NTPC
Ntpc Ltd
Historical option data for NTPC
20 Dec 2024 04:10 PM IST
| NTPC 26DEC2024 345 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.16
Vega: 0.10
Theta: -0.22
Gamma: 0.02
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 333.25 | 0.85 | -1.35 | 24.50 | 17,091 | 398 | 1,960 | |||
| 19 Dec | 337.40 | 2.2 | -2.00 | 25.15 | 5,493 | 513 | 1,575 | |||
| 18 Dec | 341.75 | 4.2 | -4.25 | 24.44 | 5,784 | 746 | 1,073 | |||
| 17 Dec | 349.05 | 8.45 | -3.25 | 24.98 | 713 | 104 | 325 | |||
| 16 Dec | 352.90 | 11.7 | -3.65 | 27.46 | 393 | 20 | 221 | |||
| 13 Dec | 357.15 | 15.35 | 0.90 | 22.39 | 931 | 116 | 200 | |||
| 12 Dec | 355.60 | 14.45 | -8.90 | 24.23 | 309 | 46 | 82 | |||
| 11 Dec | 365.50 | 23.35 | -1.50 | 25.81 | 4 | -1 | 36 | |||
| 10 Dec | 369.15 | 24.85 | -1.75 | - | 7 | -2 | 32 | |||
| 9 Dec | 369.85 | 26.6 | 0.00 | 0.00 | 0 | 1 | 0 | |||
|
|
||||||||||
| 6 Dec | 369.50 | 26.6 | 0.15 | - | 3 | 0 | 33 | |||
| 5 Dec | 369.15 | 26.45 | -3.00 | 14.44 | 28 | -4 | 25 | |||
| 4 Dec | 372.75 | 29.45 | 3.75 | - | 3 | 0 | 29 | |||
| 3 Dec | 367.45 | 25.7 | 7.00 | 21.21 | 31 | -2 | 28 | |||
| 2 Dec | 358.20 | 18.7 | -4.40 | 24.47 | 46 | 22 | 29 | |||
| 29 Nov | 363.65 | 23.1 | -46.45 | 24.83 | 11 | 6 | 6 | |||
| 28 Nov | 362.05 | 69.55 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Nov | 369.30 | 69.55 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Nov | 361.65 | 69.55 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 368.40 | 69.55 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 365.45 | 69.55 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Nov | 356.15 | 69.55 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Nov | 366.70 | 69.55 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 366.70 | 69.55 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 366.70 | 69.55 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 372.50 | 69.55 | - | 0 | 0 | 0 | ||||
For Ntpc Ltd - strike price 345 expiring on 26DEC2024
Delta for 345 CE is 0.16
Historical price for 345 CE is as follows
On 20 Dec NTPC was trading at 333.25. The strike last trading price was 0.85, which was -1.35 lower than the previous day. The implied volatity was 24.50, the open interest changed by 398 which increased total open position to 1960
On 19 Dec NTPC was trading at 337.40. The strike last trading price was 2.2, which was -2.00 lower than the previous day. The implied volatity was 25.15, the open interest changed by 513 which increased total open position to 1575
On 18 Dec NTPC was trading at 341.75. The strike last trading price was 4.2, which was -4.25 lower than the previous day. The implied volatity was 24.44, the open interest changed by 746 which increased total open position to 1073
On 17 Dec NTPC was trading at 349.05. The strike last trading price was 8.45, which was -3.25 lower than the previous day. The implied volatity was 24.98, the open interest changed by 104 which increased total open position to 325
On 16 Dec NTPC was trading at 352.90. The strike last trading price was 11.7, which was -3.65 lower than the previous day. The implied volatity was 27.46, the open interest changed by 20 which increased total open position to 221
On 13 Dec NTPC was trading at 357.15. The strike last trading price was 15.35, which was 0.90 higher than the previous day. The implied volatity was 22.39, the open interest changed by 116 which increased total open position to 200
On 12 Dec NTPC was trading at 355.60. The strike last trading price was 14.45, which was -8.90 lower than the previous day. The implied volatity was 24.23, the open interest changed by 46 which increased total open position to 82
On 11 Dec NTPC was trading at 365.50. The strike last trading price was 23.35, which was -1.50 lower than the previous day. The implied volatity was 25.81, the open interest changed by -1 which decreased total open position to 36
On 10 Dec NTPC was trading at 369.15. The strike last trading price was 24.85, which was -1.75 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 32
On 9 Dec NTPC was trading at 369.85. The strike last trading price was 26.6, 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 6 Dec NTPC was trading at 369.50. The strike last trading price was 26.6, which was 0.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 33
On 5 Dec NTPC was trading at 369.15. The strike last trading price was 26.45, which was -3.00 lower than the previous day. The implied volatity was 14.44, the open interest changed by -4 which decreased total open position to 25
On 4 Dec NTPC was trading at 372.75. The strike last trading price was 29.45, which was 3.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 29
On 3 Dec NTPC was trading at 367.45. The strike last trading price was 25.7, which was 7.00 higher than the previous day. The implied volatity was 21.21, the open interest changed by -2 which decreased total open position to 28
On 2 Dec NTPC was trading at 358.20. The strike last trading price was 18.7, which was -4.40 lower than the previous day. The implied volatity was 24.47, the open interest changed by 22 which increased total open position to 29
On 29 Nov NTPC was trading at 363.65. The strike last trading price was 23.1, which was -46.45 lower than the previous day. The implied volatity was 24.83, the open interest changed by 6 which increased total open position to 6
On 28 Nov NTPC was trading at 362.05. The strike last trading price was 69.55, 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 69.55, 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 69.55, 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 69.55, 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 69.55, 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 69.55, 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 69.55, 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 69.55, 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 69.55, 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 69.55, 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 345 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.74
Vega: 0.14
Theta: -0.36
Gamma: 0.02
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 333.25 | 13.35 | 4.80 | 37.57 | 1,489 | -71 | 493 |
| 19 Dec | 337.40 | 8.55 | 3.05 | 24.60 | 889 | -100 | 565 |
| 18 Dec | 341.75 | 5.5 | 2.55 | 22.97 | 6,036 | -56 | 670 |
| 17 Dec | 349.05 | 2.95 | 0.55 | 23.73 | 4,366 | 132 | 726 |
| 16 Dec | 352.90 | 2.4 | 0.80 | 25.11 | 1,659 | 85 | 593 |
| 13 Dec | 357.15 | 1.6 | -0.90 | 23.70 | 5,935 | 206 | 513 |
| 12 Dec | 355.60 | 2.5 | 1.55 | 25.52 | 2,319 | -36 | 309 |
| 11 Dec | 365.50 | 0.95 | 0.00 | 25.19 | 378 | 25 | 347 |
| 10 Dec | 369.15 | 0.95 | 0.00 | 26.69 | 549 | 19 | 334 |
| 9 Dec | 369.85 | 0.95 | -0.10 | 26.35 | 658 | 62 | 317 |
| 6 Dec | 369.50 | 1.05 | -0.25 | 25.38 | 523 | -16 | 258 |
| 5 Dec | 369.15 | 1.3 | 0.20 | 26.14 | 1,049 | -12 | 277 |
| 4 Dec | 372.75 | 1.1 | -0.50 | 26.35 | 1,409 | 3 | 288 |
| 3 Dec | 367.45 | 1.6 | -1.80 | 25.62 | 1,201 | 96 | 288 |
| 2 Dec | 358.20 | 3.4 | 0.40 | 25.57 | 909 | 66 | 194 |
| 29 Nov | 363.65 | 3 | -0.80 | 26.47 | 626 | 78 | 137 |
| 28 Nov | 362.05 | 3.8 | 1.25 | 30.47 | 189 | 59 | 59 |
| 27 Nov | 369.30 | 2.55 | 0.00 | 7.75 | 0 | 0 | 0 |
| 26 Nov | 361.65 | 2.55 | 0.00 | 5.79 | 0 | 0 | 0 |
| 25 Nov | 368.40 | 2.55 | 0.00 | 7.48 | 0 | 0 | 0 |
| 22 Nov | 365.45 | 2.55 | 0.00 | 6.08 | 0 | 0 | 0 |
| 21 Nov | 356.15 | 2.55 | 0.00 | 4.38 | 0 | 0 | 0 |
| 20 Nov | 366.70 | 2.55 | 0.00 | 6.53 | 0 | 0 | 0 |
| 19 Nov | 366.70 | 2.55 | 0.00 | 6.53 | 0 | 0 | 0 |
| 18 Nov | 366.70 | 2.55 | 0.00 | 6.55 | 0 | 0 | 0 |
| 14 Nov | 372.50 | 2.55 | 7.67 | 0 | 0 | 0 | |
For Ntpc Ltd - strike price 345 expiring on 26DEC2024
Delta for 345 PE is -0.74
Historical price for 345 PE is as follows
On 20 Dec NTPC was trading at 333.25. The strike last trading price was 13.35, which was 4.80 higher than the previous day. The implied volatity was 37.57, the open interest changed by -71 which decreased total open position to 493
On 19 Dec NTPC was trading at 337.40. The strike last trading price was 8.55, which was 3.05 higher than the previous day. The implied volatity was 24.60, the open interest changed by -100 which decreased total open position to 565
On 18 Dec NTPC was trading at 341.75. The strike last trading price was 5.5, which was 2.55 higher than the previous day. The implied volatity was 22.97, the open interest changed by -56 which decreased total open position to 670
On 17 Dec NTPC was trading at 349.05. The strike last trading price was 2.95, which was 0.55 higher than the previous day. The implied volatity was 23.73, the open interest changed by 132 which increased total open position to 726
On 16 Dec NTPC was trading at 352.90. The strike last trading price was 2.4, which was 0.80 higher than the previous day. The implied volatity was 25.11, the open interest changed by 85 which increased total open position to 593
On 13 Dec NTPC was trading at 357.15. The strike last trading price was 1.6, which was -0.90 lower than the previous day. The implied volatity was 23.70, the open interest changed by 206 which increased total open position to 513
On 12 Dec NTPC was trading at 355.60. The strike last trading price was 2.5, which was 1.55 higher than the previous day. The implied volatity was 25.52, the open interest changed by -36 which decreased total open position to 309
On 11 Dec NTPC was trading at 365.50. The strike last trading price was 0.95, which was 0.00 lower than the previous day. The implied volatity was 25.19, the open interest changed by 25 which increased total open position to 347
On 10 Dec NTPC was trading at 369.15. The strike last trading price was 0.95, which was 0.00 lower than the previous day. The implied volatity was 26.69, the open interest changed by 19 which increased total open position to 334
On 9 Dec NTPC was trading at 369.85. The strike last trading price was 0.95, which was -0.10 lower than the previous day. The implied volatity was 26.35, the open interest changed by 62 which increased total open position to 317
On 6 Dec NTPC was trading at 369.50. The strike last trading price was 1.05, which was -0.25 lower than the previous day. The implied volatity was 25.38, the open interest changed by -16 which decreased total open position to 258
On 5 Dec NTPC was trading at 369.15. The strike last trading price was 1.3, which was 0.20 higher than the previous day. The implied volatity was 26.14, the open interest changed by -12 which decreased total open position to 277
On 4 Dec NTPC was trading at 372.75. The strike last trading price was 1.1, which was -0.50 lower than the previous day. The implied volatity was 26.35, the open interest changed by 3 which increased total open position to 288
On 3 Dec NTPC was trading at 367.45. The strike last trading price was 1.6, which was -1.80 lower than the previous day. The implied volatity was 25.62, the open interest changed by 96 which increased total open position to 288
On 2 Dec NTPC was trading at 358.20. The strike last trading price was 3.4, which was 0.40 higher than the previous day. The implied volatity was 25.57, the open interest changed by 66 which increased total open position to 194
On 29 Nov NTPC was trading at 363.65. The strike last trading price was 3, which was -0.80 lower than the previous day. The implied volatity was 26.47, the open interest changed by 78 which increased total open position to 137
On 28 Nov NTPC was trading at 362.05. The strike last trading price was 3.8, which was 1.25 higher than the previous day. The implied volatity was 30.47, the open interest changed by 59 which increased total open position to 59
On 27 Nov NTPC was trading at 369.30. The strike last trading price was 2.55, which was 0.00 lower than the previous day. The implied volatity was 7.75, 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 2.55, which was 0.00 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 25 Nov NTPC was trading at 368.40. The strike last trading price was 2.55, which was 0.00 lower than the previous day. The implied volatity was 7.48, 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 2.55, which was 0.00 lower than the previous day. The implied volatity was 6.08, 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 2.55, which was 0.00 lower than the previous day. The implied volatity was 4.38, 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 2.55, which was 0.00 lower than the previous day. The implied volatity was 6.53, 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 2.55, which was 0.00 lower than the previous day. The implied volatity was 6.53, 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 2.55, which was 0.00 lower than the previous day. The implied volatity was 6.55, 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 2.55, which was lower than the previous day. The implied volatity was 7.67, the open interest changed by 0 which decreased total open position to 0
