[--[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 23.3 3.70 - 8,62,500 -2,86,500 7,29,000
4 Jul 372.95 19.6 - 21,40,500 -9,87,000 10,15,500
3 Jul 372.65 19.3 - 56,86,500 10,54,500 20,02,500
2 Jul 370.40 17.8 - 6,70,500 39,000 9,51,000
1 Jul 369.75 18.35 - 11,35,500 1,87,500 9,12,000
28 Jun 378.35 26 - 16,27,500 2,59,500 7,24,500
27 Jun 377.15 23.25 - 33,69,000 -5,73,000 4,65,000
26 Jun 365.05 16.3 - 26,68,500 82,500 10,38,000
25 Jun 360.85 14 - 9,75,000 1,38,000 9,55,500
24 Jun 362.75 16 - 14,50,500 1,15,500 8,19,000
21 Jun 359.80 14.50 - 9,24,000 3,82,500 6,96,000
20 Jun 357.65 14.10 - 3,66,000 1,14,000 3,13,500
19 Jun 362.50 15.75 - 79,500 34,500 1,99,500
18 Jun 369.65 21.00 - 46,500 9,000 1,63,500
14 Jun 368.45 19.40 - 3,000 0 1,54,500
13 Jun 369.95 21.05 - 10,500 3,000 1,53,000
12 Jun 371.30 23.50 - 10,500 -6,000 1,51,500
11 Jun 367.40 20.00 - 31,500 -15,000 1,57,500
10 Jun 364.90 20.40 - 2,23,500 -58,500 1,72,500
7 Jun 360.60 18.30 - 61,500 0 2,31,000
6 Jun 349.75 14.70 - 3,33,000 2,31,000 2,31,000
5 Jun 341.00 5.05 - 1,500 0 0
4 Jun 331.25 24.65 - 0 0 0
3 Jun 391.80 24.65 - 0 0 0
31 May 359.00 24.65 - 0 0 0
30 May 359.70 24.65 - 0 0 0


For NTPC LTD - strike price 360 expiring on 25JUL2024

Delta for 360 CE is -

Historical price for 360 CE is as follows

On 5 Jul NTPC was trading at 379.80. The strike last trading price was 23.3, which was 3.70 higher than the previous day. The implied volatity was -, the open interest changed by -286500 which decreased total open position to 729000


On 4 Jul NTPC was trading at 372.95. The strike last trading price was 19.6, which was lower than the previous day. The implied volatity was -, the open interest changed by -987000 which decreased total open position to 1015500


On 3 Jul NTPC was trading at 372.65. The strike last trading price was 19.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 1054500 which increased total open position to 2002500


On 2 Jul NTPC was trading at 370.40. The strike last trading price was 17.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 39000 which increased total open position to 951000


On 1 Jul NTPC was trading at 369.75. The strike last trading price was 18.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 187500 which increased total open position to 912000


On 28 Jun NTPC was trading at 378.35. The strike last trading price was 26, which was lower than the previous day. The implied volatity was -, the open interest changed by 259500 which increased total open position to 724500


On 27 Jun NTPC was trading at 377.15. The strike last trading price was 23.25, which was lower than the previous day. The implied volatity was -, the open interest changed by -573000 which decreased total open position to 465000


On 26 Jun NTPC was trading at 365.05. The strike last trading price was 16.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 82500 which increased total open position to 1038000


On 25 Jun NTPC was trading at 360.85. The strike last trading price was 14, which was lower than the previous day. The implied volatity was -, the open interest changed by 138000 which increased total open position to 955500


On 24 Jun NTPC was trading at 362.75. The strike last trading price was 16, which was lower than the previous day. The implied volatity was -, the open interest changed by 115500 which increased total open position to 819000


On 21 Jun NTPC was trading at 359.80. The strike last trading price was 14.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 382500 which increased total open position to 696000


On 20 Jun NTPC was trading at 357.65. The strike last trading price was 14.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 114000 which increased total open position to 313500


On 19 Jun NTPC was trading at 362.50. The strike last trading price was 15.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 34500 which increased total open position to 199500


On 18 Jun NTPC was trading at 369.65. The strike last trading price was 21.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 9000 which increased total open position to 163500


On 14 Jun NTPC was trading at 368.45. The strike last trading price was 19.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 154500


On 13 Jun NTPC was trading at 369.95. The strike last trading price was 21.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 3000 which increased total open position to 153000


On 12 Jun NTPC was trading at 371.30. The strike last trading price was 23.50, which was lower than the previous day. The implied volatity was -, the open interest changed by -6000 which decreased total open position to 151500


On 11 Jun NTPC was trading at 367.40. The strike last trading price was 20.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -15000 which decreased total open position to 157500


On 10 Jun NTPC was trading at 364.90. The strike last trading price was 20.40, which was lower than the previous day. The implied volatity was -, the open interest changed by -58500 which decreased total open position to 172500


On 7 Jun NTPC was trading at 360.60. The strike last trading price was 18.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 231000


On 6 Jun NTPC was trading at 349.75. The strike last trading price was 14.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 231000 which increased total open position to 231000


On 5 Jun NTPC was trading at 341.00. The strike last trading price was 5.05, 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 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 3 Jun NTPC was trading at 391.80. 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 31 May NTPC was trading at 359.00. 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 30 May NTPC was trading at 359.70. 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


Delta: -
Gamma: -
Theta: -
Vega: -
Date Symbol Close Ltp Chng IV Volume Chng OI OI
5 Jul 379.80 2.4 -1.50 - 20,47,500 82,500 15,31,500
4 Jul 372.95 3.9 - 18,82,500 1,02,000 14,49,000
3 Jul 372.65 4.65 - 18,55,500 1,14,000 13,47,000
2 Jul 370.40 5.8 - 16,63,500 -93,000 12,42,000
1 Jul 369.75 6.25 - 33,52,500 1,68,000 13,35,000
28 Jun 378.35 3.85 - 27,99,000 -91,500 11,67,000
27 Jun 377.15 5.6 - 25,60,500 -12,000 12,58,500
26 Jun 365.05 8.8 - 8,85,000 1,66,500 12,69,000
25 Jun 360.85 10.4 - 4,54,500 87,000 11,02,500
24 Jun 362.75 10.1 - 3,66,000 48,000 10,14,000
21 Jun 359.80 12.75 - 3,55,500 1,71,000 9,64,500
20 Jun 357.65 12.00 - 10,18,500 6,60,000 7,93,500
19 Jun 362.50 9.70 - 81,000 48,000 1,33,500
18 Jun 369.65 6.75 - 1,17,000 64,500 85,500
14 Jun 368.45 8.00 - 9,000 3,000 21,000
13 Jun 369.95 7.90 - 10,500 7,500 19,500
12 Jun 371.30 8.00 - 3,000 0 10,500
11 Jun 367.40 10.00 - 1,500 0 9,000
10 Jun 364.90 12.50 - 1,500 0 7,500
7 Jun 360.60 21.00 - 0 0 0
6 Jun 349.75 21.00 - 0 0 7,500
5 Jun 341.00 21.00 - 0 4,500 7,500
4 Jun 331.25 21.00 - 6,000 1,500 3,000
3 Jun 391.80 6.65 - 3,000 1,500 1,500
31 May 359.00 18.95 - 0 0 0
30 May 359.70 18.95 - 0 0 0


For NTPC LTD - strike price 360 expiring on 25JUL2024

Delta for 360 PE is -

Historical price for 360 PE is as follows

On 5 Jul NTPC was trading at 379.80. The strike last trading price was 2.4, which was -1.50 lower than the previous day. The implied volatity was -, the open interest changed by 82500 which increased total open position to 1531500


On 4 Jul NTPC was trading at 372.95. The strike last trading price was 3.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 102000 which increased total open position to 1449000


On 3 Jul NTPC was trading at 372.65. The strike last trading price was 4.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 114000 which increased total open position to 1347000


On 2 Jul NTPC was trading at 370.40. The strike last trading price was 5.8, which was lower than the previous day. The implied volatity was -, the open interest changed by -93000 which decreased total open position to 1242000


On 1 Jul NTPC was trading at 369.75. The strike last trading price was 6.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 168000 which increased total open position to 1335000


On 28 Jun NTPC was trading at 378.35. The strike last trading price was 3.85, which was lower than the previous day. The implied volatity was -, the open interest changed by -91500 which decreased total open position to 1167000


On 27 Jun NTPC was trading at 377.15. The strike last trading price was 5.6, which was lower than the previous day. The implied volatity was -, the open interest changed by -12000 which decreased total open position to 1258500


On 26 Jun NTPC was trading at 365.05. The strike last trading price was 8.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 166500 which increased total open position to 1269000


On 25 Jun NTPC was trading at 360.85. The strike last trading price was 10.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 87000 which increased total open position to 1102500


On 24 Jun NTPC was trading at 362.75. The strike last trading price was 10.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 48000 which increased total open position to 1014000


On 21 Jun NTPC was trading at 359.80. The strike last trading price was 12.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 171000 which increased total open position to 964500


On 20 Jun NTPC was trading at 357.65. The strike last trading price was 12.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 660000 which increased total open position to 793500


On 19 Jun NTPC was trading at 362.50. The strike last trading price was 9.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 48000 which increased total open position to 133500


On 18 Jun NTPC was trading at 369.65. The strike last trading price was 6.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 64500 which increased total open position to 85500


On 14 Jun NTPC was trading at 368.45. The strike last trading price was 8.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 3000 which increased total open position to 21000


On 13 Jun NTPC was trading at 369.95. The strike last trading price was 7.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 7500 which increased total open position to 19500


On 12 Jun NTPC was trading at 371.30. The strike last trading price was 8.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10500


On 11 Jun NTPC was trading at 367.40. The strike last trading price was 10.00, 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 10 Jun NTPC was trading at 364.90. The strike last trading price was 12.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7500


On 7 Jun NTPC was trading at 360.60. The strike last trading price was 21.00, 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 21.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7500


On 5 Jun NTPC was trading at 341.00. The strike last trading price was 21.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 4500 which increased total open position to 7500


On 4 Jun NTPC was trading at 331.25. The strike last trading price was 21.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 1500 which increased total open position to 3000


On 3 Jun NTPC was trading at 391.80. The strike last trading price was 6.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 1500 which increased total open position to 1500


On 31 May NTPC was trading at 359.00. The strike last trading price was 18.95, 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 30 May NTPC was trading at 359.70. The strike last trading price was 18.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0