[--[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 19.35 3.35 - 5,11,500 -88,500 1,87,500
4 Jul 372.95 16 - 5,04,000 -79,500 2,76,000
3 Jul 372.65 15.8 - 6,40,500 -49,500 3,55,500
2 Jul 370.40 14.65 - 9,87,000 39,000 4,06,500
1 Jul 369.75 15.2 - 6,82,500 1,26,000 3,67,500
28 Jun 378.35 22.05 - 8,59,500 -2,38,500 2,41,500
27 Jun 377.15 20.15 - 45,63,000 -6,46,500 4,80,000
26 Jun 365.05 13.55 - 29,71,500 1,23,000 11,20,500
25 Jun 360.85 11.45 - 11,55,000 2,98,500 9,97,500
24 Jun 362.75 13.35 - 9,88,500 5,23,500 7,00,500
21 Jun 359.80 11.65 - 2,47,500 75,000 1,77,000
20 Jun 357.65 12.00 - 1,15,500 60,000 1,00,500
19 Jun 362.50 13.30 - 45,000 27,000 40,500
18 Jun 369.65 16.75 - 0 6,000 0
14 Jun 368.45 16.75 - 6,000 4,500 12,000
13 Jun 369.95 17.90 - 0 0 0
12 Jun 371.30 17.90 - 0 0 0
11 Jun 367.40 17.90 - 0 -1,500 0
10 Jun 364.90 17.90 - 1,500 0 9,000
7 Jun 360.60 16.75 - 10,500 1,500 1,500
6 Jun 349.75 16.45 - 0 0 0
5 Jun 341.00 16.45 - 0 0 0
4 Jun 331.25 16.45 - 0 0 0
3 Jun 391.80 16.45 - 0 0 0
31 May 359.00 16.45 - 0 0 0


For NTPC LTD - strike price 365 expiring on 25JUL2024

Delta for 365 CE is -

Historical price for 365 CE is as follows

On 5 Jul NTPC was trading at 379.80. The strike last trading price was 19.35, which was 3.35 higher than the previous day. The implied volatity was -, the open interest changed by -88500 which decreased total open position to 187500


On 4 Jul NTPC was trading at 372.95. The strike last trading price was 16, which was lower than the previous day. The implied volatity was -, the open interest changed by -79500 which decreased total open position to 276000


On 3 Jul NTPC was trading at 372.65. The strike last trading price was 15.8, which was lower than the previous day. The implied volatity was -, the open interest changed by -49500 which decreased total open position to 355500


On 2 Jul NTPC was trading at 370.40. The strike last trading price was 14.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 39000 which increased total open position to 406500


On 1 Jul NTPC was trading at 369.75. The strike last trading price was 15.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 126000 which increased total open position to 367500


On 28 Jun NTPC was trading at 378.35. The strike last trading price was 22.05, which was lower than the previous day. The implied volatity was -, the open interest changed by -238500 which decreased total open position to 241500


On 27 Jun NTPC was trading at 377.15. The strike last trading price was 20.15, which was lower than the previous day. The implied volatity was -, the open interest changed by -646500 which decreased total open position to 480000


On 26 Jun NTPC was trading at 365.05. The strike last trading price was 13.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 123000 which increased total open position to 1120500


On 25 Jun NTPC was trading at 360.85. The strike last trading price was 11.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 298500 which increased total open position to 997500


On 24 Jun NTPC was trading at 362.75. The strike last trading price was 13.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 523500 which increased total open position to 700500


On 21 Jun NTPC was trading at 359.80. The strike last trading price was 11.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 75000 which increased total open position to 177000


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 60000 which increased total open position to 100500


On 19 Jun NTPC was trading at 362.50. The strike last trading price was 13.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 27000 which increased total open position to 40500


On 18 Jun NTPC was trading at 369.65. The strike last trading price was 16.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 6000 which increased total open position to 0


On 14 Jun NTPC was trading at 368.45. The strike last trading price was 16.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 4500 which increased total open position to 12000


On 13 Jun NTPC was trading at 369.95. The strike last trading price was 17.90, 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 12 Jun NTPC was trading at 371.30. The strike last trading price was 17.90, 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 11 Jun NTPC was trading at 367.40. The strike last trading price was 17.90, which was lower than the previous day. The implied volatity was -, the open interest changed by -1500 which decreased total open position to 0


On 10 Jun NTPC was trading at 364.90. The strike last trading price was 17.90, 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 7 Jun NTPC was trading at 360.60. The strike last trading price was 16.75, 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 6 Jun NTPC was trading at 349.75. The strike last trading price was 16.45, 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 5 Jun NTPC was trading at 341.00. The strike last trading price was 16.45, 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 16.45, 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 16.45, 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 16.45, 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 3.4 -1.90 - 14,70,000 1,23,000 5,67,000
4 Jul 372.95 5.3 - 10,59,000 1,500 4,44,000
3 Jul 372.65 6.25 - 7,80,000 -4,500 4,42,500
2 Jul 370.40 7.5 - 16,68,000 67,500 4,47,000
1 Jul 369.75 8.05 - 21,81,000 -51,000 3,79,500
28 Jun 378.35 5 - 13,81,500 24,000 4,30,500
27 Jun 377.15 6.8 - 15,00,000 1,86,000 4,06,500
26 Jun 365.05 11.15 - 3,27,000 72,000 2,17,500
25 Jun 360.85 12.75 - 1,38,000 54,000 1,45,500
24 Jun 362.75 11.85 - 1,06,500 64,500 91,500
21 Jun 359.80 15.25 - 34,500 24,000 24,000
20 Jun 357.65 13.80 - 3,000 1,500 1,500
19 Jun 362.50 17.70 - 0 0 0
18 Jun 369.65 17.70 - 0 0 0
14 Jun 368.45 17.70 - 0 0 0
13 Jun 369.95 17.70 - 0 0 0
12 Jun 371.30 17.70 - 0 0 0
11 Jun 367.40 17.70 - 0 0 0
10 Jun 364.90 17.70 - 0 0 0
7 Jun 360.60 17.70 - 0 0 0
6 Jun 349.75 17.70 - 0 0 0
5 Jun 341.00 17.70 - 0 0 0
4 Jun 331.25 17.70 - 0 0 0
3 Jun 391.80 17.70 - 0 0 0
31 May 359.00 17.70 - 0 0 0


For NTPC LTD - strike price 365 expiring on 25JUL2024

Delta for 365 PE is -

Historical price for 365 PE is as follows

On 5 Jul NTPC was trading at 379.80. The strike last trading price was 3.4, which was -1.90 lower than the previous day. The implied volatity was -, the open interest changed by 123000 which increased total open position to 567000


On 4 Jul NTPC was trading at 372.95. The strike last trading price was 5.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 1500 which increased total open position to 444000


On 3 Jul NTPC was trading at 372.65. The strike last trading price was 6.25, which was lower than the previous day. The implied volatity was -, the open interest changed by -4500 which decreased total open position to 442500


On 2 Jul NTPC was trading at 370.40. The strike last trading price was 7.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 67500 which increased total open position to 447000


On 1 Jul NTPC was trading at 369.75. The strike last trading price was 8.05, which was lower than the previous day. The implied volatity was -, the open interest changed by -51000 which decreased total open position to 379500


On 28 Jun NTPC was trading at 378.35. The strike last trading price was 5, which was lower than the previous day. The implied volatity was -, the open interest changed by 24000 which increased total open position to 430500


On 27 Jun NTPC was trading at 377.15. The strike last trading price was 6.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 186000 which increased total open position to 406500


On 26 Jun NTPC was trading at 365.05. The strike last trading price was 11.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 72000 which increased total open position to 217500


On 25 Jun NTPC was trading at 360.85. The strike last trading price was 12.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 54000 which increased total open position to 145500


On 24 Jun NTPC was trading at 362.75. The strike last trading price was 11.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 64500 which increased total open position to 91500


On 21 Jun NTPC was trading at 359.80. The strike last trading price was 15.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 24000 which increased total open position to 24000


On 20 Jun NTPC was trading at 357.65. The strike last trading price was 13.80, 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 19 Jun NTPC was trading at 362.50. The strike last trading price was 17.70, 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 18 Jun NTPC was trading at 369.65. The strike last trading price was 17.70, 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 14 Jun NTPC was trading at 368.45. The strike last trading price was 17.70, 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 13 Jun NTPC was trading at 369.95. The strike last trading price was 17.70, 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 12 Jun NTPC was trading at 371.30. The strike last trading price was 17.70, 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 11 Jun NTPC was trading at 367.40. The strike last trading price was 17.70, 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 10 Jun NTPC was trading at 364.90. The strike last trading price was 17.70, 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 7 Jun NTPC was trading at 360.60. The strike last trading price was 17.70, 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 17.70, 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 5 Jun NTPC was trading at 341.00. The strike last trading price was 17.70, 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 17.70, 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 17.70, 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 17.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0