position to 390
On 10 Dec NTPC was trading at 369.15. The strike last trading price was 0.4, which was 0.00 lower than the previous day. The implied volatity was 32.04, the open interest changed by 18 which increased total open position to 401
On 9 Dec NTPC was trading at 369.85. The strike last trading price was 0.4, which was -0.10 lower than the previous day. The implied volatity was 31.46, the open interest changed by -88 which decreased total open position to 382
On 6 Dec NTPC was trading at 369.50. The strike last trading price was 0.5, which was -0.05 lower than the previous day. The implied volatity was 30.63, the open interest changed by -3 which decreased total open position to 473
On 5 Dec NTPC was trading at 369.15. The strike last trading price was 0.55, which was 0.05 higher than the previous day. The implied volatity was 30.35, the open interest changed by 23 which increased total open position to 487
On 4 Dec NTPC was trading at 372.75. The strike last trading price was 0.5, which was -0.15 lower than the previous day. The implied volatity was 30.74, the open interest changed by -50 which decreased total open position to 466
On 3 Dec NTPC was trading at 367.45. The strike last trading price was 0.65, which was -0.75 lower than the previous day. The implied volatity was 29.23, the open interest changed by 139 which increased total open position to 524
On 2 Dec NTPC was trading at 358.20. The strike last trading price was 1.4, which was 0.00 lower than the previous day. The implied volatity was 28.77, the open interest changed by 8 which increased total open position to 385
On 29 Nov NTPC was trading at 363.65. The strike last trading price was 1.4, which was -0.35 lower than the previous day. The implied volatity was 30.02, the open interest changed by 121 which increased total open position to 378
On 28 Nov NTPC was trading at 362.05. The strike last trading price was 1.75, which was 0.35 higher than the previous day. The implied volatity was 32.77, the open interest changed by 12 which increased total open position to 258
On 27 Nov NTPC was trading at 369.30. The strike last trading price was 1.4, which was -0.70 lower than the previous day. The implied volatity was 32.72, the open interest changed by 85 which increased total open position to 245
On 26 Nov NTPC was trading at 361.65. The strike last trading price was 2.1, which was 0.70 higher than the previous day. The implied volatity was 31.66, the open interest changed by 22 which increased total open position to 159
On 25 Nov NTPC was trading at 368.40. The strike last trading price was 1.4, which was -1.20 lower than the previous day. The implied volatity was 31.37, the open interest changed by 99 which increased total open position to 141
On 22 Nov NTPC was trading at 365.45. The strike last trading price was 2.6, which was -1.75 lower than the previous day. The implied volatity was 33.62, the open interest changed by 100 which increased total open position to 142
On 21 Nov NTPC was trading at 356.15. The strike last trading price was 4.35, which was 2.70 higher than the previous day. The implied volatity was 35.36, the open interest changed by 42 which increased total open position to 42
On 20 Nov NTPC was trading at 366.70. The strike last trading price was 1.65, which was 0.00 lower than the previous day. The implied volatity was 10.09, 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 1.65, which was 0.00 lower than the previous day. The implied volatity was 10.09, 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 1.65, which was lower than the previous day. The implied volatity was 9.97, the open interest changed by 0 which decreased total open position to 0
