[--[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 27.25 4.05 - 18,000 -3,000 73,500
4 Jul 372.95 23.2 - 31,500 -1,500 76,500
3 Jul 372.65 23.35 - 18,000 4,500 78,000
2 Jul 370.40 21.35 - 69,000 12,000 73,500
1 Jul 369.75 21.95 - 66,000 -6,000 61,500
28 Jun 378.35 29.9 - 67,500 24,000 67,500
27 Jun 377.15 27.8 - 63,000 -13,500 43,500
26 Jun 365.05 19.35 - 70,500 13,500 57,000
25 Jun 360.85 16.6 - 36,000 27,000 43,500
24 Jun 362.75 17 - 1,500 0 16,500
21 Jun 359.80 16.50 - 28,500 13,500 15,000
20 Jun 357.65 24.65 - 0 0 0
19 Jun 362.50 24.65 - 0 0 0
18 Jun 369.65 24.65 - 0 0 0
14 Jun 368.45 24.65 - 0 0 0
13 Jun 369.95 24.65 - 0 -3,000 0
12 Jun 371.30 24.65 - 3,000 -1,500 3,000
11 Jun 367.40 18.55 - 0 0 0
10 Jun 364.90 18.55 - 0 -1,500 0
7 Jun 360.60 18.55 - 4,500 0 6,000
6 Jun 349.75 15.20 - 9,000 6,000 6,000
5 Jun 341.00 21.50 - 0 0 0
4 Jun 331.25 21.50 - 0 0 0
3 Jun 391.80 21.50 - 0 0 0
31 May 359.00 21.50 - 0 0 0


For NTPC LTD - strike price 355 expiring on 25JUL2024

Delta for 355 CE is -

Historical price for 355 CE is as follows

On 5 Jul NTPC was trading at 379.80. The strike last trading price was 27.25, which was 4.05 higher than the previous day. The implied volatity was -, the open interest changed by -3000 which decreased total open position to 73500


On 4 Jul NTPC was trading at 372.95. The strike last trading price was 23.2, which was lower than the previous day. The implied volatity was -, the open interest changed by -1500 which decreased total open position to 76500


On 3 Jul NTPC was trading at 372.65. The strike last trading price was 23.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 4500 which increased total open position to 78000


On 2 Jul NTPC was trading at 370.40. The strike last trading price was 21.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 12000 which increased total open position to 73500


On 1 Jul NTPC was trading at 369.75. The strike last trading price was 21.95, which was lower than the previous day. The implied volatity was -, the open interest changed by -6000 which decreased total open position to 61500


On 28 Jun NTPC was trading at 378.35. The strike last trading price was 29.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 24000 which increased total open position to 67500


On 27 Jun NTPC was trading at 377.15. The strike last trading price was 27.8, which was lower than the previous day. The implied volatity was -, the open interest changed by -13500 which decreased total open position to 43500


On 26 Jun NTPC was trading at 365.05. The strike last trading price was 19.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 13500 which increased total open position to 57000


On 25 Jun NTPC was trading at 360.85. The strike last trading price was 16.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 27000 which increased total open position to 43500


On 24 Jun NTPC was trading at 362.75. The strike last trading price was 17, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 16500


On 21 Jun NTPC was trading at 359.80. The strike last trading price was 16.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 13500 which increased total open position to 15000


On 20 Jun NTPC was trading at 357.65. The strike last trading price was 24.65, 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 19 Jun NTPC was trading at 362.50. The strike last trading price was 24.65, 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 18 Jun NTPC was trading at 369.65. The strike last trading price was 24.65, 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 14 Jun NTPC was trading at 368.45. The strike last trading price was 24.65, 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 13 Jun NTPC was trading at 369.95. The strike last trading price was 24.65, which was lower than the previous day. The implied volatity was -, the open interest changed by -3000 which decreased total open position to 0


On 12 Jun NTPC was trading at 371.30. The strike last trading price was 24.65, which was lower than the previous day. The implied volatity was -, the open interest changed by -1500 which decreased total open position to 3000


On 11 Jun NTPC was trading at 367.40. The strike last trading price was 18.55, 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 10 Jun NTPC was trading at 364.90. The strike last trading price was 18.55, which was lower than the previous day. The implied volatity was -, the open interest changed by -1500 which decreased total open position to 0


On 7 Jun NTPC was trading at 360.60. The strike last trading price was 18.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6000


On 6 Jun NTPC was trading at 349.75. The strike last trading price was 15.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 6000 which increased total open position to 6000


On 5 Jun NTPC was trading at 341.00. The strike last trading price was 21.50, 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 4 Jun NTPC was trading at 331.25. The strike last trading price was 21.50, 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 3 Jun NTPC was trading at 391.80. The strike last trading price was 21.50, 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 31 May NTPC was trading at 359.00. The strike last trading price was 21.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


Delta: -
Gamma: -
Theta: -
Vega: -
Date Symbol Close Ltp Chng IV Volume Chng OI OI
5 Jul 379.80 1.7 -1.15 - 10,33,500 -18,000 3,55,500
4 Jul 372.95 2.85 - 5,52,000 21,000 3,73,500
3 Jul 372.65 3.45 - 5,01,000 43,500 3,52,500
2 Jul 370.40 4.35 - 5,14,500 0 3,13,500
1 Jul 369.75 4.85 - 7,66,500 1,24,500 3,13,500
28 Jun 378.35 3.05 - 4,56,000 84,000 1,89,000
27 Jun 377.15 4.45 - 1,71,000 28,500 1,05,000
26 Jun 365.05 6.45 - 91,500 57,000 76,500
25 Jun 360.85 9 - 25,500 10,500 19,500
24 Jun 362.75 7.75 - 4,500 1,500 9,000
21 Jun 359.80 9.00 - 9,000 1,500 4,500
20 Jun 357.65 8.75 - 1,500 0 1,500
19 Jun 362.50 7.50 - 1,500 0 1,500
18 Jun 369.65 5.25 - 1,500 0 0
14 Jun 368.45 12.85 - 0 0 0
13 Jun 369.95 12.85 - 0 0 0
12 Jun 371.30 12.85 - 0 0 0
11 Jun 367.40 12.85 - 0 0 0
10 Jun 364.90 12.85 - 0 0 0
7 Jun 360.60 12.85 - 0 0 0
6 Jun 349.75 12.85 - 0 0 0
5 Jun 341.00 12.85 - 0 0 0
4 Jun 331.25 12.85 - 0 0 0
3 Jun 391.80 12.85 - 0 0 0
31 May 359.00 12.85 - 0 0 0


For NTPC LTD - strike price 355 expiring on 25JUL2024

Delta for 355 PE is -

Historical price for 355 PE is as follows

On 5 Jul NTPC was trading at 379.80. The strike last trading price was 1.7, which was -1.15 lower than the previous day. The implied volatity was -, the open interest changed by -18000 which decreased total open position to 355500


On 4 Jul NTPC was trading at 372.95. The strike last trading price was 2.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 21000 which increased total open position to 373500


On 3 Jul NTPC was trading at 372.65. The strike last trading price was 3.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 43500 which increased total open position to 352500


On 2 Jul NTPC was trading at 370.40. The strike last trading price was 4.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 313500


On 1 Jul NTPC was trading at 369.75. The strike last trading price was 4.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 124500 which increased total open position to 313500


On 28 Jun NTPC was trading at 378.35. The strike last trading price was 3.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 84000 which increased total open position to 189000


On 27 Jun NTPC was trading at 377.15. The strike last trading price was 4.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 28500 which increased total open position to 105000


On 26 Jun NTPC was trading at 365.05. The strike last trading price was 6.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 57000 which increased total open position to 76500


On 25 Jun NTPC was trading at 360.85. The strike last trading price was 9, which was lower than the previous day. The implied volatity was -, the open interest changed by 10500 which increased total open position to 19500


On 24 Jun NTPC was trading at 362.75. The strike last trading price was 7.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 1500 which increased total open position to 9000


On 21 Jun NTPC was trading at 359.80. The strike last trading price was 9.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 1500 which increased total open position to 4500


On 20 Jun NTPC was trading at 357.65. The strike last trading price was 8.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1500


On 19 Jun NTPC was trading at 362.50. The strike last trading price was 7.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1500


On 18 Jun NTPC was trading at 369.65. The strike last trading price was 5.25, 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 14 Jun NTPC was trading at 368.45. The strike last trading price was 12.85, 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 13 Jun NTPC was trading at 369.95. The strike last trading price was 12.85, 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 12 Jun NTPC was trading at 371.30. The strike last trading price was 12.85, 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 11 Jun NTPC was trading at 367.40. The strike last trading price was 12.85, 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 10 Jun NTPC was trading at 364.90. The strike last trading price was 12.85, 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 7 Jun NTPC was trading at 360.60. The strike last trading price was 12.85, 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 6 Jun NTPC was trading at 349.75. The strike last trading price was 12.85, 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 5 Jun NTPC was trading at 341.00. The strike last trading price was 12.85, 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 4 Jun NTPC was trading at 331.25. The strike last trading price was 12.85, 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 3 Jun NTPC was trading at 391.80. The strike last trading price was 12.85, 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 12.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0