NTPC
Ntpc Ltd
Historical option data for NTPC
21 Nov 2024 04:10 PM IST
| NTPC 28NOV2024 370 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.21
Vega: 0.14
Theta: -0.30
Gamma: 0.02
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 356.15 | 1.6 | -3.55 | 28.10 | 8,402 | 756 | 2,646 | |||
| 20 Nov | 366.70 | 5.15 | 0.00 | 26.53 | 12,331 | 258 | 1,861 | |||
| 19 Nov | 366.70 | 5.15 | -0.30 | 26.53 | 12,331 | 229 | 1,861 | |||
| 18 Nov | 366.70 | 5.45 | -4.20 | 26.42 | 7,933 | 1,266 | 1,628 | |||
| 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 0.21
Historical price for 370 CE is as follows
On 21 Nov NTPC was trading at 356.15. The strike last trading price was 1.6, which was -3.55 lower than the previous day. The implied volatity was 28.10, the open interest changed by 756 which increased total open position to 2646
On 20 Nov NTPC was trading at 366.70. The strike last trading price was 5.15, which was 0.00 lower than the previous day. The implied volatity was 26.53, the open interest changed by 258 which increased total open position to 1861
On 19 Nov NTPC was trading at 366.70. The strike last trading price was 5.15, which was -0.30 lower than the previous day. The implied volatity was 26.53, the open interest changed by 229 which increased total open position to 1861
On 18 Nov NTPC was trading at 366.70. The strike last trading price was 5.45, which was -4.20 lower than the previous day. The implied volatity was 26.42, the open interest changed by 1266 which increased total open position to 1628
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: -0.76
Vega: 0.15
Theta: -0.28
Gamma: 0.02
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 356.15 | 14 | 5.60 | 32.21 | 1,516 | -356 | 658 |
| 20 Nov | 366.70 | 8.4 | 0.00 | 31.47 | 6,575 | 217 | 1,017 |
| 19 Nov | 366.70 | 8.4 | 0.20 | 31.47 | 6,575 | 220 | 1,017 |
| 18 Nov | 366.70 | 8.2 | 3.25 | 29.37 | 2,915 | -240 | 799 |
| 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 -0.76
Historical price for 370 PE is as follows
On 21 Nov NTPC was trading at 356.15. The strike last trading price was 14, which was 5.60 higher than the previous day. The implied volatity was 32.21, the open interest changed by -356 which decreased total open position to 658
On 20 Nov NTPC was trading at 366.70. The strike last trading price was 8.4, which was 0.00 lower than the previous day. The implied volatity was 31.47, the open interest changed by 217 which increased total open position to 1017
On 19 Nov NTPC was trading at 366.70. The strike last trading price was 8.4, which was 0.20 higher than the previous day. The implied volatity was 31.47, the open interest changed by 220 which increased total open position to 1017
On 18 Nov NTPC was trading at 366.70. The strike last trading price was 8.2, which was 3.25 higher than the previous day. The implied volatity was 29.37, the open interest changed by -240 which decreased total open position to 799
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
