NTPC
Ntpc Ltd
Historical option data for NTPC
20 Dec 2024 04:10 PM IST
| NTPC 26DEC2024 340 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.28
Vega: 0.14
Theta: -0.29
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 333.25 | 1.6 | -2.30 | 22.37 | 13,475 | 501 | 1,924 | |||
| 19 Dec | 337.40 | 3.9 | -3.15 | 24.53 | 6,876 | 625 | 1,421 | |||
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| 18 Dec | 341.75 | 7.05 | -5.20 | 25.71 | 3,543 | 542 | 784 | |||
| 17 Dec | 349.05 | 12.25 | -3.60 | 26.60 | 472 | 99 | 241 | |||
| 16 Dec | 352.90 | 15.85 | -4.25 | 29.84 | 166 | 0 | 143 | |||
| 13 Dec | 357.15 | 20.1 | 1.30 | 25.94 | 569 | 56 | 144 | |||
| 12 Dec | 355.60 | 18.8 | -9.65 | 26.28 | 115 | 20 | 86 | |||
| 11 Dec | 365.50 | 28.45 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 10 Dec | 369.15 | 28.45 | -2.55 | - | 7 | 0 | 66 | |||
| 9 Dec | 369.85 | 31 | 0.00 | 0.00 | 0 | -1 | 0 | |||
| 6 Dec | 369.50 | 31 | -0.10 | - | 5 | -1 | 66 | |||
| 5 Dec | 369.15 | 31.1 | -3.05 | - | 31 | -3 | 66 | |||
| 4 Dec | 372.75 | 34.15 | 4.50 | - | 26 | -7 | 69 | |||
| 3 Dec | 367.45 | 29.65 | 6.60 | - | 120 | 1 | 76 | |||
| 2 Dec | 358.20 | 23.05 | -4.90 | 26.36 | 109 | 40 | 74 | |||
| 29 Nov | 363.65 | 27.95 | -75.20 | 28.15 | 42 | 34 | 34 | |||
| 28 Nov | 362.05 | 103.15 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Nov | 369.30 | 103.15 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Nov | 361.65 | 103.15 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 368.40 | 103.15 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 365.45 | 103.15 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Nov | 356.15 | 103.15 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Nov | 366.70 | 103.15 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 366.70 | 103.15 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 366.70 | 103.15 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 372.50 | 103.15 | - | 0 | 0 | 0 | ||||
For Ntpc Ltd - strike price 340 expiring on 26DEC2024
Delta for 340 CE is 0.28
Historical price for 340 CE is as follows
On 20 Dec NTPC was trading at 333.25. The strike last trading price was 1.6, which was -2.30 lower than the previous day. The implied volatity was 22.37, the open interest changed by 501 which increased total open position to 1924
On 19 Dec NTPC was trading at 337.40. The strike last trading price was 3.9, which was -3.15 lower than the previous day. The implied volatity was 24.53, the open interest changed by 625 which increased total open position to 1421
On 18 Dec NTPC was trading at 341.75. The strike last trading price was 7.05, which was -5.20 lower than the previous day. The implied volatity was 25.71, the open interest changed by 542 which increased total open position to 784
On 17 Dec NTPC was trading at 349.05. The strike last trading price was 12.25, which was -3.60 lower than the previous day. The implied volatity was 26.60, the open interest changed by 99 which increased total open position to 241
On 16 Dec NTPC was trading at 352.90. The strike last trading price was 15.85, which was -4.25 lower than the previous day. The implied volatity was 29.84, the open interest changed by 0 which decreased total open position to 143
On 13 Dec NTPC was trading at 357.15. The strike last trading price was 20.1, which was 1.30 higher than the previous day. The implied volatity was 25.94, the open interest changed by 56 which increased total open position to 144
On 12 Dec NTPC was trading at 355.60. The strike last trading price was 18.8, which was -9.65 lower than the previous day. The implied volatity was 26.28, the open interest changed by 20 which increased total open position to 86
On 11 Dec NTPC was trading at 365.50. The strike last trading price was 28.45, 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 10 Dec NTPC was trading at 369.15. The strike last trading price was 28.45, which was -2.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 66
On 9 Dec NTPC was trading at 369.85. The strike last trading price was 31, 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 6 Dec NTPC was trading at 369.50. The strike last trading price was 31, which was -0.10 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 66
On 5 Dec NTPC was trading at 369.15. The strike last trading price was 31.1, which was -3.05 lower than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 66
On 4 Dec NTPC was trading at 372.75. The strike last trading price was 34.15, which was 4.50 higher than the previous day. The implied volatity was -, the open interest changed by -7 which decreased total open position to 69
On 3 Dec NTPC was trading at 367.45. The strike last trading price was 29.65, which was 6.60 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 76
On 2 Dec NTPC was trading at 358.20. The strike last trading price was 23.05, which was -4.90 lower than the previous day. The implied volatity was 26.36, the open interest changed by 40 which increased total open position to 74
On 29 Nov NTPC was trading at 363.65. The strike last trading price was 27.95, which was -75.20 lower than the previous day. The implied volatity was 28.15, the open interest changed by 34 which increased total open position to 34
On 28 Nov NTPC was trading at 362.05. The strike last trading price was 103.15, 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 103.15, 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 103.15, 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 103.15, 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 103.15, 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 103.15, 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 103.15, 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 103.15, 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 103.15, 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 14 Nov NTPC was trading at 372.50. The strike last trading price was 103.15, 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 340 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.65
Vega: 0.16
Theta: -0.39
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 333.25 | 9.3 | 4.00 | 34.23 | 7,380 | -188 | 980 |
| 19 Dec | 337.40 | 5.3 | 2.10 | 24.26 | 4,115 | -205 | 1,166 |
| 18 Dec | 341.75 | 3.2 | 1.45 | 23.36 | 10,041 | 224 | 1,376 |
| 17 Dec | 349.05 | 1.75 | 0.25 | 25.00 | 2,586 | -20 | 1,149 |
| 16 Dec | 352.90 | 1.5 | 0.40 | 26.55 | 1,798 | 107 | 1,170 |
| 13 Dec | 357.15 | 1.1 | -0.65 | 25.65 | 5,931 | 18 | 1,078 |
| 12 Dec | 355.60 | 1.75 | 1.05 | 27.16 | 3,311 | 68 | 1,068 |
| 11 Dec | 365.50 | 0.7 | 0.00 | 27.18 | 363 | -36 | 1,000 |
| 10 Dec | 369.15 | 0.7 | 0.00 | 28.44 | 533 | 42 | 1,033 |
| 9 Dec | 369.85 | 0.7 | -0.15 | 28.02 | 658 | 82 | 992 |
| 6 Dec | 369.50 | 0.85 | -0.05 | 27.45 | 520 | 6 | 910 |
| 5 Dec | 369.15 | 0.9 | 0.10 | 27.02 | 1,338 | 94 | 905 |
| 4 Dec | 372.75 | 0.8 | -0.35 | 27.49 | 1,276 | -10 | 813 |
| 3 Dec | 367.45 | 1.15 | -1.40 | 26.62 | 1,795 | 171 | 828 |
| 2 Dec | 358.20 | 2.55 | 0.25 | 26.68 | 1,052 | 41 | 661 |
| 29 Nov | 363.65 | 2.3 | -0.50 | 27.54 | 927 | 48 | 621 |
| 28 Nov | 362.05 | 2.8 | 0.60 | 30.62 | 1,027 | 28 | 569 |
| 27 Nov | 369.30 | 2.2 | -1.30 | 30.43 | 779 | 145 | 541 |
| 26 Nov | 361.65 | 3.5 | 0.90 | 30.15 | 330 | 86 | 396 |
| 25 Nov | 368.40 | 2.6 | -1.30 | 30.79 | 217 | 106 | 309 |
| 22 Nov | 365.45 | 3.9 | -2.40 | 31.62 | 364 | 57 | 260 |
| 21 Nov | 356.15 | 6.3 | 2.00 | 33.49 | 186 | 38 | 202 |
| 20 Nov | 366.70 | 4.3 | 0.00 | 33.21 | 192 | 24 | 165 |
| 19 Nov | 366.70 | 4.3 | 0.50 | 33.21 | 192 | 25 | 165 |
| 18 Nov | 366.70 | 3.8 | 0.70 | 31.17 | 316 | 110 | 132 |
| 14 Nov | 372.50 | 3.1 | 31.03 | 31 | 21 | 21 | |
For Ntpc Ltd - strike price 340 expiring on 26DEC2024
Delta for 340 PE is -0.65
Historical price for 340 PE is as follows
On 20 Dec NTPC was trading at 333.25. The strike last trading price was 9.3, which was 4.00 higher than the previous day. The implied volatity was 34.23, the open interest changed by -188 which decreased total open position to 980
On 19 Dec NTPC was trading at 337.40. The strike last trading price was 5.3, which was 2.10 higher than the previous day. The implied volatity was 24.26, the open interest changed by -205 which decreased total open position to 1166
On 18 Dec NTPC was trading at 341.75. The strike last trading price was 3.2, which was 1.45 higher than the previous day. The implied volatity was 23.36, the open interest changed by 224 which increased total open position to 1376
On 17 Dec NTPC was trading at 349.05. The strike last trading price was 1.75, which was 0.25 higher than the previous day. The implied volatity was 25.00, the open interest changed by -20 which decreased total open position to 1149
On 16 Dec NTPC was trading at 352.90. The strike last trading price was 1.5, which was 0.40 higher than the previous day. The implied volatity was 26.55, the open interest changed by 107 which increased total open position to 1170
On 13 Dec NTPC was trading at 357.15. The strike last trading price was 1.1, which was -0.65 lower than the previous day. The implied volatity was 25.65, the open interest changed by 18 which increased total open position to 1078
On 12 Dec NTPC was trading at 355.60. The strike last trading price was 1.75, which was 1.05 higher than the previous day. The implied volatity was 27.16, the open interest changed by 68 which increased total open position to 1068
On 11 Dec NTPC was trading at 365.50. The strike last trading price was 0.7, which was 0.00 lower than the previous day. The implied volatity was 27.18, the open interest changed by -36 which decreased total open position to 1000
On 10 Dec NTPC was trading at 369.15. The strike last trading price was 0.7, which was 0.00 lower than the previous day. The implied volatity was 28.44, the open interest changed by 42 which increased total open position to 1033
On 9 Dec NTPC was trading at 369.85. The strike last trading price was 0.7, which was -0.15 lower than the previous day. The implied volatity was 28.02, the open interest changed by 82 which increased total open position to 992
On 6 Dec NTPC was trading at 369.50. The strike last trading price was 0.85, which was -0.05 lower than the previous day. The implied volatity was 27.45, the open interest changed by 6 which increased total open position to 910
On 5 Dec NTPC was trading at 369.15. The strike last trading price was 0.9, which was 0.10 higher than the previous day. The implied volatity was 27.02, the open interest changed by 94 which increased total open position to 905
On 4 Dec NTPC was trading at 372.75. The strike last trading price was 0.8, which was -0.35 lower than the previous day. The implied volatity was 27.49, the open interest changed by -10 which decreased total open position to 813
On 3 Dec NTPC was trading at 367.45. The strike last trading price was 1.15, which was -1.40 lower than the previous day. The implied volatity was 26.62, the open interest changed by 171 which increased total open position to 828
On 2 Dec NTPC was trading at 358.20. The strike last trading price was 2.55, which was 0.25 higher than the previous day. The implied volatity was 26.68, the open interest changed by 41 which increased total open position to 661
On 29 Nov NTPC was trading at 363.65. The strike last trading price was 2.3, which was -0.50 lower than the previous day. The implied volatity was 27.54, the open interest changed by 48 which increased total open position to 621
On 28 Nov NTPC was trading at 362.05. The strike last trading price was 2.8, which was 0.60 higher than the previous day. The implied volatity was 30.62, the open interest changed by 28 which increased total open position to 569
On 27 Nov NTPC was trading at 369.30. The strike last trading price was 2.2, which was -1.30 lower than the previous day. The implied volatity was 30.43, the open interest changed by 145 which increased total open position to 541
On 26 Nov NTPC was trading at 361.65. The strike last trading price was 3.5, which was 0.90 higher than the previous day. The implied volatity was 30.15, the open interest changed by 86 which increased total open position to 396
On 25 Nov NTPC was trading at 368.40. The strike last trading price was 2.6, which was -1.30 lower than the previous day. The implied volatity was 30.79, the open interest changed by 106 which increased total open position to 309
On 22 Nov NTPC was trading at 365.45. The strike last trading price was 3.9, which was -2.40 lower than the previous day. The implied volatity was 31.62, the open interest changed by 57 which increased total open position to 260
On 21 Nov NTPC was trading at 356.15. The strike last trading price was 6.3, which was 2.00 higher than the previous day. The implied volatity was 33.49, the open interest changed by 38 which increased total open position to 202
On 20 Nov NTPC was trading at 366.70. The strike last trading price was 4.3, which was 0.00 lower than the previous day. The implied volatity was 33.21, the open interest changed by 24 which increased total open position to 165
On 19 Nov NTPC was trading at 366.70. The strike last trading price was 4.3, which was 0.50 higher than the previous day. The implied volatity was 33.21, the open interest changed by 25 which increased total open position to 165
On 18 Nov NTPC was trading at 366.70. The strike last trading price was 3.8, which was 0.70 higher than the previous day. The implied volatity was 31.17, the open interest changed by 110 which increased total open position to 132
On 14 Nov NTPC was trading at 372.50. The strike last trading price was 3.1, which was lower than the previous day. The implied volatity was 31.03, the open interest changed by 21 which increased total open position to 21
