NTPC
NTPC LTD
Historical option data for NTPC
26 Apr 2024 04:17 PM IST
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Delta: -
Gamma: -
Theta: -
Vega: -
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| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI | |||
| 26 Apr | 356.00 | 15.25 | - | 11,64,000 | 2,40,000 | 6,72,000 | ||||
| 25 Apr | 359.20 | 16.60 | - | 42,57,000 | -69,000 | 4,38,000 | ||||
| 24 Apr | 351.65 | 12.10 | - | 10,35,000 | 2,85,000 | 4,98,000 | ||||
| 23 Apr | 347.15 | 10.25 | - | 2,43,000 | 21,000 | 2,13,000 | ||||
| 22 Apr | 342.90 | 10.15 | - | 3,12,000 | 1,65,000 | 1,92,000 | ||||
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| 19 Apr | 350.55 | 13.40 | - | 21,000 | 6,000 | 27,000 | ||||
| 18 Apr | 351.15 | 14.75 | - | 42,000 | 21,000 | 24,000 | ||||
| 16 Apr | 359.25 | 19.55 | - | 0 | 0 | 0 | ||||
| 15 Apr | 361.15 | 19.55 | - | 0 | 0 | 0 | ||||
For NTPC LTD - strike price 355 expiring on 30MAY2024
Delta for 355 CE is -
Historical price for 355 CE is as follows
On 26 Apr NTPC was trading at 356.00. The strike last trading price was 15.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 240000 which increased total open position to 672000
On 25 Apr NTPC was trading at 359.20. The strike last trading price was 16.60, which was lower than the previous day. The implied volatity was -, the open interest changed by -69000 which decreased total open position to 438000
On 24 Apr NTPC was trading at 351.65. The strike last trading price was 12.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 285000 which increased total open position to 498000
On 23 Apr NTPC was trading at 347.15. The strike last trading price was 10.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 21000 which increased total open position to 213000
On 22 Apr NTPC was trading at 342.90. The strike last trading price was 10.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 165000 which increased total open position to 192000
On 19 Apr NTPC was trading at 350.55. The strike last trading price was 13.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 6000 which increased total open position to 27000
On 18 Apr NTPC was trading at 351.15. The strike last trading price was 14.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 21000 which increased total open position to 24000
On 16 Apr NTPC was trading at 359.25. The strike last trading price was 19.55, 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 15 Apr NTPC was trading at 361.15. The strike last trading price was 19.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
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Delta: -
Gamma: -
Theta: -
Vega: -
|
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|---|---|---|---|---|---|---|---|
| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI |
| 26 Apr | 356.00 | 10.60 | - | 13,74,000 | 2,14,500 | 4,60,500 | |
| 25 Apr | 359.20 | 9.35 | - | 8,79,000 | 84,000 | 2,43,000 | |
| 24 Apr | 351.65 | 12.70 | - | 1,71,000 | 1,08,000 | 1,53,000 | |
| 23 Apr | 347.15 | 15.60 | - | 15,000 | 3,000 | 45,000 | |
| 22 Apr | 342.90 | 18.20 | - | 78,000 | 33,000 | 42,000 | |
| 19 Apr | 350.55 | 16.75 | - | 9,000 | 0 | 9,000 | |
| 18 Apr | 351.15 | 14.50 | - | 9,000 | -3,000 | 6,000 | |
| 16 Apr | 359.25 | 12.00 | - | 6,000 | 3,000 | 3,000 | |
| 15 Apr | 361.15 | 12.20 | - | 3,000 | 0 | 0 | |
For NTPC LTD - strike price 355 expiring on 30MAY2024
Delta for 355 PE is -
Historical price for 355 PE is as follows
On 26 Apr NTPC was trading at 356.00. The strike last trading price was 10.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 214500 which increased total open position to 460500
On 25 Apr NTPC was trading at 359.20. The strike last trading price was 9.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 84000 which increased total open position to 243000
On 24 Apr NTPC was trading at 351.65. The strike last trading price was 12.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 108000 which increased total open position to 153000
On 23 Apr NTPC was trading at 347.15. The strike last trading price was 15.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 3000 which increased total open position to 45000
On 22 Apr NTPC was trading at 342.90. The strike last trading price was 18.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 33000 which increased total open position to 42000
On 19 Apr NTPC was trading at 350.55. The strike last trading price was 16.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9000
On 18 Apr NTPC was trading at 351.15. The strike last trading price was 14.50, which was lower than the previous day. The implied volatity was -, the open interest changed by -3000 which decreased total open position to 6000
On 16 Apr NTPC was trading at 359.25. The strike last trading price was 12.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 3000 which increased total open position to 3000
On 15 Apr NTPC was trading at 361.15. The strike last trading price was 12.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0