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NTPC
Ntpc Ltd

394.8 -8.45 (-2.10%)

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Historical option data for NTPC

06 Sep 2024 04:10 PM IST
NTPC 400 CE
Date Close Ltp Change Volume Change OI OI
6 Sept 394.80 8.1 -4.30 1,36,48,500 10,59,000 38,47,500
5 Sept 403.25 12.4 -1.90 38,77,500 4,11,000 27,91,500
4 Sept 405.10 14.3 -0.90 48,69,000 5,29,500 23,82,000
3 Sept 406.40 15.2 -2.65 11,28,000 3,33,000 18,49,500
2 Sept 410.00 17.85 -5.95 23,28,000 -91,500 15,25,500
30 Aug 416.20 23.8 3.80 33,63,000 7,84,500 15,93,000
29 Aug 409.90 20 1.05 19,17,000 -25,500 8,10,000
28 Aug 409.05 18.95 -0.50 7,06,500 -66,000 8,32,500
27 Aug 409.65 19.45 -3.20 7,98,000 3,00,000 8,95,500
26 Aug 414.85 22.65 7.50 14,05,500 -2,59,500 5,98,500
23 Aug 401.95 15.15 -0.35 6,46,500 2,97,000 8,53,500
22 Aug 403.35 15.5 -2.35 3,73,500 2,07,000 5,53,500
21 Aug 408.95 17.85 0.15 1,90,500 -61,500 3,48,000
20 Aug 406.25 17.7 1.10 1,80,000 1,500 4,09,500
19 Aug 403.10 16.6 2.20 3,31,500 1,08,000 4,00,500
16 Aug 398.05 14.4 -0.20 2,92,500 1,30,500 2,92,500
14 Aug 396.35 14.6 0.35 84,000 37,500 1,62,000
13 Aug 396.20 14.25 -4.25 85,500 9,000 1,24,500
12 Aug 400.85 18.5 -4.30 78,000 46,500 1,12,500
9 Aug 410.65 22.8 1.10 3,000 -1,500 66,000
8 Aug 407.70 21.7 -8.25 7,500 0 69,000
7 Aug 416.30 29.95 2.55 6,000 -1,500 67,500
6 Aug 415.00 27.4 4.60 7,500 0 69,000
5 Aug 413.25 22.8 -3.70 37,500 30,000 69,000
2 Aug 419.70 26.5 -3.65 9,000 3,000 37,500
1 Aug 423.45 30.15 2.65 19,500 3,000 33,000
31 Jul 416.00 27.5 4.85 27,000 -12,000 27,000
30 Jul 406.95 22.65 6.15 60,000 15,000 39,000
29 Jul 393.90 16.5 -1.30 61,500 13,500 24,000
26 Jul 396.30 17.8 -4.75 13,500 10,500 10,500
25 Jul 392.15 22.55 0.00 0 0 0
24 Jul 392.60 22.55 0.00 0 0 0
18 Jul 377.75 22.55 0.00 0 0 0
15 Jul 385.65 22.55 0.00 0 0 0
12 Jul 377.15 22.55 0.00 0 0 0
9 Jul 377.05 22.55 0.00 0 0 0
8 Jul 377.45 22.55 0.00 0 0 0
5 Jul 379.80 22.55 0.00 0 0 0
4 Jul 372.95 22.55 0.00 0 0 0
3 Jul 372.65 22.55 0.00 0 0 0
2 Jul 370.40 22.55 0 0 0


For Ntpc Ltd - strike price 400 expiring on 26SEP2024

Delta for 400 CE is -

Historical price for 400 CE is as follows

On 6 Sept NTPC was trading at 394.80. The strike last trading price was 8.1, which was -4.30 lower than the previous day. The implied volatity was -, the open interest changed by 1059000 which increased total open position to 3847500


On 5 Sept NTPC was trading at 403.25. The strike last trading price was 12.4, which was -1.90 lower than the previous day. The implied volatity was -, the open interest changed by 411000 which increased total open position to 2791500


On 4 Sept NTPC was trading at 405.10. The strike last trading price was 14.3, which was -0.90 lower than the previous day. The implied volatity was -, the open interest changed by 529500 which increased total open position to 2382000


On 3 Sept NTPC was trading at 406.40. The strike last trading price was 15.2, which was -2.65 lower than the previous day. The implied volatity was -, the open interest changed by 333000 which increased total open position to 1849500


On 2 Sept NTPC was trading at 410.00. The strike last trading price was 17.85, which was -5.95 lower than the previous day. The implied volatity was -, the open interest changed by -91500 which decreased total open position to 1525500


On 30 Aug NTPC was trading at 416.20. The strike last trading price was 23.8, which was 3.80 higher than the previous day. The implied volatity was -, the open interest changed by 784500 which increased total open position to 1593000


On 29 Aug NTPC was trading at 409.90. The strike last trading price was 20, which was 1.05 higher than the previous day. The implied volatity was -, the open interest changed by -25500 which decreased total open position to 810000


On 28 Aug NTPC was trading at 409.05. The strike last trading price was 18.95, which was -0.50 lower than the previous day. The implied volatity was -, the open interest changed by -66000 which decreased total open position to 832500


On 27 Aug NTPC was trading at 409.65. The strike last trading price was 19.45, which was -3.20 lower than the previous day. The implied volatity was -, the open interest changed by 300000 which increased total open position to 895500


On 26 Aug NTPC was trading at 414.85. The strike last trading price was 22.65, which was 7.50 higher than the previous day. The implied volatity was -, the open interest changed by -259500 which decreased total open position to 598500


On 23 Aug NTPC was trading at 401.95. The strike last trading price was 15.15, which was -0.35 lower than the previous day. The implied volatity was -, the open interest changed by 297000 which increased total open position to 853500


On 22 Aug NTPC was trading at 403.35. The strike last trading price was 15.5, which was -2.35 lower than the previous day. The implied volatity was -, the open interest changed by 207000 which increased total open position to 553500


On 21 Aug NTPC was trading at 408.95. The strike last trading price was 17.85, which was 0.15 higher than the previous day. The implied volatity was -, the open interest changed by -61500 which decreased total open position to 348000


On 20 Aug NTPC was trading at 406.25. The strike last trading price was 17.7, which was 1.10 higher than the previous day. The implied volatity was -, the open interest changed by 1500 which increased total open position to 409500


On 19 Aug NTPC was trading at 403.10. The strike last trading price was 16.6, which was 2.20 higher than the previous day. The implied volatity was -, the open interest changed by 108000 which increased total open position to 400500


On 16 Aug NTPC was trading at 398.05. The strike last trading price was 14.4, which was -0.20 lower than the previous day. The implied volatity was -, the open interest changed by 130500 which increased total open position to 292500


On 14 Aug NTPC was trading at 396.35. The strike last trading price was 14.6, which was 0.35 higher than the previous day. The implied volatity was -, the open interest changed by 37500 which increased total open position to 162000


On 13 Aug NTPC was trading at 396.20. The strike last trading price was 14.25, which was -4.25 lower than the previous day. The implied volatity was -, the open interest changed by 9000 which increased total open position to 124500


On 12 Aug NTPC was trading at 400.85. The strike last trading price was 18.5, which was -4.30 lower than the previous day. The implied volatity was -, the open interest changed by 46500 which increased total open position to 112500


On 9 Aug NTPC was trading at 410.65. The strike last trading price was 22.8, which was 1.10 higher than the previous day. The implied volatity was -, the open interest changed by -1500 which decreased total open position to 66000


On 8 Aug NTPC was trading at 407.70. The strike last trading price was 21.7, which was -8.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 69000


On 7 Aug NTPC was trading at 416.30. The strike last trading price was 29.95, which was 2.55 higher than the previous day. The implied volatity was -, the open interest changed by -1500 which decreased total open position to 67500


On 6 Aug NTPC was trading at 415.00. The strike last trading price was 27.4, which was 4.60 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 69000


On 5 Aug NTPC was trading at 413.25. The strike last trading price was 22.8, which was -3.70 lower than the previous day. The implied volatity was -, the open interest changed by 30000 which increased total open position to 69000


On 2 Aug NTPC was trading at 419.70. The strike last trading price was 26.5, which was -3.65 lower than the previous day. The implied volatity was -, the open interest changed by 3000 which increased total open position to 37500


On 1 Aug NTPC was trading at 423.45. The strike last trading price was 30.15, which was 2.65 higher than the previous day. The implied volatity was -, the open interest changed by 3000 which increased total open position to 33000


On 31 Jul NTPC was trading at 416.00. The strike last trading price was 27.5, which was 4.85 higher than the previous day. The implied volatity was -, the open interest changed by -12000 which decreased total open position to 27000


On 30 Jul NTPC was trading at 406.95. The strike last trading price was 22.65, which was 6.15 higher than the previous day. The implied volatity was -, the open interest changed by 15000 which increased total open position to 39000


On 29 Jul NTPC was trading at 393.90. The strike last trading price was 16.5, which was -1.30 lower than the previous day. The implied volatity was -, the open interest changed by 13500 which increased total open position to 24000


On 26 Jul NTPC was trading at 396.30. The strike last trading price was 17.8, which was -4.75 lower than the previous day. The implied volatity was -, the open interest changed by 10500 which increased total open position to 10500


On 25 Jul NTPC was trading at 392.15. The strike last trading price was 22.55, 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 24 Jul NTPC was trading at 392.60. The strike last trading price was 22.55, 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 Jul NTPC was trading at 377.75. The strike last trading price was 22.55, 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 15 Jul NTPC was trading at 385.65. The strike last trading price was 22.55, 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 Jul NTPC was trading at 377.15. The strike last trading price was 22.55, 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 9 Jul NTPC was trading at 377.05. The strike last trading price was 22.55, 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 8 Jul NTPC was trading at 377.45. The strike last trading price was 22.55, 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 Jul NTPC was trading at 379.80. The strike last trading price was 22.55, 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 4 Jul NTPC was trading at 372.95. The strike last trading price was 22.55, 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 3 Jul NTPC was trading at 372.65. The strike last trading price was 22.55, 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 2 Jul NTPC was trading at 370.40. The strike last trading price was 22.55, 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 400 PE
Date Close Ltp Change Volume Change OI OI
6 Sept 394.80 12.05 5.00 73,78,500 54,000 23,13,000
5 Sept 403.25 7.05 0.70 41,62,500 1,99,500 22,74,000
4 Sept 405.10 6.35 0.40 52,57,500 2,04,000 20,94,000
3 Sept 406.40 5.95 0.55 15,25,500 1,00,500 19,02,000
2 Sept 410.00 5.4 1.20 26,32,500 1,68,000 18,03,000
30 Aug 416.20 4.2 -1.85 37,57,500 2,76,000 16,45,500
29 Aug 409.90 6.05 -0.75 20,80,500 1,50,000 13,69,500
28 Aug 409.05 6.8 0.40 10,98,000 6,000 12,19,500
27 Aug 409.65 6.4 1.35 14,25,000 3,33,000 12,01,500
26 Aug 414.85 5.05 -3.65 12,63,000 3,22,500 8,70,000
23 Aug 401.95 8.7 0.05 3,18,000 82,500 5,47,500
22 Aug 403.35 8.65 1.55 2,70,000 1,17,000 4,63,500
21 Aug 408.95 7.1 -1.20 2,35,500 -16,500 3,46,500
20 Aug 406.25 8.3 -1.45 1,56,000 33,000 3,61,500
19 Aug 403.10 9.75 -2.05 85,500 40,500 3,30,000
16 Aug 398.05 11.8 -2.30 2,07,000 1,27,500 2,86,500
14 Aug 396.35 14.1 -0.70 51,000 3,000 1,57,500
13 Aug 396.20 14.8 2.65 58,500 6,000 1,53,000
12 Aug 400.85 12.15 3.20 76,500 28,500 1,47,000
9 Aug 410.65 8.95 -1.45 40,500 13,500 1,18,500
8 Aug 407.70 10.4 2.60 72,000 4,500 1,05,000
7 Aug 416.30 7.8 -3.40 25,500 9,000 1,00,500
6 Aug 415.00 11.2 0.45 30,000 4,500 90,000
5 Aug 413.25 10.75 2.75 88,500 -18,000 85,500
2 Aug 419.70 8 1.00 39,000 12,000 1,06,500
1 Aug 423.45 7 -3.20 46,500 28,500 96,000
31 Jul 416.00 10.2 -4.00 73,500 57,000 64,500
30 Jul 406.95 14.2 -24.00 9,000 6,000 6,000
29 Jul 393.90 38.2 0.00 0 0 0
26 Jul 396.30 38.2 38.20 0 0 0
25 Jul 392.15 0 0.00 0 0 0
24 Jul 392.60 0 0.00 0 0 0
18 Jul 377.75 0 0.00 0 0 0
15 Jul 385.65 0 0.00 0 0 0
12 Jul 377.15 0 0.00 0 0 0
9 Jul 377.05 0 0.00 0 0 0
8 Jul 377.45 0 0.00 0 0 0
5 Jul 379.80 0 0.00 0 0 0
4 Jul 372.95 0 0.00 0 0 0
3 Jul 372.65 0 0.00 0 0 0
2 Jul 370.40 0 0 0 0


For Ntpc Ltd - strike price 400 expiring on 26SEP2024

Delta for 400 PE is -

Historical price for 400 PE is as follows

On 6 Sept NTPC was trading at 394.80. The strike last trading price was 12.05, which was 5.00 higher than the previous day. The implied volatity was -, the open interest changed by 54000 which increased total open position to 2313000


On 5 Sept NTPC was trading at 403.25. The strike last trading price was 7.05, which was 0.70 higher than the previous day. The implied volatity was -, the open interest changed by 199500 which increased total open position to 2274000


On 4 Sept NTPC was trading at 405.10. The strike last trading price was 6.35, which was 0.40 higher than the previous day. The implied volatity was -, the open interest changed by 204000 which increased total open position to 2094000


On 3 Sept NTPC was trading at 406.40. The strike last trading price was 5.95, which was 0.55 higher than the previous day. The implied volatity was -, the open interest changed by 100500 which increased total open position to 1902000


On 2 Sept NTPC was trading at 410.00. The strike last trading price was 5.4, which was 1.20 higher than the previous day. The implied volatity was -, the open interest changed by 168000 which increased total open position to 1803000


On 30 Aug NTPC was trading at 416.20. The strike last trading price was 4.2, which was -1.85 lower than the previous day. The implied volatity was -, the open interest changed by 276000 which increased total open position to 1645500


On 29 Aug NTPC was trading at 409.90. The strike last trading price was 6.05, which was -0.75 lower than the previous day. The implied volatity was -, the open interest changed by 150000 which increased total open position to 1369500


On 28 Aug NTPC was trading at 409.05. The strike last trading price was 6.8, which was 0.40 higher than the previous day. The implied volatity was -, the open interest changed by 6000 which increased total open position to 1219500


On 27 Aug NTPC was trading at 409.65. The strike last trading price was 6.4, which was 1.35 higher than the previous day. The implied volatity was -, the open interest changed by 333000 which increased total open position to 1201500


On 26 Aug NTPC was trading at 414.85. The strike last trading price was 5.05, which was -3.65 lower than the previous day. The implied volatity was -, the open interest changed by 322500 which increased total open position to 870000


On 23 Aug NTPC was trading at 401.95. The strike last trading price was 8.7, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by 82500 which increased total open position to 547500


On 22 Aug NTPC was trading at 403.35. The strike last trading price was 8.65, which was 1.55 higher than the previous day. The implied volatity was -, the open interest changed by 117000 which increased total open position to 463500


On 21 Aug NTPC was trading at 408.95. The strike last trading price was 7.1, which was -1.20 lower than the previous day. The implied volatity was -, the open interest changed by -16500 which decreased total open position to 346500


On 20 Aug NTPC was trading at 406.25. The strike last trading price was 8.3, which was -1.45 lower than the previous day. The implied volatity was -, the open interest changed by 33000 which increased total open position to 361500


On 19 Aug NTPC was trading at 403.10. The strike last trading price was 9.75, which was -2.05 lower than the previous day. The implied volatity was -, the open interest changed by 40500 which increased total open position to 330000


On 16 Aug NTPC was trading at 398.05. The strike last trading price was 11.8, which was -2.30 lower than the previous day. The implied volatity was -, the open interest changed by 127500 which increased total open position to 286500


On 14 Aug NTPC was trading at 396.35. The strike last trading price was 14.1, which was -0.70 lower than the previous day. The implied volatity was -, the open interest changed by 3000 which increased total open position to 157500


On 13 Aug NTPC was trading at 396.20. The strike last trading price was 14.8, which was 2.65 higher than the previous day. The implied volatity was -, the open interest changed by 6000 which increased total open position to 153000


On 12 Aug NTPC was trading at 400.85. The strike last trading price was 12.15, which was 3.20 higher than the previous day. The implied volatity was -, the open interest changed by 28500 which increased total open position to 147000


On 9 Aug NTPC was trading at 410.65. The strike last trading price was 8.95, which was -1.45 lower than the previous day. The implied volatity was -, the open interest changed by 13500 which increased total open position to 118500


On 8 Aug NTPC was trading at 407.70. The strike last trading price was 10.4, which was 2.60 higher than the previous day. The implied volatity was -, the open interest changed by 4500 which increased total open position to 105000


On 7 Aug NTPC was trading at 416.30. The strike last trading price was 7.8, which was -3.40 lower than the previous day. The implied volatity was -, the open interest changed by 9000 which increased total open position to 100500


On 6 Aug NTPC was trading at 415.00. The strike last trading price was 11.2, which was 0.45 higher than the previous day. The implied volatity was -, the open interest changed by 4500 which increased total open position to 90000


On 5 Aug NTPC was trading at 413.25. The strike last trading price was 10.75, which was 2.75 higher than the previous day. The implied volatity was -, the open interest changed by -18000 which decreased total open position to 85500


On 2 Aug NTPC was trading at 419.70. The strike last trading price was 8, which was 1.00 higher than the previous day. The implied volatity was -, the open interest changed by 12000 which increased total open position to 106500


On 1 Aug NTPC was trading at 423.45. The strike last trading price was 7, which was -3.20 lower than the previous day. The implied volatity was -, the open interest changed by 28500 which increased total open position to 96000


On 31 Jul NTPC was trading at 416.00. The strike last trading price was 10.2, which was -4.00 lower than the previous day. The implied volatity was -, the open interest changed by 57000 which increased total open position to 64500


On 30 Jul NTPC was trading at 406.95. The strike last trading price was 14.2, which was -24.00 lower than the previous day. The implied volatity was -, the open interest changed by 6000 which increased total open position to 6000


On 29 Jul NTPC was trading at 393.90. The strike last trading price was 38.2, 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 Jul NTPC was trading at 396.30. The strike last trading price was 38.2, which was 38.20 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 25 Jul NTPC was trading at 392.15. The strike last trading price was 0, 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 24 Jul NTPC was trading at 392.60. The strike last trading price was 0, 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 Jul NTPC was trading at 377.75. The strike last trading price was 0, 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 15 Jul NTPC was trading at 385.65. The strike last trading price was 0, 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 Jul NTPC was trading at 377.15. The strike last trading price was 0, 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 9 Jul NTPC was trading at 377.05. The strike last trading price was 0, 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 8 Jul NTPC was trading at 377.45. The strike last trading price was 0, 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 Jul NTPC was trading at 379.80. The strike last trading price was 0, 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 4 Jul NTPC was trading at 372.95. The strike last trading price was 0, 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 3 Jul NTPC was trading at 372.65. The strike last trading price was 0, 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 2 Jul NTPC was trading at 370.40. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0