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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 370 CE
Delta: 0.62
Vega: 0.28
Theta: -0.30
Gamma: 0.02
Date Close Ltp Change IV Volume Change OI OI
14 Nov 372.50 9.65 -5.95 23.97 1,430 166 366
13 Nov 381.35 15.6 -0.30 27.33 448 52 190
12 Nov 380.30 15.9 -9.85 27.73 139 66 138
11 Nov 392.55 25.75 -4.30 23.68 23 17 69
8 Nov 397.65 30.05 -10.95 29.91 16 8 50
7 Nov 403.80 41 0.00 0.00 0 -2 0
6 Nov 408.90 41 4.25 - 3 -2 42
5 Nov 403.10 36.75 1.15 28.96 19 -1 44
4 Nov 400.95 35.6 -7.40 30.25 21 7 45
1 Nov 411.35 43 -0.80 - 1 0 37
31 Oct 408.15 43.8 0.30 - 31 27 35
30 Oct 408.50 43.5 0.00 - 0 6 0
29 Oct 412.15 43.5 12.50 - 6 1 3
28 Oct 403.90 31 0.00 - 0 1 0
25 Oct 398.90 31 -11.50 - 1 0 1
24 Oct 411.90 42.5 -7.50 - 1 0 1
23 Oct 408.30 50 0.00 - 0 0 0
22 Oct 415.75 50 0.00 - 0 0 0
21 Oct 425.00 50 0.00 - 0 0 0
18 Oct 424.95 50 0.00 - 0 0 0
17 Oct 417.75 50 0.00 - 0 0 0
16 Oct 424.25 50 0.00 - 0 0 0
15 Oct 426.60 50 -7.85 - 0 0 0
3 Oct 435.35 57.85 57.85 - 0 0 0
25 Sept 436.10 0 0.00 - 0 0 0
16 Sept 411.10 0 0.00 - 0 0 0
12 Sept 404.85 0 0.00 - 0 0 0
11 Sept 389.65 0 0.00 - 0 0 0
9 Sept 389.85 0 0.00 - 0 0 0
6 Sept 394.80 0 0.00 - 0 0 0
5 Sept 403.25 0 0.00 - 0 0 0
4 Sept 405.10 0 0.00 - 0 0 0
3 Sept 406.40 0 0.00 - 0 0 0
2 Sept 410.00 0 - 0 0 0


For Ntpc Ltd - strike price 370 expiring on 28NOV2024

Delta for 370 CE is 0.62

Historical price for 370 CE is as follows

On 14 Nov NTPC was trading at 372.50. The strike last trading price was 9.65, which was -5.95 lower than the previous day. The implied volatity was 23.97, the open interest changed by 166 which increased total open position to 366


On 13 Nov NTPC was trading at 381.35. The strike last trading price was 15.6, which was -0.30 lower than the previous day. The implied volatity was 27.33, the open interest changed by 52 which increased total open position to 190


On 12 Nov NTPC was trading at 380.30. The strike last trading price was 15.9, which was -9.85 lower than the previous day. The implied volatity was 27.73, the open interest changed by 66 which increased total open position to 138


On 11 Nov NTPC was trading at 392.55. The strike last trading price was 25.75, which was -4.30 lower than the previous day. The implied volatity was 23.68, the open interest changed by 17 which increased total open position to 69


On 8 Nov NTPC was trading at 397.65. The strike last trading price was 30.05, which was -10.95 lower than the previous day. The implied volatity was 29.91, the open interest changed by 8 which increased total open position to 50


On 7 Nov NTPC was trading at 403.80. The strike last trading price was 41, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -2 which decreased total open position to 0


On 6 Nov NTPC was trading at 408.90. The strike last trading price was 41, which was 4.25 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 42


On 5 Nov NTPC was trading at 403.10. The strike last trading price was 36.75, which was 1.15 higher than the previous day. The implied volatity was 28.96, the open interest changed by -1 which decreased total open position to 44


On 4 Nov NTPC was trading at 400.95. The strike last trading price was 35.6, which was -7.40 lower than the previous day. The implied volatity was 30.25, the open interest changed by 7 which increased total open position to 45


On 1 Nov NTPC was trading at 411.35. The strike last trading price was 43, which was -0.80 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 37


On 31 Oct NTPC was trading at 408.15. The strike last trading price was 43.8, which was 0.30 higher 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 43.5, 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 43.5, which was 12.50 higher 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 31, 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 25 Oct NTPC was trading at 398.90. The strike last trading price was 31, which was -11.50 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 42.5, which was -7.50 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 50, 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 50, 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 50, 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 50, 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 50, 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 50, 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 50, which was -7.85 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 57.85, which was 57.85 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 25 Sept NTPC was trading at 436.10. 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 Sept NTPC was trading at 411.10. 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 12 Sept NTPC was trading at 404.85. 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 11 Sept NTPC was trading at 389.65. 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 Sept NTPC was trading at 389.85. 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 6 Sept NTPC was trading at 394.80. 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 5 Sept NTPC was trading at 403.25. 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 4 Sept NTPC was trading at 405.10. 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 Sept NTPC was trading at 406.40. 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 2 Sept NTPC was trading at 410.00. 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 370 PE
Delta: -0.38
Vega: 0.28
Theta: -0.20
Gamma: 0.02
Date Close Ltp Change IV Volume Change OI OI
14 Nov 372.50 4.95 0.90 24.57 4,760 84 1,067
13 Nov 381.35 4.05 0.05 28.95 3,677 -1 986
12 Nov 380.30 4 2.25 27.80 2,848 232 1,014
11 Nov 392.55 1.75 0.10 28.58 1,081 172 779
8 Nov 397.65 1.65 0.65 28.00 929 100 596
7 Nov 403.80 1 0.30 28.25 355 -10 501
6 Nov 408.90 0.7 -0.95 27.99 823 99 513
5 Nov 403.10 1.65 -1.20 30.48 808 -9 416
4 Nov 400.95 2.85 1.00 33.91 633 143 425
1 Nov 411.35 1.85 -0.20 34.03 35 11 283
31 Oct 408.15 2.05 -0.35 - 457 -12 269
30 Oct 408.50 2.4 0.20 - 306 26 281
29 Oct 412.15 2.2 -1.40 - 376 61 254
28 Oct 403.90 3.6 -1.15 - 237 -17 194
25 Oct 398.90 4.75 1.65 - 508 160 211
24 Oct 411.90 3.1 -0.90 - 36 15 50
23 Oct 408.30 4 0.70 - 353 19 35
22 Oct 415.75 3.3 0.80 - 316 12 13
21 Oct 425.00 2.5 0.00 - 0 0 0
18 Oct 424.95 2.5 0.00 - 0 0 0
17 Oct 417.75 2.5 0.00 - 0 0 0
16 Oct 424.25 2.5 0.00 - 0 0 0
15 Oct 426.60 2.5 -8.80 - 0 0 0
3 Oct 435.35 11.3 0.00 - 0 0 0
25 Sept 436.10 11.3 0.00 - 0 0 0
16 Sept 411.10 11.3 0.00 - 0 0 0
12 Sept 404.85 11.3 0.00 - 0 0 0
11 Sept 389.65 11.3 11.30 - 0 0 0
9 Sept 389.85 0 0.00 - 0 0 0
6 Sept 394.80 0 0.00 - 0 0 0
5 Sept 403.25 0 0.00 - 0 0 0
4 Sept 405.10 0 0.00 - 0 0 0
3 Sept 406.40 0 0.00 - 0 0 0
2 Sept 410.00 0 - 0 0 0


For Ntpc Ltd - strike price 370 expiring on 28NOV2024

Delta for 370 PE is -0.38

Historical price for 370 PE is as follows

On 14 Nov NTPC was trading at 372.50. The strike last trading price was 4.95, which was 0.90 higher than the previous day. The implied volatity was 24.57, the open interest changed by 84 which increased total open position to 1067


On 13 Nov NTPC was trading at 381.35. The strike last trading price was 4.05, which was 0.05 higher than the previous day. The implied volatity was 28.95, the open interest changed by -1 which decreased total open position to 986


On 12 Nov NTPC was trading at 380.30. The strike last trading price was 4, which was 2.25 higher than the previous day. The implied volatity was 27.80, the open interest changed by 232 which increased total open position to 1014


On 11 Nov NTPC was trading at 392.55. The strike last trading price was 1.75, which was 0.10 higher than the previous day. The implied volatity was 28.58, the open interest changed by 172 which increased total open position to 779


On 8 Nov NTPC was trading at 397.65. The strike last trading price was 1.65, which was 0.65 higher than the previous day. The implied volatity was 28.00, the open interest changed by 100 which increased total open position to 596


On 7 Nov NTPC was trading at 403.80. The strike last trading price was 1, which was 0.30 higher than the previous day. The implied volatity was 28.25, the open interest changed by -10 which decreased total open position to 501


On 6 Nov NTPC was trading at 408.90. The strike last trading price was 0.7, which was -0.95 lower than the previous day. The implied volatity was 27.99, the open interest changed by 99 which increased total open position to 513


On 5 Nov NTPC was trading at 403.10. The strike last trading price was 1.65, which was -1.20 lower than the previous day. The implied volatity was 30.48, the open interest changed by -9 which decreased total open position to 416


On 4 Nov NTPC was trading at 400.95. The strike last trading price was 2.85, which was 1.00 higher than the previous day. The implied volatity was 33.91, the open interest changed by 143 which increased total open position to 425


On 1 Nov NTPC was trading at 411.35. The strike last trading price was 1.85, which was -0.20 lower than the previous day. The implied volatity was 34.03, the open interest changed by 11 which increased total open position to 283


On 31 Oct NTPC was trading at 408.15. The strike last trading price was 2.05, which was -0.35 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 0.20 higher 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 2.2, which was -1.40 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 3.6, which was -1.15 lower 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 4.75, which was 1.65 higher 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 3.1, which was -0.90 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 4, which was 0.70 higher 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 3.3, which was 0.80 higher 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 2.5, 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 2.5, 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 2.5, 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 2.5, 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 2.5, which was -8.80 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 11.3, 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 25 Sept NTPC was trading at 436.10. The strike last trading price was 11.3, 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 Sept NTPC was trading at 411.10. The strike last trading price was 11.3, 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 12 Sept NTPC was trading at 404.85. The strike last trading price was 11.3, 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 11 Sept NTPC was trading at 389.65. The strike last trading price was 11.3, which was 11.30 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 9 Sept NTPC was trading at 389.85. 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 6 Sept NTPC was trading at 394.80. 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 5 Sept NTPC was trading at 403.25. 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 4 Sept NTPC was trading at 405.10. 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 Sept NTPC was trading at 406.40. 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 2 Sept NTPC was trading at 410.00. 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