NTPC
Ntpc Ltd
Historical option data for NTPC
07 Apr 2025 04:10 PM IST
| NTPC 24APR2025 360 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.36
Vega: 0.28
Theta: -0.27
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 7 Apr | 349.80 | 4.95 | 0.5 | 28.10 | 14,131 | 2,981 | 7,288 | |||
| 4 Apr | 350.40 | 4.5 | -3.15 | 22.83 | 9,189 | 1,058 | 4,312 | |||
| 3 Apr | 358.90 | 7.8 | 2.1 | 20.76 | 11,383 | 1,075 | 3,263 | |||
| 2 Apr | 351.75 | 5.5 | -0.5 | 23.68 | 4,327 | 187 | 2,187 | |||
| 1 Apr | 352.15 | 6.2 | -3.35 | 23.55 | 6,637 | 671 | 2,026 | |||
| 28 Mar | 357.60 | 9.5 | -3.15 | 24.03 | 3,771 | 385 | 1,355 | |||
| 27 Mar | 360.65 | 14 | 4.7 | 25.79 | 3,619 | 114 | 992 | |||
| 26 Mar | 354.65 | 9.15 | -6.4 | 26.59 | 1,825 | 383 | 878 | |||
| 25 Mar | 366.95 | 14.95 | -1.3 | 25.20 | 511 | -10 | 496 | |||
| 24 Mar | 366.95 | 16.65 | 8.75 | 25.91 | 2,710 | 46 | 509 | |||
| 21 Mar | 351.30 | 8.25 | 3.5 | 24.88 | 1,500 | 146 | 468 | |||
| 20 Mar | 341.75 | 4.7 | 0.1 | 24.40 | 155 | 26 | 322 | |||
| 19 Mar | 341.30 | 4.6 | 0.75 | 24.55 | 347 | 95 | 296 | |||
| 18 Mar | 337.35 | 3.8 | 0.65 | 24.27 | 118 | 30 | 198 | |||
| 17 Mar | 331.65 | 3.15 | -0.2 | 25.97 | 19 | 7 | 166 | |||
| 13 Mar | 331.90 | 3.4 | 0 | 25.86 | 43 | 10 | 158 | |||
| 12 Mar | 330.15 | 3.35 | -0.6 | 25.97 | 108 | 39 | 143 | |||
| 11 Mar | 330.30 | 3.95 | 0.25 | 26.27 | 29 | 1 | 103 | |||
| 10 Mar | 329.40 | 3.65 | -0.9 | 26.99 | 35 | 2 | 103 | |||
| 7 Mar | 329.55 | 4.45 | -1.45 | 26.98 | 25 | 4 | 101 | |||
| 6 Mar | 337.90 | 5.75 | 2.3 | 26.05 | 61 | 11 | 97 | |||
| 5 Mar | 326.20 | 3.45 | 1.75 | 26.22 | 64 | 30 | 86 | |||
| 4 Mar | 313.75 | 1.7 | -8.95 | 26.69 | 64 | 57 | 57 | |||
| 24 Feb | 320.10 | 10.65 | 0 | 7.23 | 0 | 0 | 0 | |||
| 21 Feb | 326.25 | 10.65 | 0 | 5.98 | 0 | 0 | 0 | |||
| 20 Feb | 325.15 | 10.65 | 0 | 5.99 | 0 | 0 | 0 | |||
| 19 Feb | 314.80 | 10.65 | 0 | 8.01 | 0 | 0 | 0 | |||
| 18 Feb | 311.20 | 10.65 | 0 | 8.59 | 0 | 0 | 0 | |||
| 10 Feb | 310.50 | 10.65 | 0 | 8.25 | 0 | 0 | 0 | |||
| 7 Feb | 316.95 | 10.65 | 0 | 7.30 | 0 | 0 | 0 | |||
| 6 Feb | 312.80 | 10.65 | 0 | 6.75 | 0 | 0 | 0 | |||
| 5 Feb | 319.60 | 10.65 | 0 | 5.78 | 0 | 0 | 0 | |||
| 4 Feb | 319.10 | 10.65 | 0 | 7.50 | 0 | 0 | 0 | |||
| 3 Feb | 311.25 | 10.65 | 0 | 8.44 | 0 | 0 | 0 | |||
| 1 Feb | 317.70 | 10.65 | 0 | 5.45 | 0 | 0 | 0 | |||
For Ntpc Ltd - strike price 360 expiring on 24APR2025
Delta for 360 CE is 0.36
Historical price for 360 CE is as follows
On 7 Apr NTPC was trading at 349.80. The strike last trading price was 4.95, which was 0.5 higher than the previous day. The implied volatity was 28.10, the open interest changed by 2981 which increased total open position to 7288
On 4 Apr NTPC was trading at 350.40. The strike last trading price was 4.5, which was -3.15 lower than the previous day. The implied volatity was 22.83, the open interest changed by 1058 which increased total open position to 4312
On 3 Apr NTPC was trading at 358.90. The strike last trading price was 7.8, which was 2.1 higher than the previous day. The implied volatity was 20.76, the open interest changed by 1075 which increased total open position to 3263
On 2 Apr NTPC was trading at 351.75. The strike last trading price was 5.5, which was -0.5 lower than the previous day. The implied volatity was 23.68, the open interest changed by 187 which increased total open position to 2187
On 1 Apr NTPC was trading at 352.15. The strike last trading price was 6.2, which was -3.35 lower than the previous day. The implied volatity was 23.55, the open interest changed by 671 which increased total open position to 2026
On 28 Mar NTPC was trading at 357.60. The strike last trading price was 9.5, which was -3.15 lower than the previous day. The implied volatity was 24.03, the open interest changed by 385 which increased total open position to 1355
On 27 Mar NTPC was trading at 360.65. The strike last trading price was 14, which was 4.7 higher than the previous day. The implied volatity was 25.79, the open interest changed by 114 which increased total open position to 992
On 26 Mar NTPC was trading at 354.65. The strike last trading price was 9.15, which was -6.4 lower than the previous day. The implied volatity was 26.59, the open interest changed by 383 which increased total open position to 878
On 25 Mar NTPC was trading at 366.95. The strike last trading price was 14.95, which was -1.3 lower than the previous day. The implied volatity was 25.20, the open interest changed by -10 which decreased total open position to 496
On 24 Mar NTPC was trading at 366.95. The strike last trading price was 16.65, which was 8.75 higher than the previous day. The implied volatity was 25.91, the open interest changed by 46 which increased total open position to 509
On 21 Mar NTPC was trading at 351.30. The strike last trading price was 8.25, which was 3.5 higher than the previous day. The implied volatity was 24.88, the open interest changed by 146 which increased total open position to 468
On 20 Mar NTPC was trading at 341.75. The strike last trading price was 4.7, which was 0.1 higher than the previous day. The implied volatity was 24.40, the open interest changed by 26 which increased total open position to 322
On 19 Mar NTPC was trading at 341.30. The strike last trading price was 4.6, which was 0.75 higher than the previous day. The implied volatity was 24.55, the open interest changed by 95 which increased total open position to 296
On 18 Mar NTPC was trading at 337.35. The strike last trading price was 3.8, which was 0.65 higher than the previous day. The implied volatity was 24.27, the open interest changed by 30 which increased total open position to 198
On 17 Mar NTPC was trading at 331.65. The strike last trading price was 3.15, which was -0.2 lower than the previous day. The implied volatity was 25.97, the open interest changed by 7 which increased total open position to 166
On 13 Mar NTPC was trading at 331.90. The strike last trading price was 3.4, which was 0 lower than the previous day. The implied volatity was 25.86, the open interest changed by 10 which increased total open position to 158
On 12 Mar NTPC was trading at 330.15. The strike last trading price was 3.35, which was -0.6 lower than the previous day. The implied volatity was 25.97, the open interest changed by 39 which increased total open position to 143
On 11 Mar NTPC was trading at 330.30. The strike last trading price was 3.95, which was 0.25 higher than the previous day. The implied volatity was 26.27, the open interest changed by 1 which increased total open position to 103
On 10 Mar NTPC was trading at 329.40. The strike last trading price was 3.65, which was -0.9 lower than the previous day. The implied volatity was 26.99, the open interest changed by 2 which increased total open position to 103
On 7 Mar NTPC was trading at 329.55. The strike last trading price was 4.45, which was -1.45 lower than the previous day. The implied volatity was 26.98, the open interest changed by 4 which increased total open position to 101
On 6 Mar NTPC was trading at 337.90. The strike last trading price was 5.75, which was 2.3 higher than the previous day. The implied volatity was 26.05, the open interest changed by 11 which increased total open position to 97
On 5 Mar NTPC was trading at 326.20. The strike last trading price was 3.45, which was 1.75 higher than the previous day. The implied volatity was 26.22, the open interest changed by 30 which increased total open position to 86
On 4 Mar NTPC was trading at 313.75. The strike last trading price was 1.7, which was -8.95 lower than the previous day. The implied volatity was 26.69, the open interest changed by 57 which increased total open position to 57
On 24 Feb NTPC was trading at 320.10. The strike last trading price was 10.65, which was 0 lower than the previous day. The implied volatity was 7.23, the open interest changed by 0 which decreased total open position to 0
On 21 Feb NTPC was trading at 326.25. The strike last trading price was 10.65, which was 0 lower than the previous day. The implied volatity was 5.98, the open interest changed by 0 which decreased total open position to 0
On 20 Feb NTPC was trading at 325.15. The strike last trading price was 10.65, which was 0 lower than the previous day. The implied volatity was 5.99, the open interest changed by 0 which decreased total open position to 0
On 19 Feb NTPC was trading at 314.80. The strike last trading price was 10.65, which was 0 lower than the previous day. The implied volatity was 8.01, the open interest changed by 0 which decreased total open position to 0
On 18 Feb NTPC was trading at 311.20. The strike last trading price was 10.65, which was 0 lower than the previous day. The implied volatity was 8.59, the open interest changed by 0 which decreased total open position to 0
On 10 Feb NTPC was trading at 310.50. The strike last trading price was 10.65, which was 0 lower than the previous day. The implied volatity was 8.25, the open interest changed by 0 which decreased total open position to 0
On 7 Feb NTPC was trading at 316.95. The strike last trading price was 10.65, which was 0 lower than the previous day. The implied volatity was 7.30, the open interest changed by 0 which decreased total open position to 0
On 6 Feb NTPC was trading at 312.80. The strike last trading price was 10.65, which was 0 lower than the previous day. The implied volatity was 6.75, the open interest changed by 0 which decreased total open position to 0
On 5 Feb NTPC was trading at 319.60. The strike last trading price was 10.65, which was 0 lower than the previous day. The implied volatity was 5.78, the open interest changed by 0 which decreased total open position to 0
On 4 Feb NTPC was trading at 319.10. The strike last trading price was 10.65, which was 0 lower than the previous day. The implied volatity was 7.50, the open interest changed by 0 which decreased total open position to 0
On 3 Feb NTPC was trading at 311.25. The strike last trading price was 10.65, which was 0 lower than the previous day. The implied volatity was 8.44, the open interest changed by 0 which decreased total open position to 0
On 1 Feb NTPC was trading at 317.70. The strike last trading price was 10.65, which was 0 lower than the previous day. The implied volatity was 5.45, the open interest changed by 0 which decreased total open position to 0
| NTPC 24APR2025 360 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.63
Vega: 0.29
Theta: -0.20
Gamma: 0.02
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 7 Apr | 349.80 | 14.45 | 1.75 | 31.35 | 1,345 | 20 | 1,790 |
| 4 Apr | 350.40 | 12.3 | 4.35 | 24.82 | 2,704 | 170 | 1,770 |
| 3 Apr | 358.90 | 7.65 | -4.35 | 24.17 | 2,699 | -17 | 1,598 |
| 2 Apr | 351.75 | 12.35 | 0.55 | 25.67 | 882 | 3 | 1,619 |
| 1 Apr | 352.15 | 11.5 | 0.95 | 25.02 | 2,875 | 200 | 1,617 |
| 28 Mar | 357.60 | 10.4 | 1.55 | 27.27 | 3,798 | 731 | 1,417 |
| 27 Mar | 360.65 | 7.95 | -5.15 | 27.61 | 1,764 | 116 | 701 |
| 26 Mar | 354.65 | 13.65 | 5.95 | 30.11 | 2,025 | 222 | 589 |
| 25 Mar | 366.95 | 8.05 | 0.65 | 28.46 | 961 | -31 | 380 |
| 24 Mar | 366.95 | 7.3 | -6.9 | 27.67 | 967 | 322 | 411 |
| 21 Mar | 351.30 | 13.75 | -6.65 | 27.39 | 95 | 68 | 87 |
| 20 Mar | 341.75 | 20.4 | -0.8 | 26.51 | 4 | 3 | 18 |
| 19 Mar | 341.30 | 21.2 | -2.2 | 26.53 | 6 | 5 | 14 |
| 18 Mar | 337.35 | 23.4 | -4.6 | 26.35 | 8 | 7 | 8 |
| 17 Mar | 331.65 | 28 | -13.65 | 26.74 | 1 | 0 | 0 |
| 13 Mar | 331.90 | 41.65 | 0 | - | 0 | 0 | 0 |
| 12 Mar | 330.15 | 41.65 | 0 | - | 0 | 0 | 0 |
| 11 Mar | 330.30 | 41.65 | 0 | - | 0 | 0 | 0 |
| 10 Mar | 329.40 | 41.65 | 0 | - | 0 | 0 | 0 |
| 7 Mar | 329.55 | 41.65 | 0 | - | 0 | 0 | 0 |
| 6 Mar | 337.90 | 41.65 | 0 | - | 0 | 0 | 0 |
| 5 Mar | 326.20 | 41.65 | 0 | - | 0 | 0 | 0 |
| 4 Mar | 313.75 | 41.65 | 0 | - | 0 | 0 | 0 |
| 24 Feb | 320.10 | 0 | 0 | - | 0 | 0 | 0 |
| 21 Feb | 326.25 | 0 | 0 | - | 0 | 0 | 0 |
| 20 Feb | 325.15 | 0 | 0 | - | 0 | 0 | 0 |
| 19 Feb | 314.80 | 0 | 0 | - | 0 | 0 | 0 |
| 18 Feb | 311.20 | 0 | 0 | - | 0 | 0 | 0 |
| 10 Feb | 310.50 | 0 | 0 | - | 0 | 0 | 0 |
| 7 Feb | 316.95 | 0 | 0 | - | 0 | 0 | 0 |
| 6 Feb | 312.80 | 0 | 0 | - | 0 | 0 | 0 |
| 5 Feb | 319.60 | 0 | 0 | - | 0 | 0 | 0 |
| 4 Feb | 319.10 | 0 | 0 | - | 0 | 0 | 0 |
| 3 Feb | 311.25 | 0 | 0 | - | 0 | 0 | 0 |
| 1 Feb | 317.70 | 0 | 0 | - | 0 | 0 | 0 |
For Ntpc Ltd - strike price 360 expiring on 24APR2025
Delta for 360 PE is -0.63
Historical price for 360 PE is as follows
On 7 Apr NTPC was trading at 349.80. The strike last trading price was 14.45, which was 1.75 higher than the previous day. The implied volatity was 31.35, the open interest changed by 20 which increased total open position to 1790
On 4 Apr NTPC was trading at 350.40. The strike last trading price was 12.3, which was 4.35 higher than the previous day. The implied volatity was 24.82, the open interest changed by 170 which increased total open position to 1770
On 3 Apr NTPC was trading at 358.90. The strike last trading price was 7.65, which was -4.35 lower than the previous day. The implied volatity was 24.17, the open interest changed by -17 which decreased total open position to 1598
On 2 Apr NTPC was trading at 351.75. The strike last trading price was 12.35, which was 0.55 higher than the previous day. The implied volatity was 25.67, the open interest changed by 3 which increased total open position to 1619
On 1 Apr NTPC was trading at 352.15. The strike last trading price was 11.5, which was 0.95 higher than the previous day. The implied volatity was 25.02, the open interest changed by 200 which increased total open position to 1617
On 28 Mar NTPC was trading at 357.60. The strike last trading price was 10.4, which was 1.55 higher than the previous day. The implied volatity was 27.27, the open interest changed by 731 which increased total open position to 1417
On 27 Mar NTPC was trading at 360.65. The strike last trading price was 7.95, which was -5.15 lower than the previous day. The implied volatity was 27.61, the open interest changed by 116 which increased total open position to 701
On 26 Mar NTPC was trading at 354.65. The strike last trading price was 13.65, which was 5.95 higher than the previous day. The implied volatity was 30.11, the open interest changed by 222 which increased total open position to 589
On 25 Mar NTPC was trading at 366.95. The strike last trading price was 8.05, which was 0.65 higher than the previous day. The implied volatity was 28.46, the open interest changed by -31 which decreased total open position to 380
On 24 Mar NTPC was trading at 366.95. The strike last trading price was 7.3, which was -6.9 lower than the previous day. The implied volatity was 27.67, the open interest changed by 322 which increased total open position to 411
On 21 Mar NTPC was trading at 351.30. The strike last trading price was 13.75, which was -6.65 lower than the previous day. The implied volatity was 27.39, the open interest changed by 68 which increased total open position to 87
On 20 Mar NTPC was trading at 341.75. The strike last trading price was 20.4, which was -0.8 lower than the previous day. The implied volatity was 26.51, the open interest changed by 3 which increased total open position to 18
On 19 Mar NTPC was trading at 341.30. The strike last trading price was 21.2, which was -2.2 lower than the previous day. The implied volatity was 26.53, the open interest changed by 5 which increased total open position to 14
On 18 Mar NTPC was trading at 337.35. The strike last trading price was 23.4, which was -4.6 lower than the previous day. The implied volatity was 26.35, the open interest changed by 7 which increased total open position to 8
On 17 Mar NTPC was trading at 331.65. The strike last trading price was 28, which was -13.65 lower than the previous day. The implied volatity was 26.74, 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 41.65, 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 41.65, 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 41.65, 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 41.65, 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 41.65, 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 41.65, 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 41.65, 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 4 Mar NTPC was trading at 313.75. The strike last trading price was 41.65, 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 24 Feb NTPC was trading at 320.10. The strike last trading price was 0, 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 21 Feb NTPC was trading at 326.25. The strike last trading price was 0, 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 20 Feb NTPC was trading at 325.15. The strike last trading price was 0, 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 Feb NTPC was trading at 314.80. The strike last trading price was 0, 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 Feb NTPC was trading at 311.20. The strike last trading price was 0, 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 Feb NTPC was trading at 310.50. The strike last trading price was 0, 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 Feb NTPC was trading at 316.95. The strike last trading price was 0, 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 Feb NTPC was trading at 312.80. The strike last trading price was 0, 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 Feb NTPC was trading at 319.60. The strike last trading price was 0, 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 4 Feb NTPC was trading at 319.10. The strike last trading price was 0, 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 3 Feb NTPC was trading at 311.25. The strike last trading price was 0, 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 1 Feb NTPC was trading at 317.70. The strike last trading price was 0, 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
