NTPC
Ntpc Ltd
Historical option data for NTPC
21 Nov 2024 04:10 PM IST
| NTPC 28NOV2024 345 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.83
Vega: 0.13
Theta: -0.34
Gamma: 0.02
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 21 Nov | 356.15 | 14.5 | -11.15 | 29.08 | 139 | 9 | 28 | |||
| 20 Nov | 366.70 | 25.65 | 0.00 | 46.62 | 16 | -2 | 19 | |||
| 19 Nov | 366.70 | 25.65 | 2.25 | 46.62 | 16 | -2 | 19 | |||
| 18 Nov | 366.70 | 23.4 | -71.95 | 26.70 | 24 | 18 | 18 | |||
| 14 Nov | 372.50 | 95.35 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 381.35 | 95.35 | 95.35 | - | 0 | 0 | 0 | |||
| 12 Nov | 380.30 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Nov | 392.55 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 8 Nov | 397.65 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 7 Nov | 403.80 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Nov | 408.90 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Nov | 403.10 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Nov | 400.95 | 0 | 0.00 | 0 | 0 | 0 | ||||
For Ntpc Ltd - strike price 345 expiring on 28NOV2024
Delta for 345 CE is 0.83
Historical price for 345 CE is as follows
On 21 Nov NTPC was trading at 356.15. The strike last trading price was 14.5, which was -11.15 lower than the previous day. The implied volatity was 29.08, the open interest changed by 9 which increased total open position to 28
On 20 Nov NTPC was trading at 366.70. The strike last trading price was 25.65, which was 0.00 lower than the previous day. The implied volatity was 46.62, the open interest changed by -2 which decreased total open position to 19
On 19 Nov NTPC was trading at 366.70. The strike last trading price was 25.65, which was 2.25 higher than the previous day. The implied volatity was 46.62, the open interest changed by -2 which decreased total open position to 19
On 18 Nov NTPC was trading at 366.70. The strike last trading price was 23.4, which was -71.95 lower than the previous day. The implied volatity was 26.70, the open interest changed by 18 which increased total open position to 18
On 14 Nov NTPC was trading at 372.50. The strike last trading price was 95.35, 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 13 Nov NTPC was trading at 381.35. The strike last trading price was 95.35, which was 95.35 higher than the previous day. The implied volatity was -, 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 0, 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 11 Nov NTPC was trading at 392.55. The strike last trading price was 0, 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 8 Nov NTPC was trading at 397.65. The strike last trading price was 0, 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 7 Nov NTPC was trading at 403.80. The strike last trading price was 0, 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 6 Nov NTPC was trading at 408.90. The strike last trading price was 0, 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 5 Nov NTPC was trading at 403.10. The strike last trading price was 0, 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 4 Nov NTPC was trading at 400.95. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
| NTPC 28NOV2024 345 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.21
Vega: 0.14
Theta: -0.34
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 356.15 | 2.15 | 0.85 | 35.07 | 1,750 | 42 | 233 |
| 20 Nov | 366.70 | 1.3 | 0.00 | 36.28 | 524 | 48 | 198 |
| 19 Nov | 366.70 | 1.3 | 0.00 | 36.28 | 524 | 55 | 198 |
| 18 Nov | 366.70 | 1.3 | 0.60 | 34.37 | 1,111 | 43 | 150 |
| 14 Nov | 372.50 | 0.7 | -0.15 | 29.53 | 189 | 81 | 108 |
| 13 Nov | 381.35 | 0.85 | 0.85 | 34.83 | 27 | 23 | 23 |
| 12 Nov | 380.30 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Nov | 392.55 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 8 Nov | 397.65 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 7 Nov | 403.80 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Nov | 408.90 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Nov | 403.10 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 4 Nov | 400.95 | 0 | 0.00 | 0 | 0 | 0 | |
For Ntpc Ltd - strike price 345 expiring on 28NOV2024
Delta for 345 PE is -0.21
Historical price for 345 PE is as follows
On 21 Nov NTPC was trading at 356.15. The strike last trading price was 2.15, which was 0.85 higher than the previous day. The implied volatity was 35.07, the open interest changed by 42 which increased total open position to 233
On 20 Nov NTPC was trading at 366.70. The strike last trading price was 1.3, which was 0.00 lower than the previous day. The implied volatity was 36.28, the open interest changed by 48 which increased total open position to 198
On 19 Nov NTPC was trading at 366.70. The strike last trading price was 1.3, which was 0.00 lower than the previous day. The implied volatity was 36.28, the open interest changed by 55 which increased total open position to 198
On 18 Nov NTPC was trading at 366.70. The strike last trading price was 1.3, which was 0.60 higher than the previous day. The implied volatity was 34.37, the open interest changed by 43 which increased total open position to 150
On 14 Nov NTPC was trading at 372.50. The strike last trading price was 0.7, which was -0.15 lower than the previous day. The implied volatity was 29.53, the open interest changed by 81 which increased total open position to 108
On 13 Nov NTPC was trading at 381.35. The strike last trading price was 0.85, which was 0.85 higher than the previous day. The implied volatity was 34.83, the open interest changed by 23 which increased total open position to 23
On 12 Nov NTPC was trading at 380.30. The strike last trading price was 0, 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 11 Nov NTPC was trading at 392.55. The strike last trading price was 0, 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 8 Nov NTPC was trading at 397.65. The strike last trading price was 0, 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 7 Nov NTPC was trading at 403.80. The strike last trading price was 0, 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 6 Nov NTPC was trading at 408.90. The strike last trading price was 0, 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 5 Nov NTPC was trading at 403.10. The strike last trading price was 0, 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 4 Nov NTPC was trading at 400.95. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
