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

379.8 6.85 (1.84%)

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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 32 4.65 - 1,08,000 -27,000 2,20,500
4 Jul 372.95 27.35 - 1,44,000 -46,500 2,47,500
3 Jul 372.65 27.05 - 1,27,500 -45,000 2,94,000
2 Jul 370.40 25.45 - 2,23,500 58,500 3,40,500
1 Jul 369.75 25.8 - 2,83,500 70,500 2,82,000
28 Jun 378.35 34.15 - 2,23,500 55,500 2,11,500
27 Jun 377.15 31.85 - 4,80,000 -1,17,000 1,56,000
26 Jun 365.05 22.95 - 2,34,000 1,12,500 2,74,500
25 Jun 360.85 19.65 - 93,000 21,000 1,62,000
24 Jun 362.75 21.8 - 2,64,000 -79,500 1,38,000
21 Jun 359.80 19.00 - 76,500 25,500 2,16,000
20 Jun 357.65 19.50 - 1,38,000 97,500 1,92,000
19 Jun 362.50 22.00 - 36,000 21,000 94,500
18 Jun 369.65 27.50 - 18,000 4,500 72,000
14 Jun 368.45 25.40 - 4,500 -1,500 67,500
13 Jun 369.95 27.25 - 4,500 0 69,000
12 Jun 371.30 28.85 - 13,500 -6,000 70,500
11 Jun 367.40 28.70 - 9,000 -3,000 76,500
10 Jun 364.90 28.00 - 24,000 -4,500 81,000
7 Jun 360.60 23.90 - 1,06,500 6,000 66,000
6 Jun 349.75 19.00 - 84,000 46,500 60,000
5 Jun 341.00 17.80 - 21,000 12,000 13,500
4 Jun 331.25 23.00 - 3,000 1,500 1,500
3 Jun 391.80 30.00 - 0 0 0
31 May 359.00 30.00 - 0 0 0
30 May 359.70 30.00 - 0 0 0


For NTPC LTD - strike price 350 expiring on 25JUL2024

Delta for 350 CE is -

Historical price for 350 CE is as follows

On 5 Jul NTPC was trading at 379.80. The strike last trading price was 32, which was 4.65 higher than the previous day. The implied volatity was -, the open interest changed by -27000 which decreased total open position to 220500


On 4 Jul NTPC was trading at 372.95. The strike last trading price was 27.35, which was lower than the previous day. The implied volatity was -, the open interest changed by -46500 which decreased total open position to 247500


On 3 Jul NTPC was trading at 372.65. The strike last trading price was 27.05, which was lower than the previous day. The implied volatity was -, the open interest changed by -45000 which decreased total open position to 294000


On 2 Jul NTPC was trading at 370.40. The strike last trading price was 25.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 58500 which increased total open position to 340500


On 1 Jul NTPC was trading at 369.75. The strike last trading price was 25.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 70500 which increased total open position to 282000


On 28 Jun NTPC was trading at 378.35. The strike last trading price was 34.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 55500 which increased total open position to 211500


On 27 Jun NTPC was trading at 377.15. The strike last trading price was 31.85, which was lower than the previous day. The implied volatity was -, the open interest changed by -117000 which decreased total open position to 156000


On 26 Jun NTPC was trading at 365.05. The strike last trading price was 22.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 112500 which increased total open position to 274500


On 25 Jun NTPC was trading at 360.85. The strike last trading price was 19.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 21000 which increased total open position to 162000


On 24 Jun NTPC was trading at 362.75. The strike last trading price was 21.8, which was lower than the previous day. The implied volatity was -, the open interest changed by -79500 which decreased total open position to 138000


On 21 Jun NTPC was trading at 359.80. The strike last trading price was 19.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 25500 which increased total open position to 216000


On 20 Jun NTPC was trading at 357.65. The strike last trading price was 19.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 97500 which increased total open position to 192000


On 19 Jun NTPC was trading at 362.50. The strike last trading price was 22.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 21000 which increased total open position to 94500


On 18 Jun NTPC was trading at 369.65. The strike last trading price was 27.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 4500 which increased total open position to 72000


On 14 Jun NTPC was trading at 368.45. The strike last trading price was 25.40, which was lower than the previous day. The implied volatity was -, the open interest changed by -1500 which decreased total open position to 67500


On 13 Jun NTPC was trading at 369.95. The strike last trading price was 27.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 69000


On 12 Jun NTPC was trading at 371.30. The strike last trading price was 28.85, which was lower than the previous day. The implied volatity was -, the open interest changed by -6000 which decreased total open position to 70500


On 11 Jun NTPC was trading at 367.40. The strike last trading price was 28.70, which was lower than the previous day. The implied volatity was -, the open interest changed by -3000 which decreased total open position to 76500


On 10 Jun NTPC was trading at 364.90. The strike last trading price was 28.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -4500 which decreased total open position to 81000


On 7 Jun NTPC was trading at 360.60. The strike last trading price was 23.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 6000 which increased total open position to 66000


On 6 Jun NTPC was trading at 349.75. The strike last trading price was 19.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 46500 which increased total open position to 60000


On 5 Jun NTPC was trading at 341.00. The strike last trading price was 17.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 12000 which increased total open position to 13500


On 4 Jun NTPC was trading at 331.25. The strike last trading price was 23.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 1500 which increased total open position to 1500


On 3 Jun NTPC was trading at 391.80. The strike last trading price was 30.00, 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 31 May NTPC was trading at 359.00. The strike last trading price was 30.00, 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 30 May NTPC was trading at 359.70. The strike last trading price was 30.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


Delta: -
Gamma: -
Theta: -
Vega: -
Date Symbol Close Ltp Chng IV Volume Chng OI OI
5 Jul 379.80 1.15 -0.85 - 16,66,500 -58,500 20,38,500
4 Jul 372.95 2 - 10,18,500 79,500 20,97,000
3 Jul 372.65 2.55 - 11,82,000 -2,40,000 20,17,500
2 Jul 370.40 3.35 - 23,73,000 7,44,000 22,54,500
1 Jul 369.75 3.7 - 15,24,000 3,33,000 15,10,500
28 Jun 378.35 2.3 - 23,64,000 1,00,500 11,77,500
27 Jun 377.15 3.4 - 15,69,000 1,15,500 10,77,000
26 Jun 365.05 5.25 - 6,70,500 85,500 9,63,000
25 Jun 360.85 6.45 - 4,30,500 31,500 8,77,500
24 Jun 362.75 6 - 3,97,500 48,000 8,46,000
21 Jun 359.80 7.40 - 3,82,500 57,000 7,95,000
20 Jun 357.65 8.00 - 3,42,000 72,000 7,41,000
19 Jun 362.50 5.90 - 5,19,000 2,67,000 6,69,000
18 Jun 369.65 3.85 - 2,80,500 1,39,500 4,00,500
14 Jun 368.45 4.80 - 2,32,500 1,39,500 2,61,000
13 Jun 369.95 5.25 - 57,000 22,500 1,20,000
12 Jun 371.30 4.90 - 31,500 4,500 94,500
11 Jun 367.40 6.00 - 21,000 13,500 88,500
10 Jun 364.90 7.85 - 40,500 4,500 75,000
7 Jun 360.60 10.50 - 54,000 19,500 70,500
6 Jun 349.75 16.00 - 37,500 51,000 51,000
5 Jun 341.00 32.00 - 0 1,500 0
4 Jun 331.25 32.00 - 16,500 1,500 13,500
3 Jun 391.80 4.45 - 16,500 12,000 12,000
31 May 359.00 14.50 - 0 0 0
30 May 359.70 14.50 - 0 0 0


For NTPC LTD - strike price 350 expiring on 25JUL2024

Delta for 350 PE is -

Historical price for 350 PE is as follows

On 5 Jul NTPC was trading at 379.80. The strike last trading price was 1.15, which was -0.85 lower than the previous day. The implied volatity was -, the open interest changed by -58500 which decreased total open position to 2038500


On 4 Jul NTPC was trading at 372.95. The strike last trading price was 2, which was lower than the previous day. The implied volatity was -, the open interest changed by 79500 which increased total open position to 2097000


On 3 Jul NTPC was trading at 372.65. The strike last trading price was 2.55, which was lower than the previous day. The implied volatity was -, the open interest changed by -240000 which decreased total open position to 2017500


On 2 Jul NTPC was trading at 370.40. The strike last trading price was 3.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 744000 which increased total open position to 2254500


On 1 Jul NTPC was trading at 369.75. The strike last trading price was 3.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 333000 which increased total open position to 1510500


On 28 Jun NTPC was trading at 378.35. The strike last trading price was 2.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 100500 which increased total open position to 1177500


On 27 Jun NTPC was trading at 377.15. The strike last trading price was 3.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 115500 which increased total open position to 1077000


On 26 Jun NTPC was trading at 365.05. The strike last trading price was 5.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 85500 which increased total open position to 963000


On 25 Jun NTPC was trading at 360.85. The strike last trading price was 6.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 31500 which increased total open position to 877500


On 24 Jun NTPC was trading at 362.75. The strike last trading price was 6, which was lower than the previous day. The implied volatity was -, the open interest changed by 48000 which increased total open position to 846000


On 21 Jun NTPC was trading at 359.80. The strike last trading price was 7.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 57000 which increased total open position to 795000


On 20 Jun NTPC was trading at 357.65. The strike last trading price was 8.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 72000 which increased total open position to 741000


On 19 Jun NTPC was trading at 362.50. The strike last trading price was 5.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 267000 which increased total open position to 669000


On 18 Jun NTPC was trading at 369.65. The strike last trading price was 3.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 139500 which increased total open position to 400500


On 14 Jun NTPC was trading at 368.45. The strike last trading price was 4.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 139500 which increased total open position to 261000


On 13 Jun NTPC was trading at 369.95. The strike last trading price was 5.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 22500 which increased total open position to 120000


On 12 Jun NTPC was trading at 371.30. The strike last trading price was 4.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 4500 which increased total open position to 94500


On 11 Jun NTPC was trading at 367.40. The strike last trading price was 6.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 13500 which increased total open position to 88500


On 10 Jun NTPC was trading at 364.90. The strike last trading price was 7.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 4500 which increased total open position to 75000


On 7 Jun NTPC was trading at 360.60. The strike last trading price was 10.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 19500 which increased total open position to 70500


On 6 Jun NTPC was trading at 349.75. The strike last trading price was 16.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 51000 which increased total open position to 51000


On 5 Jun NTPC was trading at 341.00. The strike last trading price was 32.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 1500 which increased total open position to 0


On 4 Jun NTPC was trading at 331.25. The strike last trading price was 32.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 1500 which increased total open position to 13500


On 3 Jun NTPC was trading at 391.80. The strike last trading price was 4.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 12000 which increased total open position to 12000


On 31 May NTPC was trading at 359.00. The strike last trading price was 14.50, 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 30 May NTPC was trading at 359.70. The strike last trading price was 14.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0