NTPC
Ntpc Ltd
Historical option data for NTPC
20 Dec 2024 04:10 PM IST
| NTPC 26DEC2024 360 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.05
Vega: 0.05
Theta: -0.15
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 333.25 | 0.35 | -0.10 | 35.87 | 5,986 | -68 | 3,988 | |||
| 19 Dec | 337.40 | 0.45 | -0.40 | 30.08 | 4,457 | -66 | 4,086 | |||
| 18 Dec | 341.75 | 0.85 | -1.05 | 27.31 | 8,042 | 396 | 4,162 | |||
| 17 Dec | 349.05 | 1.9 | -1.15 | 24.47 | 6,687 | 342 | 3,745 | |||
| 16 Dec | 352.90 | 3.05 | -1.75 | 23.75 | 5,870 | 760 | 3,404 | |||
| 13 Dec | 357.15 | 4.8 | 0.05 | 19.54 | 16,110 | -286 | 2,658 | |||
| 12 Dec | 355.60 | 4.75 | -5.70 | 21.54 | 11,618 | 1,568 | 2,943 | |||
| 11 Dec | 365.50 | 10.45 | -1.75 | 20.69 | 1,607 | 74 | 1,375 | |||
| 10 Dec | 369.15 | 12.2 | -1.30 | 17.88 | 873 | -63 | 1,298 | |||
| 9 Dec | 369.85 | 13.5 | 0.00 | 20.67 | 1,723 | -7 | 1,308 | |||
| 6 Dec | 369.50 | 13.5 | -0.25 | 17.29 | 527 | 21 | 1,323 | |||
| 5 Dec | 369.15 | 13.75 | -2.35 | 18.58 | 1,630 | 63 | 1,308 | |||
| 4 Dec | 372.75 | 16.1 | 3.25 | 17.32 | 1,836 | 5 | 1,247 | |||
| 3 Dec | 367.45 | 12.85 | 4.15 | 18.53 | 7,481 | -629 | 1,255 | |||
| 2 Dec | 358.20 | 8.7 | -3.30 | 22.78 | 5,019 | 972 | 1,836 | |||
| 29 Nov | 363.65 | 12 | -2.30 | 22.75 | 2,734 | 58 | 861 | |||
| 28 Nov | 362.05 | 14.3 | -3.70 | 24.52 | 2,151 | 407 | 815 | |||
| 27 Nov | 369.30 | 18 | 4.30 | 25.75 | 2,214 | 0 | 407 | |||
| 26 Nov | 361.65 | 13.7 | -4.50 | 26.88 | 1,076 | 299 | 502 | |||
| 25 Nov | 368.40 | 18.2 | 2.40 | 26.45 | 629 | 5 | 199 | |||
| 22 Nov | 365.45 | 15.8 | 3.00 | 25.81 | 1,351 | 13 | 207 | |||
| 21 Nov | 356.15 | 12.8 | -73.05 | 27.96 | 317 | 193 | 193 | |||
| 20 Nov | 366.70 | 85.85 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 366.70 | 85.85 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 366.70 | 85.85 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 372.50 | 85.85 | 85.85 | - | 0 | 0 | 0 | |||
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| 23 Oct | 408.30 | 0 | - | 0 | 0 | 0 | ||||
For Ntpc Ltd - strike price 360 expiring on 26DEC2024
Delta for 360 CE is 0.05
Historical price for 360 CE is as follows
On 20 Dec NTPC was trading at 333.25. The strike last trading price was 0.35, which was -0.10 lower than the previous day. The implied volatity was 35.87, the open interest changed by -68 which decreased total open position to 3988
On 19 Dec NTPC was trading at 337.40. The strike last trading price was 0.45, which was -0.40 lower than the previous day. The implied volatity was 30.08, the open interest changed by -66 which decreased total open position to 4086
On 18 Dec NTPC was trading at 341.75. The strike last trading price was 0.85, which was -1.05 lower than the previous day. The implied volatity was 27.31, the open interest changed by 396 which increased total open position to 4162
On 17 Dec NTPC was trading at 349.05. The strike last trading price was 1.9, which was -1.15 lower than the previous day. The implied volatity was 24.47, the open interest changed by 342 which increased total open position to 3745
On 16 Dec NTPC was trading at 352.90. The strike last trading price was 3.05, which was -1.75 lower than the previous day. The implied volatity was 23.75, the open interest changed by 760 which increased total open position to 3404
On 13 Dec NTPC was trading at 357.15. The strike last trading price was 4.8, which was 0.05 higher than the previous day. The implied volatity was 19.54, the open interest changed by -286 which decreased total open position to 2658
On 12 Dec NTPC was trading at 355.60. The strike last trading price was 4.75, which was -5.70 lower than the previous day. The implied volatity was 21.54, the open interest changed by 1568 which increased total open position to 2943
On 11 Dec NTPC was trading at 365.50. The strike last trading price was 10.45, which was -1.75 lower than the previous day. The implied volatity was 20.69, the open interest changed by 74 which increased total open position to 1375
On 10 Dec NTPC was trading at 369.15. The strike last trading price was 12.2, which was -1.30 lower than the previous day. The implied volatity was 17.88, the open interest changed by -63 which decreased total open position to 1298
On 9 Dec NTPC was trading at 369.85. The strike last trading price was 13.5, which was 0.00 lower than the previous day. The implied volatity was 20.67, the open interest changed by -7 which decreased total open position to 1308
On 6 Dec NTPC was trading at 369.50. The strike last trading price was 13.5, which was -0.25 lower than the previous day. The implied volatity was 17.29, the open interest changed by 21 which increased total open position to 1323
On 5 Dec NTPC was trading at 369.15. The strike last trading price was 13.75, which was -2.35 lower than the previous day. The implied volatity was 18.58, the open interest changed by 63 which increased total open position to 1308
On 4 Dec NTPC was trading at 372.75. The strike last trading price was 16.1, which was 3.25 higher than the previous day. The implied volatity was 17.32, the open interest changed by 5 which increased total open position to 1247
On 3 Dec NTPC was trading at 367.45. The strike last trading price was 12.85, which was 4.15 higher than the previous day. The implied volatity was 18.53, the open interest changed by -629 which decreased total open position to 1255
On 2 Dec NTPC was trading at 358.20. The strike last trading price was 8.7, which was -3.30 lower than the previous day. The implied volatity was 22.78, the open interest changed by 972 which increased total open position to 1836
On 29 Nov NTPC was trading at 363.65. The strike last trading price was 12, which was -2.30 lower than the previous day. The implied volatity was 22.75, the open interest changed by 58 which increased total open position to 861
On 28 Nov NTPC was trading at 362.05. The strike last trading price was 14.3, which was -3.70 lower than the previous day. The implied volatity was 24.52, the open interest changed by 407 which increased total open position to 815
On 27 Nov NTPC was trading at 369.30. The strike last trading price was 18, which was 4.30 higher than the previous day. The implied volatity was 25.75, the open interest changed by 0 which decreased total open position to 407
On 26 Nov NTPC was trading at 361.65. The strike last trading price was 13.7, which was -4.50 lower than the previous day. The implied volatity was 26.88, the open interest changed by 299 which increased total open position to 502
On 25 Nov NTPC was trading at 368.40. The strike last trading price was 18.2, which was 2.40 higher than the previous day. The implied volatity was 26.45, the open interest changed by 5 which increased total open position to 199
On 22 Nov NTPC was trading at 365.45. The strike last trading price was 15.8, which was 3.00 higher than the previous day. The implied volatity was 25.81, the open interest changed by 13 which increased total open position to 207
On 21 Nov NTPC was trading at 356.15. The strike last trading price was 12.8, which was -73.05 lower than the previous day. The implied volatity was 27.96, the open interest changed by 193 which increased total open position to 193
On 20 Nov NTPC was trading at 366.70. The strike last trading price was 85.85, 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 85.85, 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 85.85, 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 85.85, which was 85.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 23 Oct NTPC was trading at 408.30. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| NTPC 26DEC2024 360 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.83
Vega: 0.11
Theta: -0.44
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 333.25 | 28 | 5.60 | 58.13 | 406 | -82 | 710 |
| 19 Dec | 337.40 | 22.4 | 5.40 | 36.85 | 142 | -60 | 792 |
| 18 Dec | 341.75 | 17 | 5.50 | 22.83 | 636 | 44 | 863 |
| 17 Dec | 349.05 | 11.5 | 2.75 | 23.81 | 674 | 13 | 820 |
| 16 Dec | 352.90 | 8.75 | 3.00 | 21.79 | 1,330 | -35 | 807 |
| 13 Dec | 357.15 | 5.75 | -2.10 | 19.47 | 3,693 | -253 | 993 |
| 12 Dec | 355.60 | 7.85 | 4.70 | 22.92 | 6,612 | -324 | 1,258 |
| 11 Dec | 365.50 | 3.15 | 0.15 | 20.99 | 2,090 | -170 | 1,578 |
| 10 Dec | 369.15 | 3 | 0.20 | 23.15 | 2,455 | -73 | 1,755 |
| 9 Dec | 369.85 | 2.8 | -0.25 | 22.35 | 2,697 | 8 | 1,835 |
| 6 Dec | 369.50 | 3.05 | -0.40 | 22.07 | 1,864 | 178 | 1,828 |
| 5 Dec | 369.15 | 3.45 | 0.50 | 22.69 | 5,017 | -257 | 1,651 |
| 4 Dec | 372.75 | 2.95 | -1.30 | 23.22 | 5,383 | 223 | 1,914 |
| 3 Dec | 367.45 | 4.25 | -3.75 | 22.85 | 4,961 | 627 | 1,691 |
| 2 Dec | 358.20 | 8 | 1.20 | 22.80 | 2,776 | 52 | 1,069 |
| 29 Nov | 363.65 | 6.8 | -0.65 | 23.95 | 3,024 | -141 | 1,047 |
| 28 Nov | 362.05 | 7.45 | 1.50 | 27.54 | 2,416 | 292 | 1,187 |
| 27 Nov | 369.30 | 5.95 | -3.60 | 27.25 | 1,155 | 189 | 895 |
| 26 Nov | 361.65 | 9.55 | 3.05 | 28.85 | 783 | 372 | 703 |
| 25 Nov | 368.40 | 6.5 | -2.35 | 27.34 | 354 | 174 | 335 |
| 22 Nov | 365.45 | 8.85 | -4.35 | 28.38 | 811 | 63 | 224 |
| 21 Nov | 356.15 | 13.2 | 3.30 | 30.99 | 161 | 55 | 157 |
| 20 Nov | 366.70 | 9.9 | 0.00 | 31.89 | 86 | 31 | 101 |
| 19 Nov | 366.70 | 9.9 | 0.70 | 31.89 | 86 | 30 | 101 |
| 18 Nov | 366.70 | 9.2 | 4.45 | 29.86 | 88 | 69 | 69 |
| 14 Nov | 372.50 | 4.75 | 0.00 | 4.27 | 0 | 0 | 0 |
| 23 Oct | 408.30 | 4.75 | - | 0 | 0 | 0 | |
For Ntpc Ltd - strike price 360 expiring on 26DEC2024
Delta for 360 PE is -0.83
Historical price for 360 PE is as follows
On 20 Dec NTPC was trading at 333.25. The strike last trading price was 28, which was 5.60 higher than the previous day. The implied volatity was 58.13, the open interest changed by -82 which decreased total open position to 710
On 19 Dec NTPC was trading at 337.40. The strike last trading price was 22.4, which was 5.40 higher than the previous day. The implied volatity was 36.85, the open interest changed by -60 which decreased total open position to 792
On 18 Dec NTPC was trading at 341.75. The strike last trading price was 17, which was 5.50 higher than the previous day. The implied volatity was 22.83, the open interest changed by 44 which increased total open position to 863
On 17 Dec NTPC was trading at 349.05. The strike last trading price was 11.5, which was 2.75 higher than the previous day. The implied volatity was 23.81, the open interest changed by 13 which increased total open position to 820
On 16 Dec NTPC was trading at 352.90. The strike last trading price was 8.75, which was 3.00 higher than the previous day. The implied volatity was 21.79, the open interest changed by -35 which decreased total open position to 807
On 13 Dec NTPC was trading at 357.15. The strike last trading price was 5.75, which was -2.10 lower than the previous day. The implied volatity was 19.47, the open interest changed by -253 which decreased total open position to 993
On 12 Dec NTPC was trading at 355.60. The strike last trading price was 7.85, which was 4.70 higher than the previous day. The implied volatity was 22.92, the open interest changed by -324 which decreased total open position to 1258
On 11 Dec NTPC was trading at 365.50. The strike last trading price was 3.15, which was 0.15 higher than the previous day. The implied volatity was 20.99, the open interest changed by -170 which decreased total open position to 1578
On 10 Dec NTPC was trading at 369.15. The strike last trading price was 3, which was 0.20 higher than the previous day. The implied volatity was 23.15, the open interest changed by -73 which decreased total open position to 1755
On 9 Dec NTPC was trading at 369.85. The strike last trading price was 2.8, which was -0.25 lower than the previous day. The implied volatity was 22.35, the open interest changed by 8 which increased total open position to 1835
On 6 Dec NTPC was trading at 369.50. The strike last trading price was 3.05, which was -0.40 lower than the previous day. The implied volatity was 22.07, the open interest changed by 178 which increased total open position to 1828
On 5 Dec NTPC was trading at 369.15. The strike last trading price was 3.45, which was 0.50 higher than the previous day. The implied volatity was 22.69, the open interest changed by -257 which decreased total open position to 1651
On 4 Dec NTPC was trading at 372.75. The strike last trading price was 2.95, which was -1.30 lower than the previous day. The implied volatity was 23.22, the open interest changed by 223 which increased total open position to 1914
On 3 Dec NTPC was trading at 367.45. The strike last trading price was 4.25, which was -3.75 lower than the previous day. The implied volatity was 22.85, the open interest changed by 627 which increased total open position to 1691
On 2 Dec NTPC was trading at 358.20. The strike last trading price was 8, which was 1.20 higher than the previous day. The implied volatity was 22.80, the open interest changed by 52 which increased total open position to 1069
On 29 Nov NTPC was trading at 363.65. The strike last trading price was 6.8, which was -0.65 lower than the previous day. The implied volatity was 23.95, the open interest changed by -141 which decreased total open position to 1047
On 28 Nov NTPC was trading at 362.05. The strike last trading price was 7.45, which was 1.50 higher than the previous day. The implied volatity was 27.54, the open interest changed by 292 which increased total open position to 1187
On 27 Nov NTPC was trading at 369.30. The strike last trading price was 5.95, which was -3.60 lower than the previous day. The implied volatity was 27.25, the open interest changed by 189 which increased total open position to 895
On 26 Nov NTPC was trading at 361.65. The strike last trading price was 9.55, which was 3.05 higher than the previous day. The implied volatity was 28.85, the open interest changed by 372 which increased total open position to 703
On 25 Nov NTPC was trading at 368.40. The strike last trading price was 6.5, which was -2.35 lower than the previous day. The implied volatity was 27.34, the open interest changed by 174 which increased total open position to 335
On 22 Nov NTPC was trading at 365.45. The strike last trading price was 8.85, which was -4.35 lower than the previous day. The implied volatity was 28.38, the open interest changed by 63 which increased total open position to 224
On 21 Nov NTPC was trading at 356.15. The strike last trading price was 13.2, which was 3.30 higher than the previous day. The implied volatity was 30.99, the open interest changed by 55 which increased total open position to 157
On 20 Nov NTPC was trading at 366.70. The strike last trading price was 9.9, which was 0.00 lower than the previous day. The implied volatity was 31.89, the open interest changed by 31 which increased total open position to 101
On 19 Nov NTPC was trading at 366.70. The strike last trading price was 9.9, which was 0.70 higher than the previous day. The implied volatity was 31.89, the open interest changed by 30 which increased total open position to 101
On 18 Nov NTPC was trading at 366.70. The strike last trading price was 9.2, which was 4.45 higher than the previous day. The implied volatity was 29.86, the open interest changed by 69 which increased total open position to 69
On 14 Nov NTPC was trading at 372.50. The strike last trading price was 4.75, which was 0.00 lower than the previous day. The implied volatity was 4.27, the open interest changed by 0 which decreased total open position to 0
On 23 Oct NTPC was trading at 408.30. The strike last trading price was 4.75, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
