NTPC
Ntpc Ltd
Historical option data for NTPC
20 Dec 2024 04:10 PM IST
| NTPC 26DEC2024 385 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.01
Vega: 0.02
Theta: -0.06
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 333.25 | 0.1 | -0.05 | 49.46 | 427 | -81 | 1,347 | |||
| 19 Dec | 337.40 | 0.15 | -0.10 | 44.54 | 282 | -156 | 1,430 | |||
| 18 Dec | 341.75 | 0.25 | 0.00 | 40.89 | 250 | -64 | 1,591 | |||
| 17 Dec | 349.05 | 0.25 | -0.15 | 32.91 | 431 | -61 | 1,654 | |||
| 16 Dec | 352.90 | 0.4 | -0.05 | 31.06 | 537 | 16 | 1,712 | |||
| 13 Dec | 357.15 | 0.45 | -0.15 | 24.04 | 2,238 | -152 | 1,695 | |||
| 12 Dec | 355.60 | 0.6 | -0.75 | 26.08 | 2,799 | 294 | 1,853 | |||
| 11 Dec | 365.50 | 1.35 | -0.30 | 22.47 | 2,226 | 162 | 1,555 | |||
| 10 Dec | 369.15 | 1.65 | -0.45 | 20.54 | 2,720 | 120 | 1,397 | |||
| 9 Dec | 369.85 | 2.1 | -0.20 | 21.32 | 4,069 | 219 | 1,272 | |||
| 6 Dec | 369.50 | 2.3 | -0.25 | 19.91 | 2,079 | 121 | 1,058 | |||
| 5 Dec | 369.15 | 2.55 | -0.70 | 20.56 | 2,994 | -89 | 935 | |||
| 4 Dec | 372.75 | 3.25 | 0.75 | 19.55 | 6,083 | 300 | 1,029 | |||
| 3 Dec | 367.45 | 2.5 | 0.90 | 20.71 | 2,764 | 72 | 724 | |||
| 2 Dec | 358.20 | 1.6 | -0.95 | 23.56 | 1,633 | 253 | 667 | |||
| 29 Nov | 363.65 | 2.55 | -1.45 | 22.51 | 1,427 | 126 | 413 | |||
| 28 Nov | 362.05 | 4 | -1.70 | 24.94 | 976 | 63 | 288 | |||
| 27 Nov | 369.30 | 5.7 | 1.20 | 25.36 | 685 | 54 | 225 | |||
| 26 Nov | 361.65 | 4.5 | -1.70 | 27.94 | 188 | 65 | 170 | |||
| 25 Nov | 368.40 | 6.2 | 1.20 | 26.27 | 227 | 53 | 104 | |||
| 22 Nov | 365.45 | 5 | 0.65 | 25.28 | 71 | 24 | 75 | |||
| 21 Nov | 356.15 | 4.35 | -2.85 | 28.32 | 41 | 27 | 51 | |||
|
|
||||||||||
| 20 Nov | 366.70 | 7.2 | 0.00 | 27.71 | 50 | 3 | 25 | |||
| 19 Nov | 366.70 | 7.2 | 0.25 | 27.71 | 50 | 4 | 25 | |||
| 18 Nov | 366.70 | 6.95 | -2.05 | 26.53 | 32 | 14 | 25 | |||
| 14 Nov | 372.50 | 9 | -3.80 | 24.00 | 4 | 1 | 9 | |||
| 13 Nov | 381.35 | 12.8 | -25.70 | 24.61 | 12 | 8 | 8 | |||
| 12 Nov | 380.30 | 38.5 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 392.55 | 38.5 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 397.65 | 38.5 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 403.10 | 38.5 | - | 0 | 0 | 0 | ||||
For Ntpc Ltd - strike price 385 expiring on 26DEC2024
Delta for 385 CE is 0.01
Historical price for 385 CE is as follows
On 20 Dec NTPC was trading at 333.25. The strike last trading price was 0.1, which was -0.05 lower than the previous day. The implied volatity was 49.46, the open interest changed by -81 which decreased total open position to 1347
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 44.54, the open interest changed by -156 which decreased total open position to 1430
On 18 Dec NTPC was trading at 341.75. The strike last trading price was 0.25, which was 0.00 lower than the previous day. The implied volatity was 40.89, the open interest changed by -64 which decreased total open position to 1591
On 17 Dec NTPC was trading at 349.05. The strike last trading price was 0.25, which was -0.15 lower than the previous day. The implied volatity was 32.91, the open interest changed by -61 which decreased total open position to 1654
On 16 Dec NTPC was trading at 352.90. The strike last trading price was 0.4, which was -0.05 lower than the previous day. The implied volatity was 31.06, the open interest changed by 16 which increased total open position to 1712
On 13 Dec NTPC was trading at 357.15. The strike last trading price was 0.45, which was -0.15 lower than the previous day. The implied volatity was 24.04, the open interest changed by -152 which decreased total open position to 1695
On 12 Dec NTPC was trading at 355.60. The strike last trading price was 0.6, which was -0.75 lower than the previous day. The implied volatity was 26.08, the open interest changed by 294 which increased total open position to 1853
On 11 Dec NTPC was trading at 365.50. The strike last trading price was 1.35, which was -0.30 lower than the previous day. The implied volatity was 22.47, the open interest changed by 162 which increased total open position to 1555
On 10 Dec NTPC was trading at 369.15. The strike last trading price was 1.65, which was -0.45 lower than the previous day. The implied volatity was 20.54, the open interest changed by 120 which increased total open position to 1397
On 9 Dec NTPC was trading at 369.85. The strike last trading price was 2.1, which was -0.20 lower than the previous day. The implied volatity was 21.32, the open interest changed by 219 which increased total open position to 1272
On 6 Dec NTPC was trading at 369.50. The strike last trading price was 2.3, which was -0.25 lower than the previous day. The implied volatity was 19.91, the open interest changed by 121 which increased total open position to 1058
On 5 Dec NTPC was trading at 369.15. The strike last trading price was 2.55, which was -0.70 lower than the previous day. The implied volatity was 20.56, the open interest changed by -89 which decreased total open position to 935
On 4 Dec NTPC was trading at 372.75. The strike last trading price was 3.25, which was 0.75 higher than the previous day. The implied volatity was 19.55, the open interest changed by 300 which increased total open position to 1029
On 3 Dec NTPC was trading at 367.45. The strike last trading price was 2.5, which was 0.90 higher than the previous day. The implied volatity was 20.71, the open interest changed by 72 which increased total open position to 724
On 2 Dec NTPC was trading at 358.20. The strike last trading price was 1.6, which was -0.95 lower than the previous day. The implied volatity was 23.56, the open interest changed by 253 which increased total open position to 667
On 29 Nov NTPC was trading at 363.65. The strike last trading price was 2.55, which was -1.45 lower than the previous day. The implied volatity was 22.51, the open interest changed by 126 which increased total open position to 413
On 28 Nov NTPC was trading at 362.05. The strike last trading price was 4, which was -1.70 lower than the previous day. The implied volatity was 24.94, the open interest changed by 63 which increased total open position to 288
On 27 Nov NTPC was trading at 369.30. The strike last trading price was 5.7, which was 1.20 higher than the previous day. The implied volatity was 25.36, the open interest changed by 54 which increased total open position to 225
On 26 Nov NTPC was trading at 361.65. The strike last trading price was 4.5, which was -1.70 lower than the previous day. The implied volatity was 27.94, the open interest changed by 65 which increased total open position to 170
On 25 Nov NTPC was trading at 368.40. The strike last trading price was 6.2, which was 1.20 higher than the previous day. The implied volatity was 26.27, the open interest changed by 53 which increased total open position to 104
On 22 Nov NTPC was trading at 365.45. The strike last trading price was 5, which was 0.65 higher than the previous day. The implied volatity was 25.28, the open interest changed by 24 which increased total open position to 75
On 21 Nov NTPC was trading at 356.15. The strike last trading price was 4.35, which was -2.85 lower than the previous day. The implied volatity was 28.32, the open interest changed by 27 which increased total open position to 51
On 20 Nov NTPC was trading at 366.70. The strike last trading price was 7.2, which was 0.00 lower than the previous day. The implied volatity was 27.71, the open interest changed by 3 which increased total open position to 25
On 19 Nov NTPC was trading at 366.70. The strike last trading price was 7.2, which was 0.25 higher than the previous day. The implied volatity was 27.71, the open interest changed by 4 which increased total open position to 25
On 18 Nov NTPC was trading at 366.70. The strike last trading price was 6.95, which was -2.05 lower than the previous day. The implied volatity was 26.53, the open interest changed by 14 which increased total open position to 25
On 14 Nov NTPC was trading at 372.50. The strike last trading price was 9, which was -3.80 lower than the previous day. The implied volatity was 24.00, the open interest changed by 1 which increased total open position to 9
On 13 Nov NTPC was trading at 381.35. The strike last trading price was 12.8, which was -25.70 lower than the previous day. The implied volatity was 24.61, the open interest changed by 8 which increased total open position to 8
On 12 Nov NTPC was trading at 380.30. The strike last trading price was 38.5, 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 38.5, 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 38.5, 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 38.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| NTPC 26DEC2024 385 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 333.25 | 30.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Dec | 337.40 | 30.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Dec | 341.75 | 30.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 17 Dec | 349.05 | 30.95 | 0.00 | 0.00 | 0 | -10 | 0 |
| 16 Dec | 352.90 | 30.95 | 0.95 | - | 11 | -9 | 126 |
| 13 Dec | 357.15 | 30 | 1.40 | 47.41 | 4 | -1 | 134 |
| 12 Dec | 355.60 | 28.6 | 9.70 | 29.42 | 12 | -3 | 134 |
| 11 Dec | 365.50 | 18.9 | 2.10 | 22.63 | 61 | 20 | 136 |
| 10 Dec | 369.15 | 16.8 | 0.55 | 23.83 | 51 | -2 | 116 |
| 9 Dec | 369.85 | 16.25 | -0.50 | 22.93 | 251 | -5 | 119 |
| 6 Dec | 369.50 | 16.75 | -0.35 | 24.56 | 178 | 64 | 119 |
| 5 Dec | 369.15 | 17.1 | 2.30 | 24.56 | 54 | -3 | 57 |
| 4 Dec | 372.75 | 14.8 | -4.10 | 23.75 | 309 | 32 | 59 |
| 3 Dec | 367.45 | 18.9 | -7.25 | 25.82 | 57 | -12 | 27 |
| 2 Dec | 358.20 | 26.15 | 4.35 | 25.47 | 35 | -2 | 38 |
| 29 Nov | 363.65 | 21.8 | -1.75 | 22.82 | 44 | 25 | 42 |
| 28 Nov | 362.05 | 23.55 | 5.50 | 32.75 | 10 | 2 | 16 |
| 27 Nov | 369.30 | 18.05 | -6.45 | 25.74 | 14 | 7 | 14 |
| 26 Nov | 361.65 | 24.5 | 7.05 | 28.38 | 3 | 1 | 5 |
| 25 Nov | 368.40 | 17.45 | -5.65 | 22.43 | 4 | 0 | 1 |
| 22 Nov | 365.45 | 23.1 | 0.00 | 0.00 | 0 | 0 | 0 |
| 21 Nov | 356.15 | 23.1 | 0.00 | 0.00 | 0 | 0 | 0 |
| 20 Nov | 366.70 | 23.1 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Nov | 366.70 | 23.1 | 0.00 | 0.00 | 0 | 1 | 0 |
| 18 Nov | 366.70 | 23.1 | 12.00 | 31.25 | 1 | 0 | 0 |
| 14 Nov | 372.50 | 11.1 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 381.35 | 11.1 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 380.30 | 11.1 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 392.55 | 11.1 | 0.00 | 2.89 | 0 | 0 | 0 |
| 8 Nov | 397.65 | 11.1 | 0.00 | 3.46 | 0 | 0 | 0 |
| 5 Nov | 403.10 | 11.1 | 4.78 | 0 | 0 | 0 | |
For Ntpc Ltd - strike price 385 expiring on 26DEC2024
Delta for 385 PE is 0.00
Historical price for 385 PE is as follows
On 20 Dec NTPC was trading at 333.25. The strike last trading price was 30.95, which was 0.00 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 Dec NTPC was trading at 337.40. The strike last trading price was 30.95, which was 0.00 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 18 Dec NTPC was trading at 341.75. The strike last trading price was 30.95, which was 0.00 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 Dec NTPC was trading at 349.05. The strike last trading price was 30.95, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -10 which decreased total open position to 0
On 16 Dec NTPC was trading at 352.90. The strike last trading price was 30.95, which was 0.95 higher than the previous day. The implied volatity was -, the open interest changed by -9 which decreased total open position to 126
On 13 Dec NTPC was trading at 357.15. The strike last trading price was 30, which was 1.40 higher than the previous day. The implied volatity was 47.41, the open interest changed by -1 which decreased total open position to 134
On 12 Dec NTPC was trading at 355.60. The strike last trading price was 28.6, which was 9.70 higher than the previous day. The implied volatity was 29.42, the open interest changed by -3 which decreased total open position to 134
On 11 Dec NTPC was trading at 365.50. The strike last trading price was 18.9, which was 2.10 higher than the previous day. The implied volatity was 22.63, the open interest changed by 20 which increased total open position to 136
On 10 Dec NTPC was trading at 369.15. The strike last trading price was 16.8, which was 0.55 higher than the previous day. The implied volatity was 23.83, the open interest changed by -2 which decreased total open position to 116
On 9 Dec NTPC was trading at 369.85. The strike last trading price was 16.25, which was -0.50 lower than the previous day. The implied volatity was 22.93, the open interest changed by -5 which decreased total open position to 119
On 6 Dec NTPC was trading at 369.50. The strike last trading price was 16.75, which was -0.35 lower than the previous day. The implied volatity was 24.56, the open interest changed by 64 which increased total open position to 119
On 5 Dec NTPC was trading at 369.15. The strike last trading price was 17.1, which was 2.30 higher than the previous day. The implied volatity was 24.56, the open interest changed by -3 which decreased total open position to 57
On 4 Dec NTPC was trading at 372.75. The strike last trading price was 14.8, which was -4.10 lower than the previous day. The implied volatity was 23.75, the open interest changed by 32 which increased total open position to 59
On 3 Dec NTPC was trading at 367.45. The strike last trading price was 18.9, which was -7.25 lower than the previous day. The implied volatity was 25.82, the open interest changed by -12 which decreased total open position to 27
On 2 Dec NTPC was trading at 358.20. The strike last trading price was 26.15, which was 4.35 higher than the previous day. The implied volatity was 25.47, the open interest changed by -2 which decreased total open position to 38
On 29 Nov NTPC was trading at 363.65. The strike last trading price was 21.8, which was -1.75 lower than the previous day. The implied volatity was 22.82, the open interest changed by 25 which increased total open position to 42
On 28 Nov NTPC was trading at 362.05. The strike last trading price was 23.55, which was 5.50 higher than the previous day. The implied volatity was 32.75, the open interest changed by 2 which increased total open position to 16
On 27 Nov NTPC was trading at 369.30. The strike last trading price was 18.05, which was -6.45 lower than the previous day. The implied volatity was 25.74, the open interest changed by 7 which increased total open position to 14
On 26 Nov NTPC was trading at 361.65. The strike last trading price was 24.5, which was 7.05 higher than the previous day. The implied volatity was 28.38, the open interest changed by 1 which increased total open position to 5
On 25 Nov NTPC was trading at 368.40. The strike last trading price was 17.45, which was -5.65 lower than the previous day. The implied volatity was 22.43, the open interest changed by 0 which decreased total open position to 1
On 22 Nov NTPC was trading at 365.45. The strike last trading price was 23.1, which was 0.00 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 21 Nov NTPC was trading at 356.15. The strike last trading price was 23.1, which was 0.00 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 Nov NTPC was trading at 366.70. The strike last trading price was 23.1, which was 0.00 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 Nov NTPC was trading at 366.70. The strike last trading price was 23.1, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 18 Nov NTPC was trading at 366.70. The strike last trading price was 23.1, which was 12.00 higher than the previous day. The implied volatity was 31.25, the open interest changed by 0 which decreased total open position to 0
On 14 Nov NTPC was trading at 372.50. The strike last trading price was 11.1, 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 13 Nov NTPC was trading at 381.35. The strike last trading price was 11.1, 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 12 Nov NTPC was trading at 380.30. The strike last trading price was 11.1, 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 11.1, which was 0.00 lower than the previous day. The implied volatity was 2.89, 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 11.1, which was 0.00 lower than the previous day. The implied volatity was 3.46, 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 11.1, which was lower than the previous day. The implied volatity was 4.78, the open interest changed by 0 which decreased total open position to 0
