NTPC
Ntpc Ltd
Historical option data for NTPC
21 Nov 2024 04:10 PM IST
| NTPC 28NOV2024 385 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.07
Vega: 0.06
Theta: -0.17
Gamma: 0.01
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 356.15 | 0.5 | -1.00 | 34.41 | 2,345 | -110 | 1,770 | |||
| 20 Nov | 366.70 | 1.5 | 0.00 | 29.37 | 5,129 | 207 | 1,900 | |||
| 19 Nov | 366.70 | 1.5 | -0.05 | 29.37 | 5,129 | 227 | 1,900 | |||
| 18 Nov | 366.70 | 1.55 | -1.45 | 28.23 | 3,021 | -27 | 1,680 | |||
| 14 Nov | 372.50 | 3 | -3.50 | 23.33 | 6,493 | 618 | 1,719 | |||
| 13 Nov | 381.35 | 6.5 | -0.65 | 25.57 | 8,581 | 645 | 1,110 | |||
| 12 Nov | 380.30 | 7.15 | -7.40 | 26.89 | 2,134 | 400 | 462 | |||
| 11 Nov | 392.55 | 14.55 | -2.55 | 26.12 | 85 | 24 | 61 | |||
| 8 Nov | 397.65 | 17.1 | -10.10 | 24.98 | 66 | 8 | 39 | |||
| 7 Nov | 403.80 | 27.2 | 0.00 | 0.00 | 0 | 2 | 0 | |||
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| 6 Nov | 408.90 | 27.2 | 3.85 | 20.34 | 5 | 2 | 31 | |||
| 5 Nov | 403.10 | 23.35 | -0.05 | 25.27 | 23 | 9 | 30 | |||
| 4 Nov | 400.95 | 23.4 | -37.55 | 29.18 | 55 | 21 | 21 | |||
| 1 Nov | 411.35 | 60.95 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 408.15 | 60.95 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 408.50 | 60.95 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 412.15 | 60.95 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 403.90 | 60.95 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 398.90 | 60.95 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 411.90 | 60.95 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 408.30 | 60.95 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 415.75 | 60.95 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 425.00 | 60.95 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 424.95 | 60.95 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 417.75 | 60.95 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 424.25 | 60.95 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 426.60 | 60.95 | 60.95 | - | 0 | 0 | 0 | |||
| 3 Oct | 435.35 | 0 | - | 0 | 0 | 0 | ||||
For Ntpc Ltd - strike price 385 expiring on 28NOV2024
Delta for 385 CE is 0.07
Historical price for 385 CE is as follows
On 21 Nov NTPC was trading at 356.15. The strike last trading price was 0.5, which was -1.00 lower than the previous day. The implied volatity was 34.41, the open interest changed by -110 which decreased total open position to 1770
On 20 Nov NTPC was trading at 366.70. The strike last trading price was 1.5, which was 0.00 lower than the previous day. The implied volatity was 29.37, the open interest changed by 207 which increased total open position to 1900
On 19 Nov NTPC was trading at 366.70. The strike last trading price was 1.5, which was -0.05 lower than the previous day. The implied volatity was 29.37, the open interest changed by 227 which increased total open position to 1900
On 18 Nov NTPC was trading at 366.70. The strike last trading price was 1.55, which was -1.45 lower than the previous day. The implied volatity was 28.23, the open interest changed by -27 which decreased total open position to 1680
On 14 Nov NTPC was trading at 372.50. The strike last trading price was 3, which was -3.50 lower than the previous day. The implied volatity was 23.33, the open interest changed by 618 which increased total open position to 1719
On 13 Nov NTPC was trading at 381.35. The strike last trading price was 6.5, which was -0.65 lower than the previous day. The implied volatity was 25.57, the open interest changed by 645 which increased total open position to 1110
On 12 Nov NTPC was trading at 380.30. The strike last trading price was 7.15, which was -7.40 lower than the previous day. The implied volatity was 26.89, the open interest changed by 400 which increased total open position to 462
On 11 Nov NTPC was trading at 392.55. The strike last trading price was 14.55, which was -2.55 lower than the previous day. The implied volatity was 26.12, the open interest changed by 24 which increased total open position to 61
On 8 Nov NTPC was trading at 397.65. The strike last trading price was 17.1, which was -10.10 lower than the previous day. The implied volatity was 24.98, the open interest changed by 8 which increased total open position to 39
On 7 Nov NTPC was trading at 403.80. The strike last trading price was 27.2, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 6 Nov NTPC was trading at 408.90. The strike last trading price was 27.2, which was 3.85 higher than the previous day. The implied volatity was 20.34, the open interest changed by 2 which increased total open position to 31
On 5 Nov NTPC was trading at 403.10. The strike last trading price was 23.35, which was -0.05 lower than the previous day. The implied volatity was 25.27, the open interest changed by 9 which increased total open position to 30
On 4 Nov NTPC was trading at 400.95. The strike last trading price was 23.4, which was -37.55 lower than the previous day. The implied volatity was 29.18, the open interest changed by 21 which increased total open position to 21
On 1 Nov NTPC was trading at 411.35. The strike last trading price was 60.95, 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 31 Oct NTPC was trading at 408.15. The strike last trading price was 60.95, 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 30 Oct NTPC was trading at 408.50. The strike last trading price was 60.95, 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 29 Oct NTPC was trading at 412.15. The strike last trading price was 60.95, 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 28 Oct NTPC was trading at 403.90. The strike last trading price was 60.95, 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 Oct NTPC was trading at 398.90. The strike last trading price was 60.95, 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 24 Oct NTPC was trading at 411.90. The strike last trading price was 60.95, 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 60.95, 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 22 Oct NTPC was trading at 415.75. The strike last trading price was 60.95, 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 60.95, 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 60.95, 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 60.95, 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 60.95, 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 60.95, which was 60.95 higher 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 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| NTPC 28NOV2024 385 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.88
Vega: 0.10
Theta: -0.22
Gamma: 0.01
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 356.15 | 28.05 | 8.35 | 43.81 | 131 | -47 | 206 |
| 20 Nov | 366.70 | 19.7 | 0.00 | 37.11 | 272 | -32 | 253 |
| 19 Nov | 366.70 | 19.7 | 0.40 | 37.11 | 272 | -32 | 253 |
| 18 Nov | 366.70 | 19.3 | 6.05 | 32.79 | 324 | -156 | 285 |
| 14 Nov | 372.50 | 13.25 | 3.35 | 24.03 | 1,688 | -35 | 445 |
| 13 Nov | 381.35 | 9.9 | -0.35 | 26.98 | 4,697 | 85 | 494 |
| 12 Nov | 380.30 | 10.25 | 5.30 | 27.16 | 4,276 | 68 | 409 |
| 11 Nov | 392.55 | 4.95 | 0.60 | 27.08 | 979 | 142 | 360 |
| 8 Nov | 397.65 | 4.35 | 1.80 | 26.12 | 697 | 7 | 220 |
| 7 Nov | 403.80 | 2.55 | 0.75 | 25.67 | 581 | 42 | 223 |
| 6 Nov | 408.90 | 1.8 | -1.95 | 25.40 | 765 | 7 | 190 |
| 5 Nov | 403.10 | 3.75 | -1.85 | 28.26 | 685 | 14 | 183 |
| 4 Nov | 400.95 | 5.6 | 1.65 | 32.11 | 984 | 48 | 165 |
| 1 Nov | 411.35 | 3.95 | -0.25 | 32.81 | 64 | -8 | 115 |
| 31 Oct | 408.15 | 4.2 | -0.70 | - | 297 | 20 | 123 |
| 30 Oct | 408.50 | 4.9 | 0.55 | - | 66 | 11 | 102 |
| 29 Oct | 412.15 | 4.35 | -2.40 | - | 94 | 54 | 92 |
| 28 Oct | 403.90 | 6.75 | -2.25 | - | 28 | 11 | 37 |
| 25 Oct | 398.90 | 9 | 2.75 | - | 69 | 21 | 26 |
| 24 Oct | 411.90 | 6.25 | 2.45 | - | 3 | 0 | 5 |
| 23 Oct | 408.30 | 3.8 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 415.75 | 3.8 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 425.00 | 3.8 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 424.95 | 3.8 | 0.00 | - | 0 | 4 | 0 |
| 17 Oct | 417.75 | 3.8 | 0.80 | - | 7 | 3 | 4 |
| 16 Oct | 424.25 | 3 | -3.00 | - | 2 | 0 | 1 |
| 15 Oct | 426.60 | 6 | 6.00 | - | 0 | 1 | 0 |
| 3 Oct | 435.35 | 0 | - | 0 | 0 | 0 | |
For Ntpc Ltd - strike price 385 expiring on 28NOV2024
Delta for 385 PE is -0.88
Historical price for 385 PE is as follows
On 21 Nov NTPC was trading at 356.15. The strike last trading price was 28.05, which was 8.35 higher than the previous day. The implied volatity was 43.81, the open interest changed by -47 which decreased total open position to 206
On 20 Nov NTPC was trading at 366.70. The strike last trading price was 19.7, which was 0.00 lower than the previous day. The implied volatity was 37.11, the open interest changed by -32 which decreased total open position to 253
On 19 Nov NTPC was trading at 366.70. The strike last trading price was 19.7, which was 0.40 higher than the previous day. The implied volatity was 37.11, the open interest changed by -32 which decreased total open position to 253
On 18 Nov NTPC was trading at 366.70. The strike last trading price was 19.3, which was 6.05 higher than the previous day. The implied volatity was 32.79, the open interest changed by -156 which decreased total open position to 285
On 14 Nov NTPC was trading at 372.50. The strike last trading price was 13.25, which was 3.35 higher than the previous day. The implied volatity was 24.03, the open interest changed by -35 which decreased total open position to 445
On 13 Nov NTPC was trading at 381.35. The strike last trading price was 9.9, which was -0.35 lower than the previous day. The implied volatity was 26.98, the open interest changed by 85 which increased total open position to 494
On 12 Nov NTPC was trading at 380.30. The strike last trading price was 10.25, which was 5.30 higher than the previous day. The implied volatity was 27.16, the open interest changed by 68 which increased total open position to 409
On 11 Nov NTPC was trading at 392.55. The strike last trading price was 4.95, which was 0.60 higher than the previous day. The implied volatity was 27.08, the open interest changed by 142 which increased total open position to 360
On 8 Nov NTPC was trading at 397.65. The strike last trading price was 4.35, which was 1.80 higher than the previous day. The implied volatity was 26.12, the open interest changed by 7 which increased total open position to 220
On 7 Nov NTPC was trading at 403.80. The strike last trading price was 2.55, which was 0.75 higher than the previous day. The implied volatity was 25.67, the open interest changed by 42 which increased total open position to 223
On 6 Nov NTPC was trading at 408.90. The strike last trading price was 1.8, which was -1.95 lower than the previous day. The implied volatity was 25.40, the open interest changed by 7 which increased total open position to 190
On 5 Nov NTPC was trading at 403.10. The strike last trading price was 3.75, which was -1.85 lower than the previous day. The implied volatity was 28.26, the open interest changed by 14 which increased total open position to 183
On 4 Nov NTPC was trading at 400.95. The strike last trading price was 5.6, which was 1.65 higher than the previous day. The implied volatity was 32.11, the open interest changed by 48 which increased total open position to 165
On 1 Nov NTPC was trading at 411.35. The strike last trading price was 3.95, which was -0.25 lower than the previous day. The implied volatity was 32.81, the open interest changed by -8 which decreased total open position to 115
On 31 Oct NTPC was trading at 408.15. The strike last trading price was 4.2, which was -0.70 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 4.9, which was 0.55 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 4.35, which was -2.40 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 6.75, 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 25 Oct NTPC was trading at 398.90. The strike last trading price was 9, which was 2.75 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 6.25, which was 2.45 higher 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 3.8, 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 22 Oct NTPC was trading at 415.75. The strike last trading price was 3.8, 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 3.8, 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 3.8, 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 3.8, which was 0.80 higher 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 3, which was -3.00 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 6, which was 6.00 higher 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 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
