NTPC
Ntpc Ltd
Historical option data for NTPC
11 Apr 2025 04:10 PM IST
| NTPC 24APR2025 390 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.07
Vega: 0.09
Theta: -0.10
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 11 Apr | 360.10 | 0.55 | 0 | 27.15 | 1,934 | -154 | 1,340 | |||
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| 9 Apr | 349.35 | 0.55 | -0.1 | 31.34 | 946 | 103 | 1,485 | |||
| 8 Apr | 352.95 | 0.7 | 0.05 | 30.28 | 1,127 | 105 | 1,380 | |||
| 7 Apr | 349.80 | 0.7 | 0.15 | 31.71 | 1,455 | 108 | 1,274 | |||
| 4 Apr | 350.40 | 0.5 | -0.35 | 26.40 | 869 | 62 | 1,171 | |||
| 3 Apr | 358.90 | 0.85 | 0.1 | 23.49 | 1,704 | 163 | 1,116 | |||
| 2 Apr | 351.75 | 0.75 | -0.1 | 26.87 | 1,006 | -4 | 957 | |||
| 1 Apr | 352.15 | 0.85 | -0.8 | 26.21 | 1,908 | 160 | 1,060 | |||
| 28 Mar | 357.60 | 1.55 | -1.2 | 25.10 | 1,726 | -28 | 900 | |||
| 27 Mar | 360.65 | 3.05 | 0.95 | 26.30 | 1,387 | 159 | 932 | |||
| 26 Mar | 354.65 | 2.05 | -1.85 | 28.64 | 636 | 7 | 776 | |||
| 25 Mar | 366.95 | 3.8 | -0.4 | 26.84 | 831 | 188 | 769 | |||
| 24 Mar | 366.95 | 4.3 | 2.75 | 26.45 | 1,802 | 438 | 579 | |||
| 21 Mar | 351.30 | 1.8 | 0.9 | 25.74 | 369 | 106 | 127 | |||
| 20 Mar | 341.75 | 0.9 | -0.1 | 26.61 | 8 | 3 | 20 | |||
| 19 Mar | 341.30 | 1 | 0.3 | 27.39 | 12 | 7 | 17 | |||
| 17 Mar | 331.65 | 0.7 | -0.1 | 28.62 | 13 | 6 | 10 | |||
| 12 Mar | 330.15 | 0.8 | -0.15 | 28.36 | 2 | 0 | 2 | |||
| 10 Mar | 329.40 | 0.95 | -3.95 | 29.19 | 20 | 3 | 3 | |||
For Ntpc Ltd - strike price 390 expiring on 24APR2025
Delta for 390 CE is 0.07
Historical price for 390 CE is as follows
On 11 Apr NTPC was trading at 360.10. The strike last trading price was 0.55, which was 0 lower than the previous day. The implied volatity was 27.15, the open interest changed by -154 which decreased total open position to 1340
On 9 Apr NTPC was trading at 349.35. The strike last trading price was 0.55, which was -0.1 lower than the previous day. The implied volatity was 31.34, the open interest changed by 103 which increased total open position to 1485
On 8 Apr NTPC was trading at 352.95. The strike last trading price was 0.7, which was 0.05 higher than the previous day. The implied volatity was 30.28, the open interest changed by 105 which increased total open position to 1380
On 7 Apr NTPC was trading at 349.80. The strike last trading price was 0.7, which was 0.15 higher than the previous day. The implied volatity was 31.71, the open interest changed by 108 which increased total open position to 1274
On 4 Apr NTPC was trading at 350.40. The strike last trading price was 0.5, which was -0.35 lower than the previous day. The implied volatity was 26.40, the open interest changed by 62 which increased total open position to 1171
On 3 Apr NTPC was trading at 358.90. The strike last trading price was 0.85, which was 0.1 higher than the previous day. The implied volatity was 23.49, the open interest changed by 163 which increased total open position to 1116
On 2 Apr NTPC was trading at 351.75. The strike last trading price was 0.75, which was -0.1 lower than the previous day. The implied volatity was 26.87, the open interest changed by -4 which decreased total open position to 957
On 1 Apr NTPC was trading at 352.15. The strike last trading price was 0.85, which was -0.8 lower than the previous day. The implied volatity was 26.21, the open interest changed by 160 which increased total open position to 1060
On 28 Mar NTPC was trading at 357.60. The strike last trading price was 1.55, which was -1.2 lower than the previous day. The implied volatity was 25.10, the open interest changed by -28 which decreased total open position to 900
On 27 Mar NTPC was trading at 360.65. The strike last trading price was 3.05, which was 0.95 higher than the previous day. The implied volatity was 26.30, the open interest changed by 159 which increased total open position to 932
On 26 Mar NTPC was trading at 354.65. The strike last trading price was 2.05, which was -1.85 lower than the previous day. The implied volatity was 28.64, the open interest changed by 7 which increased total open position to 776
On 25 Mar NTPC was trading at 366.95. The strike last trading price was 3.8, which was -0.4 lower than the previous day. The implied volatity was 26.84, the open interest changed by 188 which increased total open position to 769
On 24 Mar NTPC was trading at 366.95. The strike last trading price was 4.3, which was 2.75 higher than the previous day. The implied volatity was 26.45, the open interest changed by 438 which increased total open position to 579
On 21 Mar NTPC was trading at 351.30. The strike last trading price was 1.8, which was 0.9 higher than the previous day. The implied volatity was 25.74, the open interest changed by 106 which increased total open position to 127
On 20 Mar NTPC was trading at 341.75. The strike last trading price was 0.9, which was -0.1 lower than the previous day. The implied volatity was 26.61, the open interest changed by 3 which increased total open position to 20
On 19 Mar NTPC was trading at 341.30. The strike last trading price was 1, which was 0.3 higher than the previous day. The implied volatity was 27.39, the open interest changed by 7 which increased total open position to 17
On 17 Mar NTPC was trading at 331.65. The strike last trading price was 0.7, which was -0.1 lower than the previous day. The implied volatity was 28.62, the open interest changed by 6 which increased total open position to 10
On 12 Mar NTPC was trading at 330.15. The strike last trading price was 0.8, which was -0.15 lower than the previous day. The implied volatity was 28.36, the open interest changed by 0 which decreased total open position to 2
On 10 Mar NTPC was trading at 329.40. The strike last trading price was 0.95, which was -3.95 lower than the previous day. The implied volatity was 29.19, the open interest changed by 3 which increased total open position to 3
| NTPC 24APR2025 390 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.87
Vega: 0.15
Theta: -0.11
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 11 Apr | 360.10 | 30.5 | -8.5 | 35.80 | 69 | -7 | 415 |
| 9 Apr | 349.35 | 39 | 3 | 40.27 | 3 | -1 | 423 |
| 8 Apr | 352.95 | 36 | -3.3 | 32.60 | 42 | -17 | 430 |
| 7 Apr | 349.80 | 39.65 | 1.2 | 36.17 | 3 | 1 | 447 |
| 4 Apr | 350.40 | 38.45 | 7.45 | 33.87 | 15 | 0 | 447 |
| 3 Apr | 358.90 | 31.1 | -8.55 | 32.81 | 44 | 10 | 446 |
| 2 Apr | 351.75 | 39.65 | 3.9 | 42.56 | 25 | 5 | 435 |
| 1 Apr | 352.15 | 35.75 | 3.35 | 28.27 | 99 | 12 | 433 |
| 28 Mar | 357.60 | 32.4 | 4.95 | 31.14 | 190 | 30 | 421 |
| 27 Mar | 360.65 | 26.8 | -6.85 | 28.74 | 40 | 10 | 391 |
| 26 Mar | 354.65 | 33.65 | 9.1 | 22.01 | 2 | 0 | 380 |
| 25 Mar | 366.95 | 24.55 | -0.05 | 23.95 | 79 | -39 | 380 |
| 24 Mar | 366.95 | 24.7 | -11.55 | 28.42 | 374 | 337 | 418 |
| 21 Mar | 351.30 | 36.25 | -18.25 | 29.93 | 6 | 4 | 80 |
| 20 Mar | 341.75 | 54.5 | 0 | 0.00 | 0 | 0 | 0 |
| 19 Mar | 341.30 | 54.5 | 0 | 0.00 | 0 | 0 | 0 |
| 17 Mar | 331.65 | 54.5 | -3.5 | 23.63 | 54 | 53 | 75 |
| 12 Mar | 330.15 | 58 | 0 | 0.00 | 0 | 0 | 0 |
| 10 Mar | 329.40 | 58 | -7.4 | 34.11 | 22 | 15 | 15 |
For Ntpc Ltd - strike price 390 expiring on 24APR2025
Delta for 390 PE is -0.87
Historical price for 390 PE is as follows
On 11 Apr NTPC was trading at 360.10. The strike last trading price was 30.5, which was -8.5 lower than the previous day. The implied volatity was 35.80, the open interest changed by -7 which decreased total open position to 415
On 9 Apr NTPC was trading at 349.35. The strike last trading price was 39, which was 3 higher than the previous day. The implied volatity was 40.27, the open interest changed by -1 which decreased total open position to 423
On 8 Apr NTPC was trading at 352.95. The strike last trading price was 36, which was -3.3 lower than the previous day. The implied volatity was 32.60, the open interest changed by -17 which decreased total open position to 430
On 7 Apr NTPC was trading at 349.80. The strike last trading price was 39.65, which was 1.2 higher than the previous day. The implied volatity was 36.17, the open interest changed by 1 which increased total open position to 447
On 4 Apr NTPC was trading at 350.40. The strike last trading price was 38.45, which was 7.45 higher than the previous day. The implied volatity was 33.87, the open interest changed by 0 which decreased total open position to 447
On 3 Apr NTPC was trading at 358.90. The strike last trading price was 31.1, which was -8.55 lower than the previous day. The implied volatity was 32.81, the open interest changed by 10 which increased total open position to 446
On 2 Apr NTPC was trading at 351.75. The strike last trading price was 39.65, which was 3.9 higher than the previous day. The implied volatity was 42.56, the open interest changed by 5 which increased total open position to 435
On 1 Apr NTPC was trading at 352.15. The strike last trading price was 35.75, which was 3.35 higher than the previous day. The implied volatity was 28.27, the open interest changed by 12 which increased total open position to 433
On 28 Mar NTPC was trading at 357.60. The strike last trading price was 32.4, which was 4.95 higher than the previous day. The implied volatity was 31.14, the open interest changed by 30 which increased total open position to 421
On 27 Mar NTPC was trading at 360.65. The strike last trading price was 26.8, which was -6.85 lower than the previous day. The implied volatity was 28.74, the open interest changed by 10 which increased total open position to 391
On 26 Mar NTPC was trading at 354.65. The strike last trading price was 33.65, which was 9.1 higher than the previous day. The implied volatity was 22.01, the open interest changed by 0 which decreased total open position to 380
On 25 Mar NTPC was trading at 366.95. The strike last trading price was 24.55, which was -0.05 lower than the previous day. The implied volatity was 23.95, the open interest changed by -39 which decreased total open position to 380
On 24 Mar NTPC was trading at 366.95. The strike last trading price was 24.7, which was -11.55 lower than the previous day. The implied volatity was 28.42, the open interest changed by 337 which increased total open position to 418
On 21 Mar NTPC was trading at 351.30. The strike last trading price was 36.25, which was -18.25 lower than the previous day. The implied volatity was 29.93, the open interest changed by 4 which increased total open position to 80
On 20 Mar NTPC was trading at 341.75. The strike last trading price was 54.5, 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 54.5, 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 54.5, which was -3.5 lower than the previous day. The implied volatity was 23.63, the open interest changed by 53 which increased total open position to 75
On 12 Mar NTPC was trading at 330.15. The strike last trading price was 58, 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 58, which was -7.4 lower than the previous day. The implied volatity was 34.11, the open interest changed by 15 which increased total open position to 15
