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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 375 CE
Delta: 0.51
Vega: 0.29
Theta: -0.30
Gamma: 0.02
Date Close Ltp Change IV Volume Change OI OI
14 Nov 372.50 6.85 -5.35 23.67 2,353 367 509
13 Nov 381.35 12.2 -0.35 27.03 653 75 141
12 Nov 380.30 12.55 -8.95 27.45 192 60 67
11 Nov 392.55 21.5 -4.15 24.03 4 0 5
8 Nov 397.65 25.65 -7.00 28.59 8 1 6
7 Nov 403.80 32.65 0.85 28.36 2 1 6
6 Nov 408.90 31.8 0.00 0.00 0 -3 0
5 Nov 403.10 31.8 2.20 25.90 11 -2 6
4 Nov 400.95 29.6 -39.40 21.59 9 7 7
1 Nov 411.35 69 0.00 - 0 0 0
31 Oct 408.15 69 0.00 - 0 0 0
30 Oct 408.50 69 0.00 - 0 0 0
29 Oct 412.15 69 0.00 - 0 0 0
28 Oct 403.90 69 0.00 - 0 0 0
25 Oct 398.90 69 0.00 - 0 0 0
24 Oct 411.90 69 0.00 - 0 0 0
23 Oct 408.30 69 0.00 - 0 0 0
22 Oct 415.75 69 0.00 - 0 0 0
21 Oct 425.00 69 0.00 - 0 0 0
18 Oct 424.95 69 0.00 - 0 0 0
17 Oct 417.75 69 0.00 - 0 0 0
16 Oct 424.25 69 0.00 - 0 0 0
15 Oct 426.60 69 69.00 - 0 0 0
3 Oct 435.35 0 - 0 0 0


For Ntpc Ltd - strike price 375 expiring on 28NOV2024

Delta for 375 CE is 0.51

Historical price for 375 CE is as follows

On 14 Nov NTPC was trading at 372.50. The strike last trading price was 6.85, which was -5.35 lower than the previous day. The implied volatity was 23.67, the open interest changed by 367 which increased total open position to 509


On 13 Nov NTPC was trading at 381.35. The strike last trading price was 12.2, which was -0.35 lower than the previous day. The implied volatity was 27.03, the open interest changed by 75 which increased total open position to 141


On 12 Nov NTPC was trading at 380.30. The strike last trading price was 12.55, which was -8.95 lower than the previous day. The implied volatity was 27.45, the open interest changed by 60 which increased total open position to 67


On 11 Nov NTPC was trading at 392.55. The strike last trading price was 21.5, which was -4.15 lower than the previous day. The implied volatity was 24.03, the open interest changed by 0 which decreased total open position to 5


On 8 Nov NTPC was trading at 397.65. The strike last trading price was 25.65, which was -7.00 lower than the previous day. The implied volatity was 28.59, the open interest changed by 1 which increased total open position to 6


On 7 Nov NTPC was trading at 403.80. The strike last trading price was 32.65, which was 0.85 higher than the previous day. The implied volatity was 28.36, the open interest changed by 1 which increased total open position to 6


On 6 Nov NTPC was trading at 408.90. The strike last trading price was 31.8, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -3 which decreased total open position to 0


On 5 Nov NTPC was trading at 403.10. The strike last trading price was 31.8, which was 2.20 higher than the previous day. The implied volatity was 25.90, the open interest changed by -2 which decreased total open position to 6


On 4 Nov NTPC was trading at 400.95. The strike last trading price was 29.6, which was -39.40 lower than the previous day. The implied volatity was 21.59, the open interest changed by 7 which increased total open position to 7


On 1 Nov NTPC was trading at 411.35. The strike last trading price was 69, 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 31 Oct NTPC was trading at 408.15. The strike last trading price was 69, 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 30 Oct NTPC was trading at 408.50. The strike last trading price was 69, 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 69, 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 28 Oct NTPC was trading at 403.90. The strike last trading price was 69, 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 69, 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 24 Oct NTPC was trading at 411.90. The strike last trading price was 69, 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 23 Oct NTPC was trading at 408.30. The strike last trading price was 69, 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 69, 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 69, 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 69, 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 69, 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 69, 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 69, which was 69.00 higher 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 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 375 PE
Delta: -0.49
Vega: 0.29
Theta: -0.20
Gamma: 0.02
Date Close Ltp Change IV Volume Change OI OI
14 Nov 372.50 7.15 1.55 24.31 4,327 215 770
13 Nov 381.35 5.6 -0.05 28.37 2,407 133 558
12 Nov 380.30 5.65 3.15 27.59 2,128 33 423
11 Nov 392.55 2.5 0.25 27.95 692 161 389
8 Nov 397.65 2.25 0.90 27.10 763 67 223
7 Nov 403.80 1.35 0.45 27.26 405 -3 155
6 Nov 408.90 0.9 -1.25 26.69 537 7 158
5 Nov 403.10 2.15 -1.45 29.58 442 70 151
4 Nov 400.95 3.6 1.15 33.65 347 23 80
1 Nov 411.35 2.45 -0.20 33.81 19 2 58
31 Oct 408.15 2.65 -0.35 - 196 -3 55
30 Oct 408.50 3 0.30 - 61 14 60
29 Oct 412.15 2.7 -1.25 - 45 9 45
28 Oct 403.90 3.95 -2.15 - 22 16 35
25 Oct 398.90 6.1 0.65 - 30 17 19
24 Oct 411.90 5.45 0.00 - 0 2 0
23 Oct 408.30 5.45 0.75 - 2 1 1
22 Oct 415.75 4.7 0.00 - 0 0 0
21 Oct 425.00 4.7 0.00 - 0 0 0
18 Oct 424.95 4.7 0.00 - 0 0 0
17 Oct 417.75 4.7 0.00 - 0 0 0
16 Oct 424.25 4.7 0.00 - 0 0 0
15 Oct 426.60 4.7 4.70 - 0 0 0
3 Oct 435.35 0 - 0 0 0


For Ntpc Ltd - strike price 375 expiring on 28NOV2024

Delta for 375 PE is -0.49

Historical price for 375 PE is as follows

On 14 Nov NTPC was trading at 372.50. The strike last trading price was 7.15, which was 1.55 higher than the previous day. The implied volatity was 24.31, the open interest changed by 215 which increased total open position to 770


On 13 Nov NTPC was trading at 381.35. The strike last trading price was 5.6, which was -0.05 lower than the previous day. The implied volatity was 28.37, the open interest changed by 133 which increased total open position to 558


On 12 Nov NTPC was trading at 380.30. The strike last trading price was 5.65, which was 3.15 higher than the previous day. The implied volatity was 27.59, the open interest changed by 33 which increased total open position to 423


On 11 Nov NTPC was trading at 392.55. The strike last trading price was 2.5, which was 0.25 higher than the previous day. The implied volatity was 27.95, the open interest changed by 161 which increased total open position to 389


On 8 Nov NTPC was trading at 397.65. The strike last trading price was 2.25, which was 0.90 higher than the previous day. The implied volatity was 27.10, the open interest changed by 67 which increased total open position to 223


On 7 Nov NTPC was trading at 403.80. The strike last trading price was 1.35, which was 0.45 higher than the previous day. The implied volatity was 27.26, the open interest changed by -3 which decreased total open position to 155


On 6 Nov NTPC was trading at 408.90. The strike last trading price was 0.9, which was -1.25 lower than the previous day. The implied volatity was 26.69, the open interest changed by 7 which increased total open position to 158


On 5 Nov NTPC was trading at 403.10. The strike last trading price was 2.15, which was -1.45 lower than the previous day. The implied volatity was 29.58, the open interest changed by 70 which increased total open position to 151


On 4 Nov NTPC was trading at 400.95. The strike last trading price was 3.6, which was 1.15 higher than the previous day. The implied volatity was 33.65, the open interest changed by 23 which increased total open position to 80


On 1 Nov NTPC was trading at 411.35. The strike last trading price was 2.45, which was -0.20 lower than the previous day. The implied volatity was 33.81, the open interest changed by 2 which increased total open position to 58


On 31 Oct NTPC was trading at 408.15. The strike last trading price was 2.65, 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 3, 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 29 Oct NTPC was trading at 412.15. The strike last trading price was 2.7, which was -1.25 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 3.95, which was -2.15 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 6.1, which was 0.65 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 5.45, 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 23 Oct NTPC was trading at 408.30. The strike last trading price was 5.45, which was 0.75 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 4.7, 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 4.7, 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 4.7, 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 4.7, 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 4.7, 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 4.7, which was 4.70 higher 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 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to