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[--[65.84.65.76]--]
NTPC
Ntpc Ltd

352.95 3.15 (0.90%)

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Historical option data for NTPC

08 Apr 2025 05:50 PM IST
NTPC 24APR2025 340 CE
Delta: 0.76
Vega: 0.23
Theta: -0.29
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
8 Apr 352.95 18.1 1.6 30.63 615 -2 814
7 Apr 349.80 16.9 1.15 34.63 4,090 414 820
4 Apr 350.40 15.8 -5.85 24.46 520 -71 407
3 Apr 358.90 21.45 3.9 15.18 366 107 479
2 Apr 351.75 16.85 -1.05 24.47 432 -37 372
1 Apr 352.15 18.3 -4.35 25.36 382 86 409
28 Mar 357.60 22.4 -4.5 22.49 185 4 323
27 Mar 360.65 29 7.8 28.18 106 12 320
26 Mar 354.65 20.4 -10.05 25.35 80 -7 308
25 Mar 366.95 30.45 -0.55 28.54 50 -11 315
24 Mar 366.95 32 13.15 27.63 257 -36 326
21 Mar 351.30 19.25 6.35 25.02 527 75 360
20 Mar 341.75 12.85 0.3 24.39 274 44 285
19 Mar 341.30 12.35 1.25 24.19 628 -14 241
18 Mar 337.35 11 1.95 24.60 212 62 252
17 Mar 331.65 9.2 0.65 26.59 49 11 189
13 Mar 331.90 8.55 -0.6 24.44 11 6 179
12 Mar 330.15 9.15 -0.35 26.34 15 0 172
11 Mar 330.30 9.5 0.25 25.06 59 17 172
10 Mar 329.40 9.25 -1.25 26.48 69 7 156
7 Mar 329.55 10.5 -3.3 26.82 155 124 149
6 Mar 337.90 13.7 5.25 27.27 37 22 24
5 Mar 326.20 8.45 -8.55 25.70 4 2 2
4 Mar 313.75 17 0 5.32 0 0 0
3 Mar 314.40 17 0 4.87 0 0 0
28 Feb 311.45 17 0 5.69 0 0 0
26 Feb 318.70 17 0 4.10 0 0 0
25 Feb 318.70 17 0 4.10 0 0 0
24 Feb 320.10 17 0 3.27 0 0 0
21 Feb 326.25 17 0 1.99 0 0 0
20 Feb 325.15 17 0 2.04 0 0 0
19 Feb 314.80 17 0 4.34 0 0 0
18 Feb 311.20 17 0 7.24 0 0 0
17 Feb 302.35 17 0 6.88 0 0 0
14 Feb 300.35 17 0 7.22 0 0 0
13 Feb 306.70 17 0 5.61 0 0 0
12 Feb 306.25 17 0 5.79 0 0 0
11 Feb 305.60 17 0 4.78 0 0 0
10 Feb 310.50 17 0 4.79 0 0 0
7 Feb 316.95 17 0 3.24 0 0 0
6 Feb 312.80 17 0 4.24 0 0 0
5 Feb 319.60 17 0 2.23 0 0 0
4 Feb 319.10 17 0 4.15 0 0 0
3 Feb 311.25 17 0 5.40 0 0 0
1 Feb 317.70 17 0 0.91 0 0 0


For Ntpc Ltd - strike price 340 expiring on 24APR2025

Delta for 340 CE is 0.76

Historical price for 340 CE is as follows

On 8 Apr NTPC was trading at 352.95. The strike last trading price was 18.1, which was 1.6 higher than the previous day. The implied volatity was 30.63, the open interest changed by -2 which decreased total open position to 814


On 7 Apr NTPC was trading at 349.80. The strike last trading price was 16.9, which was 1.15 higher than the previous day. The implied volatity was 34.63, the open interest changed by 414 which increased total open position to 820


On 4 Apr NTPC was trading at 350.40. The strike last trading price was 15.8, which was -5.85 lower than the previous day. The implied volatity was 24.46, the open interest changed by -71 which decreased total open position to 407


On 3 Apr NTPC was trading at 358.90. The strike last trading price was 21.45, which was 3.9 higher than the previous day. The implied volatity was 15.18, the open interest changed by 107 which increased total open position to 479


On 2 Apr NTPC was trading at 351.75. The strike last trading price was 16.85, which was -1.05 lower than the previous day. The implied volatity was 24.47, the open interest changed by -37 which decreased total open position to 372


On 1 Apr NTPC was trading at 352.15. The strike last trading price was 18.3, which was -4.35 lower than the previous day. The implied volatity was 25.36, the open interest changed by 86 which increased total open position to 409


On 28 Mar NTPC was trading at 357.60. The strike last trading price was 22.4, which was -4.5 lower than the previous day. The implied volatity was 22.49, the open interest changed by 4 which increased total open position to 323


On 27 Mar NTPC was trading at 360.65. The strike last trading price was 29, which was 7.8 higher than the previous day. The implied volatity was 28.18, the open interest changed by 12 which increased total open position to 320


On 26 Mar NTPC was trading at 354.65. The strike last trading price was 20.4, which was -10.05 lower than the previous day. The implied volatity was 25.35, the open interest changed by -7 which decreased total open position to 308


On 25 Mar NTPC was trading at 366.95. The strike last trading price was 30.45, which was -0.55 lower than the previous day. The implied volatity was 28.54, the open interest changed by -11 which decreased total open position to 315


On 24 Mar NTPC was trading at 366.95. The strike last trading price was 32, which was 13.15 higher than the previous day. The implied volatity was 27.63, the open interest changed by -36 which decreased total open position to 326


On 21 Mar NTPC was trading at 351.30. The strike last trading price was 19.25, which was 6.35 higher than the previous day. The implied volatity was 25.02, the open interest changed by 75 which increased total open position to 360


On 20 Mar NTPC was trading at 341.75. The strike last trading price was 12.85, which was 0.3 higher than the previous day. The implied volatity was 24.39, the open interest changed by 44 which increased total open position to 285


On 19 Mar NTPC was trading at 341.30. The strike last trading price was 12.35, which was 1.25 higher than the previous day. The implied volatity was 24.19, the open interest changed by -14 which decreased total open position to 241


On 18 Mar NTPC was trading at 337.35. The strike last trading price was 11, which was 1.95 higher than the previous day. The implied volatity was 24.60, the open interest changed by 62 which increased total open position to 252


On 17 Mar NTPC was trading at 331.65. The strike last trading price was 9.2, which was 0.65 higher than the previous day. The implied volatity was 26.59, the open interest changed by 11 which increased total open position to 189


On 13 Mar NTPC was trading at 331.90. The strike last trading price was 8.55, which was -0.6 lower than the previous day. The implied volatity was 24.44, the open interest changed by 6 which increased total open position to 179


On 12 Mar NTPC was trading at 330.15. The strike last trading price was 9.15, which was -0.35 lower than the previous day. The implied volatity was 26.34, the open interest changed by 0 which decreased total open position to 172


On 11 Mar NTPC was trading at 330.30. The strike last trading price was 9.5, which was 0.25 higher than the previous day. The implied volatity was 25.06, the open interest changed by 17 which increased total open position to 172


On 10 Mar NTPC was trading at 329.40. The strike last trading price was 9.25, which was -1.25 lower than the previous day. The implied volatity was 26.48, the open interest changed by 7 which increased total open position to 156


On 7 Mar NTPC was trading at 329.55. The strike last trading price was 10.5, which was -3.3 lower than the previous day. The implied volatity was 26.82, the open interest changed by 124 which increased total open position to 149


On 6 Mar NTPC was trading at 337.90. The strike last trading price was 13.7, which was 5.25 higher than the previous day. The implied volatity was 27.27, the open interest changed by 22 which increased total open position to 24


On 5 Mar NTPC was trading at 326.20. The strike last trading price was 8.45, which was -8.55 lower than the previous day. The implied volatity was 25.70, the open interest changed by 2 which increased total open position to 2


On 4 Mar NTPC was trading at 313.75. The strike last trading price was 17, which was 0 lower than the previous day. The implied volatity was 5.32, 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 17, which was 0 lower than the previous day. The implied volatity was 4.87, 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 17, which was 0 lower than the previous day. The implied volatity was 5.69, the open interest changed by 0 which decreased total open position to 0


On 26 Feb NTPC was trading at 318.70. The strike last trading price was 17, which was 0 lower than the previous day. The implied volatity was 4.10, the open interest changed by 0 which decreased total open position to 0


On 25 Feb NTPC was trading at 318.70. The strike last trading price was 17, which was 0 lower than the previous day. The implied volatity was 4.10, the open interest changed by 0 which decreased total open position to 0


On 24 Feb NTPC was trading at 320.10. The strike last trading price was 17, which was 0 lower than the previous day. The implied volatity was 3.27, the open interest changed by 0 which decreased total open position to 0


On 21 Feb NTPC was trading at 326.25. The strike last trading price was 17, which was 0 lower than the previous day. The implied volatity was 1.99, the open interest changed by 0 which decreased total open position to 0


On 20 Feb NTPC was trading at 325.15. The strike last trading price was 17, which was 0 lower than the previous day. The implied volatity was 2.04, the open interest changed by 0 which decreased total open position to 0


On 19 Feb NTPC was trading at 314.80. The strike last trading price was 17, which was 0 lower than the previous day. The implied volatity was 4.34, the open interest changed by 0 which decreased total open position to 0


On 18 Feb NTPC was trading at 311.20. The strike last trading price was 17, which was 0 lower than the previous day. The implied volatity was 7.24, the open interest changed by 0 which decreased total open position to 0


On 17 Feb NTPC was trading at 302.35. The strike last trading price was 17, which was 0 lower than the previous day. The implied volatity was 6.88, the open interest changed by 0 which decreased total open position to 0


On 14 Feb NTPC was trading at 300.35. The strike last trading price was 17, which was 0 lower than the previous day. The implied volatity was 7.22, the open interest changed by 0 which decreased total open position to 0


On 13 Feb NTPC was trading at 306.70. The strike last trading price was 17, which was 0 lower than the previous day. The implied volatity was 5.61, the open interest changed by 0 which decreased total open position to 0


On 12 Feb NTPC was trading at 306.25. The strike last trading price was 17, which was 0 lower than the previous day. The implied volatity was 5.79, the open interest changed by 0 which decreased total open position to 0


On 11 Feb NTPC was trading at 305.60. The strike last trading price was 17, which was 0 lower than the previous day. The implied volatity was 4.78, the open interest changed by 0 which decreased total open position to 0


On 10 Feb NTPC was trading at 310.50. The strike last trading price was 17, which was 0 lower than the previous day. The implied volatity was 4.79, the open interest changed by 0 which decreased total open position to 0


On 7 Feb NTPC was trading at 316.95. The strike last trading price was 17, which was 0 lower than the previous day. The implied volatity was 3.24, the open interest changed by 0 which decreased total open position to 0


On 6 Feb NTPC was trading at 312.80. The strike last trading price was 17, which was 0 lower than the previous day. The implied volatity was 4.24, the open interest changed by 0 which decreased total open position to 0


On 5 Feb NTPC was trading at 319.60. The strike last trading price was 17, which was 0 lower than the previous day. The implied volatity was 2.23, the open interest changed by 0 which decreased total open position to 0


On 4 Feb NTPC was trading at 319.10. The strike last trading price was 17, which was 0 lower than the previous day. The implied volatity was 4.15, the open interest changed by 0 which decreased total open position to 0


On 3 Feb NTPC was trading at 311.25. The strike last trading price was 17, which was 0 lower than the previous day. The implied volatity was 5.40, the open interest changed by 0 which decreased total open position to 0


On 1 Feb NTPC was trading at 317.70. The strike last trading price was 17, which was 0 lower than the previous day. The implied volatity was 0.91, the open interest changed by 0 which decreased total open position to 0


NTPC 24APR2025 340 PE
Delta: -0.26
Vega: 0.24
Theta: -0.22
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
8 Apr 352.95 4 -2.35 33.34 2,379 -37 1,284
7 Apr 349.80 6.4 2.45 37.69 5,489 376 1,326
4 Apr 350.40 3.85 1.65 27.30 2,472 -110 950
3 Apr 358.90 2.1 -1.75 26.96 1,664 150 1,063
2 Apr 351.75 3.95 0.05 27.32 1,979 5 914
1 Apr 352.15 3.8 0.15 27.47 1,925 45 921
28 Mar 357.60 3.6 0.45 28.74 1,708 91 876
27 Mar 360.65 2.75 -2.25 29.60 1,528 34 788
26 Mar 354.65 5.35 2.7 30.61 919 192 753
25 Mar 366.95 2.6 -0.05 28.87 516 4 561
24 Mar 366.95 2.6 -2.6 29.59 705 104 556
21 Mar 351.30 4.95 -4.05 25.44 774 341 453
20 Mar 341.75 9 -0.4 26.92 83 34 113
19 Mar 341.30 9.3 -1.65 26.31 69 23 79
18 Mar 337.35 10.9 -3.35 26.54 22 15 57
17 Mar 331.65 14.25 -1.95 27.23 3 1 42
13 Mar 331.90 16.2 -0.65 29.60 7 4 41
12 Mar 330.15 16.85 0 29.66 1 0 37
11 Mar 330.30 16.85 0.45 31.45 37 33 36
10 Mar 329.40 16.4 -11.95 27.27 3 2 2
7 Mar 329.55 28.35 0 - 0 0 0
6 Mar 337.90 28.35 0 0.20 0 0 0
5 Mar 326.20 28.35 0 - 0 0 0
4 Mar 313.75 28.35 0 - 0 0 0
3 Mar 314.40 28.35 0 - 0 0 0
28 Feb 311.45 28.35 0 - 0 0 0
26 Feb 318.70 0 0 - 0 0 0
25 Feb 318.70 0 0 - 0 0 0
24 Feb 320.10 0 0 - 0 0 0
21 Feb 326.25 0 0 - 0 0 0
20 Feb 325.15 0 0 - 0 0 0
19 Feb 314.80 0 0 - 0 0 0
18 Feb 311.20 0 0 - 0 0 0
17 Feb 302.35 0 0 - 0 0 0
14 Feb 300.35 0 0 - 0 0 0
13 Feb 306.70 0 0 - 0 0 0
12 Feb 306.25 0 0 - 0 0 0
11 Feb 305.60 0 0 - 0 0 0
10 Feb 310.50 0 0 - 0 0 0
7 Feb 316.95 0 0 - 0 0 0
6 Feb 312.80 0 0 - 0 0 0
5 Feb 319.60 0 0 - 0 0 0
4 Feb 319.10 0 0 - 0 0 0
3 Feb 311.25 0 0 - 0 0 0
1 Feb 317.70 0 0 - 0 0 0


For Ntpc Ltd - strike price 340 expiring on 24APR2025

Delta for 340 PE is -0.26

Historical price for 340 PE is as follows

On 8 Apr NTPC was trading at 352.95. The strike last trading price was 4, which was -2.35 lower than the previous day. The implied volatity was 33.34, the open interest changed by -37 which decreased total open position to 1284


On 7 Apr NTPC was trading at 349.80. The strike last trading price was 6.4, which was 2.45 higher than the previous day. The implied volatity was 37.69, the open interest changed by 376 which increased total open position to 1326


On 4 Apr NTPC was trading at 350.40. The strike last trading price was 3.85, which was 1.65 higher than the previous day. The implied volatity was 27.30, the open interest changed by -110 which decreased total open position to 950


On 3 Apr NTPC was trading at 358.90. The strike last trading price was 2.1, which was -1.75 lower than the previous day. The implied volatity was 26.96, the open interest changed by 150 which increased total open position to 1063


On 2 Apr NTPC was trading at 351.75. The strike last trading price was 3.95, which was 0.05 higher than the previous day. The implied volatity was 27.32, the open interest changed by 5 which increased total open position to 914


On 1 Apr NTPC was trading at 352.15. The strike last trading price was 3.8, which was 0.15 higher than the previous day. The implied volatity was 27.47, the open interest changed by 45 which increased total open position to 921


On 28 Mar NTPC was trading at 357.60. The strike last trading price was 3.6, which was 0.45 higher than the previous day. The implied volatity was 28.74, the open interest changed by 91 which increased total open position to 876


On 27 Mar NTPC was trading at 360.65. The strike last trading price was 2.75, which was -2.25 lower than the previous day. The implied volatity was 29.60, the open interest changed by 34 which increased total open position to 788


On 26 Mar NTPC was trading at 354.65. The strike last trading price was 5.35, which was 2.7 higher than the previous day. The implied volatity was 30.61, the open interest changed by 192 which increased total open position to 753


On 25 Mar NTPC was trading at 366.95. The strike last trading price was 2.6, which was -0.05 lower than the previous day. The implied volatity was 28.87, the open interest changed by 4 which increased total open position to 561


On 24 Mar NTPC was trading at 366.95. The strike last trading price was 2.6, which was -2.6 lower than the previous day. The implied volatity was 29.59, the open interest changed by 104 which increased total open position to 556


On 21 Mar NTPC was trading at 351.30. The strike last trading price was 4.95, which was -4.05 lower than the previous day. The implied volatity was 25.44, the open interest changed by 341 which increased total open position to 453


On 20 Mar NTPC was trading at 341.75. The strike last trading price was 9, which was -0.4 lower than the previous day. The implied volatity was 26.92, the open interest changed by 34 which increased total open position to 113


On 19 Mar NTPC was trading at 341.30. The strike last trading price was 9.3, which was -1.65 lower than the previous day. The implied volatity was 26.31, the open interest changed by 23 which increased total open position to 79


On 18 Mar NTPC was trading at 337.35. The strike last trading price was 10.9, which was -3.35 lower than the previous day. The implied volatity was 26.54, the open interest changed by 15 which increased total open position to 57


On 17 Mar NTPC was trading at 331.65. The strike last trading price was 14.25, which was -1.95 lower than the previous day. The implied volatity was 27.23, the open interest changed by 1 which increased total open position to 42


On 13 Mar NTPC was trading at 331.90. The strike last trading price was 16.2, which was -0.65 lower than the previous day. The implied volatity was 29.60, the open interest changed by 4 which increased total open position to 41


On 12 Mar NTPC was trading at 330.15. The strike last trading price was 16.85, which was 0 lower than the previous day. The implied volatity was 29.66, the open interest changed by 0 which decreased total open position to 37


On 11 Mar NTPC was trading at 330.30. The strike last trading price was 16.85, which was 0.45 higher than the previous day. The implied volatity was 31.45, the open interest changed by 33 which increased total open position to 36


On 10 Mar NTPC was trading at 329.40. The strike last trading price was 16.4, which was -11.95 lower than the previous day. The implied volatity was 27.27, the open interest changed by 2 which increased total open position to 2


On 7 Mar NTPC was trading at 329.55. The strike last trading price was 28.35, 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 28.35, 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 5 Mar NTPC was trading at 326.20. The strike last trading price was 28.35, 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 28.35, 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 28.35, 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 28.35, 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 26 Feb NTPC was trading at 318.70. The strike last trading price was 0, 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 25 Feb NTPC was trading at 318.70. The strike last trading price was 0, 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 24 Feb NTPC was trading at 320.10. The strike last trading price was 0, 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 21 Feb NTPC was trading at 326.25. The strike last trading price was 0, 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 20 Feb NTPC was trading at 325.15. The strike last trading price was 0, 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 19 Feb NTPC was trading at 314.80. The strike last trading price was 0, 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 18 Feb NTPC was trading at 311.20. The strike last trading price was 0, 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 17 Feb NTPC was trading at 302.35. The strike last trading price was 0, 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 14 Feb NTPC was trading at 300.35. The strike last trading price was 0, 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 13 Feb NTPC was trading at 306.70. The strike last trading price was 0, 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 Feb NTPC was trading at 306.25. The strike last trading price was 0, 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 Feb NTPC was trading at 305.60. The strike last trading price was 0, 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 10 Feb NTPC was trading at 310.50. The strike last trading price was 0, 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 Feb NTPC was trading at 316.95. The strike last trading price was 0, 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 Feb NTPC was trading at 312.80. The strike last trading price was 0, 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 5 Feb NTPC was trading at 319.60. The strike last trading price was 0, 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 Feb NTPC was trading at 319.10. The strike last trading price was 0, 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 Feb NTPC was trading at 311.25. The strike last trading price was 0, 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 1 Feb NTPC was trading at 317.70. The strike last trading price was 0, 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