NTPC
Ntpc Ltd
Historical option data for NTPC
20 Dec 2024 04:10 PM IST
NTPC 26DEC2024 380 CE | ||||||||||
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Delta: 0.01
Vega: 0.01
Theta: -0.04
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
20 Dec | 333.25 | 0.05 | -0.10 | 41.69 | 4,091 | -109 | 6,674 | |||
19 Dec | 337.40 | 0.15 | -0.10 | 40.70 | 1,335 | -235 | 6,783 | |||
18 Dec | 341.75 | 0.25 | -0.10 | 37.05 | 1,600 | -224 | 7,039 | |||
17 Dec | 349.05 | 0.35 | -0.15 | 31.09 | 2,291 | -56 | 7,296 | |||
16 Dec | 352.90 | 0.5 | -0.15 | 28.58 | 2,150 | 24 | 7,359 | |||
13 Dec | 357.15 | 0.65 | -0.20 | 22.44 | 6,466 | -68 | 7,341 | |||
12 Dec | 355.60 | 0.85 | -1.05 | 24.69 | 7,126 | 321 | 7,550 | |||
11 Dec | 365.50 | 1.9 | -0.55 | 20.85 | 4,679 | 74 | 7,230 | |||
10 Dec | 369.15 | 2.45 | -0.60 | 19.33 | 6,004 | 1,321 | 7,167 | |||
9 Dec | 369.85 | 3.05 | -0.20 | 20.27 | 7,414 | 711 | 5,845 | |||
6 Dec | 369.50 | 3.25 | -0.40 | 18.74 | 4,591 | 253 | 5,114 | |||
5 Dec | 369.15 | 3.65 | -0.95 | 19.80 | 8,888 | -251 | 4,885 | |||
4 Dec | 372.75 | 4.6 | 1.15 | 18.77 | 14,511 | 954 | 5,137 | |||
3 Dec | 367.45 | 3.45 | 1.20 | 19.75 | 10,619 | 533 | 4,162 | |||
2 Dec | 358.20 | 2.25 | -1.30 | 23.02 | 4,124 | 980 | 3,634 | |||
29 Nov | 363.65 | 3.55 | -1.70 | 22.19 | 6,708 | 395 | 2,666 | |||
28 Nov | 362.05 | 5.25 | -2.15 | 24.60 | 4,866 | 550 | 2,274 | |||
27 Nov | 369.30 | 7.4 | 1.65 | 25.33 | 3,814 | 393 | 1,717 | |||
26 Nov | 361.65 | 5.75 | -1.95 | 27.75 | 1,201 | 380 | 1,318 | |||
25 Nov | 368.40 | 7.7 | 1.30 | 25.76 | 1,076 | 193 | 938 | |||
22 Nov | 365.45 | 6.4 | 1.05 | 25.11 | 998 | 71 | 816 | |||
21 Nov | 356.15 | 5.35 | -3.35 | 27.82 | 1,147 | 329 | 743 | |||
20 Nov | 366.70 | 8.7 | 0.00 | 26.96 | 640 | 246 | 415 | |||
19 Nov | 366.70 | 8.7 | -0.15 | 26.96 | 640 | 247 | 415 | |||
18 Nov | 366.70 | 8.85 | -2.80 | 26.98 | 206 | 25 | 167 | |||
14 Nov | 372.50 | 11.65 | -4.30 | 25.11 | 232 | 72 | 141 | |||
13 Nov | 381.35 | 15.95 | -53.95 | 25.81 | 89 | 68 | 68 | |||
12 Nov | 380.30 | 69.9 | 0.00 | - | 0 | 0 | 0 | |||
11 Nov | 392.55 | 69.9 | 0.00 | - | 0 | 0 | 0 | |||
8 Nov | 397.65 | 69.9 | 0.00 | - | 0 | 0 | 0 | |||
5 Nov | 403.10 | 69.9 | 69.90 | - | 0 | 0 | 0 | |||
24 Oct | 411.90 | 0 | 0.00 | - | 0 | 0 | 0 | |||
23 Oct | 408.30 | 0 | 0.00 | - | 0 | 0 | 0 | |||
21 Oct | 425.00 | 0 | 0.00 | - | 0 | 0 | 0 | |||
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18 Oct | 424.95 | 0 | 0.00 | - | 0 | 0 | 0 | |||
15 Oct | 426.60 | 0 | 0.00 | - | 0 | 0 | 0 | |||
11 Oct | 422.50 | 0 | 0.00 | - | 0 | 0 | 0 | |||
9 Oct | 418.45 | 0 | 0.00 | - | 0 | 0 | 0 | |||
8 Oct | 420.95 | 0 | 0.00 | - | 0 | 0 | 0 | |||
7 Oct | 415.45 | 0 | - | 0 | 0 | 0 |
For Ntpc Ltd - strike price 380 expiring on 26DEC2024
Delta for 380 CE is 0.01
Historical price for 380 CE is as follows
On 20 Dec NTPC was trading at 333.25. The strike last trading price was 0.05, which was -0.10 lower than the previous day. The implied volatity was 41.69, the open interest changed by -109 which decreased total open position to 6674
On 19 Dec NTPC was trading at 337.40. The strike last trading price was 0.15, which was -0.10 lower than the previous day. The implied volatity was 40.70, the open interest changed by -235 which decreased total open position to 6783
On 18 Dec NTPC was trading at 341.75. The strike last trading price was 0.25, which was -0.10 lower than the previous day. The implied volatity was 37.05, the open interest changed by -224 which decreased total open position to 7039
On 17 Dec NTPC was trading at 349.05. The strike last trading price was 0.35, which was -0.15 lower than the previous day. The implied volatity was 31.09, the open interest changed by -56 which decreased total open position to 7296
On 16 Dec NTPC was trading at 352.90. The strike last trading price was 0.5, which was -0.15 lower than the previous day. The implied volatity was 28.58, the open interest changed by 24 which increased total open position to 7359
On 13 Dec NTPC was trading at 357.15. The strike last trading price was 0.65, which was -0.20 lower than the previous day. The implied volatity was 22.44, the open interest changed by -68 which decreased total open position to 7341
On 12 Dec NTPC was trading at 355.60. The strike last trading price was 0.85, which was -1.05 lower than the previous day. The implied volatity was 24.69, the open interest changed by 321 which increased total open position to 7550
On 11 Dec NTPC was trading at 365.50. The strike last trading price was 1.9, which was -0.55 lower than the previous day. The implied volatity was 20.85, the open interest changed by 74 which increased total open position to 7230
On 10 Dec NTPC was trading at 369.15. The strike last trading price was 2.45, which was -0.60 lower than the previous day. The implied volatity was 19.33, the open interest changed by 1321 which increased total open position to 7167
On 9 Dec NTPC was trading at 369.85. The strike last trading price was 3.05, which was -0.20 lower than the previous day. The implied volatity was 20.27, the open interest changed by 711 which increased total open position to 5845
On 6 Dec NTPC was trading at 369.50. The strike last trading price was 3.25, which was -0.40 lower than the previous day. The implied volatity was 18.74, the open interest changed by 253 which increased total open position to 5114
On 5 Dec NTPC was trading at 369.15. The strike last trading price was 3.65, which was -0.95 lower than the previous day. The implied volatity was 19.80, the open interest changed by -251 which decreased total open position to 4885
On 4 Dec NTPC was trading at 372.75. The strike last trading price was 4.6, which was 1.15 higher than the previous day. The implied volatity was 18.77, the open interest changed by 954 which increased total open position to 5137
On 3 Dec NTPC was trading at 367.45. The strike last trading price was 3.45, which was 1.20 higher than the previous day. The implied volatity was 19.75, the open interest changed by 533 which increased total open position to 4162
On 2 Dec NTPC was trading at 358.20. The strike last trading price was 2.25, which was -1.30 lower than the previous day. The implied volatity was 23.02, the open interest changed by 980 which increased total open position to 3634
On 29 Nov NTPC was trading at 363.65. The strike last trading price was 3.55, which was -1.70 lower than the previous day. The implied volatity was 22.19, the open interest changed by 395 which increased total open position to 2666
On 28 Nov NTPC was trading at 362.05. The strike last trading price was 5.25, which was -2.15 lower than the previous day. The implied volatity was 24.60, the open interest changed by 550 which increased total open position to 2274
On 27 Nov NTPC was trading at 369.30. The strike last trading price was 7.4, which was 1.65 higher than the previous day. The implied volatity was 25.33, the open interest changed by 393 which increased total open position to 1717
On 26 Nov NTPC was trading at 361.65. The strike last trading price was 5.75, which was -1.95 lower than the previous day. The implied volatity was 27.75, the open interest changed by 380 which increased total open position to 1318
On 25 Nov NTPC was trading at 368.40. The strike last trading price was 7.7, which was 1.30 higher than the previous day. The implied volatity was 25.76, the open interest changed by 193 which increased total open position to 938
On 22 Nov NTPC was trading at 365.45. The strike last trading price was 6.4, which was 1.05 higher than the previous day. The implied volatity was 25.11, the open interest changed by 71 which increased total open position to 816
On 21 Nov NTPC was trading at 356.15. The strike last trading price was 5.35, which was -3.35 lower than the previous day. The implied volatity was 27.82, the open interest changed by 329 which increased total open position to 743
On 20 Nov NTPC was trading at 366.70. The strike last trading price was 8.7, which was 0.00 lower than the previous day. The implied volatity was 26.96, the open interest changed by 246 which increased total open position to 415
On 19 Nov NTPC was trading at 366.70. The strike last trading price was 8.7, which was -0.15 lower than the previous day. The implied volatity was 26.96, the open interest changed by 247 which increased total open position to 415
On 18 Nov NTPC was trading at 366.70. The strike last trading price was 8.85, which was -2.80 lower than the previous day. The implied volatity was 26.98, the open interest changed by 25 which increased total open position to 167
On 14 Nov NTPC was trading at 372.50. The strike last trading price was 11.65, which was -4.30 lower than the previous day. The implied volatity was 25.11, the open interest changed by 72 which increased total open position to 141
On 13 Nov NTPC was trading at 381.35. The strike last trading price was 15.95, which was -53.95 lower than the previous day. The implied volatity was 25.81, the open interest changed by 68 which increased total open position to 68
On 12 Nov NTPC was trading at 380.30. The strike last trading price was 69.9, 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 69.9, 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 69.9, 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 69.9, which was 69.90 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 24 Oct NTPC was trading at 411.90. 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 23 Oct NTPC was trading at 408.30. 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 21 Oct NTPC was trading at 425.00. 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 18 Oct NTPC was trading at 424.95. 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 15 Oct NTPC was trading at 426.60. 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 Oct NTPC was trading at 422.50. 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 Oct NTPC was trading at 418.45. 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 8 Oct NTPC was trading at 420.95. 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 7 Oct NTPC was trading at 415.45. 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 26DEC2024 380 PE | |||||||
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Delta: -0.92
Vega: 0.06
Theta: -0.28
Gamma: 0.01
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
20 Dec | 333.25 | 46.9 | 4.50 | 69.85 | 25 | -6 | 609 |
19 Dec | 337.40 | 42.4 | 5.00 | 58.84 | 6 | -5 | 616 |
18 Dec | 341.75 | 37.4 | 7.40 | 47.93 | 3 | -1 | 622 |
17 Dec | 349.05 | 30 | 4.00 | 30.84 | 20 | -16 | 625 |
16 Dec | 352.90 | 26 | 0.15 | - | 36 | -26 | 642 |
13 Dec | 357.15 | 25.85 | 2.15 | 46.10 | 14 | -11 | 668 |
12 Dec | 355.60 | 23.7 | 9.20 | 26.22 | 108 | -40 | 681 |
11 Dec | 365.50 | 14.5 | 1.60 | 21.12 | 465 | -39 | 721 |
10 Dec | 369.15 | 12.9 | 0.65 | 23.14 | 199 | 1 | 761 |
9 Dec | 369.85 | 12.25 | -0.50 | 21.75 | 1,630 | 65 | 761 |
6 Dec | 369.50 | 12.75 | -0.60 | 22.94 | 577 | 26 | 697 |
5 Dec | 369.15 | 13.35 | 2.05 | 23.73 | 1,148 | -12 | 671 |
4 Dec | 372.75 | 11.3 | -3.35 | 22.97 | 1,348 | 125 | 682 |
3 Dec | 367.45 | 14.65 | -6.95 | 23.64 | 527 | 39 | 559 |
2 Dec | 358.20 | 21.6 | 3.35 | 23.76 | 157 | 43 | 519 |
29 Nov | 363.65 | 18.25 | -1.30 | 23.69 | 303 | -3 | 474 |
28 Nov | 362.05 | 19.55 | 4.25 | 31.13 | 664 | 305 | 478 |
27 Nov | 369.30 | 15.3 | -6.35 | 26.95 | 219 | 73 | 174 |
26 Nov | 361.65 | 21.65 | 5.05 | 30.44 | 40 | 15 | 100 |
25 Nov | 368.40 | 16.6 | -1.75 | 28.42 | 129 | -5 | 85 |
22 Nov | 365.45 | 18.35 | -8.95 | 25.53 | 104 | -26 | 64 |
21 Nov | 356.15 | 27.3 | 6.80 | 35.63 | 7 | 2 | 90 |
20 Nov | 366.70 | 20.5 | 0.00 | 32.95 | 23 | 14 | 80 |
19 Nov | 366.70 | 20.5 | 0.70 | 32.95 | 23 | 6 | 80 |
18 Nov | 366.70 | 19.8 | 4.80 | 30.96 | 80 | 7 | 84 |
14 Nov | 372.50 | 15 | 3.30 | 27.38 | 171 | 47 | 77 |
13 Nov | 381.35 | 11.7 | 3.25 | 27.09 | 42 | 30 | 30 |
12 Nov | 380.30 | 8.45 | 0.00 | 1.26 | 0 | 0 | 0 |
11 Nov | 392.55 | 8.45 | 0.00 | 3.97 | 0 | 0 | 0 |
8 Nov | 397.65 | 8.45 | 0.00 | 4.50 | 0 | 0 | 0 |
5 Nov | 403.10 | 8.45 | 0.00 | 5.78 | 0 | 0 | 0 |
24 Oct | 411.90 | 8.45 | 0.00 | - | 0 | 0 | 0 |
23 Oct | 408.30 | 8.45 | 0.00 | - | 0 | 0 | 0 |
21 Oct | 425.00 | 8.45 | 0.00 | - | 0 | 0 | 0 |
18 Oct | 424.95 | 8.45 | 0.00 | - | 0 | 0 | 0 |
15 Oct | 426.60 | 8.45 | 0.00 | - | 0 | 0 | 0 |
11 Oct | 422.50 | 8.45 | 0.00 | - | 0 | 0 | 0 |
9 Oct | 418.45 | 8.45 | 0.00 | - | 0 | 0 | 0 |
8 Oct | 420.95 | 8.45 | 0.00 | - | 0 | 0 | 0 |
7 Oct | 415.45 | 8.45 | - | 0 | 0 | 0 |
For Ntpc Ltd - strike price 380 expiring on 26DEC2024
Delta for 380 PE is -0.92
Historical price for 380 PE is as follows
On 20 Dec NTPC was trading at 333.25. The strike last trading price was 46.9, which was 4.50 higher than the previous day. The implied volatity was 69.85, the open interest changed by -6 which decreased total open position to 609
On 19 Dec NTPC was trading at 337.40. The strike last trading price was 42.4, which was 5.00 higher than the previous day. The implied volatity was 58.84, the open interest changed by -5 which decreased total open position to 616
On 18 Dec NTPC was trading at 341.75. The strike last trading price was 37.4, which was 7.40 higher than the previous day. The implied volatity was 47.93, the open interest changed by -1 which decreased total open position to 622
On 17 Dec NTPC was trading at 349.05. The strike last trading price was 30, which was 4.00 higher than the previous day. The implied volatity was 30.84, the open interest changed by -16 which decreased total open position to 625
On 16 Dec NTPC was trading at 352.90. The strike last trading price was 26, which was 0.15 higher than the previous day. The implied volatity was -, the open interest changed by -26 which decreased total open position to 642
On 13 Dec NTPC was trading at 357.15. The strike last trading price was 25.85, which was 2.15 higher than the previous day. The implied volatity was 46.10, the open interest changed by -11 which decreased total open position to 668
On 12 Dec NTPC was trading at 355.60. The strike last trading price was 23.7, which was 9.20 higher than the previous day. The implied volatity was 26.22, the open interest changed by -40 which decreased total open position to 681
On 11 Dec NTPC was trading at 365.50. The strike last trading price was 14.5, which was 1.60 higher than the previous day. The implied volatity was 21.12, the open interest changed by -39 which decreased total open position to 721
On 10 Dec NTPC was trading at 369.15. The strike last trading price was 12.9, which was 0.65 higher than the previous day. The implied volatity was 23.14, the open interest changed by 1 which increased total open position to 761
On 9 Dec NTPC was trading at 369.85. The strike last trading price was 12.25, which was -0.50 lower than the previous day. The implied volatity was 21.75, the open interest changed by 65 which increased total open position to 761
On 6 Dec NTPC was trading at 369.50. The strike last trading price was 12.75, which was -0.60 lower than the previous day. The implied volatity was 22.94, the open interest changed by 26 which increased total open position to 697
On 5 Dec NTPC was trading at 369.15. The strike last trading price was 13.35, which was 2.05 higher than the previous day. The implied volatity was 23.73, the open interest changed by -12 which decreased total open position to 671
On 4 Dec NTPC was trading at 372.75. The strike last trading price was 11.3, which was -3.35 lower than the previous day. The implied volatity was 22.97, the open interest changed by 125 which increased total open position to 682
On 3 Dec NTPC was trading at 367.45. The strike last trading price was 14.65, which was -6.95 lower than the previous day. The implied volatity was 23.64, the open interest changed by 39 which increased total open position to 559
On 2 Dec NTPC was trading at 358.20. The strike last trading price was 21.6, which was 3.35 higher than the previous day. The implied volatity was 23.76, the open interest changed by 43 which increased total open position to 519
On 29 Nov NTPC was trading at 363.65. The strike last trading price was 18.25, which was -1.30 lower than the previous day. The implied volatity was 23.69, the open interest changed by -3 which decreased total open position to 474
On 28 Nov NTPC was trading at 362.05. The strike last trading price was 19.55, which was 4.25 higher than the previous day. The implied volatity was 31.13, the open interest changed by 305 which increased total open position to 478
On 27 Nov NTPC was trading at 369.30. The strike last trading price was 15.3, which was -6.35 lower than the previous day. The implied volatity was 26.95, the open interest changed by 73 which increased total open position to 174
On 26 Nov NTPC was trading at 361.65. The strike last trading price was 21.65, which was 5.05 higher than the previous day. The implied volatity was 30.44, the open interest changed by 15 which increased total open position to 100
On 25 Nov NTPC was trading at 368.40. The strike last trading price was 16.6, which was -1.75 lower than the previous day. The implied volatity was 28.42, the open interest changed by -5 which decreased total open position to 85
On 22 Nov NTPC was trading at 365.45. The strike last trading price was 18.35, which was -8.95 lower than the previous day. The implied volatity was 25.53, the open interest changed by -26 which decreased total open position to 64
On 21 Nov NTPC was trading at 356.15. The strike last trading price was 27.3, which was 6.80 higher than the previous day. The implied volatity was 35.63, the open interest changed by 2 which increased total open position to 90
On 20 Nov NTPC was trading at 366.70. The strike last trading price was 20.5, which was 0.00 lower than the previous day. The implied volatity was 32.95, the open interest changed by 14 which increased total open position to 80
On 19 Nov NTPC was trading at 366.70. The strike last trading price was 20.5, which was 0.70 higher than the previous day. The implied volatity was 32.95, the open interest changed by 6 which increased total open position to 80
On 18 Nov NTPC was trading at 366.70. The strike last trading price was 19.8, which was 4.80 higher than the previous day. The implied volatity was 30.96, the open interest changed by 7 which increased total open position to 84
On 14 Nov NTPC was trading at 372.50. The strike last trading price was 15, which was 3.30 higher than the previous day. The implied volatity was 27.38, the open interest changed by 47 which increased total open position to 77
On 13 Nov NTPC was trading at 381.35. The strike last trading price was 11.7, which was 3.25 higher than the previous day. The implied volatity was 27.09, the open interest changed by 30 which increased total open position to 30
On 12 Nov NTPC was trading at 380.30. The strike last trading price was 8.45, which was 0.00 lower than the previous day. The implied volatity was 1.26, 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 8.45, which was 0.00 lower than the previous day. The implied volatity was 3.97, 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 8.45, which was 0.00 lower than the previous day. The implied volatity was 4.50, 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 8.45, which was 0.00 lower than the previous day. The implied volatity was 5.78, the open interest changed by 0 which decreased total open position to 0
On 24 Oct NTPC was trading at 411.90. The strike last trading price was 8.45, 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 8.45, 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 21 Oct NTPC was trading at 425.00. The strike last trading price was 8.45, 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 18 Oct NTPC was trading at 424.95. The strike last trading price was 8.45, 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 15 Oct NTPC was trading at 426.60. The strike last trading price was 8.45, 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 11 Oct NTPC was trading at 422.50. The strike last trading price was 8.45, 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 9 Oct NTPC was trading at 418.45. The strike last trading price was 8.45, 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 8 Oct NTPC was trading at 420.95. The strike last trading price was 8.45, 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 7 Oct NTPC was trading at 415.45. The strike last trading price was 8.45, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to