NTPC
Ntpc Ltd
Historical option data for NTPC
20 Dec 2024 04:10 PM IST
| NTPC 26DEC2024 335 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.46
Vega: 0.17
Theta: -0.32
Gamma: 0.05
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 333.25 | 2.9 | -3.75 | 19.50 | 4,304 | 296 | 705 | |||
| 19 Dec | 337.40 | 6.65 | -4.05 | 25.13 | 3,816 | 95 | 409 | |||
| 18 Dec | 341.75 | 10.7 | -5.80 | 27.65 | 583 | 242 | 311 | |||
| 17 Dec | 349.05 | 16.5 | -3.50 | 28.43 | 33 | 7 | 62 | |||
| 16 Dec | 352.90 | 20 | -4.50 | 30.18 | 171 | 27 | 57 | |||
| 13 Dec | 357.15 | 24.5 | 1.30 | 25.50 | 12 | 6 | 30 | |||
| 12 Dec | 355.60 | 23.2 | -9.90 | 27.24 | 19 | 4 | 25 | |||
| 11 Dec | 365.50 | 33.1 | -1.75 | 32.36 | 1 | 0 | 21 | |||
| 10 Dec | 369.15 | 34.85 | 0.00 | 0.00 | 0 | 0 | 0 | |||
|
|
||||||||||
| 9 Dec | 369.85 | 34.85 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Dec | 369.50 | 34.85 | 0.00 | 0.00 | 0 | -1 | 0 | |||
| 5 Dec | 369.15 | 34.85 | -4.20 | - | 2 | -1 | 21 | |||
| 4 Dec | 372.75 | 39.05 | 4.60 | - | 12 | -1 | 22 | |||
| 3 Dec | 367.45 | 34.45 | 7.35 | - | 9 | -1 | 22 | |||
| 2 Dec | 358.20 | 27.1 | -5.35 | 26.02 | 38 | 16 | 21 | |||
| 29 Nov | 363.65 | 32.45 | -46.05 | 29.70 | 5 | 3 | 3 | |||
| 28 Nov | 362.05 | 78.5 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Nov | 369.30 | 78.5 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Nov | 361.65 | 78.5 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 368.40 | 78.5 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 365.45 | 78.5 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Nov | 356.15 | 78.5 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Nov | 366.70 | 78.5 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 366.70 | 78.5 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 366.70 | 78.5 | - | 0 | 0 | 0 | ||||
For Ntpc Ltd - strike price 335 expiring on 26DEC2024
Delta for 335 CE is 0.46
Historical price for 335 CE is as follows
On 20 Dec NTPC was trading at 333.25. The strike last trading price was 2.9, which was -3.75 lower than the previous day. The implied volatity was 19.50, the open interest changed by 296 which increased total open position to 705
On 19 Dec NTPC was trading at 337.40. The strike last trading price was 6.65, which was -4.05 lower than the previous day. The implied volatity was 25.13, the open interest changed by 95 which increased total open position to 409
On 18 Dec NTPC was trading at 341.75. The strike last trading price was 10.7, which was -5.80 lower than the previous day. The implied volatity was 27.65, the open interest changed by 242 which increased total open position to 311
On 17 Dec NTPC was trading at 349.05. The strike last trading price was 16.5, which was -3.50 lower than the previous day. The implied volatity was 28.43, the open interest changed by 7 which increased total open position to 62
On 16 Dec NTPC was trading at 352.90. The strike last trading price was 20, which was -4.50 lower than the previous day. The implied volatity was 30.18, the open interest changed by 27 which increased total open position to 57
On 13 Dec NTPC was trading at 357.15. The strike last trading price was 24.5, which was 1.30 higher than the previous day. The implied volatity was 25.50, the open interest changed by 6 which increased total open position to 30
On 12 Dec NTPC was trading at 355.60. The strike last trading price was 23.2, which was -9.90 lower than the previous day. The implied volatity was 27.24, the open interest changed by 4 which increased total open position to 25
On 11 Dec NTPC was trading at 365.50. The strike last trading price was 33.1, which was -1.75 lower than the previous day. The implied volatity was 32.36, the open interest changed by 0 which decreased total open position to 21
On 10 Dec NTPC was trading at 369.15. The strike last trading price was 34.85, 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 34.85, 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 34.85, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 5 Dec NTPC was trading at 369.15. The strike last trading price was 34.85, which was -4.20 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 21
On 4 Dec NTPC was trading at 372.75. The strike last trading price was 39.05, which was 4.60 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 22
On 3 Dec NTPC was trading at 367.45. The strike last trading price was 34.45, which was 7.35 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 22
On 2 Dec NTPC was trading at 358.20. The strike last trading price was 27.1, which was -5.35 lower than the previous day. The implied volatity was 26.02, the open interest changed by 16 which increased total open position to 21
On 29 Nov NTPC was trading at 363.65. The strike last trading price was 32.45, which was -46.05 lower than the previous day. The implied volatity was 29.70, the open interest changed by 3 which increased total open position to 3
On 28 Nov NTPC was trading at 362.05. The strike last trading price was 78.5, 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 27 Nov NTPC was trading at 369.30. The strike last trading price was 78.5, 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 78.5, 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 78.5, 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 78.5, 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 78.5, 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 78.5, 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 78.5, 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 78.5, 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 335 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.52
Vega: 0.17
Theta: -0.38
Gamma: 0.03
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 333.25 | 5.6 | 2.60 | 30.07 | 7,422 | -118 | 456 |
| 19 Dec | 337.40 | 3 | 1.10 | 24.52 | 5,354 | 80 | 583 |
| 18 Dec | 341.75 | 1.9 | 0.85 | 25.10 | 3,178 | 101 | 515 |
| 17 Dec | 349.05 | 1.05 | 0.05 | 26.64 | 1,429 | 49 | 414 |
| 16 Dec | 352.90 | 1 | 0.25 | 28.65 | 1,069 | 54 | 365 |
| 13 Dec | 357.15 | 0.75 | -0.50 | 27.43 | 2,574 | -55 | 321 |
| 12 Dec | 355.60 | 1.25 | 0.70 | 28.95 | 1,388 | 65 | 395 |
| 11 Dec | 365.50 | 0.55 | 0.00 | 29.47 | 186 | -29 | 334 |
| 10 Dec | 369.15 | 0.55 | 0.05 | 30.53 | 187 | -9 | 369 |
| 9 Dec | 369.85 | 0.5 | -0.10 | 29.42 | 280 | 33 | 379 |
| 6 Dec | 369.50 | 0.6 | -0.10 | 28.55 | 220 | 26 | 347 |
| 5 Dec | 369.15 | 0.7 | 0.10 | 28.68 | 412 | -4 | 322 |
| 4 Dec | 372.75 | 0.6 | -0.25 | 28.82 | 593 | 72 | 334 |
| 3 Dec | 367.45 | 0.85 | -1.05 | 27.83 | 810 | 72 | 264 |
| 2 Dec | 358.20 | 1.9 | 0.10 | 27.76 | 664 | 61 | 193 |
| 29 Nov | 363.65 | 1.8 | -0.40 | 28.82 | 772 | 33 | 130 |
| 28 Nov | 362.05 | 2.2 | -5.50 | 31.62 | 234 | 96 | 97 |
| 27 Nov | 369.30 | 7.7 | 0.00 | 0.00 | 0 | 0 | 0 |
| 26 Nov | 361.65 | 7.7 | 0.00 | 0.00 | 0 | 0 | 0 |
| 25 Nov | 368.40 | 7.7 | 0.00 | 0.00 | 0 | 1 | 0 |
| 22 Nov | 365.45 | 7.7 | 0.00 | 0.00 | 0 | 1 | 0 |
| 21 Nov | 356.15 | 7.7 | 6.10 | 41.51 | 3 | 1 | 1 |
| 20 Nov | 366.70 | 1.6 | 0.00 | 8.94 | 0 | 0 | 0 |
| 19 Nov | 366.70 | 1.6 | 0.00 | 8.94 | 0 | 0 | 0 |
| 18 Nov | 366.70 | 1.6 | 8.83 | 0 | 0 | 0 | |
For Ntpc Ltd - strike price 335 expiring on 26DEC2024
Delta for 335 PE is -0.52
Historical price for 335 PE is as follows
On 20 Dec NTPC was trading at 333.25. The strike last trading price was 5.6, which was 2.60 higher than the previous day. The implied volatity was 30.07, the open interest changed by -118 which decreased total open position to 456
On 19 Dec NTPC was trading at 337.40. The strike last trading price was 3, which was 1.10 higher than the previous day. The implied volatity was 24.52, the open interest changed by 80 which increased total open position to 583
On 18 Dec NTPC was trading at 341.75. The strike last trading price was 1.9, which was 0.85 higher than the previous day. The implied volatity was 25.10, the open interest changed by 101 which increased total open position to 515
On 17 Dec NTPC was trading at 349.05. The strike last trading price was 1.05, which was 0.05 higher than the previous day. The implied volatity was 26.64, the open interest changed by 49 which increased total open position to 414
On 16 Dec NTPC was trading at 352.90. The strike last trading price was 1, which was 0.25 higher than the previous day. The implied volatity was 28.65, the open interest changed by 54 which increased total open position to 365
On 13 Dec NTPC was trading at 357.15. The strike last trading price was 0.75, which was -0.50 lower than the previous day. The implied volatity was 27.43, the open interest changed by -55 which decreased total open position to 321
On 12 Dec NTPC was trading at 355.60. The strike last trading price was 1.25, which was 0.70 higher than the previous day. The implied volatity was 28.95, the open interest changed by 65 which increased total open position to 395
On 11 Dec NTPC was trading at 365.50. The strike last trading price was 0.55, which was 0.00 lower than the previous day. The implied volatity was 29.47, the open interest changed by -29 which decreased total open position to 334
On 10 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 30.53, the open interest changed by -9 which decreased total open position to 369
On 9 Dec NTPC was trading at 369.85. The strike last trading price was 0.5, which was -0.10 lower than the previous day. The implied volatity was 29.42, the open interest changed by 33 which increased total open position to 379
On 6 Dec NTPC was trading at 369.50. The strike last trading price was 0.6, which was -0.10 lower than the previous day. The implied volatity was 28.55, the open interest changed by 26 which increased total open position to 347
On 5 Dec NTPC was trading at 369.15. The strike last trading price was 0.7, which was 0.10 higher than the previous day. The implied volatity was 28.68, the open interest changed by -4 which decreased total open position to 322
On 4 Dec NTPC was trading at 372.75. The strike last trading price was 0.6, which was -0.25 lower than the previous day. The implied volatity was 28.82, the open interest changed by 72 which increased total open position to 334
On 3 Dec NTPC was trading at 367.45. The strike last trading price was 0.85, which was -1.05 lower than the previous day. The implied volatity was 27.83, the open interest changed by 72 which increased total open position to 264
On 2 Dec NTPC was trading at 358.20. The strike last trading price was 1.9, which was 0.10 higher than the previous day. The implied volatity was 27.76, the open interest changed by 61 which increased total open position to 193
On 29 Nov NTPC was trading at 363.65. The strike last trading price was 1.8, which was -0.40 lower than the previous day. The implied volatity was 28.82, the open interest changed by 33 which increased total open position to 130
On 28 Nov NTPC was trading at 362.05. The strike last trading price was 2.2, which was -5.50 lower than the previous day. The implied volatity was 31.62, the open interest changed by 96 which increased total open position to 97
On 27 Nov NTPC was trading at 369.30. The strike last trading price was 7.7, 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 26 Nov NTPC was trading at 361.65. The strike last trading price was 7.7, 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 25 Nov NTPC was trading at 368.40. The strike last trading price was 7.7, which was 0.00 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 22 Nov NTPC was trading at 365.45. The strike last trading price was 7.7, which was 0.00 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 21 Nov NTPC was trading at 356.15. The strike last trading price was 7.7, which was 6.10 higher than the previous day. The implied volatity was 41.51, the open interest changed by 1 which increased total open position to 1
On 20 Nov NTPC was trading at 366.70. The strike last trading price was 1.6, which was 0.00 lower than the previous day. The implied volatity was 8.94, 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 1.6, which was 0.00 lower than the previous day. The implied volatity was 8.94, 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 1.6, which was lower than the previous day. The implied volatity was 8.83, the open interest changed by 0 which decreased total open position to 0
