`
[--[65.84.65.76]--]
NTPC
Ntpc Ltd

333.25 -4.15 (-1.23%)

Back to Option Chain


Historical option data for NTPC

20 Dec 2024 04:10 PM IST
NTPC 26DEC2024 380 CE
Delta: 0.01
Vega: 0.01
Theta: -0.04
Gamma: 0.00
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
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
Delta: -0.92
Vega: 0.06
Theta: -0.28
Gamma: 0.01
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