[--[65.84.65.76]--]
NTPC
NTPC LTD

379.8 6.85 (1.84%)

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Historical option data for NTPC

05 Jul 2024 04:10 PM IST
Delta: -
Gamma: -
Theta: -
Vega: -
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
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: -
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