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[--[65.84.65.76]--]
NTPC
Ntpc Ltd

372.5 -8.85 (-2.32%)

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Historical option data for NTPC

14 Nov 2024 04:10 PM IST
NTPC 28NOV2024 350 CE
Delta: 0.93
Vega: 0.10
Theta: -0.18
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
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
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 0.93

Historical price for 350 CE is as follows

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
Delta: -0.11
Vega: 0.13
Theta: -0.13
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
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 -0.11

Historical price for 350 PE is as follows

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