NTPC
Ntpc Ltd
Historical option data for NTPC
21 Nov 2024 04:10 PM IST
| NTPC 28NOV2024 340 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.91
Vega: 0.08
Theta: -0.26
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 356.15 | 18.8 | -12.40 | 29.10 | 113 | 33 | 44 | |||
| 20 Nov | 366.70 | 31.2 | 0.00 | 57.82 | 7 | -4 | 12 | |||
| 19 Nov | 366.70 | 31.2 | 5.50 | 57.82 | 7 | -3 | 12 | |||
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| 18 Nov | 366.70 | 25.7 | -29.30 | - | 17 | 13 | 14 | |||
| 14 Nov | 372.50 | 55 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Nov | 381.35 | 55 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Nov | 380.30 | 55 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 11 Nov | 392.55 | 55 | -25.80 | 38.29 | 3 | 1 | 1 | |||
| 8 Nov | 397.65 | 80.8 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 403.80 | 80.8 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 408.90 | 80.8 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 403.10 | 80.8 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 400.95 | 80.8 | 80.80 | - | 0 | 0 | 0 | |||
| 11 Sept | 389.65 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Sept | 389.85 | 0 | - | 0 | 0 | 0 | ||||
For Ntpc Ltd - strike price 340 expiring on 28NOV2024
Delta for 340 CE is 0.91
Historical price for 340 CE is as follows
On 21 Nov NTPC was trading at 356.15. The strike last trading price was 18.8, which was -12.40 lower than the previous day. The implied volatity was 29.10, the open interest changed by 33 which increased total open position to 44
On 20 Nov NTPC was trading at 366.70. The strike last trading price was 31.2, which was 0.00 lower than the previous day. The implied volatity was 57.82, the open interest changed by -4 which decreased total open position to 12
On 19 Nov NTPC was trading at 366.70. The strike last trading price was 31.2, which was 5.50 higher than the previous day. The implied volatity was 57.82, the open interest changed by -3 which decreased total open position to 12
On 18 Nov NTPC was trading at 366.70. The strike last trading price was 25.7, which was -29.30 lower than the previous day. The implied volatity was -, the open interest changed by 13 which increased total open position to 14
On 14 Nov NTPC was trading at 372.50. The strike last trading price was 55, 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 55, 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 55, 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 11 Nov NTPC was trading at 392.55. The strike last trading price was 55, which was -25.80 lower than the previous day. The implied volatity was 38.29, the open interest changed by 1 which increased total open position to 1
On 8 Nov NTPC was trading at 397.65. The strike last trading price was 80.8, 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 7 Nov NTPC was trading at 403.80. The strike last trading price was 80.8, 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 6 Nov NTPC was trading at 408.90. The strike last trading price was 80.8, 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 5 Nov NTPC was trading at 403.10. The strike last trading price was 80.8, 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 4 Nov NTPC was trading at 400.95. The strike last trading price was 80.8, which was 80.80 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Sept NTPC was trading at 389.65. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 9 Sept NTPC was trading at 389.85. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| NTPC 28NOV2024 340 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.15
Vega: 0.12
Theta: -0.30
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 356.15 | 1.5 | 0.55 | 37.53 | 2,455 | 37 | 594 |
| 20 Nov | 366.70 | 0.95 | 0.00 | 38.34 | 845 | -10 | 556 |
| 19 Nov | 366.70 | 0.95 | 0.00 | 38.34 | 845 | -11 | 556 |
| 18 Nov | 366.70 | 0.95 | 0.50 | 36.46 | 1,296 | 198 | 577 |
| 14 Nov | 372.50 | 0.45 | -0.15 | 30.45 | 619 | 86 | 380 |
| 13 Nov | 381.35 | 0.6 | 0.00 | 35.83 | 488 | 77 | 297 |
| 12 Nov | 380.30 | 0.6 | 0.30 | 34.67 | 162 | 39 | 230 |
| 11 Nov | 392.55 | 0.3 | 0.10 | 36.19 | 39 | 16 | 189 |
| 8 Nov | 397.65 | 0.2 | -0.05 | 32.70 | 42 | -4 | 174 |
| 7 Nov | 403.80 | 0.25 | 0.05 | 36.49 | 30 | -18 | 178 |
| 6 Nov | 408.90 | 0.2 | -0.15 | 36.56 | 24 | -3 | 197 |
| 5 Nov | 403.10 | 0.35 | -0.25 | 36.51 | 158 | 49 | 199 |
| 4 Nov | 400.95 | 0.6 | -4.20 | 38.22 | 274 | 149 | 150 |
| 11 Sept | 389.65 | 4.8 | 0.00 | - | 0 | 0 | 0 |
| 9 Sept | 389.85 | 4.8 | - | 0 | 0 | 0 | |
For Ntpc Ltd - strike price 340 expiring on 28NOV2024
Delta for 340 PE is -0.15
Historical price for 340 PE is as follows
On 21 Nov NTPC was trading at 356.15. The strike last trading price was 1.5, which was 0.55 higher than the previous day. The implied volatity was 37.53, the open interest changed by 37 which increased total open position to 594
On 20 Nov NTPC was trading at 366.70. The strike last trading price was 0.95, which was 0.00 lower than the previous day. The implied volatity was 38.34, the open interest changed by -10 which decreased total open position to 556
On 19 Nov NTPC was trading at 366.70. The strike last trading price was 0.95, which was 0.00 lower than the previous day. The implied volatity was 38.34, the open interest changed by -11 which decreased total open position to 556
On 18 Nov NTPC was trading at 366.70. The strike last trading price was 0.95, which was 0.50 higher than the previous day. The implied volatity was 36.46, the open interest changed by 198 which increased total open position to 577
On 14 Nov NTPC was trading at 372.50. The strike last trading price was 0.45, which was -0.15 lower than the previous day. The implied volatity was 30.45, the open interest changed by 86 which increased total open position to 380
On 13 Nov NTPC was trading at 381.35. The strike last trading price was 0.6, which was 0.00 lower than the previous day. The implied volatity was 35.83, the open interest changed by 77 which increased total open position to 297
On 12 Nov NTPC was trading at 380.30. The strike last trading price was 0.6, which was 0.30 higher than the previous day. The implied volatity was 34.67, the open interest changed by 39 which increased total open position to 230
On 11 Nov NTPC was trading at 392.55. The strike last trading price was 0.3, which was 0.10 higher than the previous day. The implied volatity was 36.19, the open interest changed by 16 which increased total open position to 189
On 8 Nov NTPC was trading at 397.65. The strike last trading price was 0.2, which was -0.05 lower than the previous day. The implied volatity was 32.70, the open interest changed by -4 which decreased total open position to 174
On 7 Nov NTPC was trading at 403.80. The strike last trading price was 0.25, which was 0.05 higher than the previous day. The implied volatity was 36.49, the open interest changed by -18 which decreased total open position to 178
On 6 Nov NTPC was trading at 408.90. The strike last trading price was 0.2, which was -0.15 lower than the previous day. The implied volatity was 36.56, the open interest changed by -3 which decreased total open position to 197
On 5 Nov NTPC was trading at 403.10. The strike last trading price was 0.35, which was -0.25 lower than the previous day. The implied volatity was 36.51, the open interest changed by 49 which increased total open position to 199
On 4 Nov NTPC was trading at 400.95. The strike last trading price was 0.6, which was -4.20 lower than the previous day. The implied volatity was 38.22, the open interest changed by 149 which increased total open position to 150
On 11 Sept NTPC was trading at 389.65. The strike last trading price was 4.8, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 9 Sept NTPC was trading at 389.85. The strike last trading price was 4.8, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
