NTPC
Ntpc Ltd
Historical option data for NTPC
21 Nov 2024 04:10 PM IST
| NTPC 28NOV2024 360 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.45
Vega: 0.20
Theta: -0.42
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 356.15 | 4.45 | -6.20 | 26.80 | 11,146 | 914 | 1,337 | |||
| 20 Nov | 366.70 | 10.65 | 0.00 | 26.76 | 2,173 | 104 | 429 | |||
| 19 Nov | 366.70 | 10.65 | -0.40 | 26.76 | 2,173 | 110 | 429 | |||
| 18 Nov | 366.70 | 11.05 | -5.95 | 26.30 | 1,273 | 257 | 320 | |||
| 14 Nov | 372.50 | 17 | -6.40 | 25.59 | 88 | 14 | 64 | |||
| 13 Nov | 381.35 | 23.4 | -0.45 | 27.26 | 58 | 28 | 48 | |||
| 12 Nov | 380.30 | 23.85 | -14.15 | 29.11 | 5 | 1 | 20 | |||
| 11 Nov | 392.55 | 38 | 0.00 | 0.00 | 0 | -1 | 0 | |||
| 8 Nov | 397.65 | 38 | -3.60 | 17.43 | 2 | -1 | 19 | |||
| 7 Nov | 403.80 | 41.6 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Nov | 408.90 | 41.6 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Nov | 403.10 | 41.6 | 0.00 | 0.00 | 0 | 20 | 0 | |||
| 4 Nov | 400.95 | 41.6 | -23.45 | - | 21 | 19 | 19 | |||
| 1 Nov | 411.35 | 65.05 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 408.15 | 65.05 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 408.50 | 65.05 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 412.15 | 65.05 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 403.90 | 65.05 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 398.90 | 65.05 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 411.90 | 65.05 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 408.30 | 65.05 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 415.75 | 65.05 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 425.00 | 65.05 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 424.95 | 65.05 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 417.75 | 65.05 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 424.25 | 65.05 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 426.60 | 65.05 | 65.05 | - | 0 | 0 | 0 | |||
| 3 Oct | 435.35 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Sept | 436.10 | 0 | 0.00 | - | 0 | 0 | 0 | |||
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| 12 Sept | 404.85 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Sept | 389.65 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Sept | 389.85 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Sept | 394.80 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Sept | 403.25 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Sept | 405.10 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Sept | 406.40 | 0 | - | 0 | 0 | 0 | ||||
For Ntpc Ltd - strike price 360 expiring on 28NOV2024
Delta for 360 CE is 0.45
Historical price for 360 CE is as follows
On 21 Nov NTPC was trading at 356.15. The strike last trading price was 4.45, which was -6.20 lower than the previous day. The implied volatity was 26.80, the open interest changed by 914 which increased total open position to 1337
On 20 Nov NTPC was trading at 366.70. The strike last trading price was 10.65, which was 0.00 lower than the previous day. The implied volatity was 26.76, the open interest changed by 104 which increased total open position to 429
On 19 Nov NTPC was trading at 366.70. The strike last trading price was 10.65, which was -0.40 lower than the previous day. The implied volatity was 26.76, the open interest changed by 110 which increased total open position to 429
On 18 Nov NTPC was trading at 366.70. The strike last trading price was 11.05, which was -5.95 lower than the previous day. The implied volatity was 26.30, the open interest changed by 257 which increased total open position to 320
On 14 Nov NTPC was trading at 372.50. The strike last trading price was 17, which was -6.40 lower than the previous day. The implied volatity was 25.59, the open interest changed by 14 which increased total open position to 64
On 13 Nov NTPC was trading at 381.35. The strike last trading price was 23.4, which was -0.45 lower than the previous day. The implied volatity was 27.26, the open interest changed by 28 which increased total open position to 48
On 12 Nov NTPC was trading at 380.30. The strike last trading price was 23.85, which was -14.15 lower than the previous day. The implied volatity was 29.11, the open interest changed by 1 which increased total open position to 20
On 11 Nov NTPC was trading at 392.55. The strike last trading price was 38, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 8 Nov NTPC was trading at 397.65. The strike last trading price was 38, which was -3.60 lower than the previous day. The implied volatity was 17.43, the open interest changed by -1 which decreased total open position to 19
On 7 Nov NTPC was trading at 403.80. The strike last trading price was 41.6, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 6 Nov NTPC was trading at 408.90. The strike last trading price was 41.6, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 5 Nov NTPC was trading at 403.10. The strike last trading price was 41.6, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 20 which increased total open position to 0
On 4 Nov NTPC was trading at 400.95. The strike last trading price was 41.6, which was -23.45 lower than the previous day. The implied volatity was -, the open interest changed by 19 which increased total open position to 19
On 1 Nov NTPC was trading at 411.35. The strike last trading price was 65.05, 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 31 Oct NTPC was trading at 408.15. The strike last trading price was 65.05, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct NTPC was trading at 408.50. The strike last trading price was 65.05, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct NTPC was trading at 412.15. The strike last trading price was 65.05, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct NTPC was trading at 403.90. The strike last trading price was 65.05, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct NTPC was trading at 398.90. The strike last trading price was 65.05, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct NTPC was trading at 411.90. The strike last trading price was 65.05, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct NTPC was trading at 408.30. The strike last trading price was 65.05, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct NTPC was trading at 415.75. The strike last trading price was 65.05, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct NTPC was trading at 425.00. The strike last trading price was 65.05, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Oct NTPC was trading at 424.95. The strike last trading price was 65.05, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Oct NTPC was trading at 417.75. The strike last trading price was 65.05, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 16 Oct NTPC was trading at 424.25. The strike last trading price was 65.05, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 15 Oct NTPC was trading at 426.60. The strike last trading price was 65.05, which was 65.05 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 3 Oct NTPC was trading at 435.35. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Sept NTPC was trading at 436.10. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 12 Sept NTPC was trading at 404.85. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 11 Sept NTPC was trading at 389.65. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 9 Sept NTPC was trading at 389.85. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 6 Sept NTPC was trading at 394.80. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 5 Sept NTPC was trading at 403.25. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 4 Sept NTPC was trading at 405.10. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 3 Sept NTPC was trading at 406.40. 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 28NOV2024 360 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.54
Vega: 0.20
Theta: -0.38
Gamma: 0.03
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 356.15 | 7.05 | 3.00 | 30.82 | 5,202 | -43 | 1,536 |
| 20 Nov | 366.70 | 4.05 | 0.00 | 32.30 | 3,608 | 186 | 1,591 |
| 19 Nov | 366.70 | 4.05 | 0.05 | 32.30 | 3,608 | 198 | 1,591 |
| 18 Nov | 366.70 | 4 | 1.70 | 30.42 | 5,632 | 531 | 1,401 |
| 14 Nov | 372.50 | 2.3 | 0.15 | 26.21 | 2,205 | -54 | 870 |
| 13 Nov | 381.35 | 2.15 | 0.15 | 31.02 | 2,022 | 177 | 936 |
| 12 Nov | 380.30 | 2 | 1.15 | 29.23 | 1,629 | 355 | 808 |
| 11 Nov | 392.55 | 0.85 | 0.10 | 30.15 | 368 | 99 | 453 |
| 8 Nov | 397.65 | 0.75 | 0.20 | 28.78 | 238 | 51 | 351 |
| 7 Nov | 403.80 | 0.55 | 0.15 | 30.29 | 159 | 73 | 300 |
| 6 Nov | 408.90 | 0.4 | -0.60 | 30.17 | 572 | -81 | 228 |
| 5 Nov | 403.10 | 1 | -0.75 | 32.58 | 461 | 21 | 303 |
| 4 Nov | 400.95 | 1.75 | 0.60 | 35.41 | 493 | 80 | 281 |
| 1 Nov | 411.35 | 1.15 | -0.20 | 35.51 | 41 | 15 | 202 |
| 31 Oct | 408.15 | 1.35 | -0.10 | - | 76 | 16 | 187 |
| 30 Oct | 408.50 | 1.45 | 0.10 | - | 84 | 30 | 170 |
| 29 Oct | 412.15 | 1.35 | -0.90 | - | 196 | -32 | 139 |
| 28 Oct | 403.90 | 2.25 | -1.20 | - | 176 | 31 | 167 |
| 25 Oct | 398.90 | 3.45 | 1.30 | - | 374 | 76 | 136 |
| 24 Oct | 411.90 | 2.15 | -0.70 | - | 79 | 14 | 59 |
| 23 Oct | 408.30 | 2.85 | 0.75 | - | 399 | 14 | 44 |
| 22 Oct | 415.75 | 2.1 | 0.65 | - | 204 | 14 | 31 |
| 21 Oct | 425.00 | 1.45 | 0.60 | - | 1 | 0 | 18 |
| 18 Oct | 424.95 | 0.85 | -0.15 | - | 9 | -1 | 18 |
| 17 Oct | 417.75 | 1 | 0.05 | - | 3 | 2 | 18 |
| 16 Oct | 424.25 | 0.95 | -0.05 | - | 10 | 3 | 15 |
| 15 Oct | 426.60 | 1 | -0.90 | - | 30 | 9 | 12 |
| 3 Oct | 435.35 | 1.9 | 0.25 | - | 1 | 0 | 2 |
| 25 Sept | 436.10 | 1.65 | -3.30 | - | 2 | 0 | 1 |
| 12 Sept | 404.85 | 4.95 | 0.00 | - | 0 | 0 | 0 |
| 11 Sept | 389.65 | 4.95 | 0.00 | - | 0 | 0 | 0 |
| 9 Sept | 389.85 | 4.95 | 0.00 | - | 0 | 1 | 0 |
| 6 Sept | 394.80 | 4.95 | -3.75 | - | 1 | 0 | 0 |
| 5 Sept | 403.25 | 8.7 | 8.70 | - | 0 | 0 | 0 |
| 4 Sept | 405.10 | 0 | 0.00 | - | 0 | 0 | 0 |
| 3 Sept | 406.40 | 0 | - | 0 | 0 | 0 | |
For Ntpc Ltd - strike price 360 expiring on 28NOV2024
Delta for 360 PE is -0.54
Historical price for 360 PE is as follows
On 21 Nov NTPC was trading at 356.15. The strike last trading price was 7.05, which was 3.00 higher than the previous day. The implied volatity was 30.82, the open interest changed by -43 which decreased total open position to 1536
On 20 Nov NTPC was trading at 366.70. The strike last trading price was 4.05, which was 0.00 lower than the previous day. The implied volatity was 32.30, the open interest changed by 186 which increased total open position to 1591
On 19 Nov NTPC was trading at 366.70. The strike last trading price was 4.05, which was 0.05 higher than the previous day. The implied volatity was 32.30, the open interest changed by 198 which increased total open position to 1591
On 18 Nov NTPC was trading at 366.70. The strike last trading price was 4, which was 1.70 higher than the previous day. The implied volatity was 30.42, the open interest changed by 531 which increased total open position to 1401
On 14 Nov NTPC was trading at 372.50. The strike last trading price was 2.3, which was 0.15 higher than the previous day. The implied volatity was 26.21, the open interest changed by -54 which decreased total open position to 870
On 13 Nov NTPC was trading at 381.35. The strike last trading price was 2.15, which was 0.15 higher than the previous day. The implied volatity was 31.02, the open interest changed by 177 which increased total open position to 936
On 12 Nov NTPC was trading at 380.30. The strike last trading price was 2, which was 1.15 higher than the previous day. The implied volatity was 29.23, the open interest changed by 355 which increased total open position to 808
On 11 Nov NTPC was trading at 392.55. The strike last trading price was 0.85, which was 0.10 higher than the previous day. The implied volatity was 30.15, the open interest changed by 99 which increased total open position to 453
On 8 Nov NTPC was trading at 397.65. The strike last trading price was 0.75, which was 0.20 higher than the previous day. The implied volatity was 28.78, the open interest changed by 51 which increased total open position to 351
On 7 Nov NTPC was trading at 403.80. The strike last trading price was 0.55, which was 0.15 higher than the previous day. The implied volatity was 30.29, the open interest changed by 73 which increased total open position to 300
On 6 Nov NTPC was trading at 408.90. The strike last trading price was 0.4, which was -0.60 lower than the previous day. The implied volatity was 30.17, the open interest changed by -81 which decreased total open position to 228
On 5 Nov NTPC was trading at 403.10. The strike last trading price was 1, which was -0.75 lower than the previous day. The implied volatity was 32.58, the open interest changed by 21 which increased total open position to 303
On 4 Nov NTPC was trading at 400.95. The strike last trading price was 1.75, which was 0.60 higher than the previous day. The implied volatity was 35.41, the open interest changed by 80 which increased total open position to 281
On 1 Nov NTPC was trading at 411.35. The strike last trading price was 1.15, which was -0.20 lower than the previous day. The implied volatity was 35.51, the open interest changed by 15 which increased total open position to 202
On 31 Oct NTPC was trading at 408.15. The strike last trading price was 1.35, which was -0.10 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct NTPC was trading at 408.50. The strike last trading price was 1.45, which was 0.10 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct NTPC was trading at 412.15. The strike last trading price was 1.35, which was -0.90 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct NTPC was trading at 403.90. The strike last trading price was 2.25, which was -1.20 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct NTPC was trading at 398.90. The strike last trading price was 3.45, which was 1.30 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct NTPC was trading at 411.90. The strike last trading price was 2.15, which was -0.70 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct NTPC was trading at 408.30. The strike last trading price was 2.85, which was 0.75 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct NTPC was trading at 415.75. The strike last trading price was 2.1, which was 0.65 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct NTPC was trading at 425.00. The strike last trading price was 1.45, which was 0.60 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Oct NTPC was trading at 424.95. The strike last trading price was 0.85, which was -0.15 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Oct NTPC was trading at 417.75. The strike last trading price was 1, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 16 Oct NTPC was trading at 424.25. The strike last trading price was 0.95, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 15 Oct NTPC was trading at 426.60. The strike last trading price was 1, which was -0.90 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 3 Oct NTPC was trading at 435.35. The strike last trading price was 1.9, which was 0.25 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Sept NTPC was trading at 436.10. The strike last trading price was 1.65, which was -3.30 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 12 Sept NTPC was trading at 404.85. The strike last trading price was 4.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 11 Sept NTPC was trading at 389.65. The strike last trading price was 4.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 9 Sept NTPC was trading at 389.85. The strike last trading price was 4.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 6 Sept NTPC was trading at 394.80. The strike last trading price was 4.95, which was -3.75 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 5 Sept NTPC was trading at 403.25. The strike last trading price was 8.7, which was 8.70 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 4 Sept NTPC was trading at 405.10. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 3 Sept NTPC was trading at 406.40. 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
