NTPC
Ntpc Ltd
Historical option data for NTPC
08 Apr 2025 05:50 PM IST
| NTPC 24APR2025 385 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.09
Vega: 0.12
Theta: -0.11
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 8 Apr | 352.95 | 0.85 | 0 | 28.40 | 563 | 32 | 622 | |||
| 7 Apr | 349.80 | 0.95 | 0.25 | 30.86 | 1,057 | 59 | 581 | |||
| 4 Apr | 350.40 | 0.65 | -0.45 | 25.11 | 665 | 71 | 525 | |||
| 3 Apr | 358.90 | 1.1 | 0.1 | 22.05 | 818 | 85 | 451 | |||
| 2 Apr | 351.75 | 1.05 | 0 | 26.27 | 343 | 19 | 360 | |||
| 1 Apr | 352.15 | 1.1 | -1.15 | 25.10 | 1,142 | -81 | 345 | |||
| 28 Mar | 357.60 | 2.15 | -1.4 | 24.58 | 1,376 | 156 | 426 | |||
| 27 Mar | 360.65 | 4.05 | 1.4 | 26.10 | 1,030 | 19 | 271 | |||
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| 26 Mar | 354.65 | 2.6 | -2.35 | 28.00 | 363 | 87 | 247 | |||
| 25 Mar | 366.95 | 4.7 | -0.65 | 26.02 | 307 | 67 | 158 | |||
| 24 Mar | 366.95 | 5.5 | 3.6 | 26.17 | 220 | 81 | 81 | |||
| 21 Mar | 351.30 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 20 Mar | 341.75 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 19 Mar | 341.30 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 17 Mar | 331.65 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 12 Mar | 330.15 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 10 Mar | 329.40 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
For Ntpc Ltd - strike price 385 expiring on 24APR2025
Delta for 385 CE is 0.09
Historical price for 385 CE is as follows
On 8 Apr NTPC was trading at 352.95. The strike last trading price was 0.85, which was 0 lower than the previous day. The implied volatity was 28.40, the open interest changed by 32 which increased total open position to 622
On 7 Apr NTPC was trading at 349.80. The strike last trading price was 0.95, which was 0.25 higher than the previous day. The implied volatity was 30.86, the open interest changed by 59 which increased total open position to 581
On 4 Apr NTPC was trading at 350.40. The strike last trading price was 0.65, which was -0.45 lower than the previous day. The implied volatity was 25.11, the open interest changed by 71 which increased total open position to 525
On 3 Apr NTPC was trading at 358.90. The strike last trading price was 1.1, which was 0.1 higher than the previous day. The implied volatity was 22.05, the open interest changed by 85 which increased total open position to 451
On 2 Apr NTPC was trading at 351.75. The strike last trading price was 1.05, which was 0 lower than the previous day. The implied volatity was 26.27, the open interest changed by 19 which increased total open position to 360
On 1 Apr NTPC was trading at 352.15. The strike last trading price was 1.1, which was -1.15 lower than the previous day. The implied volatity was 25.10, the open interest changed by -81 which decreased total open position to 345
On 28 Mar NTPC was trading at 357.60. The strike last trading price was 2.15, which was -1.4 lower than the previous day. The implied volatity was 24.58, the open interest changed by 156 which increased total open position to 426
On 27 Mar NTPC was trading at 360.65. The strike last trading price was 4.05, which was 1.4 higher than the previous day. The implied volatity was 26.10, the open interest changed by 19 which increased total open position to 271
On 26 Mar NTPC was trading at 354.65. The strike last trading price was 2.6, which was -2.35 lower than the previous day. The implied volatity was 28.00, the open interest changed by 87 which increased total open position to 247
On 25 Mar NTPC was trading at 366.95. The strike last trading price was 4.7, which was -0.65 lower than the previous day. The implied volatity was 26.02, the open interest changed by 67 which increased total open position to 158
On 24 Mar NTPC was trading at 366.95. The strike last trading price was 5.5, which was 3.6 higher than the previous day. The implied volatity was 26.17, the open interest changed by 81 which increased total open position to 81
On 21 Mar NTPC was trading at 351.30. The strike last trading price was 0, 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 20 Mar NTPC was trading at 341.75. The strike last trading price was 0, 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 19 Mar NTPC was trading at 341.30. The strike last trading price was 0, 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 17 Mar NTPC was trading at 331.65. The strike last trading price was 0, 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 12 Mar NTPC was trading at 330.15. The strike last trading price was 0, 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 10 Mar NTPC was trading at 329.40. The strike last trading price was 0, 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
| NTPC 24APR2025 385 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.88
Vega: 0.15
Theta: -0.06
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 8 Apr | 352.95 | 31.45 | -7 | 32.37 | 8 | 1 | 72 |
| 7 Apr | 349.80 | 38.45 | 4.8 | 52.78 | 17 | 10 | 69 |
| 4 Apr | 350.40 | 33.65 | 7.5 | 31.75 | 10 | 2 | 59 |
| 3 Apr | 358.90 | 26 | -9 | 28.69 | 50 | 19 | 57 |
| 2 Apr | 351.75 | 35 | 3 | 40.34 | 1 | 0 | 38 |
| 1 Apr | 352.15 | 31.75 | 3.75 | 30.51 | 24 | -6 | 37 |
| 28 Mar | 357.60 | 27.9 | 3.1 | 30.39 | 67 | 35 | 43 |
| 27 Mar | 360.65 | 24.8 | 2.3 | 33.87 | 1 | 0 | 8 |
| 26 Mar | 354.65 | 22.5 | 0 | 0.00 | 0 | 4 | 0 |
| 25 Mar | 366.95 | 22.5 | 1.35 | 29.05 | 17 | 4 | 8 |
| 24 Mar | 366.95 | 20.8 | -46.2 | 27.62 | 6 | 1 | 1 |
| 21 Mar | 351.30 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 20 Mar | 341.75 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 19 Mar | 341.30 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 17 Mar | 331.65 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 12 Mar | 330.15 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 10 Mar | 329.40 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Ntpc Ltd - strike price 385 expiring on 24APR2025
Delta for 385 PE is -0.88
Historical price for 385 PE is as follows
On 8 Apr NTPC was trading at 352.95. The strike last trading price was 31.45, which was -7 lower than the previous day. The implied volatity was 32.37, the open interest changed by 1 which increased total open position to 72
On 7 Apr NTPC was trading at 349.80. The strike last trading price was 38.45, which was 4.8 higher than the previous day. The implied volatity was 52.78, the open interest changed by 10 which increased total open position to 69
On 4 Apr NTPC was trading at 350.40. The strike last trading price was 33.65, which was 7.5 higher than the previous day. The implied volatity was 31.75, the open interest changed by 2 which increased total open position to 59
On 3 Apr NTPC was trading at 358.90. The strike last trading price was 26, which was -9 lower than the previous day. The implied volatity was 28.69, the open interest changed by 19 which increased total open position to 57
On 2 Apr NTPC was trading at 351.75. The strike last trading price was 35, which was 3 higher than the previous day. The implied volatity was 40.34, the open interest changed by 0 which decreased total open position to 38
On 1 Apr NTPC was trading at 352.15. The strike last trading price was 31.75, which was 3.75 higher than the previous day. The implied volatity was 30.51, the open interest changed by -6 which decreased total open position to 37
On 28 Mar NTPC was trading at 357.60. The strike last trading price was 27.9, which was 3.1 higher than the previous day. The implied volatity was 30.39, the open interest changed by 35 which increased total open position to 43
On 27 Mar NTPC was trading at 360.65. The strike last trading price was 24.8, which was 2.3 higher than the previous day. The implied volatity was 33.87, the open interest changed by 0 which decreased total open position to 8
On 26 Mar NTPC was trading at 354.65. The strike last trading price was 22.5, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 25 Mar NTPC was trading at 366.95. The strike last trading price was 22.5, which was 1.35 higher than the previous day. The implied volatity was 29.05, the open interest changed by 4 which increased total open position to 8
On 24 Mar NTPC was trading at 366.95. The strike last trading price was 20.8, which was -46.2 lower than the previous day. The implied volatity was 27.62, the open interest changed by 1 which increased total open position to 1
On 21 Mar NTPC was trading at 351.30. The strike last trading price was 0, 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 20 Mar NTPC was trading at 341.75. The strike last trading price was 0, 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 19 Mar NTPC was trading at 341.30. The strike last trading price was 0, 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 17 Mar NTPC was trading at 331.65. The strike last trading price was 0, 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 12 Mar NTPC was trading at 330.15. The strike last trading price was 0, 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 10 Mar NTPC was trading at 329.40. The strike last trading price was 0, 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
