NTPC
Ntpc Ltd
Historical option data for NTPC
20 Dec 2024 04:10 PM IST
| NTPC 26DEC2024 375 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.02
Vega: 0.02
Theta: -0.06
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 333.25 | 0.1 | -0.10 | 41.55 | 1,357 | -235 | 3,575 | |||
| 19 Dec | 337.40 | 0.2 | -0.10 | 38.50 | 717 | -128 | 3,821 | |||
| 18 Dec | 341.75 | 0.3 | -0.15 | 34.17 | 2,216 | -262 | 3,952 | |||
| 17 Dec | 349.05 | 0.45 | -0.25 | 28.53 | 3,165 | 255 | 4,209 | |||
| 16 Dec | 352.90 | 0.7 | -0.30 | 26.59 | 1,934 | 99 | 3,955 | |||
| 13 Dec | 357.15 | 1 | -0.25 | 21.02 | 4,899 | 165 | 3,861 | |||
| 12 Dec | 355.60 | 1.25 | -1.80 | 23.42 | 6,232 | 172 | 3,720 | |||
| 11 Dec | 365.50 | 3.05 | -0.80 | 20.41 | 4,231 | -93 | 3,559 | |||
| 10 Dec | 369.15 | 3.85 | -0.80 | 18.74 | 4,324 | 101 | 3,650 | |||
| 9 Dec | 369.85 | 4.65 | -0.05 | 19.94 | 8,892 | 635 | 3,562 | |||
| 6 Dec | 369.50 | 4.7 | -0.55 | 17.79 | 5,653 | 320 | 2,924 | |||
| 5 Dec | 369.15 | 5.25 | -1.30 | 19.25 | 6,610 | 497 | 2,611 | |||
| 4 Dec | 372.75 | 6.55 | 1.65 | 18.28 | 9,952 | 475 | 2,123 | |||
| 3 Dec | 367.45 | 4.9 | 1.80 | 19.15 | 5,618 | 156 | 1,659 | |||
| 2 Dec | 358.20 | 3.1 | -1.80 | 22.33 | 2,517 | 539 | 1,505 | |||
| 29 Nov | 363.65 | 4.9 | -2.15 | 21.95 | 3,337 | 202 | 984 | |||
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| 28 Nov | 362.05 | 7.05 | -2.50 | 24.85 | 2,887 | 248 | 787 | |||
| 27 Nov | 369.30 | 9.55 | 2.40 | 25.55 | 1,524 | 64 | 536 | |||
| 26 Nov | 361.65 | 7.15 | -2.70 | 27.26 | 408 | 106 | 472 | |||
| 25 Nov | 368.40 | 9.85 | 2.05 | 26.03 | 720 | 264 | 365 | |||
| 22 Nov | 365.45 | 7.8 | 1.20 | 24.26 | 218 | 0 | 101 | |||
| 21 Nov | 356.15 | 6.6 | -4.35 | 27.40 | 151 | 39 | 101 | |||
| 20 Nov | 366.70 | 10.95 | 0.00 | 27.88 | 120 | 47 | 54 | |||
| 19 Nov | 366.70 | 10.95 | -0.80 | 27.88 | 120 | 39 | 54 | |||
| 18 Nov | 366.70 | 11.75 | -33.70 | 28.92 | 23 | 12 | 12 | |||
| 14 Nov | 372.50 | 45.45 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 381.35 | 45.45 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 380.30 | 45.45 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 392.55 | 45.45 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 397.65 | 45.45 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 403.10 | 45.45 | - | 0 | 0 | 0 | ||||
For Ntpc Ltd - strike price 375 expiring on 26DEC2024
Delta for 375 CE is 0.02
Historical price for 375 CE is as follows
On 20 Dec NTPC was trading at 333.25. The strike last trading price was 0.1, which was -0.10 lower than the previous day. The implied volatity was 41.55, the open interest changed by -235 which decreased total open position to 3575
On 19 Dec NTPC was trading at 337.40. The strike last trading price was 0.2, which was -0.10 lower than the previous day. The implied volatity was 38.50, the open interest changed by -128 which decreased total open position to 3821
On 18 Dec NTPC was trading at 341.75. The strike last trading price was 0.3, which was -0.15 lower than the previous day. The implied volatity was 34.17, the open interest changed by -262 which decreased total open position to 3952
On 17 Dec NTPC was trading at 349.05. The strike last trading price was 0.45, which was -0.25 lower than the previous day. The implied volatity was 28.53, the open interest changed by 255 which increased total open position to 4209
On 16 Dec NTPC was trading at 352.90. The strike last trading price was 0.7, which was -0.30 lower than the previous day. The implied volatity was 26.59, the open interest changed by 99 which increased total open position to 3955
On 13 Dec NTPC was trading at 357.15. The strike last trading price was 1, which was -0.25 lower than the previous day. The implied volatity was 21.02, the open interest changed by 165 which increased total open position to 3861
On 12 Dec NTPC was trading at 355.60. The strike last trading price was 1.25, which was -1.80 lower than the previous day. The implied volatity was 23.42, the open interest changed by 172 which increased total open position to 3720
On 11 Dec NTPC was trading at 365.50. The strike last trading price was 3.05, which was -0.80 lower than the previous day. The implied volatity was 20.41, the open interest changed by -93 which decreased total open position to 3559
On 10 Dec NTPC was trading at 369.15. The strike last trading price was 3.85, which was -0.80 lower than the previous day. The implied volatity was 18.74, the open interest changed by 101 which increased total open position to 3650
On 9 Dec NTPC was trading at 369.85. The strike last trading price was 4.65, which was -0.05 lower than the previous day. The implied volatity was 19.94, the open interest changed by 635 which increased total open position to 3562
On 6 Dec NTPC was trading at 369.50. The strike last trading price was 4.7, which was -0.55 lower than the previous day. The implied volatity was 17.79, the open interest changed by 320 which increased total open position to 2924
On 5 Dec NTPC was trading at 369.15. The strike last trading price was 5.25, which was -1.30 lower than the previous day. The implied volatity was 19.25, the open interest changed by 497 which increased total open position to 2611
On 4 Dec NTPC was trading at 372.75. The strike last trading price was 6.55, which was 1.65 higher than the previous day. The implied volatity was 18.28, the open interest changed by 475 which increased total open position to 2123
On 3 Dec NTPC was trading at 367.45. The strike last trading price was 4.9, which was 1.80 higher than the previous day. The implied volatity was 19.15, the open interest changed by 156 which increased total open position to 1659
On 2 Dec NTPC was trading at 358.20. The strike last trading price was 3.1, which was -1.80 lower than the previous day. The implied volatity was 22.33, the open interest changed by 539 which increased total open position to 1505
On 29 Nov NTPC was trading at 363.65. The strike last trading price was 4.9, which was -2.15 lower than the previous day. The implied volatity was 21.95, the open interest changed by 202 which increased total open position to 984
On 28 Nov NTPC was trading at 362.05. The strike last trading price was 7.05, which was -2.50 lower than the previous day. The implied volatity was 24.85, the open interest changed by 248 which increased total open position to 787
On 27 Nov NTPC was trading at 369.30. The strike last trading price was 9.55, which was 2.40 higher than the previous day. The implied volatity was 25.55, the open interest changed by 64 which increased total open position to 536
On 26 Nov NTPC was trading at 361.65. The strike last trading price was 7.15, which was -2.70 lower than the previous day. The implied volatity was 27.26, the open interest changed by 106 which increased total open position to 472
On 25 Nov NTPC was trading at 368.40. The strike last trading price was 9.85, which was 2.05 higher than the previous day. The implied volatity was 26.03, the open interest changed by 264 which increased total open position to 365
On 22 Nov NTPC was trading at 365.45. The strike last trading price was 7.8, which was 1.20 higher than the previous day. The implied volatity was 24.26, the open interest changed by 0 which decreased total open position to 101
On 21 Nov NTPC was trading at 356.15. The strike last trading price was 6.6, which was -4.35 lower than the previous day. The implied volatity was 27.40, the open interest changed by 39 which increased total open position to 101
On 20 Nov NTPC was trading at 366.70. The strike last trading price was 10.95, which was 0.00 lower than the previous day. The implied volatity was 27.88, the open interest changed by 47 which increased total open position to 54
On 19 Nov NTPC was trading at 366.70. The strike last trading price was 10.95, which was -0.80 lower than the previous day. The implied volatity was 27.88, the open interest changed by 39 which increased total open position to 54
On 18 Nov NTPC was trading at 366.70. The strike last trading price was 11.75, which was -33.70 lower than the previous day. The implied volatity was 28.92, the open interest changed by 12 which increased total open position to 12
On 14 Nov NTPC was trading at 372.50. The strike last trading price was 45.45, 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 13 Nov NTPC was trading at 381.35. The strike last trading price was 45.45, 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 12 Nov NTPC was trading at 380.30. The strike last trading price was 45.45, 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 11 Nov NTPC was trading at 392.55. The strike last trading price was 45.45, 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 8 Nov NTPC was trading at 397.65. The strike last trading price was 45.45, 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 45.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| NTPC 26DEC2024 375 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 333.25 | 39 | 0.15 | - | 6 | -2 | 563 |
| 19 Dec | 337.40 | 38.85 | 4.85 | 68.98 | 3 | 0 | 566 |
| 18 Dec | 341.75 | 34 | 8.85 | 58.25 | 20 | 3 | 567 |
| 17 Dec | 349.05 | 25.15 | 3.60 | 28.86 | 8 | -4 | 565 |
| 16 Dec | 352.90 | 21.55 | 3.25 | 24.16 | 50 | 17 | 569 |
| 13 Dec | 357.15 | 18.3 | -1.00 | 28.79 | 55 | -12 | 552 |
| 12 Dec | 355.60 | 19.3 | 8.80 | 25.67 | 782 | 90 | 594 |
| 11 Dec | 365.50 | 10.5 | 0.95 | 19.98 | 691 | 33 | 508 |
| 10 Dec | 369.15 | 9.55 | 0.65 | 22.90 | 894 | -156 | 485 |
| 9 Dec | 369.85 | 8.9 | -0.35 | 21.36 | 1,777 | 69 | 649 |
| 6 Dec | 369.50 | 9.25 | -0.55 | 21.75 | 970 | 18 | 581 |
| 5 Dec | 369.15 | 9.8 | 1.50 | 22.41 | 1,364 | -24 | 562 |
| 4 Dec | 372.75 | 8.3 | -2.90 | 22.40 | 2,777 | 360 | 588 |
| 3 Dec | 367.45 | 11.2 | -6.40 | 22.93 | 639 | -58 | 231 |
| 2 Dec | 358.20 | 17.6 | 3.05 | 23.36 | 234 | -51 | 289 |
| 29 Nov | 363.65 | 14.55 | -0.40 | 23.08 | 345 | -57 | 343 |
| 28 Nov | 362.05 | 14.95 | 2.55 | 27.43 | 508 | 254 | 401 |
| 27 Nov | 369.30 | 12.4 | -5.10 | 26.91 | 216 | 47 | 147 |
| 26 Nov | 361.65 | 17.5 | 3.80 | 28.32 | 69 | 18 | 100 |
| 25 Nov | 368.40 | 13.7 | -1.40 | 28.42 | 142 | 80 | 82 |
| 22 Nov | 365.45 | 15.1 | 1.10 | 25.36 | 6 | 1 | 3 |
| 21 Nov | 356.15 | 14 | 0.00 | 0.00 | 0 | 1 | 0 |
| 20 Nov | 366.70 | 14 | 0.00 | 24.82 | 3 | 1 | 1 |
| 19 Nov | 366.70 | 14 | -2.00 | 24.82 | 3 | 0 | 1 |
| 18 Nov | 366.70 | 16 | 7.90 | 29.10 | 1 | 0 | 0 |
| 14 Nov | 372.50 | 8.1 | 0.00 | 0.75 | 0 | 0 | 0 |
| 13 Nov | 381.35 | 8.1 | 0.00 | 2.35 | 0 | 0 | 0 |
| 12 Nov | 380.30 | 8.1 | 0.00 | 2.21 | 0 | 0 | 0 |
| 11 Nov | 392.55 | 8.1 | 0.00 | 5.04 | 0 | 0 | 0 |
| 8 Nov | 397.65 | 8.1 | 0.00 | 5.75 | 0 | 0 | 0 |
| 5 Nov | 403.10 | 8.1 | 6.80 | 0 | 0 | 0 | |
For Ntpc Ltd - strike price 375 expiring on 26DEC2024
Delta for 375 PE is -
Historical price for 375 PE is as follows
On 20 Dec NTPC was trading at 333.25. The strike last trading price was 39, which was 0.15 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 563
On 19 Dec NTPC was trading at 337.40. The strike last trading price was 38.85, which was 4.85 higher than the previous day. The implied volatity was 68.98, the open interest changed by 0 which decreased total open position to 566
On 18 Dec NTPC was trading at 341.75. The strike last trading price was 34, which was 8.85 higher than the previous day. The implied volatity was 58.25, the open interest changed by 3 which increased total open position to 567
On 17 Dec NTPC was trading at 349.05. The strike last trading price was 25.15, which was 3.60 higher than the previous day. The implied volatity was 28.86, the open interest changed by -4 which decreased total open position to 565
On 16 Dec NTPC was trading at 352.90. The strike last trading price was 21.55, which was 3.25 higher than the previous day. The implied volatity was 24.16, the open interest changed by 17 which increased total open position to 569
On 13 Dec NTPC was trading at 357.15. The strike last trading price was 18.3, which was -1.00 lower than the previous day. The implied volatity was 28.79, the open interest changed by -12 which decreased total open position to 552
On 12 Dec NTPC was trading at 355.60. The strike last trading price was 19.3, which was 8.80 higher than the previous day. The implied volatity was 25.67, the open interest changed by 90 which increased total open position to 594
On 11 Dec NTPC was trading at 365.50. The strike last trading price was 10.5, which was 0.95 higher than the previous day. The implied volatity was 19.98, the open interest changed by 33 which increased total open position to 508
On 10 Dec NTPC was trading at 369.15. The strike last trading price was 9.55, which was 0.65 higher than the previous day. The implied volatity was 22.90, the open interest changed by -156 which decreased total open position to 485
On 9 Dec NTPC was trading at 369.85. The strike last trading price was 8.9, which was -0.35 lower than the previous day. The implied volatity was 21.36, the open interest changed by 69 which increased total open position to 649
On 6 Dec NTPC was trading at 369.50. The strike last trading price was 9.25, which was -0.55 lower than the previous day. The implied volatity was 21.75, the open interest changed by 18 which increased total open position to 581
On 5 Dec NTPC was trading at 369.15. The strike last trading price was 9.8, which was 1.50 higher than the previous day. The implied volatity was 22.41, the open interest changed by -24 which decreased total open position to 562
On 4 Dec NTPC was trading at 372.75. The strike last trading price was 8.3, which was -2.90 lower than the previous day. The implied volatity was 22.40, the open interest changed by 360 which increased total open position to 588
On 3 Dec NTPC was trading at 367.45. The strike last trading price was 11.2, which was -6.40 lower than the previous day. The implied volatity was 22.93, the open interest changed by -58 which decreased total open position to 231
On 2 Dec NTPC was trading at 358.20. The strike last trading price was 17.6, which was 3.05 higher than the previous day. The implied volatity was 23.36, the open interest changed by -51 which decreased total open position to 289
On 29 Nov NTPC was trading at 363.65. The strike last trading price was 14.55, which was -0.40 lower than the previous day. The implied volatity was 23.08, the open interest changed by -57 which decreased total open position to 343
On 28 Nov NTPC was trading at 362.05. The strike last trading price was 14.95, which was 2.55 higher than the previous day. The implied volatity was 27.43, the open interest changed by 254 which increased total open position to 401
On 27 Nov NTPC was trading at 369.30. The strike last trading price was 12.4, which was -5.10 lower than the previous day. The implied volatity was 26.91, the open interest changed by 47 which increased total open position to 147
On 26 Nov NTPC was trading at 361.65. The strike last trading price was 17.5, which was 3.80 higher than the previous day. The implied volatity was 28.32, the open interest changed by 18 which increased total open position to 100
On 25 Nov NTPC was trading at 368.40. The strike last trading price was 13.7, which was -1.40 lower than the previous day. The implied volatity was 28.42, the open interest changed by 80 which increased total open position to 82
On 22 Nov NTPC was trading at 365.45. The strike last trading price was 15.1, which was 1.10 higher than the previous day. The implied volatity was 25.36, the open interest changed by 1 which increased total open position to 3
On 21 Nov NTPC was trading at 356.15. The strike last trading price was 14, 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 20 Nov NTPC was trading at 366.70. The strike last trading price was 14, which was 0.00 lower than the previous day. The implied volatity was 24.82, the open interest changed by 1 which increased total open position to 1
On 19 Nov NTPC was trading at 366.70. The strike last trading price was 14, which was -2.00 lower than the previous day. The implied volatity was 24.82, the open interest changed by 0 which decreased total open position to 1
On 18 Nov NTPC was trading at 366.70. The strike last trading price was 16, which was 7.90 higher than the previous day. The implied volatity was 29.10, the open interest changed by 0 which decreased total open position to 0
On 14 Nov NTPC was trading at 372.50. The strike last trading price was 8.1, which was 0.00 lower than the previous day. The implied volatity was 0.75, the open interest changed by 0 which decreased total open position to 0
On 13 Nov NTPC was trading at 381.35. The strike last trading price was 8.1, which was 0.00 lower than the previous day. The implied volatity was 2.35, the open interest changed by 0 which decreased total open position to 0
On 12 Nov NTPC was trading at 380.30. The strike last trading price was 8.1, which was 0.00 lower than the previous day. The implied volatity was 2.21, the open interest changed by 0 which decreased total open position to 0
On 11 Nov NTPC was trading at 392.55. The strike last trading price was 8.1, which was 0.00 lower than the previous day. The implied volatity was 5.04, 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 8.1, which was 0.00 lower than the previous day. The implied volatity was 5.75, 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 8.1, which was lower than the previous day. The implied volatity was 6.80, the open interest changed by 0 which decreased total open position to 0
