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[--[65.84.65.76]--]
NTPC
Ntpc Ltd

372.5 -8.85 (-2.32%)

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Historical option data for NTPC

14 Nov 2024 04:10 PM IST
NTPC 28NOV2024 365 CE
Delta: 0.72
Vega: 0.25
Theta: -0.29
Gamma: 0.02
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
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
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