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[--[65.84.65.76]--]
NTPC
Ntpc Ltd

333.25 -4.15 (-1.23%)

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Historical option data for NTPC

20 Dec 2024 04:10 PM IST
NTPC 26DEC2024 390 CE
Delta: 0.01
Vega: 0.01
Theta: -0.06
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
20 Dec 333.25 0.1 -0.05 53.29 594 -106 1,467
19 Dec 337.40 0.15 0.00 48.28 871 -178 1,574
18 Dec 341.75 0.15 -0.10 41.22 435 -89 1,752
17 Dec 349.05 0.25 -0.05 36.54 1,068 -32 1,857
16 Dec 352.90 0.3 -0.10 32.94 1,046 90 1,873
13 Dec 357.15 0.4 -0.05 26.78 2,238 -14 1,785
12 Dec 355.60 0.45 -0.45 27.68 2,537 98 1,839
11 Dec 365.50 0.9 -0.25 23.48 1,342 15 1,745
10 Dec 369.15 1.15 -0.35 21.90 2,186 -77 1,736
9 Dec 369.85 1.5 -0.15 22.62 2,374 129 1,813
6 Dec 369.50 1.65 -0.15 21.08 1,842 92 1,683
5 Dec 369.15 1.8 -0.50 21.42 2,817 141 1,591
4 Dec 372.75 2.3 0.50 20.39 4,160 45 1,456
3 Dec 367.45 1.8 0.55 21.58 3,094 150 1,419
2 Dec 358.20 1.25 -0.65 24.77 1,762 108 1,282
29 Nov 363.65 1.9 -1.05 23.21 2,789 -326 1,175
28 Nov 362.05 2.95 -1.35 25.05 3,417 296 1,501
27 Nov 369.30 4.3 0.65 25.34 2,510 468 1,205
26 Nov 361.65 3.65 -1.25 28.66 623 185 737
25 Nov 368.40 4.9 1.00 26.60 715 298 550
22 Nov 365.45 3.9 0.35 25.55 266 60 312
21 Nov 356.15 3.55 -2.05 28.88 406 -13 253
20 Nov 366.70 5.6 0.00 27.05 459 151 259
19 Nov 366.70 5.6 -0.15 27.05 459 144 259
18 Nov 366.70 5.75 -1.80 27.10 96 43 115
14 Nov 372.50 7.55 -3.95 24.72 81 39 70
13 Nov 381.35 11.5 0.55 26.42 43 19 21
12 Nov 380.30 10.95 -51.65 25.12 8 2 2
11 Nov 392.55 62.6 0.00 - 0 0 0
8 Nov 397.65 62.6 0.00 - 0 0 0
7 Nov 403.80 62.6 0.00 - 0 0 0
6 Nov 408.90 62.6 0.00 - 0 0 0
5 Nov 403.10 62.6 62.60 - 0 0 0
24 Oct 411.90 0 0.00 - 0 0 0
23 Oct 408.30 0 0.00 - 0 0 0
21 Oct 425.00 0 0.00 - 0 0 0
18 Oct 424.95 0 0.00 - 0 0 0
15 Oct 426.60 0 0.00 - 0 0 0
11 Oct 422.50 0 0.00 - 0 0 0
9 Oct 418.45 0 0.00 - 0 0 0
8 Oct 420.95 0 0.00 - 0 0 0
7 Oct 415.45 0 - 0 0 0


For Ntpc Ltd - strike price 390 expiring on 26DEC2024

Delta for 390 CE is 0.01

Historical price for 390 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 53.29, the open interest changed by -106 which decreased total open position to 1467


On 19 Dec NTPC was trading at 337.40. The strike last trading price was 0.15, which was 0.00 lower than the previous day. The implied volatity was 48.28, the open interest changed by -178 which decreased total open position to 1574


On 18 Dec NTPC was trading at 341.75. The strike last trading price was 0.15, which was -0.10 lower than the previous day. The implied volatity was 41.22, the open interest changed by -89 which decreased total open position to 1752


On 17 Dec NTPC was trading at 349.05. The strike last trading price was 0.25, which was -0.05 lower than the previous day. The implied volatity was 36.54, the open interest changed by -32 which decreased total open position to 1857


On 16 Dec NTPC was trading at 352.90. The strike last trading price was 0.3, which was -0.10 lower than the previous day. The implied volatity was 32.94, the open interest changed by 90 which increased total open position to 1873


On 13 Dec NTPC was trading at 357.15. The strike last trading price was 0.4, which was -0.05 lower than the previous day. The implied volatity was 26.78, the open interest changed by -14 which decreased total open position to 1785


On 12 Dec NTPC was trading at 355.60. The strike last trading price was 0.45, which was -0.45 lower than the previous day. The implied volatity was 27.68, the open interest changed by 98 which increased total open position to 1839


On 11 Dec NTPC was trading at 365.50. The strike last trading price was 0.9, which was -0.25 lower than the previous day. The implied volatity was 23.48, the open interest changed by 15 which increased total open position to 1745


On 10 Dec NTPC was trading at 369.15. The strike last trading price was 1.15, which was -0.35 lower than the previous day. The implied volatity was 21.90, the open interest changed by -77 which decreased total open position to 1736


On 9 Dec NTPC was trading at 369.85. The strike last trading price was 1.5, which was -0.15 lower than the previous day. The implied volatity was 22.62, the open interest changed by 129 which increased total open position to 1813


On 6 Dec NTPC was trading at 369.50. The strike last trading price was 1.65, which was -0.15 lower than the previous day. The implied volatity was 21.08, the open interest changed by 92 which increased total open position to 1683


On 5 Dec NTPC was trading at 369.15. The strike last trading price was 1.8, which was -0.50 lower than the previous day. The implied volatity was 21.42, the open interest changed by 141 which increased total open position to 1591


On 4 Dec NTPC was trading at 372.75. The strike last trading price was 2.3, which was 0.50 higher than the previous day. The implied volatity was 20.39, the open interest changed by 45 which increased total open position to 1456


On 3 Dec NTPC was trading at 367.45. The strike last trading price was 1.8, which was 0.55 higher than the previous day. The implied volatity was 21.58, the open interest changed by 150 which increased total open position to 1419


On 2 Dec NTPC was trading at 358.20. The strike last trading price was 1.25, which was -0.65 lower than the previous day. The implied volatity was 24.77, the open interest changed by 108 which increased total open position to 1282


On 29 Nov NTPC was trading at 363.65. The strike last trading price was 1.9, which was -1.05 lower than the previous day. The implied volatity was 23.21, the open interest changed by -326 which decreased total open position to 1175


On 28 Nov NTPC was trading at 362.05. The strike last trading price was 2.95, which was -1.35 lower than the previous day. The implied volatity was 25.05, the open interest changed by 296 which increased total open position to 1501


On 27 Nov NTPC was trading at 369.30. The strike last trading price was 4.3, which was 0.65 higher than the previous day. The implied volatity was 25.34, the open interest changed by 468 which increased total open position to 1205


On 26 Nov NTPC was trading at 361.65. The strike last trading price was 3.65, which was -1.25 lower than the previous day. The implied volatity was 28.66, the open interest changed by 185 which increased total open position to 737


On 25 Nov NTPC was trading at 368.40. The strike last trading price was 4.9, which was 1.00 higher than the previous day. The implied volatity was 26.60, the open interest changed by 298 which increased total open position to 550


On 22 Nov NTPC was trading at 365.45. The strike last trading price was 3.9, which was 0.35 higher than the previous day. The implied volatity was 25.55, the open interest changed by 60 which increased total open position to 312


On 21 Nov NTPC was trading at 356.15. The strike last trading price was 3.55, which was -2.05 lower than the previous day. The implied volatity was 28.88, the open interest changed by -13 which decreased total open position to 253


On 20 Nov NTPC was trading at 366.70. The strike last trading price was 5.6, which was 0.00 lower than the previous day. The implied volatity was 27.05, the open interest changed by 151 which increased total open position to 259


On 19 Nov NTPC was trading at 366.70. The strike last trading price was 5.6, which was -0.15 lower than the previous day. The implied volatity was 27.05, the open interest changed by 144 which increased total open position to 259


On 18 Nov NTPC was trading at 366.70. The strike last trading price was 5.75, which was -1.80 lower than the previous day. The implied volatity was 27.10, the open interest changed by 43 which increased total open position to 115


On 14 Nov NTPC was trading at 372.50. The strike last trading price was 7.55, which was -3.95 lower than the previous day. The implied volatity was 24.72, the open interest changed by 39 which increased total open position to 70


On 13 Nov NTPC was trading at 381.35. The strike last trading price was 11.5, which was 0.55 higher than the previous day. The implied volatity was 26.42, the open interest changed by 19 which increased total open position to 21


On 12 Nov NTPC was trading at 380.30. The strike last trading price was 10.95, which was -51.65 lower than the previous day. The implied volatity was 25.12, the open interest changed by 2 which increased total open position to 2


On 11 Nov NTPC was trading at 392.55. The strike last trading price was 62.6, 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 62.6, 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 7 Nov NTPC was trading at 403.80. The strike last trading price was 62.6, 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 6 Nov NTPC was trading at 408.90. The strike last trading price was 62.6, 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 62.6, which was 62.60 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 24 Oct NTPC was trading at 411.90. The strike last trading price was 0, 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 0, 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 0, 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 0, 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 0, 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 Oct NTPC was trading at 422.50. The strike last trading price was 0, 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 Oct NTPC was trading at 418.45. The strike last trading price was 0, 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 8 Oct NTPC was trading at 420.95. The strike last trading price was 0, 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 7 Oct NTPC was trading at 415.45. 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 26DEC2024 390 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
20 Dec 333.25 54.55 4.55 - 6 -3 592
19 Dec 337.40 50 3.55 - 8 -4 599
18 Dec 341.75 46.45 13.95 - 11 -7 604
17 Dec 349.05 32.5 0.00 0.00 0 0 0
16 Dec 352.90 32.5 0.00 0.00 0 -1 0
13 Dec 357.15 32.5 -0.75 37.93 6 -1 611
12 Dec 355.60 33.25 9.95 29.91 34 -20 613
11 Dec 365.50 23.3 1.55 22.73 60 11 632
10 Dec 369.15 21.75 1.10 28.09 71 9 618
9 Dec 369.85 20.65 -0.60 24.64 46 6 602
6 Dec 369.50 21.25 -0.65 27.11 28 0 596
5 Dec 369.15 21.9 2.90 28.15 65 -2 596
4 Dec 372.75 19 -4.00 25.72 246 17 600
3 Dec 367.45 23 -7.75 26.79 130 18 584
2 Dec 358.20 30.75 4.65 26.90 45 4 566
29 Nov 363.65 26.1 0.05 23.52 126 23 562
28 Nov 362.05 26.05 4.05 29.37 538 440 539
27 Nov 369.30 22 -6.65 27.27 28 12 101
26 Nov 361.65 28.65 5.95 29.28 54 19 89
25 Nov 368.40 22.7 -2.65 26.86 24 -18 68
22 Nov 365.45 25.35 -9.65 24.87 43 -21 65
21 Nov 356.15 35 12.00 36.70 1 0 86
20 Nov 366.70 23 0.00 23.04 7 2 86
19 Nov 366.70 23 -3.00 23.04 7 2 86
18 Nov 366.70 26 4.55 30.07 28 -13 84
14 Nov 372.50 21.45 4.55 28.48 48 28 97
13 Nov 381.35 16.9 1.65 27.23 62 37 70
12 Nov 380.30 15.25 3.50 23.62 89 -30 32
11 Nov 392.55 11.75 2.40 28.39 55 50 61
8 Nov 397.65 9.35 1.30 25.17 4 2 10
7 Nov 403.80 8.05 3.05 27.45 4 3 9
6 Nov 408.90 5 -3.70 23.77 1 0 5
5 Nov 403.10 8.7 -2.25 27.85 5 2 2
24 Oct 411.90 10.95 0.00 - 0 0 0
23 Oct 408.30 10.95 0.00 - 0 0 0
21 Oct 425.00 10.95 0.00 - 0 0 0
18 Oct 424.95 10.95 0.00 - 0 0 0
15 Oct 426.60 10.95 0.00 - 0 0 0
11 Oct 422.50 10.95 0.00 - 0 0 0
9 Oct 418.45 10.95 0.00 - 0 0 0
8 Oct 420.95 10.95 0.00 - 0 0 0
7 Oct 415.45 10.95 - 0 0 0


For Ntpc Ltd - strike price 390 expiring on 26DEC2024

Delta for 390 PE is -

Historical price for 390 PE is as follows

On 20 Dec NTPC was trading at 333.25. The strike last trading price was 54.55, which was 4.55 higher than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 592


On 19 Dec NTPC was trading at 337.40. The strike last trading price was 50, which was 3.55 higher than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 599


On 18 Dec NTPC was trading at 341.75. The strike last trading price was 46.45, which was 13.95 higher than the previous day. The implied volatity was -, the open interest changed by -7 which decreased total open position to 604


On 17 Dec NTPC was trading at 349.05. The strike last trading price was 32.5, 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 16 Dec NTPC was trading at 352.90. The strike last trading price was 32.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0


On 13 Dec NTPC was trading at 357.15. The strike last trading price was 32.5, which was -0.75 lower than the previous day. The implied volatity was 37.93, the open interest changed by -1 which decreased total open position to 611


On 12 Dec NTPC was trading at 355.60. The strike last trading price was 33.25, which was 9.95 higher than the previous day. The implied volatity was 29.91, the open interest changed by -20 which decreased total open position to 613


On 11 Dec NTPC was trading at 365.50. The strike last trading price was 23.3, which was 1.55 higher than the previous day. The implied volatity was 22.73, the open interest changed by 11 which increased total open position to 632


On 10 Dec NTPC was trading at 369.15. The strike last trading price was 21.75, which was 1.10 higher than the previous day. The implied volatity was 28.09, the open interest changed by 9 which increased total open position to 618


On 9 Dec NTPC was trading at 369.85. The strike last trading price was 20.65, which was -0.60 lower than the previous day. The implied volatity was 24.64, the open interest changed by 6 which increased total open position to 602


On 6 Dec NTPC was trading at 369.50. The strike last trading price was 21.25, which was -0.65 lower than the previous day. The implied volatity was 27.11, the open interest changed by 0 which decreased total open position to 596


On 5 Dec NTPC was trading at 369.15. The strike last trading price was 21.9, which was 2.90 higher than the previous day. The implied volatity was 28.15, the open interest changed by -2 which decreased total open position to 596


On 4 Dec NTPC was trading at 372.75. The strike last trading price was 19, which was -4.00 lower than the previous day. The implied volatity was 25.72, the open interest changed by 17 which increased total open position to 600


On 3 Dec NTPC was trading at 367.45. The strike last trading price was 23, which was -7.75 lower than the previous day. The implied volatity was 26.79, the open interest changed by 18 which increased total open position to 584


On 2 Dec NTPC was trading at 358.20. The strike last trading price was 30.75, which was 4.65 higher than the previous day. The implied volatity was 26.90, the open interest changed by 4 which increased total open position to 566


On 29 Nov NTPC was trading at 363.65. The strike last trading price was 26.1, which was 0.05 higher than the previous day. The implied volatity was 23.52, the open interest changed by 23 which increased total open position to 562


On 28 Nov NTPC was trading at 362.05. The strike last trading price was 26.05, which was 4.05 higher than the previous day. The implied volatity was 29.37, the open interest changed by 440 which increased total open position to 539


On 27 Nov NTPC was trading at 369.30. The strike last trading price was 22, which was -6.65 lower than the previous day. The implied volatity was 27.27, the open interest changed by 12 which increased total open position to 101


On 26 Nov NTPC was trading at 361.65. The strike last trading price was 28.65, which was 5.95 higher than the previous day. The implied volatity was 29.28, the open interest changed by 19 which increased total open position to 89


On 25 Nov NTPC was trading at 368.40. The strike last trading price was 22.7, which was -2.65 lower than the previous day. The implied volatity was 26.86, the open interest changed by -18 which decreased total open position to 68


On 22 Nov NTPC was trading at 365.45. The strike last trading price was 25.35, which was -9.65 lower than the previous day. The implied volatity was 24.87, the open interest changed by -21 which decreased total open position to 65


On 21 Nov NTPC was trading at 356.15. The strike last trading price was 35, which was 12.00 higher than the previous day. The implied volatity was 36.70, the open interest changed by 0 which decreased total open position to 86


On 20 Nov NTPC was trading at 366.70. The strike last trading price was 23, which was 0.00 lower than the previous day. The implied volatity was 23.04, the open interest changed by 2 which increased total open position to 86


On 19 Nov NTPC was trading at 366.70. The strike last trading price was 23, which was -3.00 lower than the previous day. The implied volatity was 23.04, the open interest changed by 2 which increased total open position to 86


On 18 Nov NTPC was trading at 366.70. The strike last trading price was 26, which was 4.55 higher than the previous day. The implied volatity was 30.07, the open interest changed by -13 which decreased total open position to 84


On 14 Nov NTPC was trading at 372.50. The strike last trading price was 21.45, which was 4.55 higher than the previous day. The implied volatity was 28.48, the open interest changed by 28 which increased total open position to 97


On 13 Nov NTPC was trading at 381.35. The strike last trading price was 16.9, which was 1.65 higher than the previous day. The implied volatity was 27.23, the open interest changed by 37 which increased total open position to 70


On 12 Nov NTPC was trading at 380.30. The strike last trading price was 15.25, which was 3.50 higher than the previous day. The implied volatity was 23.62, the open interest changed by -30 which decreased total open position to 32


On 11 Nov NTPC was trading at 392.55. The strike last trading price was 11.75, which was 2.40 higher than the previous day. The implied volatity was 28.39, the open interest changed by 50 which increased total open position to 61


On 8 Nov NTPC was trading at 397.65. The strike last trading price was 9.35, which was 1.30 higher than the previous day. The implied volatity was 25.17, the open interest changed by 2 which increased total open position to 10


On 7 Nov NTPC was trading at 403.80. The strike last trading price was 8.05, which was 3.05 higher than the previous day. The implied volatity was 27.45, the open interest changed by 3 which increased total open position to 9


On 6 Nov NTPC was trading at 408.90. The strike last trading price was 5, which was -3.70 lower than the previous day. The implied volatity was 23.77, the open interest changed by 0 which decreased total open position to 5


On 5 Nov NTPC was trading at 403.10. The strike last trading price was 8.7, which was -2.25 lower than the previous day. The implied volatity was 27.85, the open interest changed by 2 which increased total open position to 2


On 24 Oct NTPC was trading at 411.90. The strike last trading price was 10.95, 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 10.95, 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 10.95, 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 10.95, 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 10.95, 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 11 Oct NTPC was trading at 422.50. The strike last trading price was 10.95, 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 9 Oct NTPC was trading at 418.45. The strike last trading price was 10.95, 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 8 Oct NTPC was trading at 420.95. The strike last trading price was 10.95, 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 7 Oct NTPC was trading at 415.45. The strike last trading price was 10.95, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to