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NTPC
Ntpc Ltd
367.45 9.25 (2.58%)

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Historical option data for NTPC

03 Dec 2024 04:10 PM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
NTPC 26DEC2024 350 CE
Delta: 0.89
Vega: 0.17
Theta: -0.15
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
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 0.89

Historical price for 350 CE is as follows

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
Delta: -0.18
Vega: 0.24
Theta: -0.11
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
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 -0.18

Historical price for 350 PE is as follows

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