[--[65.84.65.76]--]
NTPC
NTPC LTD

379.8 6.85 (1.84%)

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Historical option data for NTPC

05 Jul 2024 04:10 PM IST
Delta: -
Gamma: -
Theta: -
Vega: -
Date Symbol Close Ltp Chng IV Volume Chng OI OI
5 Jul 379.80 4.5 1.00 - 25,36,500 4,42,500 13,26,000
4 Jul 372.95 3.5 - 16,18,500 2,02,500 8,83,500
3 Jul 372.65 3.85 - 10,48,500 34,500 6,81,000
2 Jul 370.40 3.9 - 7,27,500 -1,500 6,49,500
1 Jul 369.75 4.2 - 13,14,000 1,53,000 6,51,000
28 Jun 378.35 6.75 - 34,54,500 1,98,000 4,98,000
27 Jun 377.15 6.45 - 13,02,000 2,13,000 3,00,000
26 Jun 365.05 3.7 - 1,20,000 37,500 87,000
25 Jun 360.85 3.05 - 7,500 1,500 49,500
24 Jun 362.75 3.8 - 46,500 30,000 48,000
21 Jun 359.80 2.95 - 4,500 1,500 16,500
20 Jun 357.65 3.70 - 15,000 1,500 4,500
19 Jun 362.50 4.75 - 3,000 -1,500 3,000
18 Jun 369.65 5.90 - 3,000 3,000 3,000
14 Jun 368.45 6.05 - 0 0 0
13 Jun 369.95 6.05 - 0 0 0
12 Jun 371.30 6.05 - 0 0 0
11 Jun 367.40 6.05 - 0 0 0
10 Jun 364.90 6.05 - 0 0 0
7 Jun 360.60 6.05 - 0 0 0
6 Jun 349.75 6.05 - 1,500 0 0
5 Jun 341.00 6.45 - 0 0 0
4 Jun 331.25 6.45 - 0 0 0
3 Jun 391.80 6.45 - 0 0 0


For NTPC LTD - strike price 395 expiring on 25JUL2024

Delta for 395 CE is -

Historical price for 395 CE is as follows

On 5 Jul NTPC was trading at 379.80. The strike last trading price was 4.5, which was 1.00 higher than the previous day. The implied volatity was -, the open interest changed by 442500 which increased total open position to 1326000


On 4 Jul NTPC was trading at 372.95. The strike last trading price was 3.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 202500 which increased total open position to 883500


On 3 Jul NTPC was trading at 372.65. The strike last trading price was 3.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 34500 which increased total open position to 681000


On 2 Jul NTPC was trading at 370.40. The strike last trading price was 3.9, which was lower than the previous day. The implied volatity was -, the open interest changed by -1500 which decreased total open position to 649500


On 1 Jul NTPC was trading at 369.75. The strike last trading price was 4.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 153000 which increased total open position to 651000


On 28 Jun NTPC was trading at 378.35. The strike last trading price was 6.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 198000 which increased total open position to 498000


On 27 Jun NTPC was trading at 377.15. The strike last trading price was 6.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 213000 which increased total open position to 300000


On 26 Jun NTPC was trading at 365.05. The strike last trading price was 3.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 37500 which increased total open position to 87000


On 25 Jun NTPC was trading at 360.85. The strike last trading price was 3.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 1500 which increased total open position to 49500


On 24 Jun NTPC was trading at 362.75. The strike last trading price was 3.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 30000 which increased total open position to 48000


On 21 Jun NTPC was trading at 359.80. The strike last trading price was 2.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 1500 which increased total open position to 16500


On 20 Jun NTPC was trading at 357.65. The strike last trading price was 3.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 1500 which increased total open position to 4500


On 19 Jun NTPC was trading at 362.50. The strike last trading price was 4.75, which was lower than the previous day. The implied volatity was -, the open interest changed by -1500 which decreased total open position to 3000


On 18 Jun NTPC was trading at 369.65. The strike last trading price was 5.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 3000 which increased total open position to 3000


On 14 Jun NTPC was trading at 368.45. The strike last trading price was 6.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 13 Jun NTPC was trading at 369.95. The strike last trading price was 6.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 12 Jun NTPC was trading at 371.30. The strike last trading price was 6.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 11 Jun NTPC was trading at 367.40. The strike last trading price was 6.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 10 Jun NTPC was trading at 364.90. The strike last trading price was 6.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 7 Jun NTPC was trading at 360.60. The strike last trading price was 6.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 6 Jun NTPC was trading at 349.75. The strike last trading price was 6.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 5 Jun NTPC was trading at 341.00. The strike last trading price was 6.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 4 Jun NTPC was trading at 331.25. The strike last trading price was 6.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 3 Jun NTPC was trading at 391.80. The strike last trading price was 6.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


Delta: -
Gamma: -
Theta: -
Vega: -
Date Symbol Close Ltp Chng IV Volume Chng OI OI
5 Jul 379.80 18.35 -3.90 - 72,000 -7,500 48,000
4 Jul 372.95 22.25 - 22,500 -10,500 55,500
3 Jul 372.65 24.65 - 12,000 0 66,000
2 Jul 370.40 26.75 - 7,500 1,500 66,000
1 Jul 369.75 27 - 49,500 4,500 64,500
28 Jun 378.35 20.75 - 1,65,000 60,000 60,000
27 Jun 377.15 37.35 - 0 0 0
26 Jun 365.05 37.35 - 0 0 0
25 Jun 360.85 37.35 - 0 0 0
24 Jun 362.75 37.35 - 0 0 0
21 Jun 359.80 37.35 - 0 0 0
20 Jun 357.65 37.35 - 0 0 0
19 Jun 362.50 37.35 - 0 0 0
18 Jun 369.65 37.35 - 0 0 0
14 Jun 368.45 37.35 - 0 0 0
13 Jun 369.95 37.35 - 0 0 0
12 Jun 371.30 37.35 - 0 0 0
11 Jun 367.40 37.35 - 0 0 0
10 Jun 364.90 37.35 - 0 0 0
7 Jun 360.60 37.35 - 0 0 0
6 Jun 349.75 37.35 - 0 0 0
5 Jun 341.00 37.35 - 0 0 0
4 Jun 331.25 37.35 - 0 0 0
3 Jun 391.80 37.35 - 0 0 0


For NTPC LTD - strike price 395 expiring on 25JUL2024

Delta for 395 PE is -

Historical price for 395 PE is as follows

On 5 Jul NTPC was trading at 379.80. The strike last trading price was 18.35, which was -3.90 lower than the previous day. The implied volatity was -, the open interest changed by -7500 which decreased total open position to 48000


On 4 Jul NTPC was trading at 372.95. The strike last trading price was 22.25, which was lower than the previous day. The implied volatity was -, the open interest changed by -10500 which decreased total open position to 55500


On 3 Jul NTPC was trading at 372.65. The strike last trading price was 24.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 66000


On 2 Jul NTPC was trading at 370.40. The strike last trading price was 26.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 1500 which increased total open position to 66000


On 1 Jul NTPC was trading at 369.75. The strike last trading price was 27, which was lower than the previous day. The implied volatity was -, the open interest changed by 4500 which increased total open position to 64500


On 28 Jun NTPC was trading at 378.35. The strike last trading price was 20.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 60000 which increased total open position to 60000


On 27 Jun NTPC was trading at 377.15. The strike last trading price was 37.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 26 Jun NTPC was trading at 365.05. The strike last trading price was 37.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 25 Jun NTPC was trading at 360.85. The strike last trading price was 37.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 24 Jun NTPC was trading at 362.75. The strike last trading price was 37.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 21 Jun NTPC was trading at 359.80. The strike last trading price was 37.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 20 Jun NTPC was trading at 357.65. The strike last trading price was 37.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 19 Jun NTPC was trading at 362.50. The strike last trading price was 37.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 18 Jun NTPC was trading at 369.65. The strike last trading price was 37.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 14 Jun NTPC was trading at 368.45. The strike last trading price was 37.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 13 Jun NTPC was trading at 369.95. The strike last trading price was 37.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 12 Jun NTPC was trading at 371.30. The strike last trading price was 37.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 11 Jun NTPC was trading at 367.40. The strike last trading price was 37.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 10 Jun NTPC was trading at 364.90. The strike last trading price was 37.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 7 Jun NTPC was trading at 360.60. The strike last trading price was 37.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 6 Jun NTPC was trading at 349.75. The strike last trading price was 37.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 5 Jun NTPC was trading at 341.00. The strike last trading price was 37.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 4 Jun NTPC was trading at 331.25. The strike last trading price was 37.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 3 Jun NTPC was trading at 391.80. The strike last trading price was 37.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0