NTPC
Ntpc Ltd
Historical option data for NTPC
08 Apr 2025 05:50 PM IST
| NTPC 24APR2025 375 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.16
Vega: 0.18
Theta: -0.16
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 8 Apr | 352.95 | 1.55 | 0 | 25.76 | 3,145 | -312 | 1,383 | |||
| 7 Apr | 349.80 | 1.6 | 0.25 | 28.18 | 2,367 | -21 | 1,711 | |||
| 4 Apr | 350.40 | 1.35 | -0.9 | 23.57 | 2,149 | 170 | 1,723 | |||
| 3 Apr | 358.90 | 2.25 | 0.3 | 20.17 | 2,901 | 123 | 1,553 | |||
| 2 Apr | 351.75 | 1.9 | -0.1 | 24.39 | 1,054 | 79 | 1,429 | |||
| 1 Apr | 352.15 | 2.1 | -1.95 | 23.63 | 2,728 | 59 | 1,351 | |||
| 28 Mar | 357.60 | 3.9 | -2.2 | 23.59 | 4,251 | 945 | 1,292 | |||
| 27 Mar | 360.65 | 7 | 2.6 | 26.00 | 1,056 | 22 | 354 | |||
| 26 Mar | 354.65 | 4.35 | -3.8 | 27.20 | 509 | 107 | 331 | |||
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| 25 Mar | 366.95 | 7.6 | -1.1 | 25.27 | 396 | 71 | 219 | |||
| 24 Mar | 366.95 | 8.9 | 5.35 | 25.96 | 425 | 84 | 142 | |||
| 21 Mar | 351.30 | 3.75 | 1.75 | 23.85 | 128 | 23 | 55 | |||
| 20 Mar | 341.75 | 2 | -0.05 | 25.12 | 42 | 8 | 31 | |||
| 19 Mar | 341.30 | 2.05 | 0.3 | 25.55 | 18 | 12 | 22 | |||
| 18 Mar | 337.35 | 1.75 | -1.05 | 25.71 | 10 | 0 | 0 | |||
| 17 Mar | 331.65 | 2.8 | 0 | 9.64 | 0 | 0 | 0 | |||
| 13 Mar | 331.90 | 2.8 | 0 | 9.28 | 0 | 0 | 0 | |||
| 12 Mar | 330.15 | 2.8 | 0 | 9.54 | 0 | 0 | 0 | |||
| 11 Mar | 330.30 | 2.8 | 0 | 9.30 | 0 | 0 | 0 | |||
| 10 Mar | 329.40 | 2.8 | 0 | 9.52 | 0 | 0 | 0 | |||
| 7 Mar | 329.55 | 2.8 | 0 | 9.09 | 0 | 0 | 0 | |||
| 6 Mar | 337.90 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
For Ntpc Ltd - strike price 375 expiring on 24APR2025
Delta for 375 CE is 0.16
Historical price for 375 CE is as follows
On 8 Apr NTPC was trading at 352.95. The strike last trading price was 1.55, which was 0 lower than the previous day. The implied volatity was 25.76, the open interest changed by -312 which decreased total open position to 1383
On 7 Apr NTPC was trading at 349.80. The strike last trading price was 1.6, which was 0.25 higher than the previous day. The implied volatity was 28.18, the open interest changed by -21 which decreased total open position to 1711
On 4 Apr NTPC was trading at 350.40. The strike last trading price was 1.35, which was -0.9 lower than the previous day. The implied volatity was 23.57, the open interest changed by 170 which increased total open position to 1723
On 3 Apr NTPC was trading at 358.90. The strike last trading price was 2.25, which was 0.3 higher than the previous day. The implied volatity was 20.17, the open interest changed by 123 which increased total open position to 1553
On 2 Apr NTPC was trading at 351.75. The strike last trading price was 1.9, which was -0.1 lower than the previous day. The implied volatity was 24.39, the open interest changed by 79 which increased total open position to 1429
On 1 Apr NTPC was trading at 352.15. The strike last trading price was 2.1, which was -1.95 lower than the previous day. The implied volatity was 23.63, the open interest changed by 59 which increased total open position to 1351
On 28 Mar NTPC was trading at 357.60. The strike last trading price was 3.9, which was -2.2 lower than the previous day. The implied volatity was 23.59, the open interest changed by 945 which increased total open position to 1292
On 27 Mar NTPC was trading at 360.65. The strike last trading price was 7, which was 2.6 higher than the previous day. The implied volatity was 26.00, the open interest changed by 22 which increased total open position to 354
On 26 Mar NTPC was trading at 354.65. The strike last trading price was 4.35, which was -3.8 lower than the previous day. The implied volatity was 27.20, the open interest changed by 107 which increased total open position to 331
On 25 Mar NTPC was trading at 366.95. The strike last trading price was 7.6, which was -1.1 lower than the previous day. The implied volatity was 25.27, the open interest changed by 71 which increased total open position to 219
On 24 Mar NTPC was trading at 366.95. The strike last trading price was 8.9, which was 5.35 higher than the previous day. The implied volatity was 25.96, the open interest changed by 84 which increased total open position to 142
On 21 Mar NTPC was trading at 351.30. The strike last trading price was 3.75, which was 1.75 higher than the previous day. The implied volatity was 23.85, the open interest changed by 23 which increased total open position to 55
On 20 Mar NTPC was trading at 341.75. The strike last trading price was 2, which was -0.05 lower than the previous day. The implied volatity was 25.12, the open interest changed by 8 which increased total open position to 31
On 19 Mar NTPC was trading at 341.30. The strike last trading price was 2.05, which was 0.3 higher than the previous day. The implied volatity was 25.55, the open interest changed by 12 which increased total open position to 22
On 18 Mar NTPC was trading at 337.35. The strike last trading price was 1.75, which was -1.05 lower than the previous day. The implied volatity was 25.71, 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 2.8, which was 0 lower than the previous day. The implied volatity was 9.64, 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 2.8, which was 0 lower than the previous day. The implied volatity was 9.28, 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 2.8, which was 0 lower than the previous day. The implied volatity was 9.54, 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 2.8, which was 0 lower than the previous day. The implied volatity was 9.30, 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 2.8, which was 0 lower than the previous day. The implied volatity was 9.52, 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 2.8, which was 0 lower than the previous day. The implied volatity was 9.09, 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 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 375 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.78
Vega: 0.22
Theta: -0.14
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 8 Apr | 352.95 | 23.1 | -3.4 | 32.92 | 37 | 6 | 96 |
| 7 Apr | 349.80 | 26.35 | 1.85 | 34.54 | 33 | -4 | 92 |
| 4 Apr | 350.40 | 24 | 6.6 | 26.38 | 156 | 37 | 95 |
| 3 Apr | 358.90 | 17.1 | -6.1 | 24.71 | 87 | -20 | 57 |
| 2 Apr | 351.75 | 23.05 | 0.15 | 24.63 | 55 | -1 | 77 |
| 1 Apr | 352.15 | 23 | 3.1 | 28.34 | 232 | 10 | 76 |
| 28 Mar | 357.60 | 19.75 | 2.9 | 28.34 | 182 | 2 | 66 |
| 27 Mar | 360.65 | 15.55 | -7.4 | 27.07 | 52 | 6 | 63 |
| 26 Mar | 354.65 | 23.5 | 8.6 | 30.65 | 42 | 16 | 57 |
| 25 Mar | 366.95 | 15.6 | 1.35 | 28.25 | 96 | 32 | 40 |
| 24 Mar | 366.95 | 14.4 | -43.6 | 27.55 | 15 | 7 | 7 |
| 21 Mar | 351.30 | 58 | 0 | - | 0 | 0 | 0 |
| 20 Mar | 341.75 | 58 | 0 | - | 0 | 0 | 0 |
| 19 Mar | 341.30 | 58 | 0 | - | 0 | 0 | 0 |
| 18 Mar | 337.35 | 58 | 0 | - | 0 | 0 | 0 |
| 17 Mar | 331.65 | 58 | 0 | - | 0 | 0 | 0 |
| 13 Mar | 331.90 | 58 | 0 | - | 0 | 0 | 0 |
| 12 Mar | 330.15 | 58 | 0 | - | 0 | 0 | 0 |
| 11 Mar | 330.30 | 58 | 0 | - | 0 | 0 | 0 |
| 10 Mar | 329.40 | 58 | 0 | - | 0 | 0 | 0 |
| 7 Mar | 329.55 | 58 | 0 | - | 0 | 0 | 0 |
| 6 Mar | 337.90 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Ntpc Ltd - strike price 375 expiring on 24APR2025
Delta for 375 PE is -0.78
Historical price for 375 PE is as follows
On 8 Apr NTPC was trading at 352.95. The strike last trading price was 23.1, which was -3.4 lower than the previous day. The implied volatity was 32.92, the open interest changed by 6 which increased total open position to 96
On 7 Apr NTPC was trading at 349.80. The strike last trading price was 26.35, which was 1.85 higher than the previous day. The implied volatity was 34.54, the open interest changed by -4 which decreased total open position to 92
On 4 Apr NTPC was trading at 350.40. The strike last trading price was 24, which was 6.6 higher than the previous day. The implied volatity was 26.38, the open interest changed by 37 which increased total open position to 95
On 3 Apr NTPC was trading at 358.90. The strike last trading price was 17.1, which was -6.1 lower than the previous day. The implied volatity was 24.71, the open interest changed by -20 which decreased total open position to 57
On 2 Apr NTPC was trading at 351.75. The strike last trading price was 23.05, which was 0.15 higher than the previous day. The implied volatity was 24.63, the open interest changed by -1 which decreased total open position to 77
On 1 Apr NTPC was trading at 352.15. The strike last trading price was 23, which was 3.1 higher than the previous day. The implied volatity was 28.34, the open interest changed by 10 which increased total open position to 76
On 28 Mar NTPC was trading at 357.60. The strike last trading price was 19.75, which was 2.9 higher than the previous day. The implied volatity was 28.34, the open interest changed by 2 which increased total open position to 66
On 27 Mar NTPC was trading at 360.65. The strike last trading price was 15.55, which was -7.4 lower than the previous day. The implied volatity was 27.07, the open interest changed by 6 which increased total open position to 63
On 26 Mar NTPC was trading at 354.65. The strike last trading price was 23.5, which was 8.6 higher than the previous day. The implied volatity was 30.65, the open interest changed by 16 which increased total open position to 57
On 25 Mar NTPC was trading at 366.95. The strike last trading price was 15.6, which was 1.35 higher than the previous day. The implied volatity was 28.25, the open interest changed by 32 which increased total open position to 40
On 24 Mar NTPC was trading at 366.95. The strike last trading price was 14.4, which was -43.6 lower than the previous day. The implied volatity was 27.55, the open interest changed by 7 which increased total open position to 7
On 21 Mar NTPC was trading at 351.30. The strike last trading price was 58, 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 Mar NTPC was trading at 341.75. The strike last trading price was 58, 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 19 Mar NTPC was trading at 341.30. The strike last trading price was 58, 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 18 Mar NTPC was trading at 337.35. The strike last trading price was 58, 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 58, 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 58, 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 58, 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 58, 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 58, 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 58, 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 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
