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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 395 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
20 Dec 333.25 0.15 0.05 - 173 -7 619
19 Dec 337.40 0.1 -0.10 49.12 142 -26 662
18 Dec 341.75 0.2 0.00 46.64 145 -15 684
17 Dec 349.05 0.2 -0.10 38.61 230 -34 698
16 Dec 352.90 0.3 -0.05 36.39 114 22 742
13 Dec 357.15 0.35 -0.05 29.22 240 -19 724
12 Dec 355.60 0.4 -0.25 30.10 813 -61 754
11 Dec 365.50 0.65 -0.15 24.90 659 55 821
10 Dec 369.15 0.8 -0.30 23.11 938 -97 767
9 Dec 369.85 1.1 -0.15 23.97 1,178 147 866
6 Dec 369.50 1.25 -0.15 22.52 711 43 717
5 Dec 369.15 1.4 -0.35 22.94 1,183 83 673
4 Dec 372.75 1.75 0.40 21.76 1,767 230 591
3 Dec 367.45 1.35 0.40 22.68 781 106 360
2 Dec 358.20 0.95 -0.45 25.69 605 -37 255
29 Nov 363.65 1.4 -0.90 23.82 751 133 309
28 Nov 362.05 2.3 -1.00 25.79 448 46 176
27 Nov 369.30 3.3 0.35 25.70 181 -9 130
26 Nov 361.65 2.95 -0.80 29.32 84 60 139
25 Nov 368.40 3.75 0.75 26.63 96 53 80
22 Nov 365.45 3 -0.15 25.76 44 10 37
21 Nov 356.15 3.15 -1.35 30.32 3 2 27
20 Nov 366.70 4.5 0.00 0.00 0 0 0
19 Nov 366.70 4.5 0.00 0.00 0 0 0
18 Nov 366.70 4.5 -5.00 26.98 5 0 25
14 Nov 372.50 9.5 -0.05 32.23 1 0 25
13 Nov 381.35 9.55 0.65 26.45 28 17 25
12 Nov 380.30 8.9 -7.60 24.92 15 4 7
11 Nov 392.55 16.5 0.00 27.33 3 0 0
8 Nov 397.65 16.5 -15.80 23.21 2 1 1
7 Nov 403.80 32.3 0.00 - 0 0 0
6 Nov 408.90 32.3 0.00 - 0 0 0
5 Nov 403.10 32.3 - 0 0 0


For Ntpc Ltd - strike price 395 expiring on 26DEC2024

Delta for 395 CE is -

Historical price for 395 CE is as follows

On 20 Dec NTPC was trading at 333.25. The strike last trading price was 0.15, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by -7 which decreased total open position to 619


On 19 Dec NTPC was trading at 337.40. The strike last trading price was 0.1, which was -0.10 lower than the previous day. The implied volatity was 49.12, the open interest changed by -26 which decreased total open position to 662


On 18 Dec NTPC was trading at 341.75. The strike last trading price was 0.2, which was 0.00 lower than the previous day. The implied volatity was 46.64, the open interest changed by -15 which decreased total open position to 684


On 17 Dec NTPC was trading at 349.05. The strike last trading price was 0.2, which was -0.10 lower than the previous day. The implied volatity was 38.61, the open interest changed by -34 which decreased total open position to 698


On 16 Dec NTPC was trading at 352.90. The strike last trading price was 0.3, which was -0.05 lower than the previous day. The implied volatity was 36.39, the open interest changed by 22 which increased total open position to 742


On 13 Dec NTPC was trading at 357.15. The strike last trading price was 0.35, which was -0.05 lower than the previous day. The implied volatity was 29.22, the open interest changed by -19 which decreased total open position to 724


On 12 Dec NTPC was trading at 355.60. The strike last trading price was 0.4, which was -0.25 lower than the previous day. The implied volatity was 30.10, the open interest changed by -61 which decreased total open position to 754


On 11 Dec NTPC was trading at 365.50. The strike last trading price was 0.65, which was -0.15 lower than the previous day. The implied volatity was 24.90, the open interest changed by 55 which increased total open position to 821


On 10 Dec NTPC was trading at 369.15. The strike last trading price was 0.8, which was -0.30 lower than the previous day. The implied volatity was 23.11, the open interest changed by -97 which decreased total open position to 767


On 9 Dec NTPC was trading at 369.85. The strike last trading price was 1.1, which was -0.15 lower than the previous day. The implied volatity was 23.97, the open interest changed by 147 which increased total open position to 866


On 6 Dec NTPC was trading at 369.50. The strike last trading price was 1.25, which was -0.15 lower than the previous day. The implied volatity was 22.52, the open interest changed by 43 which increased total open position to 717


On 5 Dec NTPC was trading at 369.15. The strike last trading price was 1.4, which was -0.35 lower than the previous day. The implied volatity was 22.94, the open interest changed by 83 which increased total open position to 673


On 4 Dec NTPC was trading at 372.75. The strike last trading price was 1.75, which was 0.40 higher than the previous day. The implied volatity was 21.76, the open interest changed by 230 which increased total open position to 591


On 3 Dec NTPC was trading at 367.45. The strike last trading price was 1.35, which was 0.40 higher than the previous day. The implied volatity was 22.68, the open interest changed by 106 which increased total open position to 360


On 2 Dec NTPC was trading at 358.20. The strike last trading price was 0.95, which was -0.45 lower than the previous day. The implied volatity was 25.69, the open interest changed by -37 which decreased total open position to 255


On 29 Nov NTPC was trading at 363.65. The strike last trading price was 1.4, which was -0.90 lower than the previous day. The implied volatity was 23.82, the open interest changed by 133 which increased total open position to 309


On 28 Nov NTPC was trading at 362.05. The strike last trading price was 2.3, which was -1.00 lower than the previous day. The implied volatity was 25.79, the open interest changed by 46 which increased total open position to 176


On 27 Nov NTPC was trading at 369.30. The strike last trading price was 3.3, which was 0.35 higher than the previous day. The implied volatity was 25.70, the open interest changed by -9 which decreased total open position to 130


On 26 Nov NTPC was trading at 361.65. The strike last trading price was 2.95, which was -0.80 lower than the previous day. The implied volatity was 29.32, the open interest changed by 60 which increased total open position to 139


On 25 Nov NTPC was trading at 368.40. The strike last trading price was 3.75, which was 0.75 higher than the previous day. The implied volatity was 26.63, the open interest changed by 53 which increased total open position to 80


On 22 Nov NTPC was trading at 365.45. The strike last trading price was 3, which was -0.15 lower than the previous day. The implied volatity was 25.76, the open interest changed by 10 which increased total open position to 37


On 21 Nov NTPC was trading at 356.15. The strike last trading price was 3.15, which was -1.35 lower than the previous day. The implied volatity was 30.32, the open interest changed by 2 which increased total open position to 27


On 20 Nov NTPC was trading at 366.70. The strike last trading price was 4.5, 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 19 Nov NTPC was trading at 366.70. The strike last trading price was 4.5, 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 18 Nov NTPC was trading at 366.70. The strike last trading price was 4.5, which was -5.00 lower than the previous day. The implied volatity was 26.98, the open interest changed by 0 which decreased total open position to 25


On 14 Nov NTPC was trading at 372.50. The strike last trading price was 9.5, which was -0.05 lower than the previous day. The implied volatity was 32.23, the open interest changed by 0 which decreased total open position to 25


On 13 Nov NTPC was trading at 381.35. The strike last trading price was 9.55, which was 0.65 higher than the previous day. The implied volatity was 26.45, the open interest changed by 17 which increased total open position to 25


On 12 Nov NTPC was trading at 380.30. The strike last trading price was 8.9, which was -7.60 lower than the previous day. The implied volatity was 24.92, the open interest changed by 4 which increased total open position to 7


On 11 Nov NTPC was trading at 392.55. The strike last trading price was 16.5, which was 0.00 lower than the previous day. The implied volatity was 27.33, 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 16.5, which was -15.80 lower than the previous day. The implied volatity was 23.21, the open interest changed by 1 which increased total open position to 1


On 7 Nov NTPC was trading at 403.80. The strike last trading price was 32.3, 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 32.3, 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 32.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


NTPC 26DEC2024 395 PE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
20 Dec 333.25 36.65 0.00 0.00 0 0 0
19 Dec 337.40 36.65 0.00 0.00 0 0 0
18 Dec 341.75 36.65 0.00 0.00 0 0 0
17 Dec 349.05 36.65 0.00 0.00 0 0 0
16 Dec 352.90 36.65 0.00 0.00 0 1 0
13 Dec 357.15 36.65 10.50 34.83 3 0 89
12 Dec 355.60 26.15 0.00 0.00 0 0 0
11 Dec 365.50 26.15 0.00 0.00 0 -2 0
10 Dec 369.15 26.15 0.90 29.22 2 -1 90
9 Dec 369.85 25.25 -0.55 26.52 39 22 90
6 Dec 369.50 25.8 -0.85 29.31 27 14 67
5 Dec 369.15 26.65 3.35 31.20 5 2 54
4 Dec 372.75 23.3 -4.60 27.34 78 38 50
3 Dec 367.45 27.9 -8.05 30.13 7 -1 11
2 Dec 358.20 35.95 5.10 31.05 10 1 11
29 Nov 363.65 30.85 16.10 25.53 10 4 4
28 Nov 362.05 14.75 0.00 - 0 0 0
27 Nov 369.30 14.75 0.00 - 0 0 0
26 Nov 361.65 14.75 0.00 - 0 0 0
25 Nov 368.40 14.75 0.00 - 0 0 0
22 Nov 365.45 14.75 0.00 - 0 0 0
21 Nov 356.15 14.75 0.00 - 0 0 0
20 Nov 366.70 14.75 0.00 - 0 0 0
19 Nov 366.70 14.75 0.00 - 0 0 0
18 Nov 366.70 14.75 0.00 - 0 0 0
14 Nov 372.50 14.75 0.00 - 0 0 0
13 Nov 381.35 14.75 0.00 - 0 0 0
12 Nov 380.30 14.75 0.00 - 0 0 0
11 Nov 392.55 14.75 0.00 0.73 0 0 0
8 Nov 397.65 14.75 0.00 1.34 0 0 0
7 Nov 403.80 14.75 0.00 2.99 0 0 0
6 Nov 408.90 14.75 0.00 4.00 0 0 0
5 Nov 403.10 14.75 2.79 0 0 0


For Ntpc Ltd - strike price 395 expiring on 26DEC2024

Delta for 395 PE is 0.00

Historical price for 395 PE is as follows

On 20 Dec NTPC was trading at 333.25. The strike last trading price was 36.65, 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 19 Dec NTPC was trading at 337.40. The strike last trading price was 36.65, 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 18 Dec NTPC was trading at 341.75. The strike last trading price was 36.65, 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 17 Dec NTPC was trading at 349.05. The strike last trading price was 36.65, 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 36.65, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0


On 13 Dec NTPC was trading at 357.15. The strike last trading price was 36.65, which was 10.50 higher than the previous day. The implied volatity was 34.83, the open interest changed by 0 which decreased total open position to 89


On 12 Dec NTPC was trading at 355.60. The strike last trading price was 26.15, 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 11 Dec NTPC was trading at 365.50. The strike last trading price was 26.15, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -2 which decreased total open position to 0


On 10 Dec NTPC was trading at 369.15. The strike last trading price was 26.15, which was 0.90 higher than the previous day. The implied volatity was 29.22, the open interest changed by -1 which decreased total open position to 90


On 9 Dec NTPC was trading at 369.85. The strike last trading price was 25.25, which was -0.55 lower than the previous day. The implied volatity was 26.52, the open interest changed by 22 which increased total open position to 90


On 6 Dec NTPC was trading at 369.50. The strike last trading price was 25.8, which was -0.85 lower than the previous day. The implied volatity was 29.31, the open interest changed by 14 which increased total open position to 67


On 5 Dec NTPC was trading at 369.15. The strike last trading price was 26.65, which was 3.35 higher than the previous day. The implied volatity was 31.20, the open interest changed by 2 which increased total open position to 54


On 4 Dec NTPC was trading at 372.75. The strike last trading price was 23.3, which was -4.60 lower than the previous day. The implied volatity was 27.34, the open interest changed by 38 which increased total open position to 50


On 3 Dec NTPC was trading at 367.45. The strike last trading price was 27.9, which was -8.05 lower than the previous day. The implied volatity was 30.13, the open interest changed by -1 which decreased total open position to 11


On 2 Dec NTPC was trading at 358.20. The strike last trading price was 35.95, which was 5.10 higher than the previous day. The implied volatity was 31.05, the open interest changed by 1 which increased total open position to 11


On 29 Nov NTPC was trading at 363.65. The strike last trading price was 30.85, which was 16.10 higher than the previous day. The implied volatity was 25.53, the open interest changed by 4 which increased total open position to 4


On 28 Nov NTPC was trading at 362.05. The strike last trading price was 14.75, 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 27 Nov NTPC was trading at 369.30. The strike last trading price was 14.75, 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 26 Nov NTPC was trading at 361.65. The strike last trading price was 14.75, 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 25 Nov NTPC was trading at 368.40. The strike last trading price was 14.75, 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 22 Nov NTPC was trading at 365.45. The strike last trading price was 14.75, 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 21 Nov NTPC was trading at 356.15. The strike last trading price was 14.75, 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 20 Nov NTPC was trading at 366.70. The strike last trading price was 14.75, 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 19 Nov NTPC was trading at 366.70. The strike last trading price was 14.75, 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 18 Nov NTPC was trading at 366.70. The strike last trading price was 14.75, 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 14 Nov NTPC was trading at 372.50. The strike last trading price was 14.75, 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 13 Nov NTPC was trading at 381.35. The strike last trading price was 14.75, 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 12 Nov NTPC was trading at 380.30. The strike last trading price was 14.75, 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 11 Nov NTPC was trading at 392.55. The strike last trading price was 14.75, which was 0.00 lower than the previous day. The implied volatity was 0.73, 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 14.75, which was 0.00 lower than the previous day. The implied volatity was 1.34, 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 14.75, which was 0.00 lower than the previous day. The implied volatity was 2.99, 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 14.75, which was 0.00 lower than the previous day. The implied volatity was 4.00, 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 14.75, which was lower than the previous day. The implied volatity was 2.79, the open interest changed by 0 which decreased total open position to 0