NTPC
Ntpc Ltd
Historical option data for NTPC
11 Apr 2025 04:10 PM IST
| NTPC 24APR2025 335 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.94
Vega: 0.08
Theta: -0.17
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 11 Apr | 360.10 | 26.35 | 7.3 | 25.84 | 55 | 6 | 228 | |||
| 9 Apr | 349.35 | 20.4 | -1.8 | 34.62 | 166 | -41 | 222 | |||
| 8 Apr | 352.95 | 22.2 | 2 | 31.94 | 114 | -39 | 263 | |||
| 7 Apr | 349.80 | 20.6 | 1.1 | 35.69 | 1,977 | 141 | 302 | |||
| 4 Apr | 350.40 | 19.65 | -6.65 | 24.53 | 64 | -1 | 161 | |||
| 3 Apr | 358.90 | 26.3 | 4.95 | 16.13 | 50 | 33 | 162 | |||
| 2 Apr | 351.75 | 21.5 | -0.7 | 27.90 | 140 | 5 | 128 | |||
| 1 Apr | 352.15 | 22.25 | -4.4 | 25.71 | 159 | 65 | 124 | |||
| 28 Mar | 357.60 | 26.65 | -3 | 22.56 | 78 | 22 | 59 | |||
| 27 Mar | 360.65 | 29.65 | 1.55 | - | 20 | 5 | 37 | |||
| 26 Mar | 354.65 | 28.1 | -6.75 | 38.34 | 1 | 0 | 33 | |||
| 25 Mar | 366.95 | 35.05 | -0.95 | 30.43 | 12 | -4 | 35 | |||
| 24 Mar | 366.95 | 36 | 13.4 | 26.03 | 10 | -3 | 41 | |||
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| 21 Mar | 351.30 | 22.95 | 7.55 | 25.31 | 32 | 1 | 46 | |||
| 20 Mar | 341.75 | 15.4 | 0.2 | 23.22 | 9 | 0 | 45 | |||
| 19 Mar | 341.30 | 15.25 | 1.6 | 24.22 | 42 | -13 | 44 | |||
| 18 Mar | 337.35 | 13.65 | 2 | 24.59 | 29 | 1 | 56 | |||
| 17 Mar | 331.65 | 11.65 | 0.05 | 27.04 | 4 | 0 | 55 | |||
| 13 Mar | 331.90 | 11.35 | -0.65 | 25.81 | 70 | 39 | 53 | |||
| 12 Mar | 330.15 | 12 | -0.2 | 27.92 | 8 | 7 | 14 | |||
| 11 Mar | 330.30 | 11.85 | -4.6 | 25.27 | 14 | 7 | 8 | |||
| 10 Mar | 329.40 | 16.45 | 0 | 0.00 | 0 | 0 | 0 | |||
| 7 Mar | 329.55 | 16.45 | 0 | 0.00 | 0 | 1 | 0 | |||
| 6 Mar | 337.90 | 16.45 | 5.45 | 27.69 | 2 | 1 | 1 | |||
| 5 Mar | 326.20 | 11 | 0 | 1.19 | 0 | 0 | 0 | |||
| 4 Mar | 313.75 | 11 | 0 | 4.30 | 0 | 0 | 0 | |||
| 3 Mar | 314.40 | 11 | 0 | 3.79 | 0 | 0 | 0 | |||
| 28 Feb | 311.45 | 11 | 0 | 4.63 | 0 | 0 | 0 | |||
For Ntpc Ltd - strike price 335 expiring on 24APR2025
Delta for 335 CE is 0.94
Historical price for 335 CE is as follows
On 11 Apr NTPC was trading at 360.10. The strike last trading price was 26.35, which was 7.3 higher than the previous day. The implied volatity was 25.84, the open interest changed by 6 which increased total open position to 228
On 9 Apr NTPC was trading at 349.35. The strike last trading price was 20.4, which was -1.8 lower than the previous day. The implied volatity was 34.62, the open interest changed by -41 which decreased total open position to 222
On 8 Apr NTPC was trading at 352.95. The strike last trading price was 22.2, which was 2 higher than the previous day. The implied volatity was 31.94, the open interest changed by -39 which decreased total open position to 263
On 7 Apr NTPC was trading at 349.80. The strike last trading price was 20.6, which was 1.1 higher than the previous day. The implied volatity was 35.69, the open interest changed by 141 which increased total open position to 302
On 4 Apr NTPC was trading at 350.40. The strike last trading price was 19.65, which was -6.65 lower than the previous day. The implied volatity was 24.53, the open interest changed by -1 which decreased total open position to 161
On 3 Apr NTPC was trading at 358.90. The strike last trading price was 26.3, which was 4.95 higher than the previous day. The implied volatity was 16.13, the open interest changed by 33 which increased total open position to 162
On 2 Apr NTPC was trading at 351.75. The strike last trading price was 21.5, which was -0.7 lower than the previous day. The implied volatity was 27.90, the open interest changed by 5 which increased total open position to 128
On 1 Apr NTPC was trading at 352.15. The strike last trading price was 22.25, which was -4.4 lower than the previous day. The implied volatity was 25.71, the open interest changed by 65 which increased total open position to 124
On 28 Mar NTPC was trading at 357.60. The strike last trading price was 26.65, which was -3 lower than the previous day. The implied volatity was 22.56, the open interest changed by 22 which increased total open position to 59
On 27 Mar NTPC was trading at 360.65. The strike last trading price was 29.65, which was 1.55 higher than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 37
On 26 Mar NTPC was trading at 354.65. The strike last trading price was 28.1, which was -6.75 lower than the previous day. The implied volatity was 38.34, the open interest changed by 0 which decreased total open position to 33
On 25 Mar NTPC was trading at 366.95. The strike last trading price was 35.05, which was -0.95 lower than the previous day. The implied volatity was 30.43, the open interest changed by -4 which decreased total open position to 35
On 24 Mar NTPC was trading at 366.95. The strike last trading price was 36, which was 13.4 higher than the previous day. The implied volatity was 26.03, the open interest changed by -3 which decreased total open position to 41
On 21 Mar NTPC was trading at 351.30. The strike last trading price was 22.95, which was 7.55 higher than the previous day. The implied volatity was 25.31, the open interest changed by 1 which increased total open position to 46
On 20 Mar NTPC was trading at 341.75. The strike last trading price was 15.4, which was 0.2 higher than the previous day. The implied volatity was 23.22, the open interest changed by 0 which decreased total open position to 45
On 19 Mar NTPC was trading at 341.30. The strike last trading price was 15.25, which was 1.6 higher than the previous day. The implied volatity was 24.22, the open interest changed by -13 which decreased total open position to 44
On 18 Mar NTPC was trading at 337.35. The strike last trading price was 13.65, which was 2 higher than the previous day. The implied volatity was 24.59, the open interest changed by 1 which increased total open position to 56
On 17 Mar NTPC was trading at 331.65. The strike last trading price was 11.65, which was 0.05 higher than the previous day. The implied volatity was 27.04, the open interest changed by 0 which decreased total open position to 55
On 13 Mar NTPC was trading at 331.90. The strike last trading price was 11.35, which was -0.65 lower than the previous day. The implied volatity was 25.81, the open interest changed by 39 which increased total open position to 53
On 12 Mar NTPC was trading at 330.15. The strike last trading price was 12, which was -0.2 lower than the previous day. The implied volatity was 27.92, the open interest changed by 7 which increased total open position to 14
On 11 Mar NTPC was trading at 330.30. The strike last trading price was 11.85, which was -4.6 lower than the previous day. The implied volatity was 25.27, the open interest changed by 7 which increased total open position to 8
On 10 Mar NTPC was trading at 329.40. The strike last trading price was 16.45, 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 7 Mar NTPC was trading at 329.55. The strike last trading price was 16.45, 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 16.45, which was 5.45 higher than the previous day. The implied volatity was 27.69, the open interest changed by 1 which increased total open position to 1
On 5 Mar NTPC was trading at 326.20. The strike last trading price was 11, which was 0 lower than the previous day. The implied volatity was 1.19, 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 11, which was 0 lower than the previous day. The implied volatity was 4.30, 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 11, which was 0 lower than the previous day. The implied volatity was 3.79, 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 11, which was 0 lower than the previous day. The implied volatity was 4.63, the open interest changed by 0 which decreased total open position to 0
| NTPC 24APR2025 335 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.12
Vega: 0.14
Theta: -0.17
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 11 Apr | 360.10 | 1.45 | -2.65 | 34.81 | 1,003 | -68 | 504 |
| 9 Apr | 349.35 | 3.45 | 0.3 | 34.96 | 1,100 | 61 | 571 |
| 8 Apr | 352.95 | 3.1 | -2 | 34.95 | 1,626 | 82 | 518 |
| 7 Apr | 349.80 | 5.1 | 2.3 | 38.97 | 2,788 | -68 | 436 |
| 4 Apr | 350.40 | 2.7 | 1.15 | 27.80 | 718 | 14 | 522 |
| 3 Apr | 358.90 | 1.45 | -1.35 | 27.64 | 664 | 153 | 508 |
| 2 Apr | 351.75 | 2.85 | -0.05 | 27.96 | 905 | -19 | 356 |
| 1 Apr | 352.15 | 2.95 | 0.2 | 28.88 | 607 | 126 | 390 |
| 28 Mar | 357.60 | 2.75 | 0.35 | 29.79 | 454 | 137 | 264 |
| 27 Mar | 360.65 | 2.25 | -1.55 | 31.08 | 275 | 19 | 125 |
| 26 Mar | 354.65 | 4 | 1.95 | 30.63 | 107 | 30 | 105 |
| 25 Mar | 366.95 | 2.1 | 0 | 30.16 | 66 | 11 | 72 |
| 24 Mar | 366.95 | 2.1 | -2 | 30.79 | 122 | -8 | 61 |
| 21 Mar | 351.30 | 4.05 | -3.1 | 26.88 | 84 | 36 | 68 |
| 20 Mar | 341.75 | 7.15 | -0.2 | 27.42 | 10 | 5 | 31 |
| 19 Mar | 341.30 | 7.4 | -1.85 | 26.82 | 40 | 21 | 27 |
| 18 Mar | 337.35 | 9.25 | -17.4 | 28.16 | 6 | 4 | 4 |
| 17 Mar | 331.65 | 26.65 | 0 | 0.09 | 0 | 0 | 0 |
| 13 Mar | 331.90 | 26.65 | 0 | - | 0 | 0 | 0 |
| 12 Mar | 330.15 | 26.65 | 0 | - | 0 | 0 | 0 |
| 11 Mar | 330.30 | 26.65 | 0 | 0.20 | 0 | 0 | 0 |
| 10 Mar | 329.40 | 26.65 | 0 | - | 0 | 0 | 0 |
| 7 Mar | 329.55 | 26.65 | 0 | - | 0 | 0 | 0 |
| 6 Mar | 337.90 | 26.65 | 0 | 1.55 | 0 | 0 | 0 |
| 5 Mar | 326.20 | 26.65 | 0 | - | 0 | 0 | 0 |
| 4 Mar | 313.75 | 26.65 | 0 | - | 0 | 0 | 0 |
| 3 Mar | 314.40 | 26.65 | 0 | - | 0 | 0 | 0 |
| 28 Feb | 311.45 | 26.65 | 0 | - | 0 | 0 | 0 |
For Ntpc Ltd - strike price 335 expiring on 24APR2025
Delta for 335 PE is -0.12
Historical price for 335 PE is as follows
On 11 Apr NTPC was trading at 360.10. The strike last trading price was 1.45, which was -2.65 lower than the previous day. The implied volatity was 34.81, the open interest changed by -68 which decreased total open position to 504
On 9 Apr NTPC was trading at 349.35. The strike last trading price was 3.45, which was 0.3 higher than the previous day. The implied volatity was 34.96, the open interest changed by 61 which increased total open position to 571
On 8 Apr NTPC was trading at 352.95. The strike last trading price was 3.1, which was -2 lower than the previous day. The implied volatity was 34.95, the open interest changed by 82 which increased total open position to 518
On 7 Apr NTPC was trading at 349.80. The strike last trading price was 5.1, which was 2.3 higher than the previous day. The implied volatity was 38.97, the open interest changed by -68 which decreased total open position to 436
On 4 Apr NTPC was trading at 350.40. The strike last trading price was 2.7, which was 1.15 higher than the previous day. The implied volatity was 27.80, the open interest changed by 14 which increased total open position to 522
On 3 Apr NTPC was trading at 358.90. The strike last trading price was 1.45, which was -1.35 lower than the previous day. The implied volatity was 27.64, the open interest changed by 153 which increased total open position to 508
On 2 Apr NTPC was trading at 351.75. The strike last trading price was 2.85, which was -0.05 lower than the previous day. The implied volatity was 27.96, the open interest changed by -19 which decreased total open position to 356
On 1 Apr NTPC was trading at 352.15. The strike last trading price was 2.95, which was 0.2 higher than the previous day. The implied volatity was 28.88, the open interest changed by 126 which increased total open position to 390
On 28 Mar NTPC was trading at 357.60. The strike last trading price was 2.75, which was 0.35 higher than the previous day. The implied volatity was 29.79, the open interest changed by 137 which increased total open position to 264
On 27 Mar NTPC was trading at 360.65. The strike last trading price was 2.25, which was -1.55 lower than the previous day. The implied volatity was 31.08, the open interest changed by 19 which increased total open position to 125
On 26 Mar NTPC was trading at 354.65. The strike last trading price was 4, which was 1.95 higher than the previous day. The implied volatity was 30.63, the open interest changed by 30 which increased total open position to 105
On 25 Mar NTPC was trading at 366.95. The strike last trading price was 2.1, which was 0 lower than the previous day. The implied volatity was 30.16, the open interest changed by 11 which increased total open position to 72
On 24 Mar NTPC was trading at 366.95. The strike last trading price was 2.1, which was -2 lower than the previous day. The implied volatity was 30.79, the open interest changed by -8 which decreased total open position to 61
On 21 Mar NTPC was trading at 351.30. The strike last trading price was 4.05, which was -3.1 lower than the previous day. The implied volatity was 26.88, the open interest changed by 36 which increased total open position to 68
On 20 Mar NTPC was trading at 341.75. The strike last trading price was 7.15, which was -0.2 lower than the previous day. The implied volatity was 27.42, the open interest changed by 5 which increased total open position to 31
On 19 Mar NTPC was trading at 341.30. The strike last trading price was 7.4, which was -1.85 lower than the previous day. The implied volatity was 26.82, the open interest changed by 21 which increased total open position to 27
On 18 Mar NTPC was trading at 337.35. The strike last trading price was 9.25, which was -17.4 lower than the previous day. The implied volatity was 28.16, the open interest changed by 4 which increased total open position to 4
On 17 Mar NTPC was trading at 331.65. The strike last trading price was 26.65, which was 0 lower than the previous day. The implied volatity was 0.09, the open interest changed by 0 which decreased total open position to 0
On 13 Mar NTPC was trading at 331.90. The strike last trading price was 26.65, 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 12 Mar NTPC was trading at 330.15. The strike last trading price was 26.65, 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 11 Mar NTPC was trading at 330.30. The strike last trading price was 26.65, which was 0 lower than the previous day. The implied volatity was 0.20, 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 26.65, 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 7 Mar NTPC was trading at 329.55. The strike last trading price was 26.65, 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 6 Mar NTPC was trading at 337.90. The strike last trading price was 26.65, which was 0 lower than the previous day. The implied volatity was 1.55, 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 26.65, 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 4 Mar NTPC was trading at 313.75. The strike last trading price was 26.65, 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 26.65, 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 26.65, 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
