NTPC
NTPC LTD
Historical option data for NTPC
05 Jul 2024 04:10 PM IST
Delta: -
Gamma: -
Theta: -
Vega: -
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Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI | |||
5 Jul | 379.80 | 3.45 | 0.70 | - | 1,07,61,000 | 3,70,500 | 77,02,500 | |||
4 Jul | 372.95 | 2.75 | - | 98,65,500 | 11,70,000 | 73,32,000 | ||||
3 Jul | 372.65 | 3.05 | - | 53,94,000 | 1,72,500 | 61,62,000 | ||||
2 Jul | 370.40 | 3.1 | - | 46,92,000 | -1,41,000 | 59,92,500 | ||||
1 Jul | 369.75 | 3.45 | - | 73,39,500 | 15,93,000 | 61,33,500 | ||||
28 Jun | 378.35 | 5.55 | - | 1,77,93,000 | 16,71,000 | 45,40,500 | ||||
27 Jun | 377.15 | 5.7 | - | 74,14,500 | 3,99,000 | 28,69,500 | ||||
26 Jun | 365.05 | 3.1 | - | 19,03,500 | 4,81,500 | 24,67,500 | ||||
25 Jun | 360.85 | 2.55 | - | 6,21,000 | 2,28,000 | 19,86,000 | ||||
24 Jun | 362.75 | 3.15 | - | 7,03,500 | 2,97,000 | 17,58,000 | ||||
21 Jun | 359.80 | 3.00 | - | 7,59,000 | 2,07,000 | 14,43,000 | ||||
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20 Jun | 357.65 | 3.30 | - | 4,95,000 | 3,45,000 | 12,21,000 | ||||
19 Jun | 362.50 | 3.65 | - | 4,11,000 | 1,03,500 | 8,76,000 | ||||
18 Jun | 369.65 | 4.70 | - | 5,86,500 | 2,44,500 | 7,72,500 | ||||
14 Jun | 368.45 | 4.40 | - | 1,86,000 | 66,000 | 5,28,000 | ||||
13 Jun | 369.95 | 4.90 | - | 2,22,000 | 87,000 | 4,60,500 | ||||
12 Jun | 371.30 | 5.70 | - | 2,68,500 | 66,000 | 3,73,500 | ||||
11 Jun | 367.40 | 6.40 | - | 79,500 | 25,500 | 3,01,500 | ||||
10 Jun | 364.90 | 6.45 | - | 1,57,500 | 40,500 | 2,74,500 | ||||
7 Jun | 360.60 | 6.15 | - | 76,500 | 3,000 | 2,34,000 | ||||
6 Jun | 349.75 | 5.00 | - | 1,33,500 | 94,500 | 2,31,000 | ||||
5 Jun | 341.00 | 5.25 | - | 67,500 | 40,500 | 1,36,500 | ||||
4 Jun | 331.25 | 5.00 | - | 96,000 | 60,000 | 96,000 | ||||
3 Jun | 391.80 | 19.75 | - | 61,500 | 36,000 | 36,000 |
For NTPC LTD - strike price 400 expiring on 25JUL2024
Delta for 400 CE is -
Historical price for 400 CE is as follows
On 5 Jul NTPC was trading at 379.80. The strike last trading price was 3.45, which was 0.70 higher than the previous day. The implied volatity was -, the open interest changed by 370500 which increased total open position to 7702500
On 4 Jul NTPC was trading at 372.95. The strike last trading price was 2.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 1170000 which increased total open position to 7332000
On 3 Jul NTPC was trading at 372.65. The strike last trading price was 3.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 172500 which increased total open position to 6162000
On 2 Jul NTPC was trading at 370.40. The strike last trading price was 3.1, which was lower than the previous day. The implied volatity was -, the open interest changed by -141000 which decreased total open position to 5992500
On 1 Jul NTPC was trading at 369.75. The strike last trading price was 3.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 1593000 which increased total open position to 6133500
On 28 Jun NTPC was trading at 378.35. The strike last trading price was 5.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 1671000 which increased total open position to 4540500
On 27 Jun NTPC was trading at 377.15. The strike last trading price was 5.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 399000 which increased total open position to 2869500
On 26 Jun NTPC was trading at 365.05. The strike last trading price was 3.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 481500 which increased total open position to 2467500
On 25 Jun NTPC was trading at 360.85. The strike last trading price was 2.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 228000 which increased total open position to 1986000
On 24 Jun NTPC was trading at 362.75. The strike last trading price was 3.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 297000 which increased total open position to 1758000
On 21 Jun NTPC was trading at 359.80. The strike last trading price was 3.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 207000 which increased total open position to 1443000
On 20 Jun NTPC was trading at 357.65. The strike last trading price was 3.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 345000 which increased total open position to 1221000
On 19 Jun NTPC was trading at 362.50. The strike last trading price was 3.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 103500 which increased total open position to 876000
On 18 Jun NTPC was trading at 369.65. The strike last trading price was 4.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 244500 which increased total open position to 772500
On 14 Jun NTPC was trading at 368.45. The strike last trading price was 4.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 66000 which increased total open position to 528000
On 13 Jun NTPC was trading at 369.95. The strike last trading price was 4.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 87000 which increased total open position to 460500
On 12 Jun NTPC was trading at 371.30. The strike last trading price was 5.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 66000 which increased total open position to 373500
On 11 Jun NTPC was trading at 367.40. The strike last trading price was 6.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 25500 which increased total open position to 301500
On 10 Jun NTPC was trading at 364.90. The strike last trading price was 6.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 40500 which increased total open position to 274500
On 7 Jun NTPC was trading at 360.60. The strike last trading price was 6.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 3000 which increased total open position to 234000
On 6 Jun NTPC was trading at 349.75. The strike last trading price was 5.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 94500 which increased total open position to 231000
On 5 Jun NTPC was trading at 341.00. The strike last trading price was 5.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 40500 which increased total open position to 136500
On 4 Jun NTPC was trading at 331.25. The strike last trading price was 5.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 60000 which increased total open position to 96000
On 3 Jun NTPC was trading at 391.80. The strike last trading price was 19.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 36000 which increased total open position to 36000
Delta: -
Gamma: -
Theta: -
Vega: -
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Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI |
5 Jul | 379.80 | 22.3 | -4.95 | - | 1,42,500 | -22,500 | 5,07,000 |
4 Jul | 372.95 | 27.25 | - | 72,000 | -7,500 | 5,29,500 | |
3 Jul | 372.65 | 28.3 | - | 43,500 | 12,000 | 5,37,000 | |
2 Jul | 370.40 | 30.45 | - | 61,500 | 31,500 | 5,26,500 | |
1 Jul | 369.75 | 31.05 | - | 1,48,500 | 73,500 | 4,95,000 | |
28 Jun | 378.35 | 23.45 | - | 5,40,000 | -9,000 | 4,21,500 | |
27 Jun | 377.15 | 27.5 | - | 3,72,000 | 1,68,000 | 4,30,500 | |
26 Jun | 365.05 | 35.45 | - | 1,45,500 | 27,000 | 2,62,500 | |
25 Jun | 360.85 | 39.8 | - | 30,000 | 1,500 | 2,35,500 | |
24 Jun | 362.75 | 36.5 | - | 2,31,000 | 87,000 | 96,000 | |
21 Jun | 359.80 | 40.35 | - | 1,500 | 0 | 7,500 | |
20 Jun | 357.65 | 38.70 | - | 1,500 | 1,500 | 6,000 | |
19 Jun | 362.50 | 32.60 | - | 1,500 | 0 | 4,500 | |
18 Jun | 369.65 | 31.50 | - | 3,000 | 3,000 | 3,000 | |
14 Jun | 368.45 | 38.60 | - | 0 | 0 | 0 | |
13 Jun | 369.95 | 38.60 | - | 0 | 0 | 0 | |
12 Jun | 371.30 | 38.60 | - | 1,500 | 0 | 1,500 | |
11 Jun | 367.40 | 67.65 | - | 0 | 0 | 0 | |
10 Jun | 364.90 | 67.65 | - | 0 | 0 | 0 | |
7 Jun | 360.60 | 67.65 | - | 0 | 0 | 0 | |
6 Jun | 349.75 | 67.65 | - | 0 | 0 | 0 | |
5 Jun | 341.00 | 67.65 | - | 1,500 | 0 | 0 | |
4 Jun | 331.25 | 43.45 | - | 0 | 0 | 0 | |
3 Jun | 391.80 | 43.45 | - | 0 | 0 | 0 |
For NTPC LTD - strike price 400 expiring on 25JUL2024
Delta for 400 PE is -
Historical price for 400 PE is as follows
On 5 Jul NTPC was trading at 379.80. The strike last trading price was 22.3, which was -4.95 lower than the previous day. The implied volatity was -, the open interest changed by -22500 which decreased total open position to 507000
On 4 Jul NTPC was trading at 372.95. The strike last trading price was 27.25, which was lower than the previous day. The implied volatity was -, the open interest changed by -7500 which decreased total open position to 529500
On 3 Jul NTPC was trading at 372.65. The strike last trading price was 28.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 12000 which increased total open position to 537000
On 2 Jul NTPC was trading at 370.40. The strike last trading price was 30.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 31500 which increased total open position to 526500
On 1 Jul NTPC was trading at 369.75. The strike last trading price was 31.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 73500 which increased total open position to 495000
On 28 Jun NTPC was trading at 378.35. The strike last trading price was 23.45, which was lower than the previous day. The implied volatity was -, the open interest changed by -9000 which decreased total open position to 421500
On 27 Jun NTPC was trading at 377.15. The strike last trading price was 27.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 168000 which increased total open position to 430500
On 26 Jun NTPC was trading at 365.05. The strike last trading price was 35.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 27000 which increased total open position to 262500
On 25 Jun NTPC was trading at 360.85. The strike last trading price was 39.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 1500 which increased total open position to 235500
On 24 Jun NTPC was trading at 362.75. The strike last trading price was 36.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 87000 which increased total open position to 96000
On 21 Jun NTPC was trading at 359.80. The strike last trading price was 40.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7500
On 20 Jun NTPC was trading at 357.65. The strike last trading price was 38.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 1500 which increased total open position to 6000
On 19 Jun NTPC was trading at 362.50. The strike last trading price was 32.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4500
On 18 Jun NTPC was trading at 369.65. The strike last trading price was 31.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 3000 which increased total open position to 3000
On 14 Jun NTPC was trading at 368.45. The strike last trading price was 38.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Jun NTPC was trading at 369.95. The strike last trading price was 38.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Jun NTPC was trading at 371.30. The strike last trading price was 38.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1500
On 11 Jun NTPC was trading at 367.40. The strike last trading price was 67.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Jun NTPC was trading at 364.90. The strike last trading price was 67.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Jun NTPC was trading at 360.60. The strike last trading price was 67.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Jun NTPC was trading at 349.75. The strike last trading price was 67.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Jun NTPC was trading at 341.00. The strike last trading price was 67.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Jun NTPC was trading at 331.25. The strike last trading price was 43.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Jun NTPC was trading at 391.80. The strike last trading price was 43.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0