NTPC
Ntpc Ltd
Historical option data for NTPC
21 Nov 2024 04:10 PM IST
NTPC 28NOV2024 375 CE | ||||||||||
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Delta: 0.14
Vega: 0.11
Theta: -0.25
Gamma: 0.01
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
21 Nov | 356.15 | 1.05 | -2.25 | 30.14 | 4,602 | 76 | 1,853 | |||
20 Nov | 366.70 | 3.3 | 0.00 | 26.58 | 11,387 | 251 | 1,781 | |||
19 Nov | 366.70 | 3.3 | -0.20 | 26.58 | 11,387 | 255 | 1,781 | |||
18 Nov | 366.70 | 3.5 | -3.35 | 26.20 | 6,524 | 975 | 1,487 | |||
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 | |||
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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 0.14
Historical price for 375 CE is as follows
On 21 Nov NTPC was trading at 356.15. The strike last trading price was 1.05, which was -2.25 lower than the previous day. The implied volatity was 30.14, the open interest changed by 76 which increased total open position to 1853
On 20 Nov NTPC was trading at 366.70. The strike last trading price was 3.3, which was 0.00 lower than the previous day. The implied volatity was 26.58, the open interest changed by 251 which increased total open position to 1781
On 19 Nov NTPC was trading at 366.70. The strike last trading price was 3.3, which was -0.20 lower than the previous day. The implied volatity was 26.58, the open interest changed by 255 which increased total open position to 1781
On 18 Nov NTPC was trading at 366.70. The strike last trading price was 3.5, which was -3.35 lower than the previous day. The implied volatity was 26.20, the open interest changed by 975 which increased total open position to 1487
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 | |||||||
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Delta: -0.79
Vega: 0.14
Theta: -0.31
Gamma: 0.01
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
21 Nov | 356.15 | 19 | 7.35 | 39.31 | 367 | 1 | 466 |
20 Nov | 366.70 | 11.65 | 0.00 | 33.01 | 2,398 | -13 | 466 |
19 Nov | 366.70 | 11.65 | 0.30 | 33.01 | 2,398 | -12 | 466 |
18 Nov | 366.70 | 11.35 | 4.20 | 29.87 | 1,255 | -138 | 627 |
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 -0.79
Historical price for 375 PE is as follows
On 21 Nov NTPC was trading at 356.15. The strike last trading price was 19, which was 7.35 higher than the previous day. The implied volatity was 39.31, the open interest changed by 1 which increased total open position to 466
On 20 Nov NTPC was trading at 366.70. The strike last trading price was 11.65, which was 0.00 lower than the previous day. The implied volatity was 33.01, the open interest changed by -13 which decreased total open position to 466
On 19 Nov NTPC was trading at 366.70. The strike last trading price was 11.65, which was 0.30 higher than the previous day. The implied volatity was 33.01, the open interest changed by -12 which decreased total open position to 466
On 18 Nov NTPC was trading at 366.70. The strike last trading price was 11.35, which was 4.20 higher than the previous day. The implied volatity was 29.87, the open interest changed by -138 which decreased total open position to 627
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