NTPC
Ntpc Ltd
Historical option data for NTPC
20 Dec 2024 04:10 PM IST
| NTPC 26DEC2024 365 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.03
Vega: 0.03
Theta: -0.08
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 333.25 | 0.15 | -0.10 | 35.26 | 2,039 | 59 | 6,804 | |||
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| 19 Dec | 337.40 | 0.25 | -0.30 | 31.19 | 1,270 | -81 | 6,761 | |||
| 18 Dec | 341.75 | 0.55 | -0.45 | 29.25 | 4,091 | -188 | 6,843 | |||
| 17 Dec | 349.05 | 1 | -0.65 | 24.53 | 4,602 | 168 | 7,027 | |||
| 16 Dec | 352.90 | 1.65 | -1.05 | 23.29 | 3,699 | -23 | 6,855 | |||
| 13 Dec | 357.15 | 2.7 | -0.20 | 18.92 | 9,268 | 620 | 6,874 | |||
| 12 Dec | 355.60 | 2.9 | -4.30 | 21.27 | 9,988 | 1,559 | 6,275 | |||
| 11 Dec | 365.50 | 7.2 | -1.45 | 20.09 | 4,778 | 55 | 4,737 | |||
| 10 Dec | 369.15 | 8.65 | -1.15 | 17.88 | 1,617 | 13 | 4,683 | |||
| 9 Dec | 369.85 | 9.8 | -0.10 | 19.82 | 2,174 | 1 | 4,670 | |||
| 6 Dec | 369.50 | 9.9 | -0.30 | 17.33 | 1,088 | 1 | 4,669 | |||
| 5 Dec | 369.15 | 10.2 | -2.00 | 18.38 | 3,662 | 8 | 4,669 | |||
| 4 Dec | 372.75 | 12.2 | 2.70 | 17.17 | 2,821 | -92 | 4,661 | |||
| 3 Dec | 367.45 | 9.5 | 3.35 | 18.35 | 8,441 | 321 | 4,799 | |||
| 2 Dec | 358.20 | 6.15 | -2.95 | 21.97 | 8,313 | 3,664 | 4,494 | |||
| 29 Nov | 363.65 | 9.1 | -2.20 | 22.24 | 2,881 | 109 | 829 | |||
| 28 Nov | 362.05 | 11.3 | -3.50 | 24.15 | 2,713 | 440 | 725 | |||
| 27 Nov | 369.30 | 14.8 | 3.60 | 25.63 | 1,553 | -4 | 285 | |||
| 26 Nov | 361.65 | 11.2 | -3.60 | 27.07 | 443 | 167 | 286 | |||
| 25 Nov | 368.40 | 14.8 | 2.05 | 25.64 | 201 | 17 | 120 | |||
| 22 Nov | 365.45 | 12.75 | 2.40 | 25.20 | 343 | 1 | 104 | |||
| 21 Nov | 356.15 | 10.35 | -5.40 | 27.60 | 239 | 64 | 102 | |||
| 20 Nov | 366.70 | 15.75 | 0.00 | 27.81 | 63 | 24 | 37 | |||
| 19 Nov | 366.70 | 15.75 | 1.00 | 27.81 | 63 | 23 | 37 | |||
| 18 Nov | 366.70 | 14.75 | -38.20 | 24.89 | 28 | 13 | 13 | |||
| 14 Nov | 372.50 | 52.95 | - | 0 | 0 | 0 | ||||
For Ntpc Ltd - strike price 365 expiring on 26DEC2024
Delta for 365 CE is 0.03
Historical price for 365 CE is as follows
On 20 Dec NTPC was trading at 333.25. The strike last trading price was 0.15, which was -0.10 lower than the previous day. The implied volatity was 35.26, the open interest changed by 59 which increased total open position to 6804
On 19 Dec NTPC was trading at 337.40. The strike last trading price was 0.25, which was -0.30 lower than the previous day. The implied volatity was 31.19, the open interest changed by -81 which decreased total open position to 6761
On 18 Dec NTPC was trading at 341.75. The strike last trading price was 0.55, which was -0.45 lower than the previous day. The implied volatity was 29.25, the open interest changed by -188 which decreased total open position to 6843
On 17 Dec NTPC was trading at 349.05. The strike last trading price was 1, which was -0.65 lower than the previous day. The implied volatity was 24.53, the open interest changed by 168 which increased total open position to 7027
On 16 Dec NTPC was trading at 352.90. The strike last trading price was 1.65, which was -1.05 lower than the previous day. The implied volatity was 23.29, the open interest changed by -23 which decreased total open position to 6855
On 13 Dec NTPC was trading at 357.15. The strike last trading price was 2.7, which was -0.20 lower than the previous day. The implied volatity was 18.92, the open interest changed by 620 which increased total open position to 6874
On 12 Dec NTPC was trading at 355.60. The strike last trading price was 2.9, which was -4.30 lower than the previous day. The implied volatity was 21.27, the open interest changed by 1559 which increased total open position to 6275
On 11 Dec NTPC was trading at 365.50. The strike last trading price was 7.2, which was -1.45 lower than the previous day. The implied volatity was 20.09, the open interest changed by 55 which increased total open position to 4737
On 10 Dec NTPC was trading at 369.15. The strike last trading price was 8.65, which was -1.15 lower than the previous day. The implied volatity was 17.88, the open interest changed by 13 which increased total open position to 4683
On 9 Dec NTPC was trading at 369.85. The strike last trading price was 9.8, which was -0.10 lower than the previous day. The implied volatity was 19.82, the open interest changed by 1 which increased total open position to 4670
On 6 Dec NTPC was trading at 369.50. The strike last trading price was 9.9, which was -0.30 lower than the previous day. The implied volatity was 17.33, the open interest changed by 1 which increased total open position to 4669
On 5 Dec NTPC was trading at 369.15. The strike last trading price was 10.2, which was -2.00 lower than the previous day. The implied volatity was 18.38, the open interest changed by 8 which increased total open position to 4669
On 4 Dec NTPC was trading at 372.75. The strike last trading price was 12.2, which was 2.70 higher than the previous day. The implied volatity was 17.17, the open interest changed by -92 which decreased total open position to 4661
On 3 Dec NTPC was trading at 367.45. The strike last trading price was 9.5, which was 3.35 higher than the previous day. The implied volatity was 18.35, the open interest changed by 321 which increased total open position to 4799
On 2 Dec NTPC was trading at 358.20. The strike last trading price was 6.15, which was -2.95 lower than the previous day. The implied volatity was 21.97, the open interest changed by 3664 which increased total open position to 4494
On 29 Nov NTPC was trading at 363.65. The strike last trading price was 9.1, which was -2.20 lower than the previous day. The implied volatity was 22.24, the open interest changed by 109 which increased total open position to 829
On 28 Nov NTPC was trading at 362.05. The strike last trading price was 11.3, which was -3.50 lower than the previous day. The implied volatity was 24.15, the open interest changed by 440 which increased total open position to 725
On 27 Nov NTPC was trading at 369.30. The strike last trading price was 14.8, which was 3.60 higher than the previous day. The implied volatity was 25.63, the open interest changed by -4 which decreased total open position to 285
On 26 Nov NTPC was trading at 361.65. The strike last trading price was 11.2, which was -3.60 lower than the previous day. The implied volatity was 27.07, the open interest changed by 167 which increased total open position to 286
On 25 Nov NTPC was trading at 368.40. The strike last trading price was 14.8, which was 2.05 higher than the previous day. The implied volatity was 25.64, the open interest changed by 17 which increased total open position to 120
On 22 Nov NTPC was trading at 365.45. The strike last trading price was 12.75, which was 2.40 higher than the previous day. The implied volatity was 25.20, the open interest changed by 1 which increased total open position to 104
On 21 Nov NTPC was trading at 356.15. The strike last trading price was 10.35, which was -5.40 lower than the previous day. The implied volatity was 27.60, the open interest changed by 64 which increased total open position to 102
On 20 Nov NTPC was trading at 366.70. The strike last trading price was 15.75, which was 0.00 lower than the previous day. The implied volatity was 27.81, the open interest changed by 24 which increased total open position to 37
On 19 Nov NTPC was trading at 366.70. The strike last trading price was 15.75, which was 1.00 higher than the previous day. The implied volatity was 27.81, the open interest changed by 23 which increased total open position to 37
On 18 Nov NTPC was trading at 366.70. The strike last trading price was 14.75, which was -38.20 lower than the previous day. The implied volatity was 24.89, the open interest changed by 13 which increased total open position to 13
On 14 Nov NTPC was trading at 372.50. The strike last trading price was 52.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| NTPC 26DEC2024 365 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.91
Vega: 0.07
Theta: -0.19
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 333.25 | 31.7 | 3.75 | 49.90 | 102 | -71 | 601 |
| 19 Dec | 337.40 | 27.95 | 5.95 | 48.46 | 52 | -32 | 672 |
| 18 Dec | 341.75 | 22 | 6.60 | 27.88 | 143 | -113 | 705 |
| 17 Dec | 349.05 | 15.4 | 3.05 | 21.98 | 140 | -33 | 820 |
| 16 Dec | 352.90 | 12.35 | 3.65 | 20.85 | 379 | -58 | 856 |
| 13 Dec | 357.15 | 8.7 | -2.15 | 19.11 | 1,034 | -41 | 912 |
| 12 Dec | 355.60 | 10.85 | 6.00 | 22.27 | 2,487 | -207 | 976 |
| 11 Dec | 365.50 | 4.85 | 0.50 | 20.25 | 2,623 | -81 | 1,210 |
| 10 Dec | 369.15 | 4.35 | 0.25 | 22.06 | 2,614 | -10 | 1,300 |
| 9 Dec | 369.85 | 4.1 | -0.15 | 21.34 | 3,558 | -44 | 1,321 |
| 6 Dec | 369.50 | 4.25 | -0.65 | 20.81 | 2,231 | 138 | 1,375 |
| 5 Dec | 369.15 | 4.9 | 0.70 | 22.03 | 4,209 | 63 | 1,238 |
| 4 Dec | 372.75 | 4.2 | -1.70 | 22.63 | 2,807 | 195 | 1,174 |
| 3 Dec | 367.45 | 5.9 | -4.65 | 22.30 | 3,305 | 440 | 1,021 |
| 2 Dec | 358.20 | 10.55 | 1.70 | 22.37 | 1,077 | 58 | 579 |
| 29 Nov | 363.65 | 8.85 | -0.90 | 23.36 | 1,368 | -144 | 528 |
| 28 Nov | 362.05 | 9.75 | 2.10 | 27.89 | 1,860 | 369 | 671 |
| 27 Nov | 369.30 | 7.65 | -4.25 | 26.87 | 569 | 161 | 302 |
| 26 Nov | 361.65 | 11.9 | 3.50 | 28.73 | 333 | 66 | 141 |
| 25 Nov | 368.40 | 8.4 | -2.60 | 27.31 | 169 | 58 | 74 |
| 22 Nov | 365.45 | 11 | -5.50 | 28.24 | 62 | 44 | 60 |
| 21 Nov | 356.15 | 16.5 | 4.85 | 32.44 | 16 | 3 | 16 |
| 20 Nov | 366.70 | 11.65 | 0.00 | 30.72 | 12 | 12 | 12 |
| 19 Nov | 366.70 | 11.65 | 0.65 | 30.72 | 12 | 11 | 12 |
| 18 Nov | 366.70 | 11 | 5.25 | 29.19 | 1 | 0 | 0 |
| 14 Nov | 372.50 | 5.75 | 3.09 | 0 | 0 | 0 | |
For Ntpc Ltd - strike price 365 expiring on 26DEC2024
Delta for 365 PE is -0.91
Historical price for 365 PE is as follows
On 20 Dec NTPC was trading at 333.25. The strike last trading price was 31.7, which was 3.75 higher than the previous day. The implied volatity was 49.90, the open interest changed by -71 which decreased total open position to 601
On 19 Dec NTPC was trading at 337.40. The strike last trading price was 27.95, which was 5.95 higher than the previous day. The implied volatity was 48.46, the open interest changed by -32 which decreased total open position to 672
On 18 Dec NTPC was trading at 341.75. The strike last trading price was 22, which was 6.60 higher than the previous day. The implied volatity was 27.88, the open interest changed by -113 which decreased total open position to 705
On 17 Dec NTPC was trading at 349.05. The strike last trading price was 15.4, which was 3.05 higher than the previous day. The implied volatity was 21.98, the open interest changed by -33 which decreased total open position to 820
On 16 Dec NTPC was trading at 352.90. The strike last trading price was 12.35, which was 3.65 higher than the previous day. The implied volatity was 20.85, the open interest changed by -58 which decreased total open position to 856
On 13 Dec NTPC was trading at 357.15. The strike last trading price was 8.7, which was -2.15 lower than the previous day. The implied volatity was 19.11, the open interest changed by -41 which decreased total open position to 912
On 12 Dec NTPC was trading at 355.60. The strike last trading price was 10.85, which was 6.00 higher than the previous day. The implied volatity was 22.27, the open interest changed by -207 which decreased total open position to 976
On 11 Dec NTPC was trading at 365.50. The strike last trading price was 4.85, which was 0.50 higher than the previous day. The implied volatity was 20.25, the open interest changed by -81 which decreased total open position to 1210
On 10 Dec NTPC was trading at 369.15. The strike last trading price was 4.35, which was 0.25 higher than the previous day. The implied volatity was 22.06, the open interest changed by -10 which decreased total open position to 1300
On 9 Dec NTPC was trading at 369.85. The strike last trading price was 4.1, which was -0.15 lower than the previous day. The implied volatity was 21.34, the open interest changed by -44 which decreased total open position to 1321
On 6 Dec NTPC was trading at 369.50. The strike last trading price was 4.25, which was -0.65 lower than the previous day. The implied volatity was 20.81, the open interest changed by 138 which increased total open position to 1375
On 5 Dec NTPC was trading at 369.15. The strike last trading price was 4.9, which was 0.70 higher than the previous day. The implied volatity was 22.03, the open interest changed by 63 which increased total open position to 1238
On 4 Dec NTPC was trading at 372.75. The strike last trading price was 4.2, which was -1.70 lower than the previous day. The implied volatity was 22.63, the open interest changed by 195 which increased total open position to 1174
On 3 Dec NTPC was trading at 367.45. The strike last trading price was 5.9, which was -4.65 lower than the previous day. The implied volatity was 22.30, the open interest changed by 440 which increased total open position to 1021
On 2 Dec NTPC was trading at 358.20. The strike last trading price was 10.55, which was 1.70 higher than the previous day. The implied volatity was 22.37, the open interest changed by 58 which increased total open position to 579
On 29 Nov NTPC was trading at 363.65. The strike last trading price was 8.85, which was -0.90 lower than the previous day. The implied volatity was 23.36, the open interest changed by -144 which decreased total open position to 528
On 28 Nov NTPC was trading at 362.05. The strike last trading price was 9.75, which was 2.10 higher than the previous day. The implied volatity was 27.89, the open interest changed by 369 which increased total open position to 671
On 27 Nov NTPC was trading at 369.30. The strike last trading price was 7.65, which was -4.25 lower than the previous day. The implied volatity was 26.87, the open interest changed by 161 which increased total open position to 302
On 26 Nov NTPC was trading at 361.65. The strike last trading price was 11.9, which was 3.50 higher than the previous day. The implied volatity was 28.73, the open interest changed by 66 which increased total open position to 141
On 25 Nov NTPC was trading at 368.40. The strike last trading price was 8.4, which was -2.60 lower than the previous day. The implied volatity was 27.31, the open interest changed by 58 which increased total open position to 74
On 22 Nov NTPC was trading at 365.45. The strike last trading price was 11, which was -5.50 lower than the previous day. The implied volatity was 28.24, the open interest changed by 44 which increased total open position to 60
On 21 Nov NTPC was trading at 356.15. The strike last trading price was 16.5, which was 4.85 higher than the previous day. The implied volatity was 32.44, the open interest changed by 3 which increased total open position to 16
On 20 Nov NTPC was trading at 366.70. The strike last trading price was 11.65, which was 0.00 lower than the previous day. The implied volatity was 30.72, the open interest changed by 12 which increased total open position to 12
On 19 Nov NTPC was trading at 366.70. The strike last trading price was 11.65, which was 0.65 higher than the previous day. The implied volatity was 30.72, the open interest changed by 11 which increased total open position to 12
On 18 Nov NTPC was trading at 366.70. The strike last trading price was 11, which was 5.25 higher than the previous day. The implied volatity was 29.19, 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 5.75, which was lower than the previous day. The implied volatity was 3.09, the open interest changed by 0 which decreased total open position to 0
