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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 385 CE
Delta: 0.29
Vega: 0.25
Theta: -0.24
Gamma: 0.02
Date Close Ltp Change IV Volume Change OI OI
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
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 0.29

Historical price for 385 CE is as follows

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: -0.71
Vega: 0.25
Theta: -0.14
Gamma: 0.02
Date Close Ltp Change IV Volume Change OI OI
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 -0.71

Historical price for 385 PE is as follows

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