[--[65.84.65.76]--]
NTPC
NTPC LTD

379.8 6.85 (1.84%)

Back to Option Chain


Historical option data for NTPC

05 Jul 2024 04:10 PM IST
Delta: -
Gamma: -
Theta: -
Vega: -
Date Symbol Close Ltp Chng IV Volume Chng OI OI
5 Jul 379.80 36.85 6.35 - 4,500 15,000 15,000
4 Jul 372.95 30.5 - 0 0 0
3 Jul 372.65 30.5 - 1,500 0 16,500
2 Jul 370.40 29.8 - 19,500 7,500 16,500
1 Jul 369.75 29.8 - 24,000 9,000 9,000
28 Jun 378.35 29.9 - 0 0 0
27 Jun 377.15 29.9 - 1,500 0 6,000
26 Jun 365.05 25.55 - 1,500 1,500 6,000
25 Jun 360.85 25.2 - 1,500 0 4,500
24 Jun 362.75 31.2 - 0 0 0
21 Jun 359.80 31.20 - 0 0 0
20 Jun 357.65 31.20 - 0 0 0
19 Jun 362.50 31.20 - 0 0 0
18 Jun 369.65 31.20 - 0 0 0
14 Jun 368.45 31.20 - 0 0 0
13 Jun 369.95 31.20 - 0 0 0
12 Jun 371.30 31.20 - 0 0 0
11 Jun 367.40 31.20 - 0 4,500 0
10 Jun 364.90 31.20 - 4,500 3,000 3,000
7 Jun 360.60 27.50 - 0 0 0
6 Jun 349.75 27.50 - 0 0 0
5 Jun 341.00 27.50 - 0 0 0
4 Jun 331.25 27.50 - 0 0 0
3 Jun 391.80 27.50 - 0 0 0
31 May 359.00 27.50 - 0 0 0


For NTPC LTD - strike price 345 expiring on 25JUL2024

Delta for 345 CE is -

Historical price for 345 CE is as follows

On 5 Jul NTPC was trading at 379.80. The strike last trading price was 36.85, which was 6.35 higher than the previous day. The implied volatity was -, the open interest changed by 15000 which increased total open position to 15000


On 4 Jul NTPC was trading at 372.95. The strike last trading price was 30.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 3 Jul NTPC was trading at 372.65. The strike last trading price was 30.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 16500


On 2 Jul NTPC was trading at 370.40. The strike last trading price was 29.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 7500 which increased total open position to 16500


On 1 Jul NTPC was trading at 369.75. The strike last trading price was 29.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 9000 which increased total open position to 9000


On 28 Jun NTPC was trading at 378.35. The strike last trading price was 29.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 27 Jun NTPC was trading at 377.15. The strike last trading price was 29.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6000


On 26 Jun NTPC was trading at 365.05. The strike last trading price was 25.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 1500 which increased total open position to 6000


On 25 Jun NTPC was trading at 360.85. The strike last trading price was 25.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4500


On 24 Jun NTPC was trading at 362.75. The strike last trading price was 31.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 21 Jun NTPC was trading at 359.80. The strike last trading price was 31.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 20 Jun NTPC was trading at 357.65. The strike last trading price was 31.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 19 Jun NTPC was trading at 362.50. The strike last trading price was 31.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 18 Jun NTPC was trading at 369.65. The strike last trading price was 31.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 14 Jun NTPC was trading at 368.45. The strike last trading price was 31.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 13 Jun NTPC was trading at 369.95. The strike last trading price was 31.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 12 Jun NTPC was trading at 371.30. The strike last trading price was 31.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 11 Jun NTPC was trading at 367.40. The strike last trading price was 31.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 4500 which increased total open position to 0


On 10 Jun NTPC was trading at 364.90. The strike last trading price was 31.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 3000 which increased total open position to 3000


On 7 Jun NTPC was trading at 360.60. The strike last trading price was 27.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 6 Jun NTPC was trading at 349.75. The strike last trading price was 27.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 5 Jun NTPC was trading at 341.00. The strike last trading price was 27.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 4 Jun NTPC was trading at 331.25. The strike last trading price was 27.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 3 Jun NTPC was trading at 391.80. The strike last trading price was 27.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 31 May NTPC was trading at 359.00. The strike last trading price was 27.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


Delta: -
Gamma: -
Theta: -
Vega: -
Date Symbol Close Ltp Chng IV Volume Chng OI OI
5 Jul 379.80 0.9 -0.60 - 5,11,500 -1,15,500 1,98,000
4 Jul 372.95 1.5 - 2,46,000 12,000 3,13,500
3 Jul 372.65 1.9 - 1,99,500 25,500 3,01,500
2 Jul 370.40 2.45 - 2,37,000 12,000 2,77,500
1 Jul 369.75 2.8 - 3,12,000 39,000 2,65,500
28 Jun 378.35 1.8 - 7,20,000 69,000 2,26,500
27 Jun 377.15 2.7 - 1,98,000 1,09,500 1,57,500
26 Jun 365.05 3.95 - 84,000 24,000 48,000
25 Jun 360.85 5.65 - 12,000 6,000 24,000
24 Jun 362.75 4.6 - 22,500 15,000 16,500
21 Jun 359.80 3.80 - 0 0 0
20 Jun 357.65 3.80 - 0 0 0
19 Jun 362.50 3.80 - 0 0 0
18 Jun 369.65 3.80 - 0 0 0
14 Jun 368.45 3.80 - 0 0 0
13 Jun 369.95 3.80 - 1,500 0 1,500
12 Jun 371.30 3.50 - 1,500 0 1,500
11 Jun 367.40 5.00 - 1,500 0 0
10 Jun 364.90 8.95 - 0 0 0
7 Jun 360.60 8.95 - 0 0 0
6 Jun 349.75 8.95 - 0 0 0
5 Jun 341.00 8.95 - 0 0 0
4 Jun 331.25 8.95 - 0 0 0
3 Jun 391.80 8.95 - 0 0 0
31 May 359.00 8.95 - 0 0 0


For NTPC LTD - strike price 345 expiring on 25JUL2024

Delta for 345 PE is -

Historical price for 345 PE is as follows

On 5 Jul NTPC was trading at 379.80. The strike last trading price was 0.9, which was -0.60 lower than the previous day. The implied volatity was -, the open interest changed by -115500 which decreased total open position to 198000


On 4 Jul NTPC was trading at 372.95. The strike last trading price was 1.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 12000 which increased total open position to 313500


On 3 Jul NTPC was trading at 372.65. The strike last trading price was 1.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 25500 which increased total open position to 301500


On 2 Jul NTPC was trading at 370.40. The strike last trading price was 2.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 12000 which increased total open position to 277500


On 1 Jul NTPC was trading at 369.75. The strike last trading price was 2.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 39000 which increased total open position to 265500


On 28 Jun NTPC was trading at 378.35. The strike last trading price was 1.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 69000 which increased total open position to 226500


On 27 Jun NTPC was trading at 377.15. The strike last trading price was 2.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 109500 which increased total open position to 157500


On 26 Jun NTPC was trading at 365.05. The strike last trading price was 3.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 24000 which increased total open position to 48000


On 25 Jun NTPC was trading at 360.85. The strike last trading price was 5.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 6000 which increased total open position to 24000


On 24 Jun NTPC was trading at 362.75. The strike last trading price was 4.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 15000 which increased total open position to 16500


On 21 Jun NTPC was trading at 359.80. The strike last trading price was 3.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 20 Jun NTPC was trading at 357.65. The strike last trading price was 3.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 19 Jun NTPC was trading at 362.50. The strike last trading price was 3.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 18 Jun NTPC was trading at 369.65. The strike last trading price was 3.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 14 Jun NTPC was trading at 368.45. The strike last trading price was 3.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 13 Jun NTPC was trading at 369.95. The strike last trading price was 3.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1500


On 12 Jun NTPC was trading at 371.30. The strike last trading price was 3.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1500


On 11 Jun NTPC was trading at 367.40. The strike last trading price was 5.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 10 Jun NTPC was trading at 364.90. The strike last trading price was 8.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 7 Jun NTPC was trading at 360.60. The strike last trading price was 8.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 6 Jun NTPC was trading at 349.75. The strike last trading price was 8.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 5 Jun NTPC was trading at 341.00. The strike last trading price was 8.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 4 Jun NTPC was trading at 331.25. The strike last trading price was 8.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 3 Jun NTPC was trading at 391.80. The strike last trading price was 8.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 31 May NTPC was trading at 359.00. The strike last trading price was 8.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0