NTPC
Ntpc Ltd
Historical option data for NTPC
08 Apr 2025 05:50 PM IST
| NTPC 24APR2025 355 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.51
Vega: 0.30
Theta: -0.29
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 8 Apr | 352.95 | 7.75 | 0.75 | 26.59 | 5,434 | 780 | 1,741 | |||
| 7 Apr | 349.80 | 7.25 | 0.65 | 29.53 | 5,108 | 177 | 964 | |||
| 4 Apr | 350.40 | 6.65 | -3.95 | 23.44 | 3,281 | 229 | 802 | |||
| 3 Apr | 358.90 | 10.8 | 2.85 | 21.21 | 3,715 | -18 | 574 | |||
| 2 Apr | 351.75 | 7.65 | -0.75 | 23.90 | 3,138 | 60 | 593 | |||
| 1 Apr | 352.15 | 8.6 | -3.65 | 24.08 | 2,839 | 265 | 540 | |||
| 28 Mar | 357.60 | 12.15 | -3.55 | 23.53 | 1,079 | 110 | 275 | |||
| 27 Mar | 360.65 | 17.05 | 5.35 | 25.62 | 1,839 | -14 | 175 | |||
| 26 Mar | 354.65 | 11.55 | -7.35 | 26.69 | 439 | 114 | 202 | |||
| 25 Mar | 366.95 | 18.6 | -1.2 | 26.45 | 81 | -8 | 89 | |||
| 24 Mar | 366.95 | 20 | 9.85 | 26.08 | 675 | -58 | 98 | |||
| 21 Mar | 351.30 | 10.45 | 4.2 | 24.90 | 369 | 120 | 156 | |||
| 20 Mar | 341.75 | 6.25 | 0.4 | 24.50 | 19 | 13 | 35 | |||
| 19 Mar | 341.30 | 5.85 | 0.85 | 24.02 | 28 | 13 | 23 | |||
| 18 Mar | 337.35 | 5 | 0.75 | 24.07 | 7 | 4 | 10 | |||
| 17 Mar | 331.65 | 4.25 | 0 | 0.00 | 0 | 0 | 0 | |||
| 13 Mar | 331.90 | 4.25 | 0 | 0.00 | 0 | 6 | 0 | |||
| 12 Mar | 330.15 | 4.25 | -1.55 | 25.70 | 6 | 3 | 3 | |||
| 11 Mar | 330.30 | 5.8 | 0 | 4.86 | 0 | 0 | 0 | |||
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| 10 Mar | 329.40 | 5.8 | 0 | 5.48 | 0 | 0 | 0 | |||
| 7 Mar | 329.55 | 5.8 | 0 | 4.83 | 0 | 0 | 0 | |||
| 6 Mar | 337.90 | 5.8 | 0 | 3.42 | 0 | 0 | 0 | |||
| 5 Mar | 326.20 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 4 Mar | 313.75 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
For Ntpc Ltd - strike price 355 expiring on 24APR2025
Delta for 355 CE is 0.51
Historical price for 355 CE is as follows
On 8 Apr NTPC was trading at 352.95. The strike last trading price was 7.75, which was 0.75 higher than the previous day. The implied volatity was 26.59, the open interest changed by 780 which increased total open position to 1741
On 7 Apr NTPC was trading at 349.80. The strike last trading price was 7.25, which was 0.65 higher than the previous day. The implied volatity was 29.53, the open interest changed by 177 which increased total open position to 964
On 4 Apr NTPC was trading at 350.40. The strike last trading price was 6.65, which was -3.95 lower than the previous day. The implied volatity was 23.44, the open interest changed by 229 which increased total open position to 802
On 3 Apr NTPC was trading at 358.90. The strike last trading price was 10.8, which was 2.85 higher than the previous day. The implied volatity was 21.21, the open interest changed by -18 which decreased total open position to 574
On 2 Apr NTPC was trading at 351.75. The strike last trading price was 7.65, which was -0.75 lower than the previous day. The implied volatity was 23.90, the open interest changed by 60 which increased total open position to 593
On 1 Apr NTPC was trading at 352.15. The strike last trading price was 8.6, which was -3.65 lower than the previous day. The implied volatity was 24.08, the open interest changed by 265 which increased total open position to 540
On 28 Mar NTPC was trading at 357.60. The strike last trading price was 12.15, which was -3.55 lower than the previous day. The implied volatity was 23.53, the open interest changed by 110 which increased total open position to 275
On 27 Mar NTPC was trading at 360.65. The strike last trading price was 17.05, which was 5.35 higher than the previous day. The implied volatity was 25.62, the open interest changed by -14 which decreased total open position to 175
On 26 Mar NTPC was trading at 354.65. The strike last trading price was 11.55, which was -7.35 lower than the previous day. The implied volatity was 26.69, the open interest changed by 114 which increased total open position to 202
On 25 Mar NTPC was trading at 366.95. The strike last trading price was 18.6, which was -1.2 lower than the previous day. The implied volatity was 26.45, the open interest changed by -8 which decreased total open position to 89
On 24 Mar NTPC was trading at 366.95. The strike last trading price was 20, which was 9.85 higher than the previous day. The implied volatity was 26.08, the open interest changed by -58 which decreased total open position to 98
On 21 Mar NTPC was trading at 351.30. The strike last trading price was 10.45, which was 4.2 higher than the previous day. The implied volatity was 24.90, the open interest changed by 120 which increased total open position to 156
On 20 Mar NTPC was trading at 341.75. The strike last trading price was 6.25, which was 0.4 higher than the previous day. The implied volatity was 24.50, the open interest changed by 13 which increased total open position to 35
On 19 Mar NTPC was trading at 341.30. The strike last trading price was 5.85, which was 0.85 higher than the previous day. The implied volatity was 24.02, the open interest changed by 13 which increased total open position to 23
On 18 Mar NTPC was trading at 337.35. The strike last trading price was 5, which was 0.75 higher than the previous day. The implied volatity was 24.07, the open interest changed by 4 which increased total open position to 10
On 17 Mar NTPC was trading at 331.65. The strike last trading price was 4.25, which was 0 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 13 Mar NTPC was trading at 331.90. The strike last trading price was 4.25, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 6 which increased total open position to 0
On 12 Mar NTPC was trading at 330.15. The strike last trading price was 4.25, which was -1.55 lower than the previous day. The implied volatity was 25.70, the open interest changed by 3 which increased total open position to 3
On 11 Mar NTPC was trading at 330.30. The strike last trading price was 5.8, which was 0 lower than the previous day. The implied volatity was 4.86, the open interest changed by 0 which decreased total open position to 0
On 10 Mar NTPC was trading at 329.40. The strike last trading price was 5.8, which was 0 lower than the previous day. The implied volatity was 5.48, the open interest changed by 0 which decreased total open position to 0
On 7 Mar NTPC was trading at 329.55. The strike last trading price was 5.8, which was 0 lower than the previous day. The implied volatity was 4.83, the open interest changed by 0 which decreased total open position to 0
On 6 Mar NTPC was trading at 337.90. The strike last trading price was 5.8, which was 0 lower than the previous day. The implied volatity was 3.42, the open interest changed by 0 which decreased total open position to 0
On 5 Mar NTPC was trading at 326.20. The strike last trading price was 0, which was 0 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 Mar NTPC was trading at 313.75. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
| NTPC 24APR2025 355 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.49
Vega: 0.29
Theta: -0.22
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 8 Apr | 352.95 | 8.6 | -3.1 | 28.81 | 3,369 | 559 | 1,137 |
| 7 Apr | 349.80 | 11.4 | 1.55 | 31.37 | 1,196 | 79 | 579 |
| 4 Apr | 350.40 | 9.5 | 3.6 | 25.41 | 2,386 | -101 | 500 |
| 3 Apr | 358.90 | 5.7 | -3.6 | 24.87 | 2,590 | 184 | 602 |
| 2 Apr | 351.75 | 9.7 | 0.5 | 26.32 | 1,597 | -154 | 418 |
| 1 Apr | 352.15 | 8.9 | 0.7 | 25.44 | 2,267 | 241 | 577 |
| 28 Mar | 357.60 | 8.05 | 1.15 | 27.57 | 2,663 | 102 | 336 |
| 27 Mar | 360.65 | 6.05 | -4.5 | 27.61 | 1,249 | 52 | 246 |
| 26 Mar | 354.65 | 11.1 | 5.1 | 30.25 | 655 | 34 | 185 |
| 25 Mar | 366.95 | 6.25 | 0.55 | 28.37 | 211 | 16 | 149 |
| 24 Mar | 366.95 | 5.6 | -5.35 | 27.74 | 324 | 90 | 132 |
| 21 Mar | 351.30 | 10.9 | -30.3 | 26.89 | 45 | 20 | 20 |
| 20 Mar | 341.75 | 41.2 | 0 | - | 0 | 0 | 0 |
| 19 Mar | 341.30 | 41.2 | 0 | - | 0 | 0 | 0 |
| 18 Mar | 337.35 | 41.2 | 0 | - | 0 | 0 | 0 |
| 17 Mar | 331.65 | 41.2 | 0 | - | 0 | 0 | 0 |
| 13 Mar | 331.90 | 41.2 | 0 | - | 0 | 0 | 0 |
| 12 Mar | 330.15 | 41.2 | 0 | - | 0 | 0 | 0 |
| 11 Mar | 330.30 | 41.2 | 0 | - | 0 | 0 | 0 |
| 10 Mar | 329.40 | 41.2 | 0 | - | 0 | 0 | 0 |
| 7 Mar | 329.55 | 41.2 | 0 | - | 0 | 0 | 0 |
| 6 Mar | 337.90 | 41.2 | 0 | - | 0 | 0 | 0 |
| 5 Mar | 326.20 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 4 Mar | 313.75 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Ntpc Ltd - strike price 355 expiring on 24APR2025
Delta for 355 PE is -0.49
Historical price for 355 PE is as follows
On 8 Apr NTPC was trading at 352.95. The strike last trading price was 8.6, which was -3.1 lower than the previous day. The implied volatity was 28.81, the open interest changed by 559 which increased total open position to 1137
On 7 Apr NTPC was trading at 349.80. The strike last trading price was 11.4, which was 1.55 higher than the previous day. The implied volatity was 31.37, the open interest changed by 79 which increased total open position to 579
On 4 Apr NTPC was trading at 350.40. The strike last trading price was 9.5, which was 3.6 higher than the previous day. The implied volatity was 25.41, the open interest changed by -101 which decreased total open position to 500
On 3 Apr NTPC was trading at 358.90. The strike last trading price was 5.7, which was -3.6 lower than the previous day. The implied volatity was 24.87, the open interest changed by 184 which increased total open position to 602
On 2 Apr NTPC was trading at 351.75. The strike last trading price was 9.7, which was 0.5 higher than the previous day. The implied volatity was 26.32, the open interest changed by -154 which decreased total open position to 418
On 1 Apr NTPC was trading at 352.15. The strike last trading price was 8.9, which was 0.7 higher than the previous day. The implied volatity was 25.44, the open interest changed by 241 which increased total open position to 577
On 28 Mar NTPC was trading at 357.60. The strike last trading price was 8.05, which was 1.15 higher than the previous day. The implied volatity was 27.57, the open interest changed by 102 which increased total open position to 336
On 27 Mar NTPC was trading at 360.65. The strike last trading price was 6.05, which was -4.5 lower than the previous day. The implied volatity was 27.61, the open interest changed by 52 which increased total open position to 246
On 26 Mar NTPC was trading at 354.65. The strike last trading price was 11.1, which was 5.1 higher than the previous day. The implied volatity was 30.25, the open interest changed by 34 which increased total open position to 185
On 25 Mar NTPC was trading at 366.95. The strike last trading price was 6.25, which was 0.55 higher than the previous day. The implied volatity was 28.37, the open interest changed by 16 which increased total open position to 149
On 24 Mar NTPC was trading at 366.95. The strike last trading price was 5.6, which was -5.35 lower than the previous day. The implied volatity was 27.74, the open interest changed by 90 which increased total open position to 132
On 21 Mar NTPC was trading at 351.30. The strike last trading price was 10.9, which was -30.3 lower than the previous day. The implied volatity was 26.89, the open interest changed by 20 which increased total open position to 20
On 20 Mar NTPC was trading at 341.75. The strike last trading price was 41.2, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 19 Mar NTPC was trading at 341.30. The strike last trading price was 41.2, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 18 Mar NTPC was trading at 337.35. The strike last trading price was 41.2, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 17 Mar NTPC was trading at 331.65. The strike last trading price was 41.2, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Mar NTPC was trading at 331.90. The strike last trading price was 41.2, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Mar NTPC was trading at 330.15. The strike last trading price was 41.2, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Mar NTPC was trading at 330.30. The strike last trading price was 41.2, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Mar NTPC was trading at 329.40. The strike last trading price was 41.2, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Mar NTPC was trading at 329.55. The strike last trading price was 41.2, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Mar NTPC was trading at 337.90. The strike last trading price was 41.2, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Mar NTPC was trading at 326.20. The strike last trading price was 0, which was 0 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 Mar NTPC was trading at 313.75. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
