NTPC
Ntpc Ltd
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
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| 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 | |||
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| 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
|
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| 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
