NTPC
Ntpc Ltd
Historical option data for NTPC
11 Apr 2025 04:10 PM IST
| NTPC 24APR2025 370 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.26
Vega: 0.22
Theta: -0.19
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 11 Apr | 360.10 | 2.1 | 0.35 | 19.90 | 7,248 | 656 | 6,809 | |||
| 9 Apr | 349.35 | 1.85 | -0.45 | 26.17 | 5,092 | 76 | 6,154 | |||
| 8 Apr | 352.95 | 2.2 | 0.1 | 24.71 | 7,558 | -13 | 6,081 | |||
| 7 Apr | 349.80 | 2.25 | 0.35 | 27.46 | 5,804 | 9 | 6,101 | |||
| 4 Apr | 350.40 | 1.95 | -1.4 | 22.80 | 5,873 | 67 | 6,098 | |||
| 3 Apr | 358.90 | 3.4 | 0.65 | 19.75 | 9,612 | 2,246 | 6,030 | |||
| 2 Apr | 351.75 | 2.65 | -0.2 | 23.71 | 3,216 | 164 | 3,806 | |||
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| 1 Apr | 352.15 | 2.95 | -2.45 | 23.07 | 6,693 | 753 | 3,648 | |||
| 28 Mar | 357.60 | 5.2 | -2.75 | 23.41 | 7,170 | 1,864 | 2,895 | |||
| 27 Mar | 360.65 | 8.75 | 3.1 | 25.40 | 3,219 | 10 | 1,039 | |||
| 26 Mar | 354.65 | 5.6 | -4.7 | 26.88 | 1,618 | 371 | 1,028 | |||
| 25 Mar | 366.95 | 9.8 | -1.05 | 25.53 | 1,760 | 68 | 657 | |||
| 24 Mar | 366.95 | 11.1 | 6.55 | 25.87 | 2,571 | 301 | 727 | |||
| 21 Mar | 351.30 | 4.8 | 2.05 | 24.62 | 768 | 274 | 423 | |||
| 20 Mar | 341.75 | 2.75 | 0.05 | 25.10 | 82 | 37 | 148 | |||
| 19 Mar | 341.30 | 2.6 | 0.45 | 24.86 | 116 | 43 | 112 | |||
| 18 Mar | 337.35 | 2.15 | 0.35 | 24.77 | 48 | 26 | 69 | |||
| 17 Mar | 331.65 | 1.8 | 0.1 | 26.39 | 12 | 6 | 41 | |||
| 13 Mar | 331.90 | 1.7 | -0.4 | 25.00 | 1 | 0 | 35 | |||
| 12 Mar | 330.15 | 2.1 | -0.65 | 26.82 | 24 | 7 | 34 | |||
| 11 Mar | 330.30 | 2.75 | 0.45 | 27.88 | 14 | 8 | 26 | |||
| 10 Mar | 329.40 | 2.3 | -0.55 | 27.27 | 18 | 6 | 17 | |||
| 7 Mar | 329.55 | 2.85 | -1 | 27.78 | 9 | 2 | 11 | |||
| 6 Mar | 337.90 | 3.85 | -4.45 | 26.84 | 12 | 8 | 8 | |||
| 24 Feb | 320.10 | 8.3 | 0 | 8.50 | 0 | 0 | 0 | |||
| 21 Feb | 326.25 | 8.3 | 0 | 7.45 | 0 | 0 | 0 | |||
| 20 Feb | 325.15 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
For Ntpc Ltd - strike price 370 expiring on 24APR2025
Delta for 370 CE is 0.26
Historical price for 370 CE is as follows
On 11 Apr NTPC was trading at 360.10. The strike last trading price was 2.1, which was 0.35 higher than the previous day. The implied volatity was 19.90, the open interest changed by 656 which increased total open position to 6809
On 9 Apr NTPC was trading at 349.35. The strike last trading price was 1.85, which was -0.45 lower than the previous day. The implied volatity was 26.17, the open interest changed by 76 which increased total open position to 6154
On 8 Apr NTPC was trading at 352.95. The strike last trading price was 2.2, which was 0.1 higher than the previous day. The implied volatity was 24.71, the open interest changed by -13 which decreased total open position to 6081
On 7 Apr NTPC was trading at 349.80. The strike last trading price was 2.25, which was 0.35 higher than the previous day. The implied volatity was 27.46, the open interest changed by 9 which increased total open position to 6101
On 4 Apr NTPC was trading at 350.40. The strike last trading price was 1.95, which was -1.4 lower than the previous day. The implied volatity was 22.80, the open interest changed by 67 which increased total open position to 6098
On 3 Apr NTPC was trading at 358.90. The strike last trading price was 3.4, which was 0.65 higher than the previous day. The implied volatity was 19.75, the open interest changed by 2246 which increased total open position to 6030
On 2 Apr NTPC was trading at 351.75. The strike last trading price was 2.65, which was -0.2 lower than the previous day. The implied volatity was 23.71, the open interest changed by 164 which increased total open position to 3806
On 1 Apr NTPC was trading at 352.15. The strike last trading price was 2.95, which was -2.45 lower than the previous day. The implied volatity was 23.07, the open interest changed by 753 which increased total open position to 3648
On 28 Mar NTPC was trading at 357.60. The strike last trading price was 5.2, which was -2.75 lower than the previous day. The implied volatity was 23.41, the open interest changed by 1864 which increased total open position to 2895
On 27 Mar NTPC was trading at 360.65. The strike last trading price was 8.75, which was 3.1 higher than the previous day. The implied volatity was 25.40, the open interest changed by 10 which increased total open position to 1039
On 26 Mar NTPC was trading at 354.65. The strike last trading price was 5.6, which was -4.7 lower than the previous day. The implied volatity was 26.88, the open interest changed by 371 which increased total open position to 1028
On 25 Mar NTPC was trading at 366.95. The strike last trading price was 9.8, which was -1.05 lower than the previous day. The implied volatity was 25.53, the open interest changed by 68 which increased total open position to 657
On 24 Mar NTPC was trading at 366.95. The strike last trading price was 11.1, which was 6.55 higher than the previous day. The implied volatity was 25.87, the open interest changed by 301 which increased total open position to 727
On 21 Mar NTPC was trading at 351.30. The strike last trading price was 4.8, which was 2.05 higher than the previous day. The implied volatity was 24.62, the open interest changed by 274 which increased total open position to 423
On 20 Mar NTPC was trading at 341.75. The strike last trading price was 2.75, which was 0.05 higher than the previous day. The implied volatity was 25.10, the open interest changed by 37 which increased total open position to 148
On 19 Mar NTPC was trading at 341.30. The strike last trading price was 2.6, which was 0.45 higher than the previous day. The implied volatity was 24.86, the open interest changed by 43 which increased total open position to 112
On 18 Mar NTPC was trading at 337.35. The strike last trading price was 2.15, which was 0.35 higher than the previous day. The implied volatity was 24.77, the open interest changed by 26 which increased total open position to 69
On 17 Mar NTPC was trading at 331.65. The strike last trading price was 1.8, which was 0.1 higher than the previous day. The implied volatity was 26.39, the open interest changed by 6 which increased total open position to 41
On 13 Mar NTPC was trading at 331.90. The strike last trading price was 1.7, which was -0.4 lower than the previous day. The implied volatity was 25.00, the open interest changed by 0 which decreased total open position to 35
On 12 Mar NTPC was trading at 330.15. The strike last trading price was 2.1, which was -0.65 lower than the previous day. The implied volatity was 26.82, the open interest changed by 7 which increased total open position to 34
On 11 Mar NTPC was trading at 330.30. The strike last trading price was 2.75, which was 0.45 higher than the previous day. The implied volatity was 27.88, the open interest changed by 8 which increased total open position to 26
On 10 Mar NTPC was trading at 329.40. The strike last trading price was 2.3, which was -0.55 lower than the previous day. The implied volatity was 27.27, the open interest changed by 6 which increased total open position to 17
On 7 Mar NTPC was trading at 329.55. The strike last trading price was 2.85, which was -1 lower than the previous day. The implied volatity was 27.78, the open interest changed by 2 which increased total open position to 11
On 6 Mar NTPC was trading at 337.90. The strike last trading price was 3.85, which was -4.45 lower than the previous day. The implied volatity was 26.84, the open interest changed by 8 which increased total open position to 8
On 24 Feb NTPC was trading at 320.10. The strike last trading price was 8.3, which was 0 lower than the previous day. The implied volatity was 8.50, the open interest changed by 0 which decreased total open position to 0
On 21 Feb NTPC was trading at 326.25. The strike last trading price was 8.3, which was 0 lower than the previous day. The implied volatity was 7.45, the open interest changed by 0 which decreased total open position to 0
On 20 Feb NTPC was trading at 325.15. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
| NTPC 24APR2025 370 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.69
Vega: 0.24
Theta: -0.16
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 11 Apr | 360.10 | 12.3 | -9.4 | 25.16 | 185 | -9 | 302 |
| 9 Apr | 349.35 | 20 | 1.85 | 29.27 | 214 | 7 | 310 |
| 8 Apr | 352.95 | 18 | -4.15 | 27.68 | 165 | -13 | 304 |
| 7 Apr | 349.80 | 22.15 | 2.1 | 33.50 | 174 | -6 | 317 |
| 4 Apr | 350.40 | 19.75 | 6.05 | 25.65 | 432 | -50 | 325 |
| 3 Apr | 358.90 | 13.25 | -5.65 | 23.65 | 497 | 135 | 375 |
| 2 Apr | 351.75 | 19 | 0.25 | 24.56 | 127 | -27 | 237 |
| 1 Apr | 352.15 | 18.3 | 1.9 | 25.24 | 380 | 16 | 264 |
| 28 Mar | 357.60 | 16.2 | 2.45 | 27.82 | 885 | 18 | 248 |
| 27 Mar | 360.65 | 12.45 | -6.9 | 26.72 | 476 | 9 | 232 |
| 26 Mar | 354.65 | 19.95 | 7.7 | 30.51 | 576 | 34 | 224 |
| 25 Mar | 366.95 | 12.75 | 0.9 | 28.23 | 661 | 15 | 191 |
| 24 Mar | 366.95 | 11.6 | -9 | 27.35 | 350 | 159 | 179 |
| 21 Mar | 351.30 | 20.65 | -7.7 | 29.08 | 4 | 3 | 20 |
| 20 Mar | 341.75 | 28.35 | -0.65 | 27.94 | 15 | 13 | 15 |
| 19 Mar | 341.30 | 29 | -20.15 | 27.63 | 2 | 1 | 1 |
| 18 Mar | 337.35 | 49.15 | 0 | - | 0 | 0 | 0 |
| 17 Mar | 331.65 | 49.15 | 0 | - | 0 | 0 | 0 |
| 13 Mar | 331.90 | 49.15 | 0 | - | 0 | 0 | 0 |
| 12 Mar | 330.15 | 49.15 | 0 | - | 0 | 0 | 0 |
| 11 Mar | 330.30 | 49.15 | 0 | - | 0 | 0 | 0 |
| 10 Mar | 329.40 | 49.15 | 0 | - | 0 | 0 | 0 |
| 7 Mar | 329.55 | 49.15 | 0 | - | 0 | 0 | 0 |
| 6 Mar | 337.90 | 49.15 | 0 | - | 0 | 0 | 0 |
| 24 Feb | 320.10 | 0 | 0 | - | 0 | 0 | 0 |
| 21 Feb | 326.25 | 0 | 0 | - | 0 | 0 | 0 |
| 20 Feb | 325.15 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Ntpc Ltd - strike price 370 expiring on 24APR2025
Delta for 370 PE is -0.69
Historical price for 370 PE is as follows
On 11 Apr NTPC was trading at 360.10. The strike last trading price was 12.3, which was -9.4 lower than the previous day. The implied volatity was 25.16, the open interest changed by -9 which decreased total open position to 302
On 9 Apr NTPC was trading at 349.35. The strike last trading price was 20, which was 1.85 higher than the previous day. The implied volatity was 29.27, the open interest changed by 7 which increased total open position to 310
On 8 Apr NTPC was trading at 352.95. The strike last trading price was 18, which was -4.15 lower than the previous day. The implied volatity was 27.68, the open interest changed by -13 which decreased total open position to 304
On 7 Apr NTPC was trading at 349.80. The strike last trading price was 22.15, which was 2.1 higher than the previous day. The implied volatity was 33.50, the open interest changed by -6 which decreased total open position to 317
On 4 Apr NTPC was trading at 350.40. The strike last trading price was 19.75, which was 6.05 higher than the previous day. The implied volatity was 25.65, the open interest changed by -50 which decreased total open position to 325
On 3 Apr NTPC was trading at 358.90. The strike last trading price was 13.25, which was -5.65 lower than the previous day. The implied volatity was 23.65, the open interest changed by 135 which increased total open position to 375
On 2 Apr NTPC was trading at 351.75. The strike last trading price was 19, which was 0.25 higher than the previous day. The implied volatity was 24.56, the open interest changed by -27 which decreased total open position to 237
On 1 Apr NTPC was trading at 352.15. The strike last trading price was 18.3, which was 1.9 higher than the previous day. The implied volatity was 25.24, the open interest changed by 16 which increased total open position to 264
On 28 Mar NTPC was trading at 357.60. The strike last trading price was 16.2, which was 2.45 higher than the previous day. The implied volatity was 27.82, the open interest changed by 18 which increased total open position to 248
On 27 Mar NTPC was trading at 360.65. The strike last trading price was 12.45, which was -6.9 lower than the previous day. The implied volatity was 26.72, the open interest changed by 9 which increased total open position to 232
On 26 Mar NTPC was trading at 354.65. The strike last trading price was 19.95, which was 7.7 higher than the previous day. The implied volatity was 30.51, the open interest changed by 34 which increased total open position to 224
On 25 Mar NTPC was trading at 366.95. The strike last trading price was 12.75, which was 0.9 higher than the previous day. The implied volatity was 28.23, the open interest changed by 15 which increased total open position to 191
On 24 Mar NTPC was trading at 366.95. The strike last trading price was 11.6, which was -9 lower than the previous day. The implied volatity was 27.35, the open interest changed by 159 which increased total open position to 179
On 21 Mar NTPC was trading at 351.30. The strike last trading price was 20.65, which was -7.7 lower than the previous day. The implied volatity was 29.08, the open interest changed by 3 which increased total open position to 20
On 20 Mar NTPC was trading at 341.75. The strike last trading price was 28.35, which was -0.65 lower than the previous day. The implied volatity was 27.94, the open interest changed by 13 which increased total open position to 15
On 19 Mar NTPC was trading at 341.30. The strike last trading price was 29, which was -20.15 lower than the previous day. The implied volatity was 27.63, the open interest changed by 1 which increased total open position to 1
On 18 Mar NTPC was trading at 337.35. The strike last trading price was 49.15, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 17 Mar NTPC was trading at 331.65. The strike last trading price was 49.15, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Mar NTPC was trading at 331.90. The strike last trading price was 49.15, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Mar NTPC was trading at 330.15. The strike last trading price was 49.15, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Mar NTPC was trading at 330.30. The strike last trading price was 49.15, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Mar NTPC was trading at 329.40. The strike last trading price was 49.15, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Mar NTPC was trading at 329.55. The strike last trading price was 49.15, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Mar NTPC was trading at 337.90. The strike last trading price was 49.15, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 24 Feb NTPC was trading at 320.10. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 21 Feb NTPC was trading at 326.25. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 20 Feb NTPC was trading at 325.15. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
