[--[65.84.65.76]--]
NTPC
NTPC LTD

379.8 6.85 (1.84%)

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Historical option data for NTPC

05 Jul 2024 04:10 PM IST
Delta: -
Gamma: -
Theta: -
Vega: -
Date Symbol Close Ltp Chng IV Volume Chng OI OI
5 Jul 379.80 35.4 -4.10 - 1,500 -1,500 1,23,000
4 Jul 372.95 39.5 - 22,500 -7,500 1,24,500
3 Jul 372.65 35.9 - 33,000 -1,500 1,32,000
2 Jul 370.40 31.2 - 6,000 -1,500 1,32,000
1 Jul 369.75 34.35 - 70,500 -31,500 1,33,500
28 Jun 378.35 48.1 - 7,500 9,000 1,65,000
27 Jun 377.15 40.25 - 1,45,500 1,17,000 1,56,000
26 Jun 365.05 27.95 - 37,500 37,500 37,500
25 Jun 360.85 23.5 - 0 0 0
24 Jun 362.75 23.5 - 0 0 0
21 Jun 359.80 23.50 - 0 0 0
20 Jun 357.65 23.50 - 0 0 0
19 Jun 362.50 23.50 - 0 0 0
18 Jun 369.65 23.50 - 0 0 0
14 Jun 368.45 23.50 - 0 0 0
13 Jun 369.95 23.50 - 0 0 0
12 Jun 371.30 23.50 - 0 0 0
11 Jun 367.40 23.50 - 0 0 0
10 Jun 364.90 23.50 - 0 0 0
7 Jun 360.60 23.50 - 0 0 0
6 Jun 349.75 23.50 - 1,500 0 3,000
5 Jun 341.00 19.30 - 9,000 3,000 3,000
4 Jun 331.25 36.10 - 0 0 0
3 Jun 391.80 36.10 - 0 0 0
31 May 359.00 36.10 - 0 0 0
30 May 359.70 36.10 - 0 0 0
27 May 369.65 36.10 - 0 0 0
24 May 374.95 36.10 - 0 0 0


For NTPC LTD - strike price 340 expiring on 25JUL2024

Delta for 340 CE is -

Historical price for 340 CE is as follows

On 5 Jul NTPC was trading at 379.80. The strike last trading price was 35.4, which was -4.10 lower than the previous day. The implied volatity was -, the open interest changed by -1500 which decreased total open position to 123000


On 4 Jul NTPC was trading at 372.95. The strike last trading price was 39.5, which was lower than the previous day. The implied volatity was -, the open interest changed by -7500 which decreased total open position to 124500


On 3 Jul NTPC was trading at 372.65. The strike last trading price was 35.9, which was lower than the previous day. The implied volatity was -, the open interest changed by -1500 which decreased total open position to 132000


On 2 Jul NTPC was trading at 370.40. The strike last trading price was 31.2, which was lower than the previous day. The implied volatity was -, the open interest changed by -1500 which decreased total open position to 132000


On 1 Jul NTPC was trading at 369.75. The strike last trading price was 34.35, which was lower than the previous day. The implied volatity was -, the open interest changed by -31500 which decreased total open position to 133500


On 28 Jun NTPC was trading at 378.35. The strike last trading price was 48.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 9000 which increased total open position to 165000


On 27 Jun NTPC was trading at 377.15. The strike last trading price was 40.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 117000 which increased total open position to 156000


On 26 Jun NTPC was trading at 365.05. The strike last trading price was 27.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 37500 which increased total open position to 37500


On 25 Jun NTPC was trading at 360.85. The strike last trading price was 23.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 24 Jun NTPC was trading at 362.75. The strike last trading price was 23.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 21 Jun NTPC was trading at 359.80. The strike last trading price was 23.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 20 Jun NTPC was trading at 357.65. The strike last trading price was 23.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 19 Jun NTPC was trading at 362.50. The strike last trading price was 23.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 18 Jun NTPC was trading at 369.65. The strike last trading price was 23.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 14 Jun NTPC was trading at 368.45. The strike last trading price was 23.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 13 Jun NTPC was trading at 369.95. The strike last trading price was 23.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 12 Jun NTPC was trading at 371.30. The strike last trading price was 23.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 11 Jun NTPC was trading at 367.40. The strike last trading price was 23.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 10 Jun NTPC was trading at 364.90. The strike last trading price was 23.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 7 Jun NTPC was trading at 360.60. The strike last trading price was 23.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 6 Jun NTPC was trading at 349.75. The strike last trading price was 23.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3000


On 5 Jun NTPC was trading at 341.00. The strike last trading price was 19.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 3000 which increased total open position to 3000


On 4 Jun NTPC was trading at 331.25. The strike last trading price was 36.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 3 Jun NTPC was trading at 391.80. The strike last trading price was 36.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 31 May NTPC was trading at 359.00. The strike last trading price was 36.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 30 May NTPC was trading at 359.70. The strike last trading price was 36.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 27 May NTPC was trading at 369.65. The strike last trading price was 36.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 24 May NTPC was trading at 374.95. The strike last trading price was 36.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


Delta: -
Gamma: -
Theta: -
Vega: -
Date Symbol Close Ltp Chng IV Volume Chng OI OI
5 Jul 379.80 0.65 -0.45 - 7,17,000 0 11,47,500
4 Jul 372.95 1.1 - 5,55,000 -1,00,500 11,47,500
3 Jul 372.65 1.4 - 8,25,000 -1,23,000 12,48,000
2 Jul 370.40 1.9 - 11,13,000 1,93,500 13,75,500
1 Jul 369.75 2.2 - 13,86,000 -70,500 11,82,000
28 Jun 378.35 1.45 - 15,36,000 3,37,500 12,52,500
27 Jun 377.15 2.2 - 16,18,500 1,45,500 9,15,000
26 Jun 365.05 3.05 - 7,87,500 2,86,500 7,69,500
25 Jun 360.85 3.9 - 2,38,500 52,500 4,83,000
24 Jun 362.75 3.55 - 2,35,500 1,11,000 4,29,000
21 Jun 359.80 4.15 - 1,65,000 91,500 3,16,500
20 Jun 357.65 5.05 - 1,50,000 58,500 2,25,000
19 Jun 362.50 3.70 - 76,500 48,000 1,66,500
18 Jun 369.65 2.60 - 10,500 4,500 1,18,500
14 Jun 368.45 3.35 - 1,500 0 1,14,000
13 Jun 369.95 3.30 - 15,000 1,500 1,14,000
12 Jun 371.30 2.90 - 1,05,000 12,000 1,11,000
11 Jun 367.40 4.80 - 7,500 4,500 99,000
10 Jun 364.90 5.55 - 43,500 12,000 94,500
7 Jun 360.60 6.90 - 18,000 0 82,500
6 Jun 349.75 10.85 - 27,000 6,000 82,500
5 Jun 341.00 16.50 - 79,500 -19,500 76,500
4 Jun 331.25 24.70 - 82,500 22,500 96,000
3 Jun 391.80 3.00 - 78,000 61,500 73,500
31 May 359.00 9.50 - 1,500 12,000 12,000
30 May 359.70 8.90 - 0 0 0
27 May 369.65 8.90 - 4,500 3,000 10,500
24 May 374.95 8.65 - 7,500 6,000 6,000


For NTPC LTD - strike price 340 expiring on 25JUL2024

Delta for 340 PE is -

Historical price for 340 PE is as follows

On 5 Jul NTPC was trading at 379.80. The strike last trading price was 0.65, which was -0.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1147500


On 4 Jul NTPC was trading at 372.95. The strike last trading price was 1.1, which was lower than the previous day. The implied volatity was -, the open interest changed by -100500 which decreased total open position to 1147500


On 3 Jul NTPC was trading at 372.65. The strike last trading price was 1.4, which was lower than the previous day. The implied volatity was -, the open interest changed by -123000 which decreased total open position to 1248000


On 2 Jul NTPC was trading at 370.40. The strike last trading price was 1.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 193500 which increased total open position to 1375500


On 1 Jul NTPC was trading at 369.75. The strike last trading price was 2.2, which was lower than the previous day. The implied volatity was -, the open interest changed by -70500 which decreased total open position to 1182000


On 28 Jun NTPC was trading at 378.35. The strike last trading price was 1.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 337500 which increased total open position to 1252500


On 27 Jun NTPC was trading at 377.15. The strike last trading price was 2.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 145500 which increased total open position to 915000


On 26 Jun NTPC was trading at 365.05. The strike last trading price was 3.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 286500 which increased total open position to 769500


On 25 Jun NTPC was trading at 360.85. The strike last trading price was 3.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 52500 which increased total open position to 483000


On 24 Jun NTPC was trading at 362.75. The strike last trading price was 3.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 111000 which increased total open position to 429000


On 21 Jun NTPC was trading at 359.80. The strike last trading price was 4.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 91500 which increased total open position to 316500


On 20 Jun NTPC was trading at 357.65. The strike last trading price was 5.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 58500 which increased total open position to 225000


On 19 Jun NTPC was trading at 362.50. The strike last trading price was 3.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 48000 which increased total open position to 166500


On 18 Jun NTPC was trading at 369.65. The strike last trading price was 2.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 4500 which increased total open position to 118500


On 14 Jun NTPC was trading at 368.45. The strike last trading price was 3.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 114000


On 13 Jun NTPC was trading at 369.95. The strike last trading price was 3.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 1500 which increased total open position to 114000


On 12 Jun NTPC was trading at 371.30. The strike last trading price was 2.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 12000 which increased total open position to 111000


On 11 Jun NTPC was trading at 367.40. The strike last trading price was 4.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 4500 which increased total open position to 99000


On 10 Jun NTPC was trading at 364.90. The strike last trading price was 5.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 12000 which increased total open position to 94500


On 7 Jun NTPC was trading at 360.60. The strike last trading price was 6.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 82500


On 6 Jun NTPC was trading at 349.75. The strike last trading price was 10.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 6000 which increased total open position to 82500


On 5 Jun NTPC was trading at 341.00. The strike last trading price was 16.50, which was lower than the previous day. The implied volatity was -, the open interest changed by -19500 which decreased total open position to 76500


On 4 Jun NTPC was trading at 331.25. The strike last trading price was 24.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 22500 which increased total open position to 96000


On 3 Jun NTPC was trading at 391.80. The strike last trading price was 3.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 61500 which increased total open position to 73500


On 31 May NTPC was trading at 359.00. The strike last trading price was 9.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 12000 which increased total open position to 12000


On 30 May NTPC was trading at 359.70. The strike last trading price was 8.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 27 May NTPC was trading at 369.65. The strike last trading price was 8.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 3000 which increased total open position to 10500


On 24 May NTPC was trading at 374.95. The strike last trading price was 8.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 6000 which increased total open position to 6000