NTPC
Ntpc Ltd
Historical option data for NTPC
21 Nov 2024 04:10 PM IST
| NTPC 28NOV2024 355 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.60
Vega: 0.19
Theta: -0.44
Gamma: 0.03
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 356.15 | 7.25 | -7.40 | 28.05 | 4,185 | 258 | 306 | |||
| 20 Nov | 366.70 | 14.65 | 0.00 | 26.94 | 45 | -10 | 48 | |||
| 19 Nov | 366.70 | 14.65 | -0.20 | 26.94 | 45 | -10 | 48 | |||
| 18 Nov | 366.70 | 14.85 | -6.35 | 27.00 | 135 | 29 | 56 | |||
| 14 Nov | 372.50 | 21.2 | -6.80 | 26.28 | 45 | 16 | 26 | |||
| 13 Nov | 381.35 | 28 | -0.45 | 28.99 | 12 | 7 | 10 | |||
| 12 Nov | 380.30 | 28.45 | 28.45 | 31.33 | 5 | 2 | 2 | |||
| 11 Nov | 392.55 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
|
|
||||||||||
| 8 Nov | 397.65 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 7 Nov | 403.80 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Nov | 408.90 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Nov | 403.10 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Nov | 400.95 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 1 Nov | 411.35 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 31 Oct | 408.15 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 408.50 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 412.15 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 403.90 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 398.90 | 0 | - | 0 | 0 | 0 | ||||
For Ntpc Ltd - strike price 355 expiring on 28NOV2024
Delta for 355 CE is 0.60
Historical price for 355 CE is as follows
On 21 Nov NTPC was trading at 356.15. The strike last trading price was 7.25, which was -7.40 lower than the previous day. The implied volatity was 28.05, the open interest changed by 258 which increased total open position to 306
On 20 Nov NTPC was trading at 366.70. The strike last trading price was 14.65, which was 0.00 lower than the previous day. The implied volatity was 26.94, the open interest changed by -10 which decreased total open position to 48
On 19 Nov NTPC was trading at 366.70. The strike last trading price was 14.65, which was -0.20 lower than the previous day. The implied volatity was 26.94, the open interest changed by -10 which decreased total open position to 48
On 18 Nov NTPC was trading at 366.70. The strike last trading price was 14.85, which was -6.35 lower than the previous day. The implied volatity was 27.00, the open interest changed by 29 which increased total open position to 56
On 14 Nov NTPC was trading at 372.50. The strike last trading price was 21.2, which was -6.80 lower than the previous day. The implied volatity was 26.28, the open interest changed by 16 which increased total open position to 26
On 13 Nov NTPC was trading at 381.35. The strike last trading price was 28, which was -0.45 lower than the previous day. The implied volatity was 28.99, the open interest changed by 7 which increased total open position to 10
On 12 Nov NTPC was trading at 380.30. The strike last trading price was 28.45, which was 28.45 higher than the previous day. The implied volatity was 31.33, the open interest changed by 2 which increased total open position to 2
On 11 Nov NTPC was trading at 392.55. The strike last trading price was 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 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 30 Oct NTPC was trading at 408.50. 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 29 Oct NTPC was trading at 412.15. 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 28 Oct NTPC was trading at 403.90. 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 25 Oct NTPC was trading at 398.90. 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 355 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.41
Vega: 0.19
Theta: -0.39
Gamma: 0.03
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 356.15 | 4.7 | 1.90 | 31.33 | 6,459 | 501 | 872 |
| 20 Nov | 366.70 | 2.8 | 0.00 | 33.59 | 1,352 | 86 | 373 |
| 19 Nov | 366.70 | 2.8 | 0.05 | 33.59 | 1,352 | 88 | 373 |
| 18 Nov | 366.70 | 2.75 | 1.20 | 31.54 | 1,837 | 70 | 287 |
| 14 Nov | 372.50 | 1.55 | 0.00 | 27.24 | 1,067 | 72 | 215 |
| 13 Nov | 381.35 | 1.55 | 0.05 | 32.09 | 730 | -4 | 143 |
| 12 Nov | 380.30 | 1.5 | 1.50 | 30.73 | 323 | 148 | 148 |
| 11 Nov | 392.55 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 8 Nov | 397.65 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 7 Nov | 403.80 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Nov | 408.90 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Nov | 403.10 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 4 Nov | 400.95 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 1 Nov | 411.35 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 31 Oct | 408.15 | 0 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 408.50 | 0 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 412.15 | 0 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 403.90 | 0 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 398.90 | 0 | - | 0 | 0 | 0 | |
For Ntpc Ltd - strike price 355 expiring on 28NOV2024
Delta for 355 PE is -0.41
Historical price for 355 PE is as follows
On 21 Nov NTPC was trading at 356.15. The strike last trading price was 4.7, which was 1.90 higher than the previous day. The implied volatity was 31.33, the open interest changed by 501 which increased total open position to 872
On 20 Nov NTPC was trading at 366.70. The strike last trading price was 2.8, which was 0.00 lower than the previous day. The implied volatity was 33.59, the open interest changed by 86 which increased total open position to 373
On 19 Nov NTPC was trading at 366.70. The strike last trading price was 2.8, which was 0.05 higher than the previous day. The implied volatity was 33.59, the open interest changed by 88 which increased total open position to 373
On 18 Nov NTPC was trading at 366.70. The strike last trading price was 2.75, which was 1.20 higher than the previous day. The implied volatity was 31.54, the open interest changed by 70 which increased total open position to 287
On 14 Nov NTPC was trading at 372.50. The strike last trading price was 1.55, which was 0.00 lower than the previous day. The implied volatity was 27.24, the open interest changed by 72 which increased total open position to 215
On 13 Nov NTPC was trading at 381.35. The strike last trading price was 1.55, which was 0.05 higher than the previous day. The implied volatity was 32.09, the open interest changed by -4 which decreased total open position to 143
On 12 Nov NTPC was trading at 380.30. The strike last trading price was 1.5, which was 1.50 higher than the previous day. The implied volatity was 30.73, the open interest changed by 148 which increased total open position to 148
On 11 Nov NTPC was trading at 392.55. The strike last trading price was 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 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 30 Oct NTPC was trading at 408.50. 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 29 Oct NTPC was trading at 412.15. 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 28 Oct NTPC was trading at 403.90. 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 25 Oct NTPC was trading at 398.90. 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
