NTPC
Ntpc Ltd
Historical option data for NTPC
20 Dec 2024 04:10 PM IST
| NTPC 26DEC2024 355 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.07
Vega: 0.06
Theta: -0.17
Gamma: 0.01
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 333.25 | 0.45 | -0.35 | 32.28 | 4,575 | -205 | 1,972 | |||
| 19 Dec | 337.40 | 0.8 | -0.65 | 28.90 | 3,759 | 30 | 2,175 | |||
| 18 Dec | 341.75 | 1.45 | -1.80 | 26.07 | 6,573 | 592 | 2,146 | |||
| 17 Dec | 349.05 | 3.25 | -1.90 | 23.96 | 6,976 | 379 | 1,554 | |||
| 16 Dec | 352.90 | 5.15 | -2.65 | 24.41 | 3,854 | 516 | 1,172 | |||
| 13 Dec | 357.15 | 7.8 | 0.40 | 20.78 | 9,574 | 8 | 662 | |||
| 12 Dec | 355.60 | 7.4 | -7.15 | 22.39 | 3,903 | 333 | 641 | |||
| 11 Dec | 365.50 | 14.55 | -1.60 | 22.75 | 101 | -12 | 309 | |||
| 10 Dec | 369.15 | 16.15 | -1.40 | 16.86 | 67 | -2 | 321 | |||
| 9 Dec | 369.85 | 17.55 | -0.15 | 21.22 | 52 | 3 | 326 | |||
|
|
||||||||||
| 6 Dec | 369.50 | 17.7 | 0.10 | 17.77 | 49 | 5 | 321 | |||
| 5 Dec | 369.15 | 17.6 | -2.55 | 17.97 | 279 | 7 | 316 | |||
| 4 Dec | 372.75 | 20.15 | 3.55 | 15.78 | 298 | 22 | 309 | |||
| 3 Dec | 367.45 | 16.6 | 5.00 | 18.37 | 953 | -29 | 286 | |||
| 2 Dec | 358.20 | 11.6 | -3.80 | 23.27 | 1,073 | 198 | 308 | |||
| 29 Nov | 363.65 | 15.4 | -1.90 | 23.52 | 219 | 43 | 113 | |||
| 28 Nov | 362.05 | 17.3 | -4.70 | 23.81 | 104 | 34 | 70 | |||
| 27 Nov | 369.30 | 22 | 5.30 | 27.30 | 15 | -4 | 35 | |||
| 26 Nov | 361.65 | 16.7 | -6.70 | 27.06 | 41 | 13 | 40 | |||
| 25 Nov | 368.40 | 23.4 | 4.45 | 31.40 | 6 | 2 | 27 | |||
| 22 Nov | 365.45 | 18.95 | 3.45 | 25.88 | 78 | 2 | 27 | |||
| 21 Nov | 356.15 | 15.5 | -45.50 | 28.17 | 39 | 27 | 27 | |||
| 20 Nov | 366.70 | 61 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 366.70 | 61 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 366.70 | 61 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 372.50 | 61 | - | 0 | 0 | 0 | ||||
For Ntpc Ltd - strike price 355 expiring on 26DEC2024
Delta for 355 CE is 0.07
Historical price for 355 CE is as follows
On 20 Dec NTPC was trading at 333.25. The strike last trading price was 0.45, which was -0.35 lower than the previous day. The implied volatity was 32.28, the open interest changed by -205 which decreased total open position to 1972
On 19 Dec NTPC was trading at 337.40. The strike last trading price was 0.8, which was -0.65 lower than the previous day. The implied volatity was 28.90, the open interest changed by 30 which increased total open position to 2175
On 18 Dec NTPC was trading at 341.75. The strike last trading price was 1.45, which was -1.80 lower than the previous day. The implied volatity was 26.07, the open interest changed by 592 which increased total open position to 2146
On 17 Dec NTPC was trading at 349.05. The strike last trading price was 3.25, which was -1.90 lower than the previous day. The implied volatity was 23.96, the open interest changed by 379 which increased total open position to 1554
On 16 Dec NTPC was trading at 352.90. The strike last trading price was 5.15, which was -2.65 lower than the previous day. The implied volatity was 24.41, the open interest changed by 516 which increased total open position to 1172
On 13 Dec NTPC was trading at 357.15. The strike last trading price was 7.8, which was 0.40 higher than the previous day. The implied volatity was 20.78, the open interest changed by 8 which increased total open position to 662
On 12 Dec NTPC was trading at 355.60. The strike last trading price was 7.4, which was -7.15 lower than the previous day. The implied volatity was 22.39, the open interest changed by 333 which increased total open position to 641
On 11 Dec NTPC was trading at 365.50. The strike last trading price was 14.55, which was -1.60 lower than the previous day. The implied volatity was 22.75, the open interest changed by -12 which decreased total open position to 309
On 10 Dec NTPC was trading at 369.15. The strike last trading price was 16.15, which was -1.40 lower than the previous day. The implied volatity was 16.86, the open interest changed by -2 which decreased total open position to 321
On 9 Dec NTPC was trading at 369.85. The strike last trading price was 17.55, which was -0.15 lower than the previous day. The implied volatity was 21.22, the open interest changed by 3 which increased total open position to 326
On 6 Dec NTPC was trading at 369.50. The strike last trading price was 17.7, which was 0.10 higher than the previous day. The implied volatity was 17.77, the open interest changed by 5 which increased total open position to 321
On 5 Dec NTPC was trading at 369.15. The strike last trading price was 17.6, which was -2.55 lower than the previous day. The implied volatity was 17.97, the open interest changed by 7 which increased total open position to 316
On 4 Dec NTPC was trading at 372.75. The strike last trading price was 20.15, which was 3.55 higher than the previous day. The implied volatity was 15.78, the open interest changed by 22 which increased total open position to 309
On 3 Dec NTPC was trading at 367.45. The strike last trading price was 16.6, which was 5.00 higher than the previous day. The implied volatity was 18.37, the open interest changed by -29 which decreased total open position to 286
On 2 Dec NTPC was trading at 358.20. The strike last trading price was 11.6, which was -3.80 lower than the previous day. The implied volatity was 23.27, the open interest changed by 198 which increased total open position to 308
On 29 Nov NTPC was trading at 363.65. The strike last trading price was 15.4, which was -1.90 lower than the previous day. The implied volatity was 23.52, the open interest changed by 43 which increased total open position to 113
On 28 Nov NTPC was trading at 362.05. The strike last trading price was 17.3, which was -4.70 lower than the previous day. The implied volatity was 23.81, the open interest changed by 34 which increased total open position to 70
On 27 Nov NTPC was trading at 369.30. The strike last trading price was 22, which was 5.30 higher than the previous day. The implied volatity was 27.30, the open interest changed by -4 which decreased total open position to 35
On 26 Nov NTPC was trading at 361.65. The strike last trading price was 16.7, which was -6.70 lower than the previous day. The implied volatity was 27.06, the open interest changed by 13 which increased total open position to 40
On 25 Nov NTPC was trading at 368.40. The strike last trading price was 23.4, which was 4.45 higher than the previous day. The implied volatity was 31.40, the open interest changed by 2 which increased total open position to 27
On 22 Nov NTPC was trading at 365.45. The strike last trading price was 18.95, which was 3.45 higher than the previous day. The implied volatity was 25.88, the open interest changed by 2 which increased total open position to 27
On 21 Nov NTPC was trading at 356.15. The strike last trading price was 15.5, which was -45.50 lower than the previous day. The implied volatity was 28.17, the open interest changed by 27 which increased total open position to 27
On 20 Nov NTPC was trading at 366.70. The strike last trading price was 61, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 19 Nov NTPC was trading at 366.70. The strike last trading price was 61, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 18 Nov NTPC was trading at 366.70. The strike last trading price was 61, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 Nov NTPC was trading at 372.50. The strike last trading price was 61, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| NTPC 26DEC2024 355 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.81
Vega: 0.12
Theta: -0.42
Gamma: 0.01
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 333.25 | 23.1 | 5.85 | 51.78 | 255 | -67 | 676 |
| 19 Dec | 337.40 | 17.25 | 4.55 | 29.22 | 143 | -50 | 744 |
| 18 Dec | 341.75 | 12.7 | 4.95 | 23.71 | 1,005 | -93 | 806 |
| 17 Dec | 349.05 | 7.75 | 1.85 | 22.87 | 2,057 | 90 | 901 |
| 16 Dec | 352.90 | 5.9 | 2.15 | 22.78 | 3,422 | 21 | 816 |
| 13 Dec | 357.15 | 3.75 | -1.65 | 20.63 | 6,776 | -20 | 792 |
| 12 Dec | 355.60 | 5.4 | 3.25 | 23.33 | 6,010 | 164 | 826 |
| 11 Dec | 365.50 | 2.15 | 0.15 | 22.55 | 1,006 | -25 | 657 |
| 10 Dec | 369.15 | 2 | 0.10 | 24.05 | 1,171 | -91 | 683 |
| 9 Dec | 369.85 | 1.9 | -0.25 | 23.44 | 1,365 | 83 | 781 |
| 6 Dec | 369.50 | 2.15 | -0.35 | 23.18 | 943 | 63 | 698 |
| 5 Dec | 369.15 | 2.5 | 0.40 | 23.84 | 1,809 | -73 | 642 |
| 4 Dec | 372.75 | 2.1 | -0.95 | 24.13 | 1,771 | 225 | 714 |
| 3 Dec | 367.45 | 3.05 | -3.05 | 23.60 | 2,067 | 151 | 487 |
| 2 Dec | 358.20 | 6.1 | 0.90 | 23.77 | 1,699 | 95 | 332 |
| 29 Nov | 363.65 | 5.2 | -0.65 | 24.71 | 810 | 27 | 239 |
| 28 Nov | 362.05 | 5.85 | 1.30 | 28.15 | 759 | 52 | 211 |
| 27 Nov | 369.30 | 4.55 | -2.85 | 27.63 | 217 | 57 | 159 |
| 26 Nov | 361.65 | 7.4 | 2.30 | 28.64 | 59 | 16 | 101 |
| 25 Nov | 368.40 | 5.1 | -1.90 | 27.89 | 138 | 66 | 84 |
| 22 Nov | 365.45 | 7 | -4.40 | 28.51 | 22 | 4 | 22 |
| 21 Nov | 356.15 | 11.4 | 3.80 | 32.32 | 14 | 7 | 18 |
| 20 Nov | 366.70 | 7.6 | 0.00 | 30.59 | 14 | 11 | 10 |
| 19 Nov | 366.70 | 7.6 | 3.70 | 30.59 | 14 | 10 | 10 |
| 18 Nov | 366.70 | 3.9 | 0.00 | 4.07 | 0 | 0 | 0 |
| 14 Nov | 372.50 | 3.9 | 5.43 | 0 | 0 | 0 | |
For Ntpc Ltd - strike price 355 expiring on 26DEC2024
Delta for 355 PE is -0.81
Historical price for 355 PE is as follows
On 20 Dec NTPC was trading at 333.25. The strike last trading price was 23.1, which was 5.85 higher than the previous day. The implied volatity was 51.78, the open interest changed by -67 which decreased total open position to 676
On 19 Dec NTPC was trading at 337.40. The strike last trading price was 17.25, which was 4.55 higher than the previous day. The implied volatity was 29.22, the open interest changed by -50 which decreased total open position to 744
On 18 Dec NTPC was trading at 341.75. The strike last trading price was 12.7, which was 4.95 higher than the previous day. The implied volatity was 23.71, the open interest changed by -93 which decreased total open position to 806
On 17 Dec NTPC was trading at 349.05. The strike last trading price was 7.75, which was 1.85 higher than the previous day. The implied volatity was 22.87, the open interest changed by 90 which increased total open position to 901
On 16 Dec NTPC was trading at 352.90. The strike last trading price was 5.9, which was 2.15 higher than the previous day. The implied volatity was 22.78, the open interest changed by 21 which increased total open position to 816
On 13 Dec NTPC was trading at 357.15. The strike last trading price was 3.75, which was -1.65 lower than the previous day. The implied volatity was 20.63, the open interest changed by -20 which decreased total open position to 792
On 12 Dec NTPC was trading at 355.60. The strike last trading price was 5.4, which was 3.25 higher than the previous day. The implied volatity was 23.33, the open interest changed by 164 which increased total open position to 826
On 11 Dec NTPC was trading at 365.50. The strike last trading price was 2.15, which was 0.15 higher than the previous day. The implied volatity was 22.55, the open interest changed by -25 which decreased total open position to 657
On 10 Dec NTPC was trading at 369.15. The strike last trading price was 2, which was 0.10 higher than the previous day. The implied volatity was 24.05, the open interest changed by -91 which decreased total open position to 683
On 9 Dec NTPC was trading at 369.85. The strike last trading price was 1.9, which was -0.25 lower than the previous day. The implied volatity was 23.44, the open interest changed by 83 which increased total open position to 781
On 6 Dec NTPC was trading at 369.50. The strike last trading price was 2.15, which was -0.35 lower than the previous day. The implied volatity was 23.18, the open interest changed by 63 which increased total open position to 698
On 5 Dec NTPC was trading at 369.15. The strike last trading price was 2.5, which was 0.40 higher than the previous day. The implied volatity was 23.84, the open interest changed by -73 which decreased total open position to 642
On 4 Dec NTPC was trading at 372.75. The strike last trading price was 2.1, which was -0.95 lower than the previous day. The implied volatity was 24.13, the open interest changed by 225 which increased total open position to 714
On 3 Dec NTPC was trading at 367.45. The strike last trading price was 3.05, which was -3.05 lower than the previous day. The implied volatity was 23.60, the open interest changed by 151 which increased total open position to 487
On 2 Dec NTPC was trading at 358.20. The strike last trading price was 6.1, which was 0.90 higher than the previous day. The implied volatity was 23.77, the open interest changed by 95 which increased total open position to 332
On 29 Nov NTPC was trading at 363.65. The strike last trading price was 5.2, which was -0.65 lower than the previous day. The implied volatity was 24.71, the open interest changed by 27 which increased total open position to 239
On 28 Nov NTPC was trading at 362.05. The strike last trading price was 5.85, which was 1.30 higher than the previous day. The implied volatity was 28.15, the open interest changed by 52 which increased total open position to 211
On 27 Nov NTPC was trading at 369.30. The strike last trading price was 4.55, which was -2.85 lower than the previous day. The implied volatity was 27.63, the open interest changed by 57 which increased total open position to 159
On 26 Nov NTPC was trading at 361.65. The strike last trading price was 7.4, which was 2.30 higher than the previous day. The implied volatity was 28.64, the open interest changed by 16 which increased total open position to 101
On 25 Nov NTPC was trading at 368.40. The strike last trading price was 5.1, which was -1.90 lower than the previous day. The implied volatity was 27.89, the open interest changed by 66 which increased total open position to 84
On 22 Nov NTPC was trading at 365.45. The strike last trading price was 7, which was -4.40 lower than the previous day. The implied volatity was 28.51, the open interest changed by 4 which increased total open position to 22
On 21 Nov NTPC was trading at 356.15. The strike last trading price was 11.4, which was 3.80 higher than the previous day. The implied volatity was 32.32, the open interest changed by 7 which increased total open position to 18
On 20 Nov NTPC was trading at 366.70. The strike last trading price was 7.6, which was 0.00 lower than the previous day. The implied volatity was 30.59, the open interest changed by 11 which increased total open position to 10
On 19 Nov NTPC was trading at 366.70. The strike last trading price was 7.6, which was 3.70 higher than the previous day. The implied volatity was 30.59, the open interest changed by 10 which increased total open position to 10
On 18 Nov NTPC was trading at 366.70. The strike last trading price was 3.9, which was 0.00 lower than the previous day. The implied volatity was 4.07, the open interest changed by 0 which decreased total open position to 0
On 14 Nov NTPC was trading at 372.50. The strike last trading price was 3.9, which was lower than the previous day. The implied volatity was 5.43, the open interest changed by 0 which decreased total open position to 0
