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

372.5 -8.85 (-2.32%)

Back to Option Chain


Historical option data for NTPC

14 Nov 2024 04:10 PM IST
NTPC 28NOV2024 395 CE
Delta: 0.15
Vega: 0.17
Theta: -0.16
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
14 Nov 372.50 1.35 -1.70 24.87 4,215 -56 2,140
13 Nov 381.35 3.05 -0.65 25.21 7,672 1,001 2,200
12 Nov 380.30 3.7 -5.00 26.90 4,141 553 1,229
11 Nov 392.55 8.7 -1.65 25.80 2,615 437 681
8 Nov 397.65 10.35 -5.20 23.57 821 88 243
7 Nov 403.80 15.55 -3.85 23.18 82 30 156
6 Nov 408.90 19.4 3.40 22.61 236 -7 125
5 Nov 403.10 16 -0.35 24.74 425 -34 130
4 Nov 400.95 16.35 -7.25 28.06 641 90 165
1 Nov 411.35 23.6 2.15 25.36 2 1 75
31 Oct 408.15 21.45 0.10 - 27 -1 74
30 Oct 408.50 21.35 -2.10 - 15 9 76
29 Oct 412.15 23.45 3.25 - 28 -4 66
28 Oct 403.90 20.2 1.85 - 40 4 71
25 Oct 398.90 18.35 -35.10 - 118 67 67
24 Oct 411.90 53.45 0.00 - 0 0 0
23 Oct 408.30 53.45 0.00 - 0 0 0
22 Oct 415.75 53.45 0.00 - 0 0 0
21 Oct 425.00 53.45 0.00 - 0 0 0
18 Oct 424.95 53.45 0.00 - 0 0 0
17 Oct 417.75 53.45 0.00 - 0 0 0
16 Oct 424.25 53.45 0.00 - 0 0 0
15 Oct 426.60 53.45 0.00 - 0 0 0
14 Oct 424.50 53.45 0.00 - 0 0 0
11 Oct 422.50 53.45 0.00 - 0 0 0
10 Oct 422.70 53.45 0.00 - 0 0 0
8 Oct 420.95 53.45 0.00 - 0 0 0
7 Oct 415.45 53.45 0.00 - 0 0 0
4 Oct 430.45 53.45 0.00 - 0 0 0
3 Oct 435.35 53.45 - 0 0 0


For Ntpc Ltd - strike price 395 expiring on 28NOV2024

Delta for 395 CE is 0.15

Historical price for 395 CE is as follows

On 14 Nov NTPC was trading at 372.50. The strike last trading price was 1.35, which was -1.70 lower than the previous day. The implied volatity was 24.87, the open interest changed by -56 which decreased total open position to 2140


On 13 Nov NTPC was trading at 381.35. The strike last trading price was 3.05, which was -0.65 lower than the previous day. The implied volatity was 25.21, the open interest changed by 1001 which increased total open position to 2200


On 12 Nov NTPC was trading at 380.30. The strike last trading price was 3.7, which was -5.00 lower than the previous day. The implied volatity was 26.90, the open interest changed by 553 which increased total open position to 1229


On 11 Nov NTPC was trading at 392.55. The strike last trading price was 8.7, which was -1.65 lower than the previous day. The implied volatity was 25.80, the open interest changed by 437 which increased total open position to 681


On 8 Nov NTPC was trading at 397.65. The strike last trading price was 10.35, which was -5.20 lower than the previous day. The implied volatity was 23.57, the open interest changed by 88 which increased total open position to 243


On 7 Nov NTPC was trading at 403.80. The strike last trading price was 15.55, which was -3.85 lower than the previous day. The implied volatity was 23.18, the open interest changed by 30 which increased total open position to 156


On 6 Nov NTPC was trading at 408.90. The strike last trading price was 19.4, which was 3.40 higher than the previous day. The implied volatity was 22.61, the open interest changed by -7 which decreased total open position to 125


On 5 Nov NTPC was trading at 403.10. The strike last trading price was 16, which was -0.35 lower than the previous day. The implied volatity was 24.74, the open interest changed by -34 which decreased total open position to 130


On 4 Nov NTPC was trading at 400.95. The strike last trading price was 16.35, which was -7.25 lower than the previous day. The implied volatity was 28.06, the open interest changed by 90 which increased total open position to 165


On 1 Nov NTPC was trading at 411.35. The strike last trading price was 23.6, which was 2.15 higher than the previous day. The implied volatity was 25.36, the open interest changed by 1 which increased total open position to 75


On 31 Oct NTPC was trading at 408.15. The strike last trading price was 21.45, which was 0.10 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 21.35, which was -2.10 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 23.45, which was 3.25 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 20.2, which was 1.85 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 18.35, which was -35.10 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 53.45, 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 23 Oct NTPC was trading at 408.30. The strike last trading price was 53.45, 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 22 Oct NTPC was trading at 415.75. The strike last trading price was 53.45, 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 53.45, 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 53.45, 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 53.45, 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 53.45, 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 53.45, 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 53.45, 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 53.45, 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 53.45, 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 53.45, 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 53.45, 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 53.45, 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 53.45, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


NTPC 28NOV2024 395 PE
Delta: -0.84
Vega: 0.18
Theta: -0.07
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
14 Nov 372.50 21.6 5.20 26.09 208 -26 445
13 Nov 381.35 16.4 -0.10 26.85 688 32 471
12 Nov 380.30 16.5 7.55 26.26 1,012 -72 445
11 Nov 392.55 8.95 0.95 26.35 1,346 185 522
8 Nov 397.65 8 3.05 25.78 1,236 48 344
7 Nov 403.80 4.95 1.60 25.00 727 37 296
6 Nov 408.90 3.35 -2.95 23.84 578 -26 262
5 Nov 403.10 6.3 -2.25 27.01 773 -1 288
4 Nov 400.95 8.55 2.35 30.74 1,322 106 290
1 Nov 411.35 6.2 -0.45 31.97 30 24 183
31 Oct 408.15 6.65 -1.30 - 172 44 161
30 Oct 408.50 7.95 1.00 - 60 31 117
29 Oct 412.15 6.95 -2.95 - 90 11 85
28 Oct 403.90 9.9 -3.10 - 48 9 74
25 Oct 398.90 13 4.90 - 101 47 65
24 Oct 411.90 8.1 -2.30 - 5 -2 17
23 Oct 408.30 10.4 3.05 - 8 2 18
22 Oct 415.75 7.35 0.00 - 0 0 0
21 Oct 425.00 7.35 0.00 - 0 0 0
18 Oct 424.95 7.35 0.00 - 0 0 0
17 Oct 417.75 7.35 0.00 - 0 0 0
16 Oct 424.25 7.35 0.00 - 0 0 0
15 Oct 426.60 7.35 0.00 - 0 0 0
14 Oct 424.50 7.35 0.00 - 0 0 0
11 Oct 422.50 7.35 0.00 - 0 5 0
10 Oct 422.70 7.35 -2.55 - 6 4 15
8 Oct 420.95 9.9 0.00 - 0 1 0
7 Oct 415.45 9.9 5.45 - 2 0 10
4 Oct 430.45 4.45 -4.45 - 10 8 8
3 Oct 435.35 8.9 - 0 0 0


For Ntpc Ltd - strike price 395 expiring on 28NOV2024

Delta for 395 PE is -0.84

Historical price for 395 PE is as follows

On 14 Nov NTPC was trading at 372.50. The strike last trading price was 21.6, which was 5.20 higher than the previous day. The implied volatity was 26.09, the open interest changed by -26 which decreased total open position to 445


On 13 Nov NTPC was trading at 381.35. The strike last trading price was 16.4, which was -0.10 lower than the previous day. The implied volatity was 26.85, the open interest changed by 32 which increased total open position to 471


On 12 Nov NTPC was trading at 380.30. The strike last trading price was 16.5, which was 7.55 higher than the previous day. The implied volatity was 26.26, the open interest changed by -72 which decreased total open position to 445


On 11 Nov NTPC was trading at 392.55. The strike last trading price was 8.95, which was 0.95 higher than the previous day. The implied volatity was 26.35, the open interest changed by 185 which increased total open position to 522


On 8 Nov NTPC was trading at 397.65. The strike last trading price was 8, which was 3.05 higher than the previous day. The implied volatity was 25.78, the open interest changed by 48 which increased total open position to 344


On 7 Nov NTPC was trading at 403.80. The strike last trading price was 4.95, which was 1.60 higher than the previous day. The implied volatity was 25.00, the open interest changed by 37 which increased total open position to 296


On 6 Nov NTPC was trading at 408.90. The strike last trading price was 3.35, which was -2.95 lower than the previous day. The implied volatity was 23.84, the open interest changed by -26 which decreased total open position to 262


On 5 Nov NTPC was trading at 403.10. The strike last trading price was 6.3, which was -2.25 lower than the previous day. The implied volatity was 27.01, the open interest changed by -1 which decreased total open position to 288


On 4 Nov NTPC was trading at 400.95. The strike last trading price was 8.55, which was 2.35 higher than the previous day. The implied volatity was 30.74, the open interest changed by 106 which increased total open position to 290


On 1 Nov NTPC was trading at 411.35. The strike last trading price was 6.2, which was -0.45 lower than the previous day. The implied volatity was 31.97, the open interest changed by 24 which increased total open position to 183


On 31 Oct NTPC was trading at 408.15. The strike last trading price was 6.65, which was -1.30 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 7.95, which was 1.00 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 6.95, which was -2.95 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 9.9, which was -3.10 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 13, which was 4.90 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 8.1, which was -2.30 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 10.4, which was 3.05 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 7.35, 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 7.35, 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 7.35, 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 7.35, 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 7.35, 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 7.35, 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 7.35, 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 7.35, 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 7.35, which was -2.55 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 9.9, 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 9.9, which was 5.45 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 4.45, which was -4.45 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 8.9, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to