NTPC
Ntpc Ltd
Historical option data for NTPC
11 Apr 2025 04:10 PM IST
| NTPC 24APR2025 365 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.39
Vega: 0.26
Theta: -0.23
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 11 Apr | 360.10 | 3.45 | 0.9 | 19.13 | 6,920 | -9 | 7,733 | |||
| 9 Apr | 349.35 | 2.7 | -0.6 | 25.71 | 2,804 | -34 | 7,740 | |||
| 8 Apr | 352.95 | 3.3 | 0.25 | 24.32 | 4,723 | 4 | 7,775 | |||
| 7 Apr | 349.80 | 3.2 | 0.35 | 26.95 | 3,823 | 121 | 7,771 | |||
| 4 Apr | 350.40 | 2.9 | -2.15 | 22.37 | 4,069 | 504 | 7,649 | |||
| 3 Apr | 358.90 | 5.15 | 1.25 | 19.75 | 9,009 | 2,924 | 7,145 | |||
| 2 Apr | 351.75 | 3.75 | -0.35 | 23.27 | 2,569 | -6 | 4,221 | |||
| 1 Apr | 352.15 | 4.2 | -3.15 | 22.80 | 9,370 | 3,478 | 4,233 | |||
| 28 Mar | 357.60 | 7.1 | -3 | 23.27 | 4,042 | 267 | 755 | |||
| 27 Mar | 360.65 | 11.4 | 4.1 | 26.13 | 2,294 | 149 | 487 | |||
| 26 Mar | 354.65 | 7.2 | -5.6 | 26.71 | 853 | 92 | 339 | |||
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| 25 Mar | 366.95 | 12.25 | -1.05 | 25.51 | 390 | 36 | 245 | |||
| 24 Mar | 366.95 | 13.65 | 7.55 | 25.77 | 971 | 140 | 210 | |||
| 21 Mar | 351.30 | 6.1 | 2.35 | 24.10 | 139 | 50 | 71 | |||
| 20 Mar | 341.75 | 3.75 | 0.15 | 25.18 | 11 | 4 | 20 | |||
| 19 Mar | 341.30 | 3.6 | 0.65 | 25.07 | 15 | 3 | 15 | |||
| 18 Mar | 337.35 | 2.95 | -1.15 | 24.78 | 18 | 11 | 11 | |||
| 17 Mar | 331.65 | 4.1 | 0 | 7.58 | 0 | 0 | 0 | |||
| 13 Mar | 331.90 | 4.1 | 0 | 7.29 | 0 | 0 | 0 | |||
| 12 Mar | 330.15 | 4.1 | 0 | 7.52 | 0 | 0 | 0 | |||
| 11 Mar | 330.30 | 4.1 | 0 | 7.04 | 0 | 0 | 0 | |||
| 10 Mar | 329.40 | 4.1 | 0 | 7.58 | 0 | 0 | 0 | |||
| 7 Mar | 329.55 | 4.1 | 0 | 6.92 | 0 | 0 | 0 | |||
| 6 Mar | 337.90 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
For Ntpc Ltd - strike price 365 expiring on 24APR2025
Delta for 365 CE is 0.39
Historical price for 365 CE is as follows
On 11 Apr NTPC was trading at 360.10. The strike last trading price was 3.45, which was 0.9 higher than the previous day. The implied volatity was 19.13, the open interest changed by -9 which decreased total open position to 7733
On 9 Apr NTPC was trading at 349.35. The strike last trading price was 2.7, which was -0.6 lower than the previous day. The implied volatity was 25.71, the open interest changed by -34 which decreased total open position to 7740
On 8 Apr NTPC was trading at 352.95. The strike last trading price was 3.3, which was 0.25 higher than the previous day. The implied volatity was 24.32, the open interest changed by 4 which increased total open position to 7775
On 7 Apr NTPC was trading at 349.80. The strike last trading price was 3.2, which was 0.35 higher than the previous day. The implied volatity was 26.95, the open interest changed by 121 which increased total open position to 7771
On 4 Apr NTPC was trading at 350.40. The strike last trading price was 2.9, which was -2.15 lower than the previous day. The implied volatity was 22.37, the open interest changed by 504 which increased total open position to 7649
On 3 Apr NTPC was trading at 358.90. The strike last trading price was 5.15, which was 1.25 higher than the previous day. The implied volatity was 19.75, the open interest changed by 2924 which increased total open position to 7145
On 2 Apr NTPC was trading at 351.75. The strike last trading price was 3.75, which was -0.35 lower than the previous day. The implied volatity was 23.27, the open interest changed by -6 which decreased total open position to 4221
On 1 Apr NTPC was trading at 352.15. The strike last trading price was 4.2, which was -3.15 lower than the previous day. The implied volatity was 22.80, the open interest changed by 3478 which increased total open position to 4233
On 28 Mar NTPC was trading at 357.60. The strike last trading price was 7.1, which was -3 lower than the previous day. The implied volatity was 23.27, the open interest changed by 267 which increased total open position to 755
On 27 Mar NTPC was trading at 360.65. The strike last trading price was 11.4, which was 4.1 higher than the previous day. The implied volatity was 26.13, the open interest changed by 149 which increased total open position to 487
On 26 Mar NTPC was trading at 354.65. The strike last trading price was 7.2, which was -5.6 lower than the previous day. The implied volatity was 26.71, the open interest changed by 92 which increased total open position to 339
On 25 Mar NTPC was trading at 366.95. The strike last trading price was 12.25, which was -1.05 lower than the previous day. The implied volatity was 25.51, the open interest changed by 36 which increased total open position to 245
On 24 Mar NTPC was trading at 366.95. The strike last trading price was 13.65, which was 7.55 higher than the previous day. The implied volatity was 25.77, the open interest changed by 140 which increased total open position to 210
On 21 Mar NTPC was trading at 351.30. The strike last trading price was 6.1, which was 2.35 higher than the previous day. The implied volatity was 24.10, the open interest changed by 50 which increased total open position to 71
On 20 Mar NTPC was trading at 341.75. The strike last trading price was 3.75, which was 0.15 higher than the previous day. The implied volatity was 25.18, the open interest changed by 4 which increased total open position to 20
On 19 Mar NTPC was trading at 341.30. The strike last trading price was 3.6, which was 0.65 higher than the previous day. The implied volatity was 25.07, the open interest changed by 3 which increased total open position to 15
On 18 Mar NTPC was trading at 337.35. The strike last trading price was 2.95, which was -1.15 lower than the previous day. The implied volatity was 24.78, the open interest changed by 11 which increased total open position to 11
On 17 Mar NTPC was trading at 331.65. The strike last trading price was 4.1, which was 0 lower than the previous day. The implied volatity was 7.58, 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 4.1, which was 0 lower than the previous day. The implied volatity was 7.29, 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 4.1, which was 0 lower than the previous day. The implied volatity was 7.52, 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 4.1, which was 0 lower than the previous day. The implied volatity was 7.04, 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 4.1, which was 0 lower than the previous day. The implied volatity was 7.58, 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 4.1, which was 0 lower than the previous day. The implied volatity was 6.92, 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 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
| NTPC 24APR2025 365 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.59
Vega: 0.26
Theta: -0.17
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 11 Apr | 360.10 | 8.4 | -8.85 | 22.75 | 1,152 | 175 | 984 |
| 9 Apr | 349.35 | 15.75 | 1.55 | 26.57 | 290 | 9 | 808 |
| 8 Apr | 352.95 | 14.3 | -3.85 | 27.56 | 440 | 68 | 800 |
| 7 Apr | 349.80 | 18.05 | 2 | 32.00 | 343 | 53 | 733 |
| 4 Apr | 350.40 | 15.85 | 5.4 | 25.24 | 724 | 37 | 681 |
| 3 Apr | 358.90 | 10.1 | -5.15 | 23.57 | 1,478 | 289 | 645 |
| 2 Apr | 351.75 | 15.8 | 0.95 | 26.19 | 222 | -8 | 355 |
| 1 Apr | 352.15 | 14.5 | 1.3 | 24.48 | 1,198 | 72 | 361 |
| 28 Mar | 357.60 | 13.25 | 2.1 | 28.06 | 1,216 | 55 | 289 |
| 27 Mar | 360.65 | 9.95 | -6.35 | 26.98 | 572 | 25 | 231 |
| 26 Mar | 354.65 | 16.65 | 6.8 | 30.30 | 642 | 22 | 207 |
| 25 Mar | 366.95 | 10.2 | 0.85 | 28.15 | 425 | 43 | 190 |
| 24 Mar | 366.95 | 9.3 | -40.1 | 27.54 | 290 | 149 | 149 |
| 21 Mar | 351.30 | 49.4 | 0 | - | 0 | 0 | 0 |
| 20 Mar | 341.75 | 49.4 | 0 | - | 0 | 0 | 0 |
| 19 Mar | 341.30 | 49.4 | 0 | - | 0 | 0 | 0 |
| 18 Mar | 337.35 | 49.4 | 0 | - | 0 | 0 | 0 |
| 17 Mar | 331.65 | 49.4 | 0 | - | 0 | 0 | 0 |
| 13 Mar | 331.90 | 49.4 | 0 | - | 0 | 0 | 0 |
| 12 Mar | 330.15 | 49.4 | 0 | - | 0 | 0 | 0 |
| 11 Mar | 330.30 | 49.4 | 0 | - | 0 | 0 | 0 |
| 10 Mar | 329.40 | 49.4 | 0 | - | 0 | 0 | 0 |
| 7 Mar | 329.55 | 49.4 | 0 | - | 0 | 0 | 0 |
| 6 Mar | 337.90 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Ntpc Ltd - strike price 365 expiring on 24APR2025
Delta for 365 PE is -0.59
Historical price for 365 PE is as follows
On 11 Apr NTPC was trading at 360.10. The strike last trading price was 8.4, which was -8.85 lower than the previous day. The implied volatity was 22.75, the open interest changed by 175 which increased total open position to 984
On 9 Apr NTPC was trading at 349.35. The strike last trading price was 15.75, which was 1.55 higher than the previous day. The implied volatity was 26.57, the open interest changed by 9 which increased total open position to 808
On 8 Apr NTPC was trading at 352.95. The strike last trading price was 14.3, which was -3.85 lower than the previous day. The implied volatity was 27.56, the open interest changed by 68 which increased total open position to 800
On 7 Apr NTPC was trading at 349.80. The strike last trading price was 18.05, which was 2 higher than the previous day. The implied volatity was 32.00, the open interest changed by 53 which increased total open position to 733
On 4 Apr NTPC was trading at 350.40. The strike last trading price was 15.85, which was 5.4 higher than the previous day. The implied volatity was 25.24, the open interest changed by 37 which increased total open position to 681
On 3 Apr NTPC was trading at 358.90. The strike last trading price was 10.1, which was -5.15 lower than the previous day. The implied volatity was 23.57, the open interest changed by 289 which increased total open position to 645
On 2 Apr NTPC was trading at 351.75. The strike last trading price was 15.8, which was 0.95 higher than the previous day. The implied volatity was 26.19, the open interest changed by -8 which decreased total open position to 355
On 1 Apr NTPC was trading at 352.15. The strike last trading price was 14.5, which was 1.3 higher than the previous day. The implied volatity was 24.48, the open interest changed by 72 which increased total open position to 361
On 28 Mar NTPC was trading at 357.60. The strike last trading price was 13.25, which was 2.1 higher than the previous day. The implied volatity was 28.06, the open interest changed by 55 which increased total open position to 289
On 27 Mar NTPC was trading at 360.65. The strike last trading price was 9.95, which was -6.35 lower than the previous day. The implied volatity was 26.98, the open interest changed by 25 which increased total open position to 231
On 26 Mar NTPC was trading at 354.65. The strike last trading price was 16.65, which was 6.8 higher than the previous day. The implied volatity was 30.30, the open interest changed by 22 which increased total open position to 207
On 25 Mar NTPC was trading at 366.95. The strike last trading price was 10.2, which was 0.85 higher than the previous day. The implied volatity was 28.15, the open interest changed by 43 which increased total open position to 190
On 24 Mar NTPC was trading at 366.95. The strike last trading price was 9.3, which was -40.1 lower than the previous day. The implied volatity was 27.54, the open interest changed by 149 which increased total open position to 149
On 21 Mar NTPC was trading at 351.30. The strike last trading price was 49.4, 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 Mar NTPC was trading at 341.75. The strike last trading price was 49.4, 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 Mar NTPC was trading at 341.30. The strike last trading price was 49.4, 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 Mar NTPC was trading at 337.35. The strike last trading price was 49.4, 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 17 Mar NTPC was trading at 331.65. The strike last trading price was 49.4, 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 13 Mar NTPC was trading at 331.90. The strike last trading price was 49.4, 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 49.4, 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 49.4, 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 49.4, 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 49.4, 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 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
