NTPC
Ntpc Ltd
Historical option data for NTPC
08 Apr 2025 05:50 PM IST
| NTPC 24APR2025 400 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.05
Vega: 0.07
Theta: -0.08
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 8 Apr | 352.95 | 0.45 | 0 | 33.22 | 1,298 | 298 | 4,717 | |||
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| 7 Apr | 349.80 | 0.45 | 0.1 | 34.36 | 2,414 | -131 | 4,418 | |||
| 4 Apr | 350.40 | 0.35 | -0.15 | 29.50 | 2,613 | 83 | 4,563 | |||
| 3 Apr | 358.90 | 0.5 | 0 | 26.22 | 3,509 | 400 | 4,471 | |||
| 2 Apr | 351.75 | 0.45 | -0.05 | 28.90 | 1,643 | 420 | 4,065 | |||
| 1 Apr | 352.15 | 0.55 | -0.45 | 28.62 | 2,225 | 575 | 3,696 | |||
| 28 Mar | 357.60 | 0.95 | -0.7 | 26.88 | 2,310 | 660 | 3,121 | |||
| 27 Mar | 360.65 | 1.85 | 0.5 | 27.53 | 1,294 | 121 | 2,463 | |||
| 26 Mar | 354.65 | 1.35 | -1.15 | 30.31 | 1,511 | 367 | 2,340 | |||
| 25 Mar | 366.95 | 2.4 | -0.45 | 28.05 | 2,401 | 767 | 1,967 | |||
| 24 Mar | 366.95 | 2.9 | -0.8 | 28.20 | 3,377 | 1,203 | 1,203 | |||
For Ntpc Ltd - strike price 400 expiring on 24APR2025
Delta for 400 CE is 0.05
Historical price for 400 CE is as follows
On 8 Apr NTPC was trading at 352.95. The strike last trading price was 0.45, which was 0 lower than the previous day. The implied volatity was 33.22, the open interest changed by 298 which increased total open position to 4717
On 7 Apr NTPC was trading at 349.80. The strike last trading price was 0.45, which was 0.1 higher than the previous day. The implied volatity was 34.36, the open interest changed by -131 which decreased total open position to 4418
On 4 Apr NTPC was trading at 350.40. The strike last trading price was 0.35, which was -0.15 lower than the previous day. The implied volatity was 29.50, the open interest changed by 83 which increased total open position to 4563
On 3 Apr NTPC was trading at 358.90. The strike last trading price was 0.5, which was 0 lower than the previous day. The implied volatity was 26.22, the open interest changed by 400 which increased total open position to 4471
On 2 Apr NTPC was trading at 351.75. The strike last trading price was 0.45, which was -0.05 lower than the previous day. The implied volatity was 28.90, the open interest changed by 420 which increased total open position to 4065
On 1 Apr NTPC was trading at 352.15. The strike last trading price was 0.55, which was -0.45 lower than the previous day. The implied volatity was 28.62, the open interest changed by 575 which increased total open position to 3696
On 28 Mar NTPC was trading at 357.60. The strike last trading price was 0.95, which was -0.7 lower than the previous day. The implied volatity was 26.88, the open interest changed by 660 which increased total open position to 3121
On 27 Mar NTPC was trading at 360.65. The strike last trading price was 1.85, which was 0.5 higher than the previous day. The implied volatity was 27.53, the open interest changed by 121 which increased total open position to 2463
On 26 Mar NTPC was trading at 354.65. The strike last trading price was 1.35, which was -1.15 lower than the previous day. The implied volatity was 30.31, the open interest changed by 367 which increased total open position to 2340
On 25 Mar NTPC was trading at 366.95. The strike last trading price was 2.4, which was -0.45 lower than the previous day. The implied volatity was 28.05, the open interest changed by 767 which increased total open position to 1967
On 24 Mar NTPC was trading at 366.95. The strike last trading price was 2.9, which was -0.8 lower than the previous day. The implied volatity was 28.20, the open interest changed by 1203 which increased total open position to 1203
| NTPC 24APR2025 400 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.95
Vega: 0.08
Theta: 0.02
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 8 Apr | 352.95 | 45.5 | -7.5 | 33.90 | 3 | 2 | 134 |
| 7 Apr | 349.80 | 53 | 7.95 | 62.99 | 12 | -4 | 131 |
| 4 Apr | 350.40 | 45.05 | 4.7 | - | 5 | -3 | 136 |
| 3 Apr | 358.90 | 40.35 | -5.5 | 35.89 | 7 | 0 | 138 |
| 2 Apr | 351.75 | 45.85 | 0 | 0.00 | 0 | 22 | 0 |
| 1 Apr | 352.15 | 45.85 | 4.25 | 34.83 | 61 | 23 | 138 |
| 28 Mar | 357.60 | 41.6 | 5.7 | 35.12 | 83 | 58 | 115 |
| 27 Mar | 360.65 | 35.9 | -8.6 | 32.11 | 15 | 5 | 57 |
| 26 Mar | 354.65 | 45.1 | 11.25 | 35.23 | 10 | 6 | 51 |
| 25 Mar | 366.95 | 33.85 | 0.5 | 27.55 | 14 | 9 | 44 |
| 24 Mar | 366.95 | 32.95 | -41.1 | 29.69 | 55 | 32 | 32 |
For Ntpc Ltd - strike price 400 expiring on 24APR2025
Delta for 400 PE is -0.95
Historical price for 400 PE is as follows
On 8 Apr NTPC was trading at 352.95. The strike last trading price was 45.5, which was -7.5 lower than the previous day. The implied volatity was 33.90, the open interest changed by 2 which increased total open position to 134
On 7 Apr NTPC was trading at 349.80. The strike last trading price was 53, which was 7.95 higher than the previous day. The implied volatity was 62.99, the open interest changed by -4 which decreased total open position to 131
On 4 Apr NTPC was trading at 350.40. The strike last trading price was 45.05, which was 4.7 higher than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 136
On 3 Apr NTPC was trading at 358.90. The strike last trading price was 40.35, which was -5.5 lower than the previous day. The implied volatity was 35.89, the open interest changed by 0 which decreased total open position to 138
On 2 Apr NTPC was trading at 351.75. The strike last trading price was 45.85, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 22 which increased total open position to 0
On 1 Apr NTPC was trading at 352.15. The strike last trading price was 45.85, which was 4.25 higher than the previous day. The implied volatity was 34.83, the open interest changed by 23 which increased total open position to 138
On 28 Mar NTPC was trading at 357.60. The strike last trading price was 41.6, which was 5.7 higher than the previous day. The implied volatity was 35.12, the open interest changed by 58 which increased total open position to 115
On 27 Mar NTPC was trading at 360.65. The strike last trading price was 35.9, which was -8.6 lower than the previous day. The implied volatity was 32.11, the open interest changed by 5 which increased total open position to 57
On 26 Mar NTPC was trading at 354.65. The strike last trading price was 45.1, which was 11.25 higher than the previous day. The implied volatity was 35.23, the open interest changed by 6 which increased total open position to 51
On 25 Mar NTPC was trading at 366.95. The strike last trading price was 33.85, which was 0.5 higher than the previous day. The implied volatity was 27.55, the open interest changed by 9 which increased total open position to 44
On 24 Mar NTPC was trading at 366.95. The strike last trading price was 32.95, which was -41.1 lower than the previous day. The implied volatity was 29.69, the open interest changed by 32 which increased total open position to 32
