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

372.5 -8.85 (-2.32%)

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Historical option data for NTPC

14 Nov 2024 04:10 PM IST
NTPC 28NOV2024 340 CE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
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 0.00

Historical price for 340 CE is as follows

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: -0.05
Vega: 0.07
Theta: -0.07
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
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 -0.05

Historical price for 340 PE is as follows

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