NTPC
Ntpc Ltd
Historical option data for NTPC
14 Nov 2024 04:10 PM IST
| NTPC 28NOV2024 365 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.72
Vega: 0.25
Theta: -0.29
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 372.50 | 13.1 | -6.40 | 24.73 | 106 | 6 | 51 | |||
| 13 Nov | 381.35 | 19.5 | -0.25 | 28.13 | 27 | 15 | 44 | |||
| 12 Nov | 380.30 | 19.75 | -11.35 | 28.51 | 47 | 22 | 29 | |||
| 11 Nov | 392.55 | 31.1 | -9.05 | 29.87 | 2 | 1 | 6 | |||
| 8 Nov | 397.65 | 40.15 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 7 Nov | 403.80 | 40.15 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Nov | 408.90 | 40.15 | 0.00 | 0.00 | 0 | -4 | 0 | |||
| 5 Nov | 403.10 | 40.15 | 0.20 | - | 18 | -5 | 4 | |||
| 4 Nov | 400.95 | 39.95 | -37.50 | 30.11 | 11 | 9 | 9 | |||
| 1 Nov | 411.35 | 77.45 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 408.15 | 77.45 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 408.50 | 77.45 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 412.15 | 77.45 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 403.90 | 77.45 | 77.45 | - | 0 | 0 | 0 | |||
| 25 Oct | 398.90 | 0 | 0.00 | - | 0 | 0 | 0 | |||
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| 24 Oct | 411.90 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 408.30 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 415.75 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 425.00 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 424.95 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 417.75 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 424.25 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 426.60 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 435.35 | 0 | - | 0 | 0 | 0 | ||||
For Ntpc Ltd - strike price 365 expiring on 28NOV2024
Delta for 365 CE is 0.72
Historical price for 365 CE is as follows
On 14 Nov NTPC was trading at 372.50. The strike last trading price was 13.1, which was -6.40 lower than the previous day. The implied volatity was 24.73, the open interest changed by 6 which increased total open position to 51
On 13 Nov NTPC was trading at 381.35. The strike last trading price was 19.5, which was -0.25 lower than the previous day. The implied volatity was 28.13, the open interest changed by 15 which increased total open position to 44
On 12 Nov NTPC was trading at 380.30. The strike last trading price was 19.75, which was -11.35 lower than the previous day. The implied volatity was 28.51, the open interest changed by 22 which increased total open position to 29
On 11 Nov NTPC was trading at 392.55. The strike last trading price was 31.1, which was -9.05 lower than the previous day. The implied volatity was 29.87, the open interest changed by 1 which increased total open position to 6
On 8 Nov NTPC was trading at 397.65. The strike last trading price was 40.15, 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 7 Nov NTPC was trading at 403.80. The strike last trading price was 40.15, 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 40.15, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -4 which decreased total open position to 0
On 5 Nov NTPC was trading at 403.10. The strike last trading price was 40.15, which was 0.20 higher than the previous day. The implied volatity was -, the open interest changed by -5 which decreased total open position to 4
On 4 Nov NTPC was trading at 400.95. The strike last trading price was 39.95, which was -37.50 lower than the previous day. The implied volatity was 30.11, the open interest changed by 9 which increased total open position to 9
On 1 Nov NTPC was trading at 411.35. The strike last trading price was 77.45, 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 77.45, 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 77.45, 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 77.45, 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 77.45, which was 77.45 higher 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 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 24 Oct NTPC was trading at 411.90. 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 23 Oct NTPC was trading at 408.30. 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 22 Oct NTPC was trading at 415.75. 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 21 Oct NTPC was trading at 425.00. 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 18 Oct NTPC was trading at 424.95. 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 17 Oct NTPC was trading at 417.75. 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 16 Oct NTPC was trading at 424.25. 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 15 Oct NTPC was trading at 426.60. 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 Oct NTPC was trading at 435.35. 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 365 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.29
Vega: 0.25
Theta: -0.20
Gamma: 0.02
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 372.50 | 3.45 | 0.45 | 25.52 | 1,807 | 133 | 523 |
| 13 Nov | 381.35 | 3 | 0.15 | 30.13 | 1,372 | 46 | 414 |
| 12 Nov | 380.30 | 2.85 | 1.65 | 28.50 | 1,436 | 171 | 383 |
| 11 Nov | 392.55 | 1.2 | 0.10 | 29.19 | 332 | 100 | 219 |
| 8 Nov | 397.65 | 1.1 | 0.35 | 28.22 | 128 | 30 | 120 |
| 7 Nov | 403.80 | 0.75 | 0.25 | 29.34 | 100 | 4 | 89 |
| 6 Nov | 408.90 | 0.5 | -0.75 | 28.78 | 48 | -12 | 83 |
| 5 Nov | 403.10 | 1.25 | -0.95 | 31.31 | 181 | 4 | 95 |
| 4 Nov | 400.95 | 2.2 | 0.65 | 34.91 | 267 | 56 | 89 |
| 1 Nov | 411.35 | 1.55 | -0.10 | 35.29 | 8 | 1 | 31 |
| 31 Oct | 408.15 | 1.65 | -0.75 | - | 67 | 28 | 29 |
| 30 Oct | 408.50 | 2.4 | 0.00 | - | 0 | 1 | 0 |
| 29 Oct | 412.15 | 2.4 | -0.85 | - | 2 | 1 | 1 |
| 28 Oct | 403.90 | 3.25 | 3.25 | - | 0 | 0 | 0 |
| 25 Oct | 398.90 | 0 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 411.90 | 0 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 408.30 | 0 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 415.75 | 0 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 425.00 | 0 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 424.95 | 0 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 417.75 | 0 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 424.25 | 0 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 426.60 | 0 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 435.35 | 0 | - | 0 | 0 | 0 | |
For Ntpc Ltd - strike price 365 expiring on 28NOV2024
Delta for 365 PE is -0.29
Historical price for 365 PE is as follows
On 14 Nov NTPC was trading at 372.50. The strike last trading price was 3.45, which was 0.45 higher than the previous day. The implied volatity was 25.52, the open interest changed by 133 which increased total open position to 523
On 13 Nov NTPC was trading at 381.35. The strike last trading price was 3, which was 0.15 higher than the previous day. The implied volatity was 30.13, the open interest changed by 46 which increased total open position to 414
On 12 Nov NTPC was trading at 380.30. The strike last trading price was 2.85, which was 1.65 higher than the previous day. The implied volatity was 28.50, the open interest changed by 171 which increased total open position to 383
On 11 Nov NTPC was trading at 392.55. The strike last trading price was 1.2, which was 0.10 higher than the previous day. The implied volatity was 29.19, the open interest changed by 100 which increased total open position to 219
On 8 Nov NTPC was trading at 397.65. The strike last trading price was 1.1, which was 0.35 higher than the previous day. The implied volatity was 28.22, the open interest changed by 30 which increased total open position to 120
On 7 Nov NTPC was trading at 403.80. The strike last trading price was 0.75, which was 0.25 higher than the previous day. The implied volatity was 29.34, the open interest changed by 4 which increased total open position to 89
On 6 Nov NTPC was trading at 408.90. The strike last trading price was 0.5, which was -0.75 lower than the previous day. The implied volatity was 28.78, the open interest changed by -12 which decreased total open position to 83
On 5 Nov NTPC was trading at 403.10. The strike last trading price was 1.25, which was -0.95 lower than the previous day. The implied volatity was 31.31, the open interest changed by 4 which increased total open position to 95
On 4 Nov NTPC was trading at 400.95. The strike last trading price was 2.2, which was 0.65 higher than the previous day. The implied volatity was 34.91, the open interest changed by 56 which increased total open position to 89
On 1 Nov NTPC was trading at 411.35. The strike last trading price was 1.55, which was -0.10 lower than the previous day. The implied volatity was 35.29, the open interest changed by 1 which increased total open position to 31
On 31 Oct NTPC was trading at 408.15. The strike last trading price was 1.65, which was -0.75 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 2.4, 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 2.4, which was -0.85 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 3.25, which was 3.25 higher 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 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 24 Oct NTPC was trading at 411.90. 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 23 Oct NTPC was trading at 408.30. 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 22 Oct NTPC was trading at 415.75. 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 21 Oct NTPC was trading at 425.00. 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 18 Oct NTPC was trading at 424.95. 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 17 Oct NTPC was trading at 417.75. 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 16 Oct NTPC was trading at 424.25. 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 15 Oct NTPC was trading at 426.60. 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 Oct NTPC was trading at 435.35. 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
