NTPC
Ntpc Ltd
Historical option data for NTPC
21 Nov 2024 04:10 PM IST
| NTPC 28NOV2024 350 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.73
Vega: 0.16
Theta: -0.41
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 356.15 | 10.6 | -7.90 | 28.64 | 1,386 | 79 | 204 | |||
| 20 Nov | 366.70 | 18.5 | 0.00 | 25.04 | 45 | -3 | 124 | |||
| 19 Nov | 366.70 | 18.5 | -0.40 | 25.04 | 45 | -4 | 124 | |||
| 18 Nov | 366.70 | 18.9 | -6.50 | 26.49 | 174 | 106 | 127 | |||
| 14 Nov | 372.50 | 25.4 | -6.70 | 24.68 | 51 | 9 | 20 | |||
| 13 Nov | 381.35 | 32.1 | -4.65 | 23.30 | 12 | 9 | 10 | |||
| 12 Nov | 380.30 | 36.75 | -23.25 | 52.83 | 1 | 0 | 1 | |||
| 11 Nov | 392.55 | 60 | 0.00 | 0.00 | 0 | 0 | 0 | |||
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| 8 Nov | 397.65 | 60 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 7 Nov | 403.80 | 60 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Nov | 408.90 | 60 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Nov | 403.10 | 60 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Nov | 400.95 | 60 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 1 Nov | 411.35 | 60 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 31 Oct | 408.15 | 60 | 5.00 | - | 1 | 0 | 1 | |||
| 30 Oct | 408.50 | 55 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 412.15 | 55 | 0.00 | - | 0 | -3 | 0 | |||
| 28 Oct | 403.90 | 55 | 3.60 | - | 4 | -1 | 2 | |||
| 25 Oct | 398.90 | 51.4 | 51.40 | - | 8 | 3 | 3 | |||
| 11 Sept | 389.65 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Sept | 389.85 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Sept | 394.80 | 0 | - | 0 | 0 | 0 | ||||
For Ntpc Ltd - strike price 350 expiring on 28NOV2024
Delta for 350 CE is 0.73
Historical price for 350 CE is as follows
On 21 Nov NTPC was trading at 356.15. The strike last trading price was 10.6, which was -7.90 lower than the previous day. The implied volatity was 28.64, the open interest changed by 79 which increased total open position to 204
On 20 Nov NTPC was trading at 366.70. The strike last trading price was 18.5, which was 0.00 lower than the previous day. The implied volatity was 25.04, the open interest changed by -3 which decreased total open position to 124
On 19 Nov NTPC was trading at 366.70. The strike last trading price was 18.5, which was -0.40 lower than the previous day. The implied volatity was 25.04, the open interest changed by -4 which decreased total open position to 124
On 18 Nov NTPC was trading at 366.70. The strike last trading price was 18.9, which was -6.50 lower than the previous day. The implied volatity was 26.49, the open interest changed by 106 which increased total open position to 127
On 14 Nov NTPC was trading at 372.50. The strike last trading price was 25.4, which was -6.70 lower than the previous day. The implied volatity was 24.68, the open interest changed by 9 which increased total open position to 20
On 13 Nov NTPC was trading at 381.35. The strike last trading price was 32.1, which was -4.65 lower than the previous day. The implied volatity was 23.30, the open interest changed by 9 which increased total open position to 10
On 12 Nov NTPC was trading at 380.30. The strike last trading price was 36.75, which was -23.25 lower than the previous day. The implied volatity was 52.83, the open interest changed by 0 which decreased total open position to 1
On 11 Nov NTPC was trading at 392.55. The strike last trading price was 60, 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 60, 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 60, 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 60, 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 60, 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 60, 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 1 Nov NTPC was trading at 411.35. The strike last trading price was 60, 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 31 Oct NTPC was trading at 408.15. The strike last trading price was 60, which was 5.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct NTPC was trading at 408.50. The strike last trading price was 55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct NTPC was trading at 412.15. The strike last trading price was 55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct NTPC was trading at 403.90. The strike last trading price was 55, which was 3.60 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct NTPC was trading at 398.90. The strike last trading price was 51.4, which was 51.40 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 11 Sept NTPC was trading at 389.65. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 9 Sept NTPC was trading at 389.85. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 6 Sept NTPC was trading at 394.80. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| NTPC 28NOV2024 350 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.30
Vega: 0.17
Theta: -0.38
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 356.15 | 3.2 | 1.25 | 33.21 | 4,642 | -135 | 716 |
| 20 Nov | 366.70 | 1.95 | 0.00 | 35.02 | 1,627 | 25 | 861 |
| 19 Nov | 366.70 | 1.95 | 0.00 | 35.02 | 1,627 | 35 | 861 |
| 18 Nov | 366.70 | 1.95 | 0.85 | 33.28 | 2,261 | 144 | 826 |
| 14 Nov | 372.50 | 1.1 | 0.05 | 28.80 | 1,618 | 105 | 670 |
| 13 Nov | 381.35 | 1.05 | -0.10 | 32.69 | 1,595 | -124 | 565 |
| 12 Nov | 380.30 | 1.15 | 0.70 | 32.39 | 994 | 353 | 692 |
| 11 Nov | 392.55 | 0.45 | 0.05 | 32.51 | 126 | 8 | 338 |
| 8 Nov | 397.65 | 0.4 | 0.10 | 30.90 | 82 | 15 | 330 |
| 7 Nov | 403.80 | 0.3 | 0.05 | 32.29 | 37 | 2 | 316 |
| 6 Nov | 408.90 | 0.25 | -0.30 | 32.79 | 226 | 26 | 325 |
| 5 Nov | 403.10 | 0.55 | -0.50 | 34.05 | 459 | 61 | 313 |
| 4 Nov | 400.95 | 1.05 | 0.35 | 36.91 | 572 | 94 | 253 |
| 1 Nov | 411.35 | 0.7 | -0.20 | 36.98 | 28 | 21 | 158 |
| 31 Oct | 408.15 | 0.9 | 0.00 | - | 47 | 8 | 137 |
| 30 Oct | 408.50 | 0.9 | -0.30 | - | 63 | 37 | 129 |
| 29 Oct | 412.15 | 1.2 | -0.15 | - | 77 | 15 | 92 |
| 28 Oct | 403.90 | 1.35 | -1.10 | - | 83 | 49 | 77 |
| 25 Oct | 398.90 | 2.45 | 2.45 | - | 60 | 27 | 28 |
| 11 Sept | 389.65 | 0 | 0.00 | - | 0 | 0 | 0 |
| 9 Sept | 389.85 | 0 | 0.00 | - | 0 | 0 | 0 |
| 6 Sept | 394.80 | 0 | - | 0 | 0 | 0 | |
For Ntpc Ltd - strike price 350 expiring on 28NOV2024
Delta for 350 PE is -0.30
Historical price for 350 PE is as follows
On 21 Nov NTPC was trading at 356.15. The strike last trading price was 3.2, which was 1.25 higher than the previous day. The implied volatity was 33.21, the open interest changed by -135 which decreased total open position to 716
On 20 Nov NTPC was trading at 366.70. The strike last trading price was 1.95, which was 0.00 lower than the previous day. The implied volatity was 35.02, the open interest changed by 25 which increased total open position to 861
On 19 Nov NTPC was trading at 366.70. The strike last trading price was 1.95, which was 0.00 lower than the previous day. The implied volatity was 35.02, the open interest changed by 35 which increased total open position to 861
On 18 Nov NTPC was trading at 366.70. The strike last trading price was 1.95, which was 0.85 higher than the previous day. The implied volatity was 33.28, the open interest changed by 144 which increased total open position to 826
On 14 Nov NTPC was trading at 372.50. The strike last trading price was 1.1, which was 0.05 higher than the previous day. The implied volatity was 28.80, the open interest changed by 105 which increased total open position to 670
On 13 Nov NTPC was trading at 381.35. The strike last trading price was 1.05, which was -0.10 lower than the previous day. The implied volatity was 32.69, the open interest changed by -124 which decreased total open position to 565
On 12 Nov NTPC was trading at 380.30. The strike last trading price was 1.15, which was 0.70 higher than the previous day. The implied volatity was 32.39, the open interest changed by 353 which increased total open position to 692
On 11 Nov NTPC was trading at 392.55. The strike last trading price was 0.45, which was 0.05 higher than the previous day. The implied volatity was 32.51, the open interest changed by 8 which increased total open position to 338
On 8 Nov NTPC was trading at 397.65. The strike last trading price was 0.4, which was 0.10 higher than the previous day. The implied volatity was 30.90, the open interest changed by 15 which increased total open position to 330
On 7 Nov NTPC was trading at 403.80. The strike last trading price was 0.3, which was 0.05 higher than the previous day. The implied volatity was 32.29, the open interest changed by 2 which increased total open position to 316
On 6 Nov NTPC was trading at 408.90. The strike last trading price was 0.25, which was -0.30 lower than the previous day. The implied volatity was 32.79, the open interest changed by 26 which increased total open position to 325
On 5 Nov NTPC was trading at 403.10. The strike last trading price was 0.55, which was -0.50 lower than the previous day. The implied volatity was 34.05, the open interest changed by 61 which increased total open position to 313
On 4 Nov NTPC was trading at 400.95. The strike last trading price was 1.05, which was 0.35 higher than the previous day. The implied volatity was 36.91, the open interest changed by 94 which increased total open position to 253
On 1 Nov NTPC was trading at 411.35. The strike last trading price was 0.7, which was -0.20 lower than the previous day. The implied volatity was 36.98, the open interest changed by 21 which increased total open position to 158
On 31 Oct NTPC was trading at 408.15. The strike last trading price was 0.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct NTPC was trading at 408.50. The strike last trading price was 0.9, which was -0.30 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct NTPC was trading at 412.15. The strike last trading price was 1.2, which was -0.15 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct NTPC was trading at 403.90. The strike last trading price was 1.35, which was -1.10 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct NTPC was trading at 398.90. The strike last trading price was 2.45, which was 2.45 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 11 Sept NTPC was trading at 389.65. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 9 Sept NTPC was trading at 389.85. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 6 Sept NTPC was trading at 394.80. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
