NTPC
Ntpc Ltd
Historical option data for NTPC
20 Dec 2024 04:10 PM IST
| NTPC 26DEC2024 370 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.02
Vega: 0.02
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 | 39.75 | 6,498 | 997 | 11,525 | |||
| 19 Dec | 337.40 | 0.25 | -0.15 | 35.67 | 4,062 | -174 | 11,252 | |||
| 18 Dec | 341.75 | 0.4 | -0.25 | 31.74 | 4,767 | 99 | 11,433 | |||
| 17 Dec | 349.05 | 0.65 | -0.40 | 26.45 | 7,965 | 166 | 11,332 | |||
| 16 Dec | 352.90 | 1.05 | -0.50 | 24.84 | 5,045 | 97 | 11,167 | |||
| 13 Dec | 357.15 | 1.55 | -0.25 | 19.47 | 12,893 | 401 | 11,071 | |||
| 12 Dec | 355.60 | 1.8 | -3.00 | 21.84 | 12,870 | 975 | 10,860 | |||
| 11 Dec | 365.50 | 4.8 | -1.00 | 20.22 | 7,898 | -192 | 9,892 | |||
| 10 Dec | 369.15 | 5.8 | -1.00 | 17.98 | 6,928 | 54 | 10,084 | |||
| 9 Dec | 369.85 | 6.8 | -0.10 | 19.52 | 11,527 | 44 | 10,031 | |||
| 6 Dec | 369.50 | 6.9 | -0.45 | 17.34 | 5,534 | 523 | 9,989 | |||
| 5 Dec | 369.15 | 7.35 | -1.60 | 18.60 | 9,704 | 39 | 9,466 | |||
| 4 Dec | 372.75 | 8.95 | 2.15 | 17.40 | 11,866 | 245 | 9,431 | |||
| 3 Dec | 367.45 | 6.8 | 2.40 | 18.44 | 14,987 | 1,556 | 9,306 | |||
| 2 Dec | 358.20 | 4.4 | -2.20 | 22.09 | 5,227 | 148 | 7,746 | |||
| 29 Nov | 363.65 | 6.6 | -2.45 | 21.63 | 11,933 | 4,910 | 7,634 | |||
| 28 Nov | 362.05 | 9.05 | -2.95 | 24.79 | 6,651 | 1,008 | 2,739 | |||
| 27 Nov | 369.30 | 12 | 3.00 | 25.61 | 6,640 | 818 | 1,737 | |||
| 26 Nov | 361.65 | 9 | -3.15 | 27.14 | 1,284 | 446 | 918 | |||
| 25 Nov | 368.40 | 12.15 | 1.85 | 25.85 | 841 | 139 | 472 | |||
| 22 Nov | 365.45 | 10.3 | 2.10 | 25.19 | 1,132 | 74 | 407 | |||
| 21 Nov | 356.15 | 8.2 | -4.95 | 27.21 | 772 | 137 | 367 | |||
| 20 Nov | 366.70 | 13.15 | 0.00 | 27.34 | 525 | 99 | 230 | |||
| 19 Nov | 366.70 | 13.15 | 0.15 | 27.34 | 525 | 99 | 230 | |||
| 18 Nov | 366.70 | 13 | -3.85 | 26.72 | 337 | 95 | 128 | |||
| 14 Nov | 372.50 | 16.85 | -5.05 | 25.28 | 35 | 28 | 32 | |||
| 13 Nov | 381.35 | 21.9 | -10.10 | 25.88 | 4 | 2 | 3 | |||
| 12 Nov | 380.30 | 32 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 11 Nov | 392.55 | 32 | -45.65 | 25.99 | 1 | 0 | 0 | |||
| 8 Nov | 397.65 | 77.65 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 403.10 | 77.65 | 77.65 | - | 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 | |||
| 9 Oct | 418.45 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 415.45 | 0 | - | 0 | 0 | 0 | ||||
For Ntpc Ltd - strike price 370 expiring on 26DEC2024
Delta for 370 CE is 0.02
Historical price for 370 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 39.75, the open interest changed by 997 which increased total open position to 11525
On 19 Dec NTPC was trading at 337.40. The strike last trading price was 0.25, which was -0.15 lower than the previous day. The implied volatity was 35.67, the open interest changed by -174 which decreased total open position to 11252
On 18 Dec NTPC was trading at 341.75. The strike last trading price was 0.4, which was -0.25 lower than the previous day. The implied volatity was 31.74, the open interest changed by 99 which increased total open position to 11433
On 17 Dec NTPC was trading at 349.05. The strike last trading price was 0.65, which was -0.40 lower than the previous day. The implied volatity was 26.45, the open interest changed by 166 which increased total open position to 11332
On 16 Dec NTPC was trading at 352.90. The strike last trading price was 1.05, which was -0.50 lower than the previous day. The implied volatity was 24.84, the open interest changed by 97 which increased total open position to 11167
On 13 Dec NTPC was trading at 357.15. The strike last trading price was 1.55, which was -0.25 lower than the previous day. The implied volatity was 19.47, the open interest changed by 401 which increased total open position to 11071
On 12 Dec NTPC was trading at 355.60. The strike last trading price was 1.8, which was -3.00 lower than the previous day. The implied volatity was 21.84, the open interest changed by 975 which increased total open position to 10860
On 11 Dec NTPC was trading at 365.50. The strike last trading price was 4.8, which was -1.00 lower than the previous day. The implied volatity was 20.22, the open interest changed by -192 which decreased total open position to 9892
On 10 Dec NTPC was trading at 369.15. The strike last trading price was 5.8, which was -1.00 lower than the previous day. The implied volatity was 17.98, the open interest changed by 54 which increased total open position to 10084
On 9 Dec NTPC was trading at 369.85. The strike last trading price was 6.8, which was -0.10 lower than the previous day. The implied volatity was 19.52, the open interest changed by 44 which increased total open position to 10031
On 6 Dec NTPC was trading at 369.50. The strike last trading price was 6.9, which was -0.45 lower than the previous day. The implied volatity was 17.34, the open interest changed by 523 which increased total open position to 9989
On 5 Dec NTPC was trading at 369.15. The strike last trading price was 7.35, which was -1.60 lower than the previous day. The implied volatity was 18.60, the open interest changed by 39 which increased total open position to 9466
On 4 Dec NTPC was trading at 372.75. The strike last trading price was 8.95, which was 2.15 higher than the previous day. The implied volatity was 17.40, the open interest changed by 245 which increased total open position to 9431
On 3 Dec NTPC was trading at 367.45. The strike last trading price was 6.8, which was 2.40 higher than the previous day. The implied volatity was 18.44, the open interest changed by 1556 which increased total open position to 9306
On 2 Dec NTPC was trading at 358.20. The strike last trading price was 4.4, which was -2.20 lower than the previous day. The implied volatity was 22.09, the open interest changed by 148 which increased total open position to 7746
On 29 Nov NTPC was trading at 363.65. The strike last trading price was 6.6, which was -2.45 lower than the previous day. The implied volatity was 21.63, the open interest changed by 4910 which increased total open position to 7634
On 28 Nov NTPC was trading at 362.05. The strike last trading price was 9.05, which was -2.95 lower than the previous day. The implied volatity was 24.79, the open interest changed by 1008 which increased total open position to 2739
On 27 Nov NTPC was trading at 369.30. The strike last trading price was 12, which was 3.00 higher than the previous day. The implied volatity was 25.61, the open interest changed by 818 which increased total open position to 1737
On 26 Nov NTPC was trading at 361.65. The strike last trading price was 9, which was -3.15 lower than the previous day. The implied volatity was 27.14, the open interest changed by 446 which increased total open position to 918
On 25 Nov NTPC was trading at 368.40. The strike last trading price was 12.15, which was 1.85 higher than the previous day. The implied volatity was 25.85, the open interest changed by 139 which increased total open position to 472
On 22 Nov NTPC was trading at 365.45. The strike last trading price was 10.3, which was 2.10 higher than the previous day. The implied volatity was 25.19, the open interest changed by 74 which increased total open position to 407
On 21 Nov NTPC was trading at 356.15. The strike last trading price was 8.2, which was -4.95 lower than the previous day. The implied volatity was 27.21, the open interest changed by 137 which increased total open position to 367
On 20 Nov NTPC was trading at 366.70. The strike last trading price was 13.15, which was 0.00 lower than the previous day. The implied volatity was 27.34, the open interest changed by 99 which increased total open position to 230
On 19 Nov NTPC was trading at 366.70. The strike last trading price was 13.15, which was 0.15 higher than the previous day. The implied volatity was 27.34, the open interest changed by 99 which increased total open position to 230
On 18 Nov NTPC was trading at 366.70. The strike last trading price was 13, which was -3.85 lower than the previous day. The implied volatity was 26.72, the open interest changed by 95 which increased total open position to 128
On 14 Nov NTPC was trading at 372.50. The strike last trading price was 16.85, which was -5.05 lower than the previous day. The implied volatity was 25.28, the open interest changed by 28 which increased total open position to 32
On 13 Nov NTPC was trading at 381.35. The strike last trading price was 21.9, which was -10.10 lower than the previous day. The implied volatity was 25.88, the open interest changed by 2 which increased total open position to 3
On 12 Nov NTPC was trading at 380.30. The strike last trading price was 32, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 11 Nov NTPC was trading at 392.55. The strike last trading price was 32, which was -45.65 lower than the previous day. The implied volatity was 25.99, the open interest changed by 0 which decreased total open position to 0
On 8 Nov NTPC was trading at 397.65. The strike last trading price was 77.65, 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 5 Nov NTPC was trading at 403.10. The strike last trading price was 77.65, which was 77.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
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 9 Oct NTPC was trading at 418.45. 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 7 Oct NTPC was trading at 415.45. 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 26DEC2024 370 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.90
Vega: 0.07
Theta: -0.27
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 333.25 | 36.95 | 5.25 | 59.29 | 78 | -40 | 907 |
| 19 Dec | 337.40 | 31.7 | 4.95 | 37.11 | 30 | -21 | 948 |
| 18 Dec | 341.75 | 26.75 | 6.75 | 27.99 | 150 | -73 | 970 |
| 17 Dec | 349.05 | 20 | 3.20 | 22.21 | 93 | -23 | 1,043 |
| 16 Dec | 352.90 | 16.8 | 4.15 | 22.10 | 318 | -18 | 1,065 |
| 13 Dec | 357.15 | 12.65 | -2.10 | 20.31 | 760 | -116 | 1,083 |
| 12 Dec | 355.60 | 14.75 | 7.40 | 23.13 | 1,786 | -430 | 1,388 |
| 11 Dec | 365.50 | 7.35 | 0.85 | 20.11 | 3,803 | -281 | 1,819 |
| 10 Dec | 369.15 | 6.5 | 0.40 | 21.94 | 3,449 | -8 | 2,105 |
| 9 Dec | 369.85 | 6.1 | -0.30 | 21.00 | 6,517 | 1 | 2,116 |
| 6 Dec | 369.50 | 6.4 | -0.75 | 21.05 | 3,065 | 207 | 2,113 |
| 5 Dec | 369.15 | 7.15 | 1.30 | 22.36 | 5,794 | -308 | 1,903 |
| 4 Dec | 372.75 | 5.85 | -2.30 | 22.04 | 5,576 | 789 | 2,202 |
| 3 Dec | 367.45 | 8.15 | -5.55 | 22.17 | 3,088 | 454 | 1,518 |
| 2 Dec | 358.20 | 13.7 | 2.35 | 22.31 | 767 | -79 | 1,061 |
| 29 Nov | 363.65 | 11.35 | -0.65 | 22.86 | 1,478 | 74 | 1,142 |
| 28 Nov | 362.05 | 12 | 2.25 | 27.22 | 1,814 | 250 | 1,069 |
| 27 Nov | 369.30 | 9.75 | -4.95 | 26.65 | 1,527 | 513 | 819 |
| 26 Nov | 361.65 | 14.7 | 3.90 | 28.92 | 276 | 97 | 306 |
| 25 Nov | 368.40 | 10.8 | -2.80 | 27.67 | 400 | 88 | 210 |
| 22 Nov | 365.45 | 13.6 | -4.85 | 28.41 | 266 | 12 | 134 |
| 21 Nov | 356.15 | 18.45 | 4.75 | 30.19 | 61 | -10 | 123 |
| 20 Nov | 366.70 | 13.7 | 0.00 | 30.31 | 80 | 8 | 135 |
| 19 Nov | 366.70 | 13.7 | 0.20 | 30.31 | 80 | 10 | 135 |
| 18 Nov | 366.70 | 13.5 | 3.50 | 29.44 | 82 | 18 | 126 |
| 14 Nov | 372.50 | 10 | 2.00 | 26.99 | 82 | 27 | 108 |
| 13 Nov | 381.35 | 8 | -0.05 | 27.78 | 59 | 31 | 81 |
| 12 Nov | 380.30 | 8.05 | 3.15 | 27.54 | 56 | 29 | 49 |
| 11 Nov | 392.55 | 4.9 | 0.90 | 27.99 | 9 | 3 | 16 |
| 8 Nov | 397.65 | 4 | 0.70 | 26.34 | 3 | 2 | 12 |
| 5 Nov | 403.10 | 3.3 | 3.30 | 26.96 | 10 | 9 | 9 |
| 24 Oct | 411.90 | 0 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 408.30 | 0 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 418.45 | 0 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 415.45 | 0 | - | 0 | 0 | 0 | |
For Ntpc Ltd - strike price 370 expiring on 26DEC2024
Delta for 370 PE is -0.90
Historical price for 370 PE is as follows
On 20 Dec NTPC was trading at 333.25. The strike last trading price was 36.95, which was 5.25 higher than the previous day. The implied volatity was 59.29, the open interest changed by -40 which decreased total open position to 907
On 19 Dec NTPC was trading at 337.40. The strike last trading price was 31.7, which was 4.95 higher than the previous day. The implied volatity was 37.11, the open interest changed by -21 which decreased total open position to 948
On 18 Dec NTPC was trading at 341.75. The strike last trading price was 26.75, which was 6.75 higher than the previous day. The implied volatity was 27.99, the open interest changed by -73 which decreased total open position to 970
On 17 Dec NTPC was trading at 349.05. The strike last trading price was 20, which was 3.20 higher than the previous day. The implied volatity was 22.21, the open interest changed by -23 which decreased total open position to 1043
On 16 Dec NTPC was trading at 352.90. The strike last trading price was 16.8, which was 4.15 higher than the previous day. The implied volatity was 22.10, the open interest changed by -18 which decreased total open position to 1065
On 13 Dec NTPC was trading at 357.15. The strike last trading price was 12.65, which was -2.10 lower than the previous day. The implied volatity was 20.31, the open interest changed by -116 which decreased total open position to 1083
On 12 Dec NTPC was trading at 355.60. The strike last trading price was 14.75, which was 7.40 higher than the previous day. The implied volatity was 23.13, the open interest changed by -430 which decreased total open position to 1388
On 11 Dec NTPC was trading at 365.50. The strike last trading price was 7.35, which was 0.85 higher than the previous day. The implied volatity was 20.11, the open interest changed by -281 which decreased total open position to 1819
On 10 Dec NTPC was trading at 369.15. The strike last trading price was 6.5, which was 0.40 higher than the previous day. The implied volatity was 21.94, the open interest changed by -8 which decreased total open position to 2105
On 9 Dec NTPC was trading at 369.85. The strike last trading price was 6.1, which was -0.30 lower than the previous day. The implied volatity was 21.00, the open interest changed by 1 which increased total open position to 2116
On 6 Dec NTPC was trading at 369.50. The strike last trading price was 6.4, which was -0.75 lower than the previous day. The implied volatity was 21.05, the open interest changed by 207 which increased total open position to 2113
On 5 Dec NTPC was trading at 369.15. The strike last trading price was 7.15, which was 1.30 higher than the previous day. The implied volatity was 22.36, the open interest changed by -308 which decreased total open position to 1903
On 4 Dec NTPC was trading at 372.75. The strike last trading price was 5.85, which was -2.30 lower than the previous day. The implied volatity was 22.04, the open interest changed by 789 which increased total open position to 2202
On 3 Dec NTPC was trading at 367.45. The strike last trading price was 8.15, which was -5.55 lower than the previous day. The implied volatity was 22.17, the open interest changed by 454 which increased total open position to 1518
On 2 Dec NTPC was trading at 358.20. The strike last trading price was 13.7, which was 2.35 higher than the previous day. The implied volatity was 22.31, the open interest changed by -79 which decreased total open position to 1061
On 29 Nov NTPC was trading at 363.65. The strike last trading price was 11.35, which was -0.65 lower than the previous day. The implied volatity was 22.86, the open interest changed by 74 which increased total open position to 1142
On 28 Nov NTPC was trading at 362.05. The strike last trading price was 12, which was 2.25 higher than the previous day. The implied volatity was 27.22, the open interest changed by 250 which increased total open position to 1069
On 27 Nov NTPC was trading at 369.30. The strike last trading price was 9.75, which was -4.95 lower than the previous day. The implied volatity was 26.65, the open interest changed by 513 which increased total open position to 819
On 26 Nov NTPC was trading at 361.65. The strike last trading price was 14.7, which was 3.90 higher than the previous day. The implied volatity was 28.92, the open interest changed by 97 which increased total open position to 306
On 25 Nov NTPC was trading at 368.40. The strike last trading price was 10.8, which was -2.80 lower than the previous day. The implied volatity was 27.67, the open interest changed by 88 which increased total open position to 210
On 22 Nov NTPC was trading at 365.45. The strike last trading price was 13.6, which was -4.85 lower than the previous day. The implied volatity was 28.41, the open interest changed by 12 which increased total open position to 134
On 21 Nov NTPC was trading at 356.15. The strike last trading price was 18.45, which was 4.75 higher than the previous day. The implied volatity was 30.19, the open interest changed by -10 which decreased total open position to 123
On 20 Nov NTPC was trading at 366.70. The strike last trading price was 13.7, which was 0.00 lower than the previous day. The implied volatity was 30.31, the open interest changed by 8 which increased total open position to 135
On 19 Nov NTPC was trading at 366.70. The strike last trading price was 13.7, which was 0.20 higher than the previous day. The implied volatity was 30.31, the open interest changed by 10 which increased total open position to 135
On 18 Nov NTPC was trading at 366.70. The strike last trading price was 13.5, which was 3.50 higher than the previous day. The implied volatity was 29.44, the open interest changed by 18 which increased total open position to 126
On 14 Nov NTPC was trading at 372.50. The strike last trading price was 10, which was 2.00 higher than the previous day. The implied volatity was 26.99, the open interest changed by 27 which increased total open position to 108
On 13 Nov NTPC was trading at 381.35. The strike last trading price was 8, which was -0.05 lower than the previous day. The implied volatity was 27.78, the open interest changed by 31 which increased total open position to 81
On 12 Nov NTPC was trading at 380.30. The strike last trading price was 8.05, which was 3.15 higher than the previous day. The implied volatity was 27.54, the open interest changed by 29 which increased total open position to 49
On 11 Nov NTPC was trading at 392.55. The strike last trading price was 4.9, which was 0.90 higher than the previous day. The implied volatity was 27.99, the open interest changed by 3 which increased total open position to 16
On 8 Nov NTPC was trading at 397.65. The strike last trading price was 4, which was 0.70 higher than the previous day. The implied volatity was 26.34, the open interest changed by 2 which increased total open position to 12
On 5 Nov NTPC was trading at 403.10. The strike last trading price was 3.3, which was 3.30 higher than the previous day. The implied volatity was 26.96, the open interest changed by 9 which increased total open position to 9
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 9 Oct NTPC was trading at 418.45. 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 7 Oct NTPC was trading at 415.45. 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
