NTPC
Ntpc Ltd
Historical option data for NTPC
11 Apr 2025 04:10 PM IST
| NTPC 24APR2025 345 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.85
Vega: 0.16
Theta: -0.22
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 11 Apr | 360.10 | 17.15 | 5.25 | 23.35 | 2,999 | -1,009 | 756 | |||
| 9 Apr | 349.35 | 12.65 | -1.65 | 30.87 | 4,927 | 1,141 | 1,764 | |||
| 8 Apr | 352.95 | 14.25 | 1.4 | 29.20 | 756 | -118 | 624 | |||
| 7 Apr | 349.80 | 13.45 | 1.2 | 33.36 | 4,312 | 410 | 744 | |||
| 4 Apr | 350.40 | 12.4 | -5.3 | 24.51 | 458 | 99 | 334 | |||
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| 3 Apr | 358.90 | 17.95 | 4.1 | 21.01 | 316 | -2 | 239 | |||
| 2 Apr | 351.75 | 13.5 | -0.8 | 24.79 | 836 | 65 | 245 | |||
| 1 Apr | 352.15 | 14.35 | -4.45 | 23.92 | 256 | 60 | 180 | |||
| 28 Mar | 357.60 | 18.6 | -4 | 22.93 | 271 | 9 | 120 | |||
| 27 Mar | 360.65 | 24.65 | 7.5 | 26.82 | 64 | 18 | 111 | |||
| 26 Mar | 354.65 | 17.25 | -8.8 | 26.33 | 25 | 11 | 92 | |||
| 25 Mar | 366.95 | 25.9 | -1.6 | 26.51 | 15 | -2 | 81 | |||
| 24 Mar | 366.95 | 27.25 | 11.55 | 25.14 | 141 | -30 | 83 | |||
| 21 Mar | 351.30 | 15.9 | 5.75 | 24.83 | 338 | 23 | 112 | |||
| 20 Mar | 341.75 | 10.2 | 0.2 | 24.24 | 145 | 38 | 89 | |||
| 19 Mar | 341.30 | 9.95 | 1.65 | 24.46 | 78 | 44 | 51 | |||
| 18 Mar | 337.35 | 8.3 | 0.7 | 23.62 | 3 | 2 | 7 | |||
| 17 Mar | 331.65 | 7.6 | 0 | 0.00 | 0 | 0 | 0 | |||
| 13 Mar | 331.90 | 7.6 | 0 | 0.00 | 0 | 1 | 0 | |||
| 12 Mar | 330.15 | 7.6 | -0.4 | 27.08 | 2 | 0 | 4 | |||
| 11 Mar | 330.30 | 8 | -0.75 | 26.02 | 6 | 0 | 4 | |||
| 10 Mar | 329.40 | 8.75 | 0 | 0.00 | 0 | 0 | 0 | |||
| 7 Mar | 329.55 | 8.75 | 0 | 0.00 | 0 | 4 | 0 | |||
| 6 Mar | 337.90 | 8.75 | 0.7 | 21.78 | 4 | 0 | 0 | |||
| 5 Mar | 326.20 | 8.05 | 0 | 3.51 | 0 | 0 | 0 | |||
| 4 Mar | 313.75 | 8.05 | 0 | 6.36 | 0 | 0 | 0 | |||
| 3 Mar | 314.40 | 8.05 | 0 | 5.98 | 0 | 0 | 0 | |||
| 28 Feb | 311.45 | 8.05 | 0 | 6.21 | 0 | 0 | 0 | |||
For Ntpc Ltd - strike price 345 expiring on 24APR2025
Delta for 345 CE is 0.85
Historical price for 345 CE is as follows
On 11 Apr NTPC was trading at 360.10. The strike last trading price was 17.15, which was 5.25 higher than the previous day. The implied volatity was 23.35, the open interest changed by -1009 which decreased total open position to 756
On 9 Apr NTPC was trading at 349.35. The strike last trading price was 12.65, which was -1.65 lower than the previous day. The implied volatity was 30.87, the open interest changed by 1141 which increased total open position to 1764
On 8 Apr NTPC was trading at 352.95. The strike last trading price was 14.25, which was 1.4 higher than the previous day. The implied volatity was 29.20, the open interest changed by -118 which decreased total open position to 624
On 7 Apr NTPC was trading at 349.80. The strike last trading price was 13.45, which was 1.2 higher than the previous day. The implied volatity was 33.36, the open interest changed by 410 which increased total open position to 744
On 4 Apr NTPC was trading at 350.40. The strike last trading price was 12.4, which was -5.3 lower than the previous day. The implied volatity was 24.51, the open interest changed by 99 which increased total open position to 334
On 3 Apr NTPC was trading at 358.90. The strike last trading price was 17.95, which was 4.1 higher than the previous day. The implied volatity was 21.01, the open interest changed by -2 which decreased total open position to 239
On 2 Apr NTPC was trading at 351.75. The strike last trading price was 13.5, which was -0.8 lower than the previous day. The implied volatity was 24.79, the open interest changed by 65 which increased total open position to 245
On 1 Apr NTPC was trading at 352.15. The strike last trading price was 14.35, which was -4.45 lower than the previous day. The implied volatity was 23.92, the open interest changed by 60 which increased total open position to 180
On 28 Mar NTPC was trading at 357.60. The strike last trading price was 18.6, which was -4 lower than the previous day. The implied volatity was 22.93, the open interest changed by 9 which increased total open position to 120
On 27 Mar NTPC was trading at 360.65. The strike last trading price was 24.65, which was 7.5 higher than the previous day. The implied volatity was 26.82, the open interest changed by 18 which increased total open position to 111
On 26 Mar NTPC was trading at 354.65. The strike last trading price was 17.25, which was -8.8 lower than the previous day. The implied volatity was 26.33, the open interest changed by 11 which increased total open position to 92
On 25 Mar NTPC was trading at 366.95. The strike last trading price was 25.9, which was -1.6 lower than the previous day. The implied volatity was 26.51, the open interest changed by -2 which decreased total open position to 81
On 24 Mar NTPC was trading at 366.95. The strike last trading price was 27.25, which was 11.55 higher than the previous day. The implied volatity was 25.14, the open interest changed by -30 which decreased total open position to 83
On 21 Mar NTPC was trading at 351.30. The strike last trading price was 15.9, which was 5.75 higher than the previous day. The implied volatity was 24.83, the open interest changed by 23 which increased total open position to 112
On 20 Mar NTPC was trading at 341.75. The strike last trading price was 10.2, which was 0.2 higher than the previous day. The implied volatity was 24.24, the open interest changed by 38 which increased total open position to 89
On 19 Mar NTPC was trading at 341.30. The strike last trading price was 9.95, which was 1.65 higher than the previous day. The implied volatity was 24.46, the open interest changed by 44 which increased total open position to 51
On 18 Mar NTPC was trading at 337.35. The strike last trading price was 8.3, which was 0.7 higher than the previous day. The implied volatity was 23.62, the open interest changed by 2 which increased total open position to 7
On 17 Mar NTPC was trading at 331.65. The strike last trading price was 7.6, which was 0 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 Mar NTPC was trading at 331.90. The strike last trading price was 7.6, which was 0 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 12 Mar NTPC was trading at 330.15. The strike last trading price was 7.6, which was -0.4 lower than the previous day. The implied volatity was 27.08, the open interest changed by 0 which decreased total open position to 4
On 11 Mar NTPC was trading at 330.30. The strike last trading price was 8, which was -0.75 lower than the previous day. The implied volatity was 26.02, the open interest changed by 0 which decreased total open position to 4
On 10 Mar NTPC was trading at 329.40. The strike last trading price was 8.75, which was 0 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 7 Mar NTPC was trading at 329.55. The strike last trading price was 8.75, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 6 Mar NTPC was trading at 337.90. The strike last trading price was 8.75, which was 0.7 higher than the previous day. The implied volatity was 21.78, the open interest changed by 0 which decreased total open position to 0
On 5 Mar NTPC was trading at 326.20. The strike last trading price was 8.05, which was 0 lower than the previous day. The implied volatity was 3.51, the open interest changed by 0 which decreased total open position to 0
On 4 Mar NTPC was trading at 313.75. The strike last trading price was 8.05, which was 0 lower than the previous day. The implied volatity was 6.36, the open interest changed by 0 which decreased total open position to 0
On 3 Mar NTPC was trading at 314.40. The strike last trading price was 8.05, which was 0 lower than the previous day. The implied volatity was 5.98, the open interest changed by 0 which decreased total open position to 0
On 28 Feb NTPC was trading at 311.45. The strike last trading price was 8.05, which was 0 lower than the previous day. The implied volatity was 6.21, the open interest changed by 0 which decreased total open position to 0
| NTPC 24APR2025 345 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.20
Vega: 0.19
Theta: -0.20
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 11 Apr | 360.10 | 2.4 | -4.15 | 30.04 | 1,997 | 61 | 1,333 |
| 9 Apr | 349.35 | 5.75 | 0.55 | 31.48 | 2,160 | 226 | 1,265 |
| 8 Apr | 352.95 | 5.15 | -2.8 | 31.69 | 2,065 | 27 | 1,039 |
| 7 Apr | 349.80 | 7.85 | 2.35 | 35.97 | 3,158 | 574 | 1,016 |
| 4 Apr | 350.40 | 5.25 | 2.1 | 26.45 | 1,829 | 60 | 444 |
| 3 Apr | 358.90 | 3 | -2.25 | 26.33 | 1,379 | 9 | 383 |
| 2 Apr | 351.75 | 5.45 | 0.15 | 26.93 | 2,496 | -10 | 376 |
| 1 Apr | 352.15 | 5.1 | 0.25 | 26.69 | 1,441 | 72 | 387 |
| 28 Mar | 357.60 | 4.85 | 0.75 | 28.71 | 1,530 | 94 | 315 |
| 27 Mar | 360.65 | 3.7 | -2.95 | 29.22 | 747 | 63 | 216 |
| 26 Mar | 354.65 | 6.9 | 3.4 | 30.34 | 252 | 13 | 149 |
| 25 Mar | 366.95 | 3.65 | 0.35 | 29.01 | 107 | 37 | 136 |
| 24 Mar | 366.95 | 3.35 | -3.45 | 28.83 | 274 | 30 | 99 |
| 21 Mar | 351.30 | 6.7 | -4.45 | 25.58 | 287 | 54 | 68 |
| 20 Mar | 341.75 | 11.15 | -1.05 | 26.35 | 17 | 10 | 14 |
| 19 Mar | 341.30 | 12.2 | -21.4 | 27.35 | 4 | 3 | 3 |
| 18 Mar | 337.35 | 33.6 | 0 | - | 0 | 0 | 0 |
| 17 Mar | 331.65 | 33.6 | 0 | - | 0 | 0 | 0 |
| 13 Mar | 331.90 | 33.6 | 0 | - | 0 | 0 | 0 |
| 12 Mar | 330.15 | 33.6 | 0 | - | 0 | 0 | 0 |
| 11 Mar | 330.30 | 33.6 | 0 | - | 0 | 0 | 0 |
| 10 Mar | 329.40 | 33.6 | 0 | - | 0 | 0 | 0 |
| 7 Mar | 329.55 | 33.6 | 0 | - | 0 | 0 | 0 |
| 6 Mar | 337.90 | 33.6 | 0 | - | 0 | 0 | 0 |
| 5 Mar | 326.20 | 33.6 | 0 | - | 0 | 0 | 0 |
| 4 Mar | 313.75 | 33.6 | 0 | - | 0 | 0 | 0 |
| 3 Mar | 314.40 | 33.6 | 0 | - | 0 | 0 | 0 |
| 28 Feb | 311.45 | 33.6 | 0 | - | 0 | 0 | 0 |
For Ntpc Ltd - strike price 345 expiring on 24APR2025
Delta for 345 PE is -0.20
Historical price for 345 PE is as follows
On 11 Apr NTPC was trading at 360.10. The strike last trading price was 2.4, which was -4.15 lower than the previous day. The implied volatity was 30.04, the open interest changed by 61 which increased total open position to 1333
On 9 Apr NTPC was trading at 349.35. The strike last trading price was 5.75, which was 0.55 higher than the previous day. The implied volatity was 31.48, the open interest changed by 226 which increased total open position to 1265
On 8 Apr NTPC was trading at 352.95. The strike last trading price was 5.15, which was -2.8 lower than the previous day. The implied volatity was 31.69, the open interest changed by 27 which increased total open position to 1039
On 7 Apr NTPC was trading at 349.80. The strike last trading price was 7.85, which was 2.35 higher than the previous day. The implied volatity was 35.97, the open interest changed by 574 which increased total open position to 1016
On 4 Apr NTPC was trading at 350.40. The strike last trading price was 5.25, which was 2.1 higher than the previous day. The implied volatity was 26.45, the open interest changed by 60 which increased total open position to 444
On 3 Apr NTPC was trading at 358.90. The strike last trading price was 3, which was -2.25 lower than the previous day. The implied volatity was 26.33, the open interest changed by 9 which increased total open position to 383
On 2 Apr NTPC was trading at 351.75. The strike last trading price was 5.45, which was 0.15 higher than the previous day. The implied volatity was 26.93, the open interest changed by -10 which decreased total open position to 376
On 1 Apr NTPC was trading at 352.15. The strike last trading price was 5.1, which was 0.25 higher than the previous day. The implied volatity was 26.69, the open interest changed by 72 which increased total open position to 387
On 28 Mar NTPC was trading at 357.60. The strike last trading price was 4.85, which was 0.75 higher than the previous day. The implied volatity was 28.71, the open interest changed by 94 which increased total open position to 315
On 27 Mar NTPC was trading at 360.65. The strike last trading price was 3.7, which was -2.95 lower than the previous day. The implied volatity was 29.22, the open interest changed by 63 which increased total open position to 216
On 26 Mar NTPC was trading at 354.65. The strike last trading price was 6.9, which was 3.4 higher than the previous day. The implied volatity was 30.34, the open interest changed by 13 which increased total open position to 149
On 25 Mar NTPC was trading at 366.95. The strike last trading price was 3.65, which was 0.35 higher than the previous day. The implied volatity was 29.01, the open interest changed by 37 which increased total open position to 136
On 24 Mar NTPC was trading at 366.95. The strike last trading price was 3.35, which was -3.45 lower than the previous day. The implied volatity was 28.83, the open interest changed by 30 which increased total open position to 99
On 21 Mar NTPC was trading at 351.30. The strike last trading price was 6.7, which was -4.45 lower than the previous day. The implied volatity was 25.58, the open interest changed by 54 which increased total open position to 68
On 20 Mar NTPC was trading at 341.75. The strike last trading price was 11.15, which was -1.05 lower than the previous day. The implied volatity was 26.35, the open interest changed by 10 which increased total open position to 14
On 19 Mar NTPC was trading at 341.30. The strike last trading price was 12.2, which was -21.4 lower than the previous day. The implied volatity was 27.35, the open interest changed by 3 which increased total open position to 3
On 18 Mar NTPC was trading at 337.35. The strike last trading price was 33.6, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 17 Mar NTPC was trading at 331.65. The strike last trading price was 33.6, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Mar NTPC was trading at 331.90. The strike last trading price was 33.6, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Mar NTPC was trading at 330.15. The strike last trading price was 33.6, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Mar NTPC was trading at 330.30. The strike last trading price was 33.6, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Mar NTPC was trading at 329.40. The strike last trading price was 33.6, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Mar NTPC was trading at 329.55. The strike last trading price was 33.6, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Mar NTPC was trading at 337.90. The strike last trading price was 33.6, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Mar NTPC was trading at 326.20. The strike last trading price was 33.6, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Mar NTPC was trading at 313.75. The strike last trading price was 33.6, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Mar NTPC was trading at 314.40. The strike last trading price was 33.6, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 28 Feb NTPC was trading at 311.45. The strike last trading price was 33.6, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
