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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 380 CE
Delta: 0.39
Vega: 0.28
Theta: -0.27
Gamma: 0.02
Date Close Ltp Change IV Volume Change OI OI
14 Nov 372.50 4.6 -4.45 23.31 6,917 598 1,473
13 Nov 381.35 9.05 -0.55 26.09 6,226 343 878
12 Nov 380.30 9.6 -8.65 27.10 1,633 401 554
11 Nov 392.55 18.25 -2.65 26.85 108 32 151
8 Nov 397.65 20.9 -7.65 25.36 77 12 120
7 Nov 403.80 28.55 -5.05 28.94 7 1 108
6 Nov 408.90 33.6 6.10 30.96 38 0 107
5 Nov 403.10 27.5 0.30 25.74 72 6 108
4 Nov 400.95 27.2 -7.30 29.36 101 4 102
1 Nov 411.35 34.5 0.00 0.00 0 6 0
31 Oct 408.15 34.5 2.25 - 33 4 96
30 Oct 408.50 32.25 -2.25 - 12 0 85
29 Oct 412.15 34.5 4.80 - 52 18 84
28 Oct 403.90 29.7 1.50 - 166 -74 65
25 Oct 398.90 28.2 -4.50 - 178 110 139
24 Oct 411.90 32.7 0.00 - 0 21 0
23 Oct 408.30 32.7 -13.50 - 23 18 26
22 Oct 415.75 46.2 0.00 - 0 0 0
21 Oct 425.00 46.2 0.00 - 0 0 0
18 Oct 424.95 46.2 0.00 - 0 0 0
17 Oct 417.75 46.2 0.00 - 0 8 0
16 Oct 424.25 46.2 -4.90 - 8 0 0
15 Oct 426.60 51.1 0.00 - 0 0 0
3 Oct 435.35 51.1 0.00 - 0 0 0
25 Sept 436.10 51.1 0.00 - 0 0 0
16 Sept 411.10 51.1 0.00 - 0 0 0
12 Sept 404.85 51.1 0.00 - 0 0 0
11 Sept 389.65 51.1 0.00 - 0 0 0
9 Sept 389.85 51.1 0.00 - 0 0 0
6 Sept 394.80 51.1 0.00 - 0 0 0
5 Sept 403.25 51.1 0.00 - 0 0 0
4 Sept 405.10 51.1 0.00 - 0 0 0
3 Sept 406.40 51.1 0.00 - 0 0 0
2 Sept 410.00 51.1 - 0 0 0


For Ntpc Ltd - strike price 380 expiring on 28NOV2024

Delta for 380 CE is 0.39

Historical price for 380 CE is as follows

On 14 Nov NTPC was trading at 372.50. The strike last trading price was 4.6, which was -4.45 lower than the previous day. The implied volatity was 23.31, the open interest changed by 598 which increased total open position to 1473


On 13 Nov NTPC was trading at 381.35. The strike last trading price was 9.05, which was -0.55 lower than the previous day. The implied volatity was 26.09, the open interest changed by 343 which increased total open position to 878


On 12 Nov NTPC was trading at 380.30. The strike last trading price was 9.6, which was -8.65 lower than the previous day. The implied volatity was 27.10, the open interest changed by 401 which increased total open position to 554


On 11 Nov NTPC was trading at 392.55. The strike last trading price was 18.25, which was -2.65 lower than the previous day. The implied volatity was 26.85, the open interest changed by 32 which increased total open position to 151


On 8 Nov NTPC was trading at 397.65. The strike last trading price was 20.9, which was -7.65 lower than the previous day. The implied volatity was 25.36, the open interest changed by 12 which increased total open position to 120


On 7 Nov NTPC was trading at 403.80. The strike last trading price was 28.55, which was -5.05 lower than the previous day. The implied volatity was 28.94, the open interest changed by 1 which increased total open position to 108


On 6 Nov NTPC was trading at 408.90. The strike last trading price was 33.6, which was 6.10 higher than the previous day. The implied volatity was 30.96, the open interest changed by 0 which decreased total open position to 107


On 5 Nov NTPC was trading at 403.10. The strike last trading price was 27.5, which was 0.30 higher than the previous day. The implied volatity was 25.74, the open interest changed by 6 which increased total open position to 108


On 4 Nov NTPC was trading at 400.95. The strike last trading price was 27.2, which was -7.30 lower than the previous day. The implied volatity was 29.36, the open interest changed by 4 which increased total open position to 102


On 1 Nov NTPC was trading at 411.35. The strike last trading price was 34.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 6 which increased total open position to 0


On 31 Oct NTPC was trading at 408.15. The strike last trading price was 34.5, which was 2.25 higher 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 32.25, which was -2.25 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 34.5, which was 4.80 higher 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 29.7, which was 1.50 higher 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 28.2, which was -4.50 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 32.7, 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 23 Oct NTPC was trading at 408.30. The strike last trading price was 32.7, which was -13.50 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 46.2, 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 46.2, 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 46.2, 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 46.2, 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 46.2, which was -4.90 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 51.1, 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 3 Oct NTPC was trading at 435.35. The strike last trading price was 51.1, 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 Sept NTPC was trading at 436.10. The strike last trading price was 51.1, 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 Sept NTPC was trading at 411.10. The strike last trading price was 51.1, 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 12 Sept NTPC was trading at 404.85. The strike last trading price was 51.1, 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 Sept NTPC was trading at 389.65. The strike last trading price was 51.1, 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 Sept NTPC was trading at 389.85. The strike last trading price was 51.1, 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 6 Sept NTPC was trading at 394.80. The strike last trading price was 51.1, 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 5 Sept NTPC was trading at 403.25. The strike last trading price was 51.1, 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 4 Sept NTPC was trading at 405.10. The strike last trading price was 51.1, 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 3 Sept NTPC was trading at 406.40. The strike last trading price was 51.1, 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 2 Sept NTPC was trading at 410.00. The strike last trading price was 51.1, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


NTPC 28NOV2024 380 PE
Delta: -0.61
Vega: 0.28
Theta: -0.17
Gamma: 0.02
Date Close Ltp Change IV Volume Change OI OI
14 Nov 372.50 9.8 2.20 23.69 5,921 -172 1,419
13 Nov 381.35 7.6 -0.10 27.92 8,469 337 1,607
12 Nov 380.30 7.7 4.20 27.29 8,584 377 1,353
11 Nov 392.55 3.5 0.30 27.29 1,332 165 979
8 Nov 397.65 3.2 1.25 26.76 1,129 -11 826
7 Nov 403.80 1.95 0.70 26.86 662 19 836
6 Nov 408.90 1.25 -1.60 25.87 1,181 -178 840
5 Nov 403.10 2.85 -1.65 28.91 1,389 213 1,019
4 Nov 400.95 4.5 1.40 32.87 1,934 3 803
1 Nov 411.35 3.1 -0.25 33.22 170 95 792
31 Oct 408.15 3.35 -0.60 - 574 36 697
30 Oct 408.50 3.95 0.35 - 301 20 660
29 Oct 412.15 3.6 -1.40 - 638 242 641
28 Oct 403.90 5 -3.90 - 475 62 317
25 Oct 398.90 8.9 4.10 - 569 138 255
24 Oct 411.90 4.8 -0.80 - 84 9 117
23 Oct 408.30 5.6 0.95 - 177 83 108
22 Oct 415.75 4.65 2.15 - 30 13 25
21 Oct 425.00 2.5 0.65 - 3 2 13
18 Oct 424.95 1.85 -1.05 - 11 0 6
17 Oct 417.75 2.9 -11.50 - 8 1 1
16 Oct 424.25 14.4 0.00 - 0 0 0
15 Oct 426.60 14.4 0.00 - 0 0 0
3 Oct 435.35 14.4 0.00 - 0 0 0
25 Sept 436.10 14.4 0.00 - 0 0 0
16 Sept 411.10 14.4 0.00 - 0 0 0
12 Sept 404.85 14.4 0.00 - 0 0 0
11 Sept 389.65 14.4 0.00 - 0 0 0
9 Sept 389.85 14.4 0.00 - 0 0 0
6 Sept 394.80 14.4 0.00 - 0 0 0
5 Sept 403.25 14.4 0.00 - 0 0 0
4 Sept 405.10 14.4 0.00 - 0 0 0
3 Sept 406.40 14.4 0.00 - 0 0 0
2 Sept 410.00 14.4 - 0 0 0


For Ntpc Ltd - strike price 380 expiring on 28NOV2024

Delta for 380 PE is -0.61

Historical price for 380 PE is as follows

On 14 Nov NTPC was trading at 372.50. The strike last trading price was 9.8, which was 2.20 higher than the previous day. The implied volatity was 23.69, the open interest changed by -172 which decreased total open position to 1419


On 13 Nov NTPC was trading at 381.35. The strike last trading price was 7.6, which was -0.10 lower than the previous day. The implied volatity was 27.92, the open interest changed by 337 which increased total open position to 1607


On 12 Nov NTPC was trading at 380.30. The strike last trading price was 7.7, which was 4.20 higher than the previous day. The implied volatity was 27.29, the open interest changed by 377 which increased total open position to 1353


On 11 Nov NTPC was trading at 392.55. The strike last trading price was 3.5, which was 0.30 higher than the previous day. The implied volatity was 27.29, the open interest changed by 165 which increased total open position to 979


On 8 Nov NTPC was trading at 397.65. The strike last trading price was 3.2, which was 1.25 higher than the previous day. The implied volatity was 26.76, the open interest changed by -11 which decreased total open position to 826


On 7 Nov NTPC was trading at 403.80. The strike last trading price was 1.95, which was 0.70 higher than the previous day. The implied volatity was 26.86, the open interest changed by 19 which increased total open position to 836


On 6 Nov NTPC was trading at 408.90. The strike last trading price was 1.25, which was -1.60 lower than the previous day. The implied volatity was 25.87, the open interest changed by -178 which decreased total open position to 840


On 5 Nov NTPC was trading at 403.10. The strike last trading price was 2.85, which was -1.65 lower than the previous day. The implied volatity was 28.91, the open interest changed by 213 which increased total open position to 1019


On 4 Nov NTPC was trading at 400.95. The strike last trading price was 4.5, which was 1.40 higher than the previous day. The implied volatity was 32.87, the open interest changed by 3 which increased total open position to 803


On 1 Nov NTPC was trading at 411.35. The strike last trading price was 3.1, which was -0.25 lower than the previous day. The implied volatity was 33.22, the open interest changed by 95 which increased total open position to 792


On 31 Oct NTPC was trading at 408.15. The strike last trading price was 3.35, which was -0.60 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 3.95, which was 0.35 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 3.6, which was -1.40 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 5, which was -3.90 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 8.9, which was 4.10 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 4.8, which was -0.80 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 5.6, which was 0.95 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 4.65, which was 2.15 higher 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 2.5, 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 18 Oct NTPC was trading at 424.95. The strike last trading price was 1.85, which was -1.05 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 2.9, which was -11.50 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 14.4, 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 14.4, 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 3 Oct NTPC was trading at 435.35. The strike last trading price was 14.4, 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 Sept NTPC was trading at 436.10. The strike last trading price was 14.4, 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 Sept NTPC was trading at 411.10. The strike last trading price was 14.4, 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 12 Sept NTPC was trading at 404.85. The strike last trading price was 14.4, 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 Sept NTPC was trading at 389.65. The strike last trading price was 14.4, 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 Sept NTPC was trading at 389.85. The strike last trading price was 14.4, 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 6 Sept NTPC was trading at 394.80. The strike last trading price was 14.4, 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 5 Sept NTPC was trading at 403.25. The strike last trading price was 14.4, 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 4 Sept NTPC was trading at 405.10. The strike last trading price was 14.4, 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 3 Sept NTPC was trading at 406.40. The strike last trading price was 14.4, 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 2 Sept NTPC was trading at 410.00. The strike last trading price was 14.4, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to