NTPC
Ntpc Ltd
Historical option data for NTPC
11 Apr 2025 04:10 PM IST
| NTPC 24APR2025 380 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.13
Vega: 0.14
Theta: -0.15
Gamma: 0.01
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 11 Apr | 360.10 | 1.05 | 0.1 | 23.84 | 4,682 | -24 | 3,287 | |||
| 9 Apr | 349.35 | 1 | -0.15 | 28.91 | 2,810 | 568 | 3,307 | |||
| 8 Apr | 352.95 | 1.2 | 0.05 | 27.49 | 2,505 | 296 | 2,741 | |||
| 7 Apr | 349.80 | 1.25 | 0.3 | 29.70 | 3,261 | 3 | 2,432 | |||
| 4 Apr | 350.40 | 0.9 | -0.7 | 24.10 | 3,169 | -43 | 2,428 | |||
| 3 Apr | 358.90 | 1.6 | 0.2 | 21.26 | 4,765 | 707 | 2,474 | |||
| 2 Apr | 351.75 | 1.4 | -0.05 | 25.29 | 1,736 | 141 | 1,766 | |||
| 1 Apr | 352.15 | 1.5 | -1.55 | 24.27 | 2,998 | 559 | 1,629 | |||
| 28 Mar | 357.60 | 2.85 | -1.8 | 24.12 | 3,899 | 365 | 1,070 | |||
| 27 Mar | 360.65 | 5.2 | 1.8 | 25.58 | 2,448 | -152 | 716 | |||
| 26 Mar | 354.65 | 3.35 | -3.05 | 27.52 | 1,431 | 287 | 862 | |||
| 25 Mar | 366.95 | 6.05 | -0.75 | 25.77 | 1,441 | -52 | 572 | |||
| 24 Mar | 366.95 | 6.95 | 4.1 | 25.84 | 2,802 | 152 | 626 | |||
| 21 Mar | 351.30 | 3.05 | 1.45 | 24.87 | 1,086 | 246 | 388 | |||
| 20 Mar | 341.75 | 1.55 | -0.05 | 25.72 | 66 | 16 | 143 | |||
| 19 Mar | 341.30 | 1.6 | 0.45 | 26.13 | 105 | 54 | 127 | |||
| 18 Mar | 337.35 | 1.15 | -0.05 | 25.12 | 31 | 8 | 74 | |||
| 17 Mar | 331.65 | 1.2 | -0.15 | 28.02 | 11 | 6 | 65 | |||
| 13 Mar | 331.90 | 1.35 | 0.1 | 27.76 | 10 | 5 | 59 | |||
| 12 Mar | 330.15 | 1.25 | -0.35 | 27.35 | 13 | 2 | 56 | |||
|
|
||||||||||
| 11 Mar | 330.30 | 1.6 | 0.1 | 27.93 | 10 | 4 | 53 | |||
| 10 Mar | 329.40 | 1.5 | -0.5 | 28.24 | 11 | 8 | 47 | |||
| 7 Mar | 329.55 | 1.95 | -0.45 | 28.57 | 21 | 19 | 39 | |||
| 6 Mar | 337.90 | 2.4 | -4 | 27.06 | 31 | 19 | 19 | |||
For Ntpc Ltd - strike price 380 expiring on 24APR2025
Delta for 380 CE is 0.13
Historical price for 380 CE is as follows
On 11 Apr NTPC was trading at 360.10. The strike last trading price was 1.05, which was 0.1 higher than the previous day. The implied volatity was 23.84, the open interest changed by -24 which decreased total open position to 3287
On 9 Apr NTPC was trading at 349.35. The strike last trading price was 1, which was -0.15 lower than the previous day. The implied volatity was 28.91, the open interest changed by 568 which increased total open position to 3307
On 8 Apr NTPC was trading at 352.95. The strike last trading price was 1.2, which was 0.05 higher than the previous day. The implied volatity was 27.49, the open interest changed by 296 which increased total open position to 2741
On 7 Apr NTPC was trading at 349.80. The strike last trading price was 1.25, which was 0.3 higher than the previous day. The implied volatity was 29.70, the open interest changed by 3 which increased total open position to 2432
On 4 Apr NTPC was trading at 350.40. The strike last trading price was 0.9, which was -0.7 lower than the previous day. The implied volatity was 24.10, the open interest changed by -43 which decreased total open position to 2428
On 3 Apr NTPC was trading at 358.90. The strike last trading price was 1.6, which was 0.2 higher than the previous day. The implied volatity was 21.26, the open interest changed by 707 which increased total open position to 2474
On 2 Apr NTPC was trading at 351.75. The strike last trading price was 1.4, which was -0.05 lower than the previous day. The implied volatity was 25.29, the open interest changed by 141 which increased total open position to 1766
On 1 Apr NTPC was trading at 352.15. The strike last trading price was 1.5, which was -1.55 lower than the previous day. The implied volatity was 24.27, the open interest changed by 559 which increased total open position to 1629
On 28 Mar NTPC was trading at 357.60. The strike last trading price was 2.85, which was -1.8 lower than the previous day. The implied volatity was 24.12, the open interest changed by 365 which increased total open position to 1070
On 27 Mar NTPC was trading at 360.65. The strike last trading price was 5.2, which was 1.8 higher than the previous day. The implied volatity was 25.58, the open interest changed by -152 which decreased total open position to 716
On 26 Mar NTPC was trading at 354.65. The strike last trading price was 3.35, which was -3.05 lower than the previous day. The implied volatity was 27.52, the open interest changed by 287 which increased total open position to 862
On 25 Mar NTPC was trading at 366.95. The strike last trading price was 6.05, which was -0.75 lower than the previous day. The implied volatity was 25.77, the open interest changed by -52 which decreased total open position to 572
On 24 Mar NTPC was trading at 366.95. The strike last trading price was 6.95, which was 4.1 higher than the previous day. The implied volatity was 25.84, the open interest changed by 152 which increased total open position to 626
On 21 Mar NTPC was trading at 351.30. The strike last trading price was 3.05, which was 1.45 higher than the previous day. The implied volatity was 24.87, the open interest changed by 246 which increased total open position to 388
On 20 Mar NTPC was trading at 341.75. The strike last trading price was 1.55, which was -0.05 lower than the previous day. The implied volatity was 25.72, the open interest changed by 16 which increased total open position to 143
On 19 Mar NTPC was trading at 341.30. The strike last trading price was 1.6, which was 0.45 higher than the previous day. The implied volatity was 26.13, the open interest changed by 54 which increased total open position to 127
On 18 Mar NTPC was trading at 337.35. The strike last trading price was 1.15, 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 74
On 17 Mar NTPC was trading at 331.65. The strike last trading price was 1.2, which was -0.15 lower than the previous day. The implied volatity was 28.02, the open interest changed by 6 which increased total open position to 65
On 13 Mar NTPC was trading at 331.90. The strike last trading price was 1.35, which was 0.1 higher than the previous day. The implied volatity was 27.76, the open interest changed by 5 which increased total open position to 59
On 12 Mar NTPC was trading at 330.15. The strike last trading price was 1.25, which was -0.35 lower than the previous day. The implied volatity was 27.35, the open interest changed by 2 which increased total open position to 56
On 11 Mar NTPC was trading at 330.30. The strike last trading price was 1.6, which was 0.1 higher than the previous day. The implied volatity was 27.93, the open interest changed by 4 which increased total open position to 53
On 10 Mar NTPC was trading at 329.40. The strike last trading price was 1.5, which was -0.5 lower than the previous day. The implied volatity was 28.24, the open interest changed by 8 which increased total open position to 47
On 7 Mar NTPC was trading at 329.55. The strike last trading price was 1.95, which was -0.45 lower than the previous day. The implied volatity was 28.57, the open interest changed by 19 which increased total open position to 39
On 6 Mar NTPC was trading at 337.90. The strike last trading price was 2.4, which was -4 lower than the previous day. The implied volatity was 27.06, the open interest changed by 19 which increased total open position to 19
| NTPC 24APR2025 380 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.81
Vega: 0.18
Theta: -0.12
Gamma: 0.01
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 11 Apr | 360.10 | 20.95 | -9.6 | 29.61 | 113 | -10 | 1,305 |
| 9 Apr | 349.35 | 28.95 | 2.1 | 32.18 | 103 | 1 | 1,314 |
| 8 Apr | 352.95 | 26.75 | -4 | 30.37 | 42 | 9 | 1,314 |
| 7 Apr | 349.80 | 30.35 | 0.3 | 33.50 | 208 | -51 | 1,305 |
| 4 Apr | 350.40 | 30.05 | 8.35 | 35.10 | 117 | -28 | 1,356 |
| 3 Apr | 358.90 | 21.6 | -6 | 27.20 | 151 | 21 | 1,384 |
| 2 Apr | 351.75 | 27.8 | 0.7 | 27.03 | 56 | 13 | 1,363 |
| 1 Apr | 352.15 | 27.15 | 3.35 | 28.80 | 279 | 10 | 1,350 |
| 28 Mar | 357.60 | 23.65 | 3.55 | 29.13 | 344 | -16 | 1,340 |
| 27 Mar | 360.65 | 18.8 | -8 | 26.97 | 263 | 34 | 1,356 |
| 26 Mar | 354.65 | 27.75 | 9.75 | 32.22 | 146 | 29 | 1,322 |
| 25 Mar | 366.95 | 18.4 | 0.7 | 27.34 | 389 | -26 | 1,292 |
| 24 Mar | 366.95 | 17.4 | -11.15 | 27.46 | 1,762 | 871 | 1,317 |
| 21 Mar | 351.30 | 27.95 | -9.05 | 29.22 | 413 | 390 | 445 |
| 20 Mar | 341.75 | 37 | -0.5 | 29.22 | 15 | 12 | 54 |
| 19 Mar | 341.30 | 37.5 | -2.6 | 27.16 | 17 | 14 | 41 |
| 18 Mar | 337.35 | 40.1 | -4.9 | 28.29 | 20 | 15 | 22 |
| 17 Mar | 331.65 | 45 | -3.85 | 24.25 | 1 | 0 | 6 |
| 13 Mar | 331.90 | 48.85 | 0.85 | 36.97 | 1 | 0 | 5 |
| 12 Mar | 330.15 | 48 | 0 | 0.00 | 0 | 0 | 0 |
| 11 Mar | 330.30 | 48 | 0 | 0.00 | 0 | 2 | 0 |
| 10 Mar | 329.40 | 48 | 3 | 28.40 | 2 | 3 | 3 |
| 7 Mar | 329.55 | 45 | -12.05 | 19.52 | 3 | 0 | 0 |
| 6 Mar | 337.90 | 57.05 | 0 | - | 0 | 0 | 0 |
For Ntpc Ltd - strike price 380 expiring on 24APR2025
Delta for 380 PE is -0.81
Historical price for 380 PE is as follows
On 11 Apr NTPC was trading at 360.10. The strike last trading price was 20.95, which was -9.6 lower than the previous day. The implied volatity was 29.61, the open interest changed by -10 which decreased total open position to 1305
On 9 Apr NTPC was trading at 349.35. The strike last trading price was 28.95, which was 2.1 higher than the previous day. The implied volatity was 32.18, the open interest changed by 1 which increased total open position to 1314
On 8 Apr NTPC was trading at 352.95. The strike last trading price was 26.75, which was -4 lower than the previous day. The implied volatity was 30.37, the open interest changed by 9 which increased total open position to 1314
On 7 Apr NTPC was trading at 349.80. The strike last trading price was 30.35, which was 0.3 higher than the previous day. The implied volatity was 33.50, the open interest changed by -51 which decreased total open position to 1305
On 4 Apr NTPC was trading at 350.40. The strike last trading price was 30.05, which was 8.35 higher than the previous day. The implied volatity was 35.10, the open interest changed by -28 which decreased total open position to 1356
On 3 Apr NTPC was trading at 358.90. The strike last trading price was 21.6, which was -6 lower than the previous day. The implied volatity was 27.20, the open interest changed by 21 which increased total open position to 1384
On 2 Apr NTPC was trading at 351.75. The strike last trading price was 27.8, which was 0.7 higher than the previous day. The implied volatity was 27.03, the open interest changed by 13 which increased total open position to 1363
On 1 Apr NTPC was trading at 352.15. The strike last trading price was 27.15, which was 3.35 higher than the previous day. The implied volatity was 28.80, the open interest changed by 10 which increased total open position to 1350
On 28 Mar NTPC was trading at 357.60. The strike last trading price was 23.65, which was 3.55 higher than the previous day. The implied volatity was 29.13, the open interest changed by -16 which decreased total open position to 1340
On 27 Mar NTPC was trading at 360.65. The strike last trading price was 18.8, which was -8 lower than the previous day. The implied volatity was 26.97, the open interest changed by 34 which increased total open position to 1356
On 26 Mar NTPC was trading at 354.65. The strike last trading price was 27.75, which was 9.75 higher than the previous day. The implied volatity was 32.22, the open interest changed by 29 which increased total open position to 1322
On 25 Mar NTPC was trading at 366.95. The strike last trading price was 18.4, which was 0.7 higher than the previous day. The implied volatity was 27.34, the open interest changed by -26 which decreased total open position to 1292
On 24 Mar NTPC was trading at 366.95. The strike last trading price was 17.4, which was -11.15 lower than the previous day. The implied volatity was 27.46, the open interest changed by 871 which increased total open position to 1317
On 21 Mar NTPC was trading at 351.30. The strike last trading price was 27.95, which was -9.05 lower than the previous day. The implied volatity was 29.22, the open interest changed by 390 which increased total open position to 445
On 20 Mar NTPC was trading at 341.75. The strike last trading price was 37, which was -0.5 lower than the previous day. The implied volatity was 29.22, the open interest changed by 12 which increased total open position to 54
On 19 Mar NTPC was trading at 341.30. The strike last trading price was 37.5, which was -2.6 lower than the previous day. The implied volatity was 27.16, the open interest changed by 14 which increased total open position to 41
On 18 Mar NTPC was trading at 337.35. The strike last trading price was 40.1, which was -4.9 lower than the previous day. The implied volatity was 28.29, the open interest changed by 15 which increased total open position to 22
On 17 Mar NTPC was trading at 331.65. The strike last trading price was 45, which was -3.85 lower than the previous day. The implied volatity was 24.25, the open interest changed by 0 which decreased total open position to 6
On 13 Mar NTPC was trading at 331.90. The strike last trading price was 48.85, which was 0.85 higher than the previous day. The implied volatity was 36.97, the open interest changed by 0 which decreased total open position to 5
On 12 Mar NTPC was trading at 330.15. The strike last trading price was 48, 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
On 11 Mar NTPC was trading at 330.30. The strike last trading price was 48, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 10 Mar NTPC was trading at 329.40. The strike last trading price was 48, which was 3 higher than the previous day. The implied volatity was 28.40, the open interest changed by 3 which increased total open position to 3
On 7 Mar NTPC was trading at 329.55. The strike last trading price was 45, which was -12.05 lower than the previous day. The implied volatity was 19.52, 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 57.05, 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
