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

356.15 -10.55 (-2.88%)

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Historical option data for NTPC

21 Nov 2024 04:10 PM IST
NTPC 28NOV2024 390 CE
Delta: 0.06
Vega: 0.06
Theta: -0.16
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
21 Nov 356.15 0.45 -0.65 38.22 4,285 339 3,332
20 Nov 366.70 1.1 0.00 31.55 6,987 390 3,008
19 Nov 366.70 1.1 0.00 31.55 6,987 405 3,008
18 Nov 366.70 1.1 -0.90 29.88 4,916 257 2,816
14 Nov 372.50 2 -2.50 24.00 6,499 150 2,553
13 Nov 381.35 4.5 -0.70 25.23 12,187 936 2,427
12 Nov 380.30 5.2 -6.30 26.84 5,261 1,004 1,493
11 Nov 392.55 11.5 -1.90 26.25 1,057 195 488
8 Nov 397.65 13.4 -6.75 23.88 480 80 288
7 Nov 403.80 20.15 -3.35 26.54 57 26 208
6 Nov 408.90 23.5 3.90 23.21 218 -22 182
5 Nov 403.10 19.6 -0.20 25.26 339 50 204
4 Nov 400.95 19.8 -7.55 28.80 365 76 152
1 Nov 411.35 27.35 1.45 24.94 11 -2 75
31 Oct 408.15 25.9 0.90 - 43 6 78
30 Oct 408.50 25 -2.85 - 25 4 72
29 Oct 412.15 27.85 5.20 - 41 -14 69
28 Oct 403.90 22.65 1.65 - 155 -10 82
25 Oct 398.90 21 -7.50 - 181 89 92
24 Oct 411.90 28.5 0.50 - 1 0 2
23 Oct 408.30 28 -16.90 - 2 1 1
22 Oct 415.75 44.9 0.00 - 0 0 0
21 Oct 425.00 44.9 0.00 - 0 0 0
18 Oct 424.95 44.9 0.00 - 0 0 0
17 Oct 417.75 44.9 0.00 - 0 0 0
16 Oct 424.25 44.9 0.00 - 0 0 0
15 Oct 426.60 44.9 0.00 - 0 0 0
14 Oct 424.50 44.9 0.00 - 0 0 0
11 Oct 422.50 44.9 0.00 - 0 0 0
10 Oct 422.70 44.9 0.00 - 0 0 0
8 Oct 420.95 44.9 0.00 - 0 0 0
7 Oct 415.45 44.9 0.00 - 0 0 0
4 Oct 430.45 44.9 0.00 - 0 0 0
3 Oct 435.35 44.9 0.00 - 0 0 0
25 Sept 436.10 44.9 0.00 - 0 0 0
16 Sept 411.10 44.9 0.00 - 0 0 0
12 Sept 404.85 44.9 0.00 - 0 0 0
11 Sept 389.65 44.9 0.00 - 0 0 0
9 Sept 389.85 44.9 0.00 - 0 0 0
6 Sept 394.80 44.9 0.00 - 0 0 0
5 Sept 403.25 44.9 0.00 - 0 0 0
4 Sept 405.10 44.9 0.00 - 0 0 0
3 Sept 406.40 44.9 0.00 - 0 0 0
2 Sept 410.00 44.9 - 0 0 0


For Ntpc Ltd - strike price 390 expiring on 28NOV2024

Delta for 390 CE is 0.06

Historical price for 390 CE is as follows

On 21 Nov NTPC was trading at 356.15. The strike last trading price was 0.45, which was -0.65 lower than the previous day. The implied volatity was 38.22, the open interest changed by 339 which increased total open position to 3332


On 20 Nov NTPC was trading at 366.70. The strike last trading price was 1.1, which was 0.00 lower than the previous day. The implied volatity was 31.55, the open interest changed by 390 which increased total open position to 3008


On 19 Nov NTPC was trading at 366.70. The strike last trading price was 1.1, which was 0.00 lower than the previous day. The implied volatity was 31.55, the open interest changed by 405 which increased total open position to 3008


On 18 Nov NTPC was trading at 366.70. The strike last trading price was 1.1, which was -0.90 lower than the previous day. The implied volatity was 29.88, the open interest changed by 257 which increased total open position to 2816


On 14 Nov NTPC was trading at 372.50. The strike last trading price was 2, which was -2.50 lower than the previous day. The implied volatity was 24.00, the open interest changed by 150 which increased total open position to 2553


On 13 Nov NTPC was trading at 381.35. The strike last trading price was 4.5, which was -0.70 lower than the previous day. The implied volatity was 25.23, the open interest changed by 936 which increased total open position to 2427


On 12 Nov NTPC was trading at 380.30. The strike last trading price was 5.2, which was -6.30 lower than the previous day. The implied volatity was 26.84, the open interest changed by 1004 which increased total open position to 1493


On 11 Nov NTPC was trading at 392.55. The strike last trading price was 11.5, which was -1.90 lower than the previous day. The implied volatity was 26.25, the open interest changed by 195 which increased total open position to 488


On 8 Nov NTPC was trading at 397.65. The strike last trading price was 13.4, which was -6.75 lower than the previous day. The implied volatity was 23.88, the open interest changed by 80 which increased total open position to 288


On 7 Nov NTPC was trading at 403.80. The strike last trading price was 20.15, which was -3.35 lower than the previous day. The implied volatity was 26.54, the open interest changed by 26 which increased total open position to 208


On 6 Nov NTPC was trading at 408.90. The strike last trading price was 23.5, which was 3.90 higher than the previous day. The implied volatity was 23.21, the open interest changed by -22 which decreased total open position to 182


On 5 Nov NTPC was trading at 403.10. The strike last trading price was 19.6, which was -0.20 lower than the previous day. The implied volatity was 25.26, the open interest changed by 50 which increased total open position to 204


On 4 Nov NTPC was trading at 400.95. The strike last trading price was 19.8, which was -7.55 lower than the previous day. The implied volatity was 28.80, the open interest changed by 76 which increased total open position to 152


On 1 Nov NTPC was trading at 411.35. The strike last trading price was 27.35, which was 1.45 higher than the previous day. The implied volatity was 24.94, the open interest changed by -2 which decreased total open position to 75


On 31 Oct NTPC was trading at 408.15. The strike last trading price was 25.9, which was 0.90 higher 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 25, which was -2.85 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 27.85, which was 5.20 higher 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 22.65, which was 1.65 higher 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 21, which was -7.50 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 28.5, which was 0.50 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 28, which was -16.90 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 44.9, 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 44.9, 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 44.9, 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 44.9, 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 44.9, 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 44.9, 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 14 Oct NTPC was trading at 424.50. The strike last trading price was 44.9, 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 44.9, 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 10 Oct NTPC was trading at 422.70. The strike last trading price was 44.9, 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 44.9, 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 44.9, 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 4 Oct NTPC was trading at 430.45. The strike last trading price was 44.9, 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 3 Oct NTPC was trading at 435.35. The strike last trading price was 44.9, 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 Sept NTPC was trading at 436.10. The strike last trading price was 44.9, 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 Sept NTPC was trading at 411.10. The strike last trading price was 44.9, 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 12 Sept NTPC was trading at 404.85. The strike last trading price was 44.9, 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 Sept NTPC was trading at 389.65. The strike last trading price was 44.9, 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 Sept NTPC was trading at 389.85. The strike last trading price was 44.9, 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 6 Sept NTPC was trading at 394.80. The strike last trading price was 44.9, 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 5 Sept NTPC was trading at 403.25. The strike last trading price was 44.9, 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 4 Sept NTPC was trading at 405.10. The strike last trading price was 44.9, 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 3 Sept NTPC was trading at 406.40. The strike last trading price was 44.9, 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 2 Sept NTPC was trading at 410.00. The strike last trading price was 44.9, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


NTPC 28NOV2024 390 PE
Delta: -0.90
Vega: 0.09
Theta: -0.19
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
21 Nov 356.15 32.8 8.55 46.53 147 -70 1,067
20 Nov 366.70 24.25 0.00 39.40 274 -108 1,137
19 Nov 366.70 24.25 0.45 39.40 274 -108 1,137
18 Nov 366.70 23.8 6.65 35.06 223 -75 1,246
14 Nov 372.50 17.15 4.35 24.44 1,629 -241 1,379
13 Nov 381.35 12.8 -0.40 26.44 2,472 124 1,625
12 Nov 380.30 13.2 6.50 26.86 4,858 263 1,512
11 Nov 392.55 6.7 0.80 26.59 2,801 206 1,251
8 Nov 397.65 5.9 2.30 25.72 1,349 57 1,045
7 Nov 403.80 3.6 1.15 25.35 1,048 69 989
6 Nov 408.90 2.45 -2.50 24.56 1,313 98 932
5 Nov 403.10 4.95 -1.90 27.81 1,244 153 838
4 Nov 400.95 6.85 1.95 30.51 1,615 67 686
1 Nov 411.35 4.9 -0.30 32.17 122 76 619
31 Oct 408.15 5.2 -1.05 - 385 39 541
30 Oct 408.50 6.25 0.55 - 487 147 503
29 Oct 412.15 5.7 -2.50 - 313 45 354
28 Oct 403.90 8.2 -4.70 - 259 24 309
25 Oct 398.90 12.9 5.70 - 491 126 285
24 Oct 411.90 7.2 -0.90 - 54 16 159
23 Oct 408.30 8.1 1.20 - 47 19 143
22 Oct 415.75 6.9 2.75 - 79 4 124
21 Oct 425.00 4.15 1.05 - 25 10 120
18 Oct 424.95 3.1 -1.75 - 46 13 110
17 Oct 417.75 4.85 2.00 - 25 5 97
16 Oct 424.25 2.85 -0.40 - 79 11 88
15 Oct 426.60 3.25 -1.15 - 336 14 77
14 Oct 424.50 4.4 -0.10 - 8 6 62
11 Oct 422.50 4.5 0.70 - 6 0 55
10 Oct 422.70 3.8 -1.75 - 11 0 55
8 Oct 420.95 5.55 -1.65 - 22 0 51
7 Oct 415.45 7.2 3.60 - 188 35 49
4 Oct 430.45 3.6 1.40 - 134 26 29
3 Oct 435.35 2.2 -15.80 - 3 2 2
25 Sept 436.10 18 0.00 - 0 0 0
16 Sept 411.10 18 0.00 - 0 0 0
12 Sept 404.85 18 0.00 - 0 0 0
11 Sept 389.65 18 0.00 - 0 0 0
9 Sept 389.85 18 18.00 - 0 0 0
6 Sept 394.80 0 0.00 - 0 0 0
5 Sept 403.25 0 0.00 - 0 0 0
4 Sept 405.10 0 0.00 - 0 0 0
3 Sept 406.40 0 0.00 - 0 0 0
2 Sept 410.00 0 - 0 0 0


For Ntpc Ltd - strike price 390 expiring on 28NOV2024

Delta for 390 PE is -0.90

Historical price for 390 PE is as follows

On 21 Nov NTPC was trading at 356.15. The strike last trading price was 32.8, which was 8.55 higher than the previous day. The implied volatity was 46.53, the open interest changed by -70 which decreased total open position to 1067


On 20 Nov NTPC was trading at 366.70. The strike last trading price was 24.25, which was 0.00 lower than the previous day. The implied volatity was 39.40, the open interest changed by -108 which decreased total open position to 1137


On 19 Nov NTPC was trading at 366.70. The strike last trading price was 24.25, which was 0.45 higher than the previous day. The implied volatity was 39.40, the open interest changed by -108 which decreased total open position to 1137


On 18 Nov NTPC was trading at 366.70. The strike last trading price was 23.8, which was 6.65 higher than the previous day. The implied volatity was 35.06, the open interest changed by -75 which decreased total open position to 1246


On 14 Nov NTPC was trading at 372.50. The strike last trading price was 17.15, which was 4.35 higher than the previous day. The implied volatity was 24.44, the open interest changed by -241 which decreased total open position to 1379


On 13 Nov NTPC was trading at 381.35. The strike last trading price was 12.8, which was -0.40 lower than the previous day. The implied volatity was 26.44, the open interest changed by 124 which increased total open position to 1625


On 12 Nov NTPC was trading at 380.30. The strike last trading price was 13.2, which was 6.50 higher than the previous day. The implied volatity was 26.86, the open interest changed by 263 which increased total open position to 1512


On 11 Nov NTPC was trading at 392.55. The strike last trading price was 6.7, which was 0.80 higher than the previous day. The implied volatity was 26.59, the open interest changed by 206 which increased total open position to 1251


On 8 Nov NTPC was trading at 397.65. The strike last trading price was 5.9, which was 2.30 higher than the previous day. The implied volatity was 25.72, the open interest changed by 57 which increased total open position to 1045


On 7 Nov NTPC was trading at 403.80. The strike last trading price was 3.6, which was 1.15 higher than the previous day. The implied volatity was 25.35, the open interest changed by 69 which increased total open position to 989


On 6 Nov NTPC was trading at 408.90. The strike last trading price was 2.45, which was -2.50 lower than the previous day. The implied volatity was 24.56, the open interest changed by 98 which increased total open position to 932


On 5 Nov NTPC was trading at 403.10. The strike last trading price was 4.95, which was -1.90 lower than the previous day. The implied volatity was 27.81, the open interest changed by 153 which increased total open position to 838


On 4 Nov NTPC was trading at 400.95. The strike last trading price was 6.85, which was 1.95 higher than the previous day. The implied volatity was 30.51, the open interest changed by 67 which increased total open position to 686


On 1 Nov NTPC was trading at 411.35. The strike last trading price was 4.9, which was -0.30 lower than the previous day. The implied volatity was 32.17, the open interest changed by 76 which increased total open position to 619


On 31 Oct NTPC was trading at 408.15. The strike last trading price was 5.2, which was -1.05 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 6.25, 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 5.7, which was -2.50 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 8.2, which was -4.70 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 12.9, which was 5.70 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 7.2, which was -0.90 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 8.1, which was 1.20 higher 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 6.9, 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 21 Oct NTPC was trading at 425.00. The strike last trading price was 4.15, which was 1.05 higher 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 3.1, which was -1.75 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 4.85, which was 2.00 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 2.85, which was -0.40 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 3.25, which was -1.15 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 14 Oct NTPC was trading at 424.50. The strike last trading price was 4.4, which was -0.10 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 4.5, which was 0.70 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 10 Oct NTPC was trading at 422.70. The strike last trading price was 3.8, which was -1.75 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 5.55, which was -1.65 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 7.2, which was 3.60 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 4 Oct NTPC was trading at 430.45. The strike last trading price was 3.6, which was 1.40 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 2.2, which was -15.80 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 25 Sept NTPC was trading at 436.10. The strike last trading price was 18, 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 Sept NTPC was trading at 411.10. The strike last trading price was 18, 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 12 Sept NTPC was trading at 404.85. The strike last trading price was 18, 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 Sept NTPC was trading at 389.65. The strike last trading price was 18, 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 Sept NTPC was trading at 389.85. The strike last trading price was 18, which was 18.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 6 Sept NTPC was trading at 394.80. 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 5 Sept NTPC was trading at 403.25. 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 4 Sept NTPC was trading at 405.10. 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 3 Sept NTPC was trading at 406.40. 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 2 Sept NTPC was trading at 410.00. 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