NTPC
Ntpc Ltd
Historical option data for NTPC
11 Apr 2025 04:10 PM IST
| NTPC 24APR2025 395 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.05
Vega: 0.08
Theta: -0.09
Gamma: 0.01
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 11 Apr | 360.10 | 0.45 | 0 | 29.28 | 271 | 63 | 505 | |||
| 9 Apr | 349.35 | 0.45 | -0.1 | 33.24 | 322 | 97 | 444 | |||
| 8 Apr | 352.95 | 0.55 | 0.05 | 31.68 | 163 | -9 | 345 | |||
| 7 Apr | 349.80 | 0.55 | 0.15 | 32.96 | 276 | -32 | 353 | |||
| 4 Apr | 350.40 | 0.4 | -0.2 | 27.76 | 54 | -6 | 383 | |||
| 3 Apr | 358.90 | 0.6 | 0 | 24.30 | 291 | 9 | 390 | |||
| 2 Apr | 351.75 | 0.6 | -0.05 | 28.11 | 171 | -1 | 381 | |||
| 1 Apr | 352.15 | 0.65 | -0.6 | 27.17 | 371 | 27 | 386 | |||
| 28 Mar | 357.60 | 1.15 | -0.95 | 25.48 | 582 | 60 | 359 | |||
| 27 Mar | 360.65 | 2.3 | 0.65 | 26.62 | 745 | 23 | 291 | |||
| 26 Mar | 354.65 | 1.65 | -1.45 | 29.43 | 397 | 164 | 269 | |||
| 25 Mar | 366.95 | 2.95 | 1.65 | 27.21 | 221 | 104 | 104 | |||
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| 24 Mar | 366.95 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
For Ntpc Ltd - strike price 395 expiring on 24APR2025
Delta for 395 CE is 0.05
Historical price for 395 CE is as follows
On 11 Apr NTPC was trading at 360.10. The strike last trading price was 0.45, which was 0 lower than the previous day. The implied volatity was 29.28, the open interest changed by 63 which increased total open position to 505
On 9 Apr NTPC was trading at 349.35. The strike last trading price was 0.45, which was -0.1 lower than the previous day. The implied volatity was 33.24, the open interest changed by 97 which increased total open position to 444
On 8 Apr NTPC was trading at 352.95. The strike last trading price was 0.55, which was 0.05 higher than the previous day. The implied volatity was 31.68, the open interest changed by -9 which decreased total open position to 345
On 7 Apr NTPC was trading at 349.80. The strike last trading price was 0.55, which was 0.15 higher than the previous day. The implied volatity was 32.96, the open interest changed by -32 which decreased total open position to 353
On 4 Apr NTPC was trading at 350.40. The strike last trading price was 0.4, which was -0.2 lower than the previous day. The implied volatity was 27.76, the open interest changed by -6 which decreased total open position to 383
On 3 Apr NTPC was trading at 358.90. The strike last trading price was 0.6, which was 0 lower than the previous day. The implied volatity was 24.30, the open interest changed by 9 which increased total open position to 390
On 2 Apr NTPC was trading at 351.75. The strike last trading price was 0.6, which was -0.05 lower than the previous day. The implied volatity was 28.11, the open interest changed by -1 which decreased total open position to 381
On 1 Apr NTPC was trading at 352.15. The strike last trading price was 0.65, which was -0.6 lower than the previous day. The implied volatity was 27.17, the open interest changed by 27 which increased total open position to 386
On 28 Mar NTPC was trading at 357.60. The strike last trading price was 1.15, which was -0.95 lower than the previous day. The implied volatity was 25.48, the open interest changed by 60 which increased total open position to 359
On 27 Mar NTPC was trading at 360.65. The strike last trading price was 2.3, which was 0.65 higher than the previous day. The implied volatity was 26.62, the open interest changed by 23 which increased total open position to 291
On 26 Mar NTPC was trading at 354.65. The strike last trading price was 1.65, which was -1.45 lower than the previous day. The implied volatity was 29.43, the open interest changed by 164 which increased total open position to 269
On 25 Mar NTPC was trading at 366.95. The strike last trading price was 2.95, which was 1.65 higher than the previous day. The implied volatity was 27.21, the open interest changed by 104 which increased total open position to 104
On 24 Mar NTPC was trading at 366.95. The strike last trading price was 0, 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
| NTPC 24APR2025 395 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.89
Vega: 0.13
Theta: -0.09
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 11 Apr | 360.10 | 35.2 | -3.75 | 37.66 | 4 | 0 | 53 |
| 9 Apr | 349.35 | 38.95 | 0 | 0.00 | 0 | 0 | 0 |
| 8 Apr | 352.95 | 38.95 | 0 | 0.00 | 0 | 0 | 0 |
| 7 Apr | 349.80 | 38.95 | 0 | 0.00 | 0 | 0 | 0 |
| 4 Apr | 350.40 | 38.95 | 0 | 0.00 | 0 | 3 | 0 |
| 3 Apr | 358.90 | 38.95 | -0.6 | 48.11 | 4 | 1 | 51 |
| 2 Apr | 351.75 | 39.55 | 0 | 0.00 | 0 | 6 | 0 |
| 1 Apr | 352.15 | 39.55 | 2.5 | - | 10 | 6 | 49 |
| 28 Mar | 357.60 | 36.7 | -39.55 | 32.51 | 50 | 43 | 43 |
| 27 Mar | 360.65 | 76.25 | 0 | - | 0 | 0 | 0 |
| 26 Mar | 354.65 | 76.25 | 0 | - | 0 | 0 | 0 |
| 25 Mar | 366.95 | 76.25 | 0 | - | 0 | 0 | 0 |
| 24 Mar | 366.95 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Ntpc Ltd - strike price 395 expiring on 24APR2025
Delta for 395 PE is -0.89
Historical price for 395 PE is as follows
On 11 Apr NTPC was trading at 360.10. The strike last trading price was 35.2, which was -3.75 lower than the previous day. The implied volatity was 37.66, the open interest changed by 0 which decreased total open position to 53
On 9 Apr NTPC was trading at 349.35. The strike last trading price was 38.95, 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 8 Apr NTPC was trading at 352.95. The strike last trading price was 38.95, 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 7 Apr NTPC was trading at 349.80. The strike last trading price was 38.95, 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 4 Apr NTPC was trading at 350.40. The strike last trading price was 38.95, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 3 Apr NTPC was trading at 358.90. The strike last trading price was 38.95, which was -0.6 lower than the previous day. The implied volatity was 48.11, the open interest changed by 1 which increased total open position to 51
On 2 Apr NTPC was trading at 351.75. The strike last trading price was 39.55, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 6 which increased total open position to 0
On 1 Apr NTPC was trading at 352.15. The strike last trading price was 39.55, which was 2.5 higher than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 49
On 28 Mar NTPC was trading at 357.60. The strike last trading price was 36.7, which was -39.55 lower than the previous day. The implied volatity was 32.51, the open interest changed by 43 which increased total open position to 43
On 27 Mar NTPC was trading at 360.65. The strike last trading price was 76.25, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 26 Mar NTPC was trading at 354.65. The strike last trading price was 76.25, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 25 Mar NTPC was trading at 366.95. The strike last trading price was 76.25, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 24 Mar NTPC was trading at 366.95. The strike last trading price was 0, 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
