NTPC
Ntpc Ltd
Historical option data for NTPC
21 Nov 2024 04:10 PM IST
| NTPC 28NOV2024 335 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 | 22.9 | -81.80 | - | 32 | 14 | 14 | |||
| 20 Nov | 366.70 | 104.7 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 366.70 | 104.7 | 0.00 | - | 0 | 0 | 0 | |||
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| 18 Nov | 366.70 | 104.7 | 104.70 | - | 0 | 0 | 0 | |||
| 14 Nov | 372.50 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Nov | 381.35 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Nov | 380.30 | 0 | 0.00 | 0 | 0 | 0 | ||||
For Ntpc Ltd - strike price 335 expiring on 28NOV2024
Delta for 335 CE is -
Historical price for 335 CE is as follows
On 21 Nov NTPC was trading at 356.15. The strike last trading price was 22.9, which was -81.80 lower than the previous day. The implied volatity was -, the open interest changed by 14 which increased total open position to 14
On 20 Nov NTPC was trading at 366.70. The strike last trading price was 104.7, 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 104.7, 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 104.7, which was 104.70 higher 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 0, 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 13 Nov NTPC was trading at 381.35. The strike last trading price was 0, 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 12 Nov NTPC was trading at 380.30. 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 335 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.10
Vega: 0.09
Theta: -0.24
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 356.15 | 1 | 0.35 | 39.38 | 1,446 | 110 | 188 |
| 20 Nov | 366.70 | 0.65 | 0.00 | 40.00 | 108 | 5 | 79 |
| 19 Nov | 366.70 | 0.65 | 0.00 | 40.00 | 108 | 6 | 79 |
| 18 Nov | 366.70 | 0.65 | 0.65 | 37.91 | 128 | 71 | 71 |
| 14 Nov | 372.50 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Nov | 381.35 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Nov | 380.30 | 0 | 0.00 | 0 | 0 | 0 | |
For Ntpc Ltd - strike price 335 expiring on 28NOV2024
Delta for 335 PE is -0.10
Historical price for 335 PE is as follows
On 21 Nov NTPC was trading at 356.15. The strike last trading price was 1, which was 0.35 higher than the previous day. The implied volatity was 39.38, the open interest changed by 110 which increased total open position to 188
On 20 Nov NTPC was trading at 366.70. The strike last trading price was 0.65, which was 0.00 lower than the previous day. The implied volatity was 40.00, the open interest changed by 5 which increased total open position to 79
On 19 Nov NTPC was trading at 366.70. The strike last trading price was 0.65, which was 0.00 lower than the previous day. The implied volatity was 40.00, the open interest changed by 6 which increased total open position to 79
On 18 Nov NTPC was trading at 366.70. The strike last trading price was 0.65, which was 0.65 higher than the previous day. The implied volatity was 37.91, the open interest changed by 71 which increased total open position to 71
On 14 Nov NTPC was trading at 372.50. The strike last trading price was 0, 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 13 Nov NTPC was trading at 381.35. The strike last trading price was 0, 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 12 Nov NTPC was trading at 380.30. 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
