NTPC
Ntpc Ltd
Historical option data for NTPC
21 Nov 2024 04:10 PM IST
| NTPC 28NOV2024 380 CE | ||||||||||
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Delta: 0.09
Vega: 0.08
Theta: -0.19
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 21 Nov | 356.15 | 0.65 | -1.65 | 31.51 | 6,840 | -13 | 3,064 | |||
| 20 Nov | 366.70 | 2.3 | 0.00 | 28.67 | 13,218 | 573 | 3,082 | |||
| 19 Nov | 366.70 | 2.3 | -0.05 | 28.67 | 13,218 | 578 | 3,082 | |||
| 18 Nov | 366.70 | 2.35 | -2.25 | 27.27 | 6,651 | 1,047 | 2,493 | |||
| 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 0.09
Historical price for 380 CE is as follows
On 21 Nov NTPC was trading at 356.15. The strike last trading price was 0.65, which was -1.65 lower than the previous day. The implied volatity was 31.51, the open interest changed by -13 which decreased total open position to 3064
On 20 Nov NTPC was trading at 366.70. The strike last trading price was 2.3, which was 0.00 lower than the previous day. The implied volatity was 28.67, the open interest changed by 573 which increased total open position to 3082
On 19 Nov NTPC was trading at 366.70. The strike last trading price was 2.3, which was -0.05 lower than the previous day. The implied volatity was 28.67, the open interest changed by 578 which increased total open position to 3082
On 18 Nov NTPC was trading at 366.70. The strike last trading price was 2.35, which was -2.25 lower than the previous day. The implied volatity was 27.27, the open interest changed by 1047 which increased total open position to 2493
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 | |||||||
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Delta: -0.86
Vega: 0.11
Theta: -0.21
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 356.15 | 23.1 | 7.55 | 38.54 | 630 | -237 | 853 |
| 20 Nov | 366.70 | 15.55 | 0.00 | 34.63 | 1,178 | -78 | 1,090 |
| 19 Nov | 366.70 | 15.55 | 0.45 | 34.63 | 1,178 | -78 | 1,090 |
| 18 Nov | 366.70 | 15.1 | 5.30 | 31.03 | 1,008 | -242 | 1,170 |
| 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 -0.86
Historical price for 380 PE is as follows
On 21 Nov NTPC was trading at 356.15. The strike last trading price was 23.1, which was 7.55 higher than the previous day. The implied volatity was 38.54, the open interest changed by -237 which decreased total open position to 853
On 20 Nov NTPC was trading at 366.70. The strike last trading price was 15.55, which was 0.00 lower than the previous day. The implied volatity was 34.63, the open interest changed by -78 which decreased total open position to 1090
On 19 Nov NTPC was trading at 366.70. The strike last trading price was 15.55, which was 0.45 higher than the previous day. The implied volatity was 34.63, the open interest changed by -78 which decreased total open position to 1090
On 18 Nov NTPC was trading at 366.70. The strike last trading price was 15.1, which was 5.30 higher than the previous day. The implied volatity was 31.03, the open interest changed by -242 which decreased total open position to 1170
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
