NTPC
Ntpc Ltd
Historical option data for NTPC
20 Dec 2024 04:10 PM IST
| NTPC 26DEC2024 350 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.11
Vega: 0.08
Theta: -0.20
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 333.25 | 0.65 | -0.60 | 29.11 | 10,625 | 802 | 3,298 | |||
| 19 Dec | 337.40 | 1.25 | -1.20 | 26.49 | 4,885 | 275 | 2,502 | |||
| 18 Dec | 341.75 | 2.45 | -2.90 | 24.85 | 9,181 | 790 | 2,251 | |||
| 17 Dec | 349.05 | 5.35 | -2.60 | 23.85 | 5,948 | 547 | 1,454 | |||
| 16 Dec | 352.90 | 7.95 | -3.45 | 25.11 | 2,269 | 67 | 909 | |||
| 13 Dec | 357.15 | 11.4 | 0.80 | 21.93 | 7,103 | 273 | 844 | |||
| 12 Dec | 355.60 | 10.6 | -8.25 | 23.01 | 1,689 | 183 | 567 | |||
| 11 Dec | 365.50 | 18.85 | -1.75 | 24.35 | 284 | -84 | 385 | |||
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| 10 Dec | 369.15 | 20.6 | -1.35 | 15.24 | 134 | 26 | 468 | |||
| 9 Dec | 369.85 | 21.95 | 0.20 | 21.92 | 113 | 6 | 449 | |||
| 6 Dec | 369.50 | 21.75 | -0.15 | 12.81 | 61 | 15 | 442 | |||
| 5 Dec | 369.15 | 21.9 | -2.70 | 17.24 | 295 | 39 | 427 | |||
| 4 Dec | 372.75 | 24.6 | 3.85 | - | 319 | -28 | 386 | |||
| 3 Dec | 367.45 | 20.75 | 5.70 | 18.01 | 1,085 | -20 | 412 | |||
| 2 Dec | 358.20 | 15.05 | -4.10 | 24.13 | 676 | 44 | 434 | |||
| 29 Nov | 363.65 | 19.15 | -2.00 | 24.32 | 568 | 200 | 398 | |||
| 28 Nov | 362.05 | 21.15 | -4.45 | 24.53 | 315 | 117 | 200 | |||
| 27 Nov | 369.30 | 25.6 | 5.55 | 26.82 | 106 | 25 | 82 | |||
| 26 Nov | 361.65 | 20.05 | -4.70 | 27.30 | 33 | 14 | 56 | |||
| 25 Nov | 368.40 | 24.75 | 2.60 | 24.60 | 14 | 0 | 41 | |||
| 22 Nov | 365.45 | 22.15 | 3.40 | 25.20 | 71 | 0 | 41 | |||
| 21 Nov | 356.15 | 18.75 | -9.25 | 28.97 | 61 | 37 | 41 | |||
| 20 Nov | 366.70 | 28 | 0.00 | 34.17 | 8 | 0 | 6 | |||
| 19 Nov | 366.70 | 28 | 3.00 | 34.17 | 8 | 2 | 6 | |||
| 18 Nov | 366.70 | 25 | -15.00 | 26.18 | 6 | 2 | 3 | |||
| 14 Nov | 372.50 | 40 | 0.00 | 0 | 1 | 0 | ||||
For Ntpc Ltd - strike price 350 expiring on 26DEC2024
Delta for 350 CE is 0.11
Historical price for 350 CE is as follows
On 20 Dec NTPC was trading at 333.25. The strike last trading price was 0.65, which was -0.60 lower than the previous day. The implied volatity was 29.11, the open interest changed by 802 which increased total open position to 3298
On 19 Dec NTPC was trading at 337.40. The strike last trading price was 1.25, which was -1.20 lower than the previous day. The implied volatity was 26.49, the open interest changed by 275 which increased total open position to 2502
On 18 Dec NTPC was trading at 341.75. The strike last trading price was 2.45, which was -2.90 lower than the previous day. The implied volatity was 24.85, the open interest changed by 790 which increased total open position to 2251
On 17 Dec NTPC was trading at 349.05. The strike last trading price was 5.35, which was -2.60 lower than the previous day. The implied volatity was 23.85, the open interest changed by 547 which increased total open position to 1454
On 16 Dec NTPC was trading at 352.90. The strike last trading price was 7.95, which was -3.45 lower than the previous day. The implied volatity was 25.11, the open interest changed by 67 which increased total open position to 909
On 13 Dec NTPC was trading at 357.15. The strike last trading price was 11.4, which was 0.80 higher than the previous day. The implied volatity was 21.93, the open interest changed by 273 which increased total open position to 844
On 12 Dec NTPC was trading at 355.60. The strike last trading price was 10.6, which was -8.25 lower than the previous day. The implied volatity was 23.01, the open interest changed by 183 which increased total open position to 567
On 11 Dec NTPC was trading at 365.50. The strike last trading price was 18.85, which was -1.75 lower than the previous day. The implied volatity was 24.35, the open interest changed by -84 which decreased total open position to 385
On 10 Dec NTPC was trading at 369.15. The strike last trading price was 20.6, which was -1.35 lower than the previous day. The implied volatity was 15.24, the open interest changed by 26 which increased total open position to 468
On 9 Dec NTPC was trading at 369.85. The strike last trading price was 21.95, which was 0.20 higher than the previous day. The implied volatity was 21.92, the open interest changed by 6 which increased total open position to 449
On 6 Dec NTPC was trading at 369.50. The strike last trading price was 21.75, which was -0.15 lower than the previous day. The implied volatity was 12.81, the open interest changed by 15 which increased total open position to 442
On 5 Dec NTPC was trading at 369.15. The strike last trading price was 21.9, which was -2.70 lower than the previous day. The implied volatity was 17.24, the open interest changed by 39 which increased total open position to 427
On 4 Dec NTPC was trading at 372.75. The strike last trading price was 24.6, which was 3.85 higher than the previous day. The implied volatity was -, the open interest changed by -28 which decreased total open position to 386
On 3 Dec NTPC was trading at 367.45. The strike last trading price was 20.75, which was 5.70 higher than the previous day. The implied volatity was 18.01, the open interest changed by -20 which decreased total open position to 412
On 2 Dec NTPC was trading at 358.20. The strike last trading price was 15.05, which was -4.10 lower than the previous day. The implied volatity was 24.13, the open interest changed by 44 which increased total open position to 434
On 29 Nov NTPC was trading at 363.65. The strike last trading price was 19.15, which was -2.00 lower than the previous day. The implied volatity was 24.32, the open interest changed by 200 which increased total open position to 398
On 28 Nov NTPC was trading at 362.05. The strike last trading price was 21.15, which was -4.45 lower than the previous day. The implied volatity was 24.53, the open interest changed by 117 which increased total open position to 200
On 27 Nov NTPC was trading at 369.30. The strike last trading price was 25.6, which was 5.55 higher than the previous day. The implied volatity was 26.82, the open interest changed by 25 which increased total open position to 82
On 26 Nov NTPC was trading at 361.65. The strike last trading price was 20.05, which was -4.70 lower than the previous day. The implied volatity was 27.30, the open interest changed by 14 which increased total open position to 56
On 25 Nov NTPC was trading at 368.40. The strike last trading price was 24.75, which was 2.60 higher than the previous day. The implied volatity was 24.60, the open interest changed by 0 which decreased total open position to 41
On 22 Nov NTPC was trading at 365.45. The strike last trading price was 22.15, which was 3.40 higher than the previous day. The implied volatity was 25.20, the open interest changed by 0 which decreased total open position to 41
On 21 Nov NTPC was trading at 356.15. The strike last trading price was 18.75, which was -9.25 lower than the previous day. The implied volatity was 28.97, the open interest changed by 37 which increased total open position to 41
On 20 Nov NTPC was trading at 366.70. The strike last trading price was 28, which was 0.00 lower than the previous day. The implied volatity was 34.17, the open interest changed by 0 which decreased total open position to 6
On 19 Nov NTPC was trading at 366.70. The strike last trading price was 28, which was 3.00 higher than the previous day. The implied volatity was 34.17, the open interest changed by 2 which increased total open position to 6
On 18 Nov NTPC was trading at 366.70. The strike last trading price was 25, which was -15.00 lower than the previous day. The implied volatity was 26.18, the open interest changed by 2 which increased total open position to 3
On 14 Nov NTPC was trading at 372.50. The strike last trading price was 40, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
| NTPC 26DEC2024 350 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.78
Vega: 0.13
Theta: -0.42
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 333.25 | 18.35 | 5.75 | 46.04 | 890 | -115 | 1,436 |
| 19 Dec | 337.40 | 12.6 | 3.95 | 25.85 | 881 | -200 | 1,552 |
| 18 Dec | 341.75 | 8.65 | 3.70 | 22.68 | 4,534 | -560 | 1,769 |
| 17 Dec | 349.05 | 4.95 | 1.15 | 23.22 | 7,530 | -745 | 2,340 |
| 16 Dec | 352.90 | 3.8 | 1.35 | 23.80 | 7,188 | -816 | 3,082 |
| 13 Dec | 357.15 | 2.45 | -1.25 | 22.13 | 33,999 | 2,234 | 3,914 |
| 12 Dec | 355.60 | 3.7 | 2.30 | 24.37 | 7,655 | 519 | 1,687 |
| 11 Dec | 365.50 | 1.4 | 0.05 | 23.70 | 852 | -114 | 1,170 |
| 10 Dec | 369.15 | 1.35 | 0.00 | 25.20 | 1,131 | -26 | 1,284 |
| 9 Dec | 369.85 | 1.35 | -0.15 | 24.96 | 1,249 | 23 | 1,309 |
| 6 Dec | 369.50 | 1.5 | -0.30 | 24.25 | 1,357 | 47 | 1,285 |
| 5 Dec | 369.15 | 1.8 | 0.35 | 24.97 | 2,444 | 31 | 1,240 |
| 4 Dec | 372.75 | 1.45 | -0.80 | 24.87 | 2,240 | 108 | 1,218 |
| 3 Dec | 367.45 | 2.25 | -2.25 | 24.75 | 2,859 | 137 | 1,112 |
| 2 Dec | 358.20 | 4.5 | 0.55 | 24.43 | 1,786 | 11 | 969 |
| 29 Nov | 363.65 | 3.95 | -0.60 | 25.54 | 1,833 | -67 | 969 |
| 28 Nov | 362.05 | 4.55 | 1.00 | 28.79 | 1,807 | 115 | 1,035 |
| 27 Nov | 369.30 | 3.55 | -2.25 | 28.44 | 1,284 | 269 | 918 |
| 26 Nov | 361.65 | 5.8 | 1.70 | 29.03 | 365 | 83 | 648 |
| 25 Nov | 368.40 | 4.1 | -1.85 | 28.90 | 798 | 273 | 565 |
| 22 Nov | 365.45 | 5.95 | -3.30 | 30.03 | 337 | -48 | 244 |
| 21 Nov | 356.15 | 9.25 | 1.60 | 32.22 | 280 | 73 | 292 |
| 20 Nov | 366.70 | 7.65 | 0.00 | 35.07 | 181 | 29 | 216 |
| 19 Nov | 366.70 | 7.65 | 1.75 | 35.07 | 181 | 26 | 216 |
| 18 Nov | 366.70 | 5.9 | 1.55 | 30.12 | 304 | 115 | 190 |
| 14 Nov | 372.50 | 4.35 | 28.78 | 112 | 75 | 75 | |
For Ntpc Ltd - strike price 350 expiring on 26DEC2024
Delta for 350 PE is -0.78
Historical price for 350 PE is as follows
On 20 Dec NTPC was trading at 333.25. The strike last trading price was 18.35, which was 5.75 higher than the previous day. The implied volatity was 46.04, the open interest changed by -115 which decreased total open position to 1436
On 19 Dec NTPC was trading at 337.40. The strike last trading price was 12.6, which was 3.95 higher than the previous day. The implied volatity was 25.85, the open interest changed by -200 which decreased total open position to 1552
On 18 Dec NTPC was trading at 341.75. The strike last trading price was 8.65, which was 3.70 higher than the previous day. The implied volatity was 22.68, the open interest changed by -560 which decreased total open position to 1769
On 17 Dec NTPC was trading at 349.05. The strike last trading price was 4.95, which was 1.15 higher than the previous day. The implied volatity was 23.22, the open interest changed by -745 which decreased total open position to 2340
On 16 Dec NTPC was trading at 352.90. The strike last trading price was 3.8, which was 1.35 higher than the previous day. The implied volatity was 23.80, the open interest changed by -816 which decreased total open position to 3082
On 13 Dec NTPC was trading at 357.15. The strike last trading price was 2.45, which was -1.25 lower than the previous day. The implied volatity was 22.13, the open interest changed by 2234 which increased total open position to 3914
On 12 Dec NTPC was trading at 355.60. The strike last trading price was 3.7, which was 2.30 higher than the previous day. The implied volatity was 24.37, the open interest changed by 519 which increased total open position to 1687
On 11 Dec NTPC was trading at 365.50. The strike last trading price was 1.4, which was 0.05 higher than the previous day. The implied volatity was 23.70, the open interest changed by -114 which decreased total open position to 1170
On 10 Dec NTPC was trading at 369.15. The strike last trading price was 1.35, which was 0.00 lower than the previous day. The implied volatity was 25.20, the open interest changed by -26 which decreased total open position to 1284
On 9 Dec NTPC was trading at 369.85. The strike last trading price was 1.35, which was -0.15 lower than the previous day. The implied volatity was 24.96, the open interest changed by 23 which increased total open position to 1309
On 6 Dec NTPC was trading at 369.50. The strike last trading price was 1.5, which was -0.30 lower than the previous day. The implied volatity was 24.25, the open interest changed by 47 which increased total open position to 1285
On 5 Dec NTPC was trading at 369.15. The strike last trading price was 1.8, which was 0.35 higher than the previous day. The implied volatity was 24.97, the open interest changed by 31 which increased total open position to 1240
On 4 Dec NTPC was trading at 372.75. The strike last trading price was 1.45, which was -0.80 lower than the previous day. The implied volatity was 24.87, the open interest changed by 108 which increased total open position to 1218
On 3 Dec NTPC was trading at 367.45. The strike last trading price was 2.25, which was -2.25 lower than the previous day. The implied volatity was 24.75, the open interest changed by 137 which increased total open position to 1112
On 2 Dec NTPC was trading at 358.20. The strike last trading price was 4.5, which was 0.55 higher than the previous day. The implied volatity was 24.43, the open interest changed by 11 which increased total open position to 969
On 29 Nov NTPC was trading at 363.65. The strike last trading price was 3.95, which was -0.60 lower than the previous day. The implied volatity was 25.54, the open interest changed by -67 which decreased total open position to 969
On 28 Nov NTPC was trading at 362.05. The strike last trading price was 4.55, which was 1.00 higher than the previous day. The implied volatity was 28.79, the open interest changed by 115 which increased total open position to 1035
On 27 Nov NTPC was trading at 369.30. The strike last trading price was 3.55, which was -2.25 lower than the previous day. The implied volatity was 28.44, the open interest changed by 269 which increased total open position to 918
On 26 Nov NTPC was trading at 361.65. The strike last trading price was 5.8, which was 1.70 higher than the previous day. The implied volatity was 29.03, the open interest changed by 83 which increased total open position to 648
On 25 Nov NTPC was trading at 368.40. The strike last trading price was 4.1, which was -1.85 lower than the previous day. The implied volatity was 28.90, the open interest changed by 273 which increased total open position to 565
On 22 Nov NTPC was trading at 365.45. The strike last trading price was 5.95, which was -3.30 lower than the previous day. The implied volatity was 30.03, the open interest changed by -48 which decreased total open position to 244
On 21 Nov NTPC was trading at 356.15. The strike last trading price was 9.25, which was 1.60 higher than the previous day. The implied volatity was 32.22, the open interest changed by 73 which increased total open position to 292
On 20 Nov NTPC was trading at 366.70. The strike last trading price was 7.65, which was 0.00 lower than the previous day. The implied volatity was 35.07, the open interest changed by 29 which increased total open position to 216
On 19 Nov NTPC was trading at 366.70. The strike last trading price was 7.65, which was 1.75 higher than the previous day. The implied volatity was 35.07, the open interest changed by 26 which increased total open position to 216
On 18 Nov NTPC was trading at 366.70. The strike last trading price was 5.9, which was 1.55 higher than the previous day. The implied volatity was 30.12, the open interest changed by 115 which increased total open position to 190
On 14 Nov NTPC was trading at 372.50. The strike last trading price was 4.35, which was lower than the previous day. The implied volatity was 28.78, the open interest changed by 75 which increased total open position to 75
