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[--[65.84.65.76]--]
NTPC
Ntpc Ltd

333.25 -4.15 (-1.23%)

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Historical option data for NTPC

20 Dec 2024 04:10 PM IST
NTPC 26DEC2024 400 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
20 Dec 333.25 0.15 0.05 - 933 -188 3,926
19 Dec 337.40 0.1 -0.10 52.54 813 -179 4,149
18 Dec 341.75 0.2 0.05 50.15 691 -360 4,328
17 Dec 349.05 0.15 -0.05 40.16 1,562 -343 4,668
16 Dec 352.90 0.2 -0.10 37.16 1,357 -190 5,026
13 Dec 357.15 0.3 0.00 31.39 2,197 -293 5,260
12 Dec 355.60 0.3 -0.20 31.39 3,054 112 5,565
11 Dec 365.50 0.5 -0.15 26.54 4,117 143 5,449
10 Dec 369.15 0.65 -0.20 25.09 4,272 274 5,304
9 Dec 369.85 0.85 -0.10 25.53 3,390 199 5,023
6 Dec 369.50 0.95 -0.05 23.83 2,147 187 4,823
5 Dec 369.15 1 -0.30 23.74 4,087 192 4,651
4 Dec 372.75 1.3 0.30 22.81 6,895 145 4,461
3 Dec 367.45 1 0.25 23.61 6,524 20 4,332
2 Dec 358.20 0.75 -0.35 26.79 2,633 543 4,304
29 Nov 363.65 1.1 -0.65 24.83 3,438 1,192 3,930
28 Nov 362.05 1.75 -0.80 26.31 2,704 678 2,737
27 Nov 369.30 2.55 0.15 26.19 2,337 508 2,060
26 Nov 361.65 2.4 -0.70 30.02 941 263 1,550
25 Nov 368.40 3.1 0.60 27.59 1,292 497 1,287
22 Nov 365.45 2.5 0.15 26.75 998 155 945
21 Nov 356.15 2.35 -1.45 29.92 732 219 784
20 Nov 366.70 3.8 0.00 28.17 517 77 563
19 Nov 366.70 3.8 0.05 28.17 517 75 563
18 Nov 366.70 3.75 -1.30 27.69 409 133 488
14 Nov 372.50 5.05 -2.40 25.46 359 126 356
13 Nov 381.35 7.45 0.15 25.64 227 21 233
12 Nov 380.30 7.3 -5.65 25.07 293 170 211
11 Nov 392.55 12.95 -2.05 25.24 61 13 41
8 Nov 397.65 15 -4.00 24.77 23 7 28
7 Nov 403.80 19 -3.80 23.71 22 2 20
6 Nov 408.90 22.8 2.85 24.30 10 -2 18
5 Nov 403.10 19.95 -1.30 25.68 27 14 19
4 Nov 400.95 21.25 -34.40 29.37 4 1 2
24 Oct 411.90 55.65 0.00 - 0 0 0
23 Oct 408.30 55.65 0.00 - 0 0 0
21 Oct 425.00 55.65 0.00 - 0 0 0
18 Oct 424.95 55.65 0.00 - 0 0 0
15 Oct 426.60 55.65 0.00 - 0 0 0
11 Oct 422.50 55.65 0.00 - 0 0 0
9 Oct 418.45 55.65 0.00 - 0 0 0
8 Oct 420.95 55.65 0.00 - 0 0 0
7 Oct 415.45 55.65 0.00 - 0 0 0
1 Oct 440.10 55.65 0.00 - 0 0 0
30 Sept 443.20 55.65 - 0 0 0


For Ntpc Ltd - strike price 400 expiring on 26DEC2024

Delta for 400 CE is -

Historical price for 400 CE is as follows

On 20 Dec NTPC was trading at 333.25. The strike last trading price was 0.15, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by -188 which decreased total open position to 3926


On 19 Dec NTPC was trading at 337.40. The strike last trading price was 0.1, which was -0.10 lower than the previous day. The implied volatity was 52.54, the open interest changed by -179 which decreased total open position to 4149


On 18 Dec NTPC was trading at 341.75. The strike last trading price was 0.2, which was 0.05 higher than the previous day. The implied volatity was 50.15, the open interest changed by -360 which decreased total open position to 4328


On 17 Dec NTPC was trading at 349.05. The strike last trading price was 0.15, which was -0.05 lower than the previous day. The implied volatity was 40.16, the open interest changed by -343 which decreased total open position to 4668


On 16 Dec NTPC was trading at 352.90. The strike last trading price was 0.2, which was -0.10 lower than the previous day. The implied volatity was 37.16, the open interest changed by -190 which decreased total open position to 5026


On 13 Dec NTPC was trading at 357.15. The strike last trading price was 0.3, which was 0.00 lower than the previous day. The implied volatity was 31.39, the open interest changed by -293 which decreased total open position to 5260


On 12 Dec NTPC was trading at 355.60. The strike last trading price was 0.3, which was -0.20 lower than the previous day. The implied volatity was 31.39, the open interest changed by 112 which increased total open position to 5565


On 11 Dec NTPC was trading at 365.50. The strike last trading price was 0.5, which was -0.15 lower than the previous day. The implied volatity was 26.54, the open interest changed by 143 which increased total open position to 5449


On 10 Dec NTPC was trading at 369.15. The strike last trading price was 0.65, which was -0.20 lower than the previous day. The implied volatity was 25.09, the open interest changed by 274 which increased total open position to 5304


On 9 Dec NTPC was trading at 369.85. The strike last trading price was 0.85, which was -0.10 lower than the previous day. The implied volatity was 25.53, the open interest changed by 199 which increased total open position to 5023


On 6 Dec NTPC was trading at 369.50. The strike last trading price was 0.95, which was -0.05 lower than the previous day. The implied volatity was 23.83, the open interest changed by 187 which increased total open position to 4823


On 5 Dec NTPC was trading at 369.15. The strike last trading price was 1, which was -0.30 lower than the previous day. The implied volatity was 23.74, the open interest changed by 192 which increased total open position to 4651


On 4 Dec NTPC was trading at 372.75. The strike last trading price was 1.3, which was 0.30 higher than the previous day. The implied volatity was 22.81, the open interest changed by 145 which increased total open position to 4461


On 3 Dec NTPC was trading at 367.45. The strike last trading price was 1, which was 0.25 higher than the previous day. The implied volatity was 23.61, the open interest changed by 20 which increased total open position to 4332


On 2 Dec NTPC was trading at 358.20. The strike last trading price was 0.75, which was -0.35 lower than the previous day. The implied volatity was 26.79, the open interest changed by 543 which increased total open position to 4304


On 29 Nov NTPC was trading at 363.65. The strike last trading price was 1.1, which was -0.65 lower than the previous day. The implied volatity was 24.83, the open interest changed by 1192 which increased total open position to 3930


On 28 Nov NTPC was trading at 362.05. The strike last trading price was 1.75, which was -0.80 lower than the previous day. The implied volatity was 26.31, the open interest changed by 678 which increased total open position to 2737


On 27 Nov NTPC was trading at 369.30. The strike last trading price was 2.55, which was 0.15 higher than the previous day. The implied volatity was 26.19, the open interest changed by 508 which increased total open position to 2060


On 26 Nov NTPC was trading at 361.65. The strike last trading price was 2.4, which was -0.70 lower than the previous day. The implied volatity was 30.02, the open interest changed by 263 which increased total open position to 1550


On 25 Nov NTPC was trading at 368.40. The strike last trading price was 3.1, which was 0.60 higher than the previous day. The implied volatity was 27.59, the open interest changed by 497 which increased total open position to 1287


On 22 Nov NTPC was trading at 365.45. The strike last trading price was 2.5, which was 0.15 higher than the previous day. The implied volatity was 26.75, the open interest changed by 155 which increased total open position to 945


On 21 Nov NTPC was trading at 356.15. The strike last trading price was 2.35, which was -1.45 lower than the previous day. The implied volatity was 29.92, the open interest changed by 219 which increased total open position to 784


On 20 Nov NTPC was trading at 366.70. The strike last trading price was 3.8, which was 0.00 lower than the previous day. The implied volatity was 28.17, the open interest changed by 77 which increased total open position to 563


On 19 Nov NTPC was trading at 366.70. The strike last trading price was 3.8, which was 0.05 higher than the previous day. The implied volatity was 28.17, the open interest changed by 75 which increased total open position to 563


On 18 Nov NTPC was trading at 366.70. The strike last trading price was 3.75, which was -1.30 lower than the previous day. The implied volatity was 27.69, the open interest changed by 133 which increased total open position to 488


On 14 Nov NTPC was trading at 372.50. The strike last trading price was 5.05, which was -2.40 lower than the previous day. The implied volatity was 25.46, the open interest changed by 126 which increased total open position to 356


On 13 Nov NTPC was trading at 381.35. The strike last trading price was 7.45, which was 0.15 higher than the previous day. The implied volatity was 25.64, the open interest changed by 21 which increased total open position to 233


On 12 Nov NTPC was trading at 380.30. The strike last trading price was 7.3, which was -5.65 lower than the previous day. The implied volatity was 25.07, the open interest changed by 170 which increased total open position to 211


On 11 Nov NTPC was trading at 392.55. The strike last trading price was 12.95, which was -2.05 lower than the previous day. The implied volatity was 25.24, the open interest changed by 13 which increased total open position to 41


On 8 Nov NTPC was trading at 397.65. The strike last trading price was 15, which was -4.00 lower than the previous day. The implied volatity was 24.77, the open interest changed by 7 which increased total open position to 28


On 7 Nov NTPC was trading at 403.80. The strike last trading price was 19, which was -3.80 lower than the previous day. The implied volatity was 23.71, the open interest changed by 2 which increased total open position to 20


On 6 Nov NTPC was trading at 408.90. The strike last trading price was 22.8, which was 2.85 higher than the previous day. The implied volatity was 24.30, the open interest changed by -2 which decreased total open position to 18


On 5 Nov NTPC was trading at 403.10. The strike last trading price was 19.95, which was -1.30 lower than the previous day. The implied volatity was 25.68, the open interest changed by 14 which increased total open position to 19


On 4 Nov NTPC was trading at 400.95. The strike last trading price was 21.25, which was -34.40 lower than the previous day. The implied volatity was 29.37, the open interest changed by 1 which increased total open position to 2


On 24 Oct NTPC was trading at 411.90. The strike last trading price was 55.65, 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 55.65, 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 55.65, 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 55.65, 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 55.65, 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 55.65, 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 9 Oct NTPC was trading at 418.45. The strike last trading price was 55.65, 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 55.65, 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 55.65, 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 1 Oct NTPC was trading at 440.10. The strike last trading price was 55.65, 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 30 Sept NTPC was trading at 443.20. The strike last trading price was 55.65, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


NTPC 26DEC2024 400 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
20 Dec 333.25 66.8 3.80 - 230 -162 631
19 Dec 337.40 63 7.40 - 11 -9 794
18 Dec 341.75 55.6 7.00 - 8 3 803
17 Dec 349.05 48.6 2.80 - 7 1 799
16 Dec 352.90 45.8 4.70 - 10 3 797
13 Dec 357.15 41.1 -4.45 29.84 10 2 795
12 Dec 355.60 45.55 15.05 54.45 15 -10 793
11 Dec 365.50 30.5 0.00 0.00 0 0 0
10 Dec 369.15 30.5 0.70 28.99 7 0 803
9 Dec 369.85 29.8 -0.15 27.38 44 4 803
6 Dec 369.50 29.95 -1.55 29.10 44 0 807
5 Dec 369.15 31.5 3.20 34.36 31 4 807
4 Dec 372.75 28.3 -3.60 31.09 456 -5 804
3 Dec 367.45 31.9 -8.10 29.40 64 -8 813
2 Dec 358.20 40 4.30 28.45 47 0 821
29 Nov 363.65 35.7 -0.60 27.76 176 26 820
28 Nov 362.05 36.3 6.20 37.06 297 204 793
27 Nov 369.30 30.1 -7.65 27.85 513 426 589
26 Nov 361.65 37.75 5.95 32.46 97 60 162
25 Nov 368.40 31.8 -3.20 31.07 82 44 102
22 Nov 365.45 35 -8.25 29.87 38 31 89
21 Nov 356.15 43.25 9.75 37.69 4 1 59
20 Nov 366.70 33.5 0.00 30.57 8 5 57
19 Nov 366.70 33.5 -0.20 30.57 8 4 57
18 Nov 366.70 33.7 8.20 30.63 10 5 51
14 Nov 372.50 25.5 2.25 21.66 16 8 45
13 Nov 381.35 23.25 1.25 27.56 6 -2 37
12 Nov 380.30 22 5.90 24.51 23 9 38
11 Nov 392.55 16.1 2.40 27.33 23 2 28
8 Nov 397.65 13.7 3.30 25.02 23 7 26
7 Nov 403.80 10.4 1.70 24.98 19 9 19
6 Nov 408.90 8.7 -3.95 25.01 15 8 10
5 Nov 403.10 12.65 -2.70 27.92 3 2 2
4 Nov 400.95 15.35 1.50 31.07 2 1 1
24 Oct 411.90 13.85 0.00 - 0 0 0
23 Oct 408.30 13.85 0.00 - 0 0 0
21 Oct 425.00 13.85 0.00 - 0 0 0
18 Oct 424.95 13.85 0.00 - 0 0 0
15 Oct 426.60 13.85 0.00 - 0 0 0
11 Oct 422.50 13.85 0.00 - 0 0 0
9 Oct 418.45 13.85 0.00 - 0 0 0
8 Oct 420.95 13.85 0.00 - 0 0 0
7 Oct 415.45 13.85 0.00 - 0 0 0
1 Oct 440.10 13.85 0.00 - 0 0 0
30 Sept 443.20 13.85 - 0 0 0


For Ntpc Ltd - strike price 400 expiring on 26DEC2024

Delta for 400 PE is -

Historical price for 400 PE is as follows

On 20 Dec NTPC was trading at 333.25. The strike last trading price was 66.8, which was 3.80 higher than the previous day. The implied volatity was -, the open interest changed by -162 which decreased total open position to 631


On 19 Dec NTPC was trading at 337.40. The strike last trading price was 63, which was 7.40 higher than the previous day. The implied volatity was -, the open interest changed by -9 which decreased total open position to 794


On 18 Dec NTPC was trading at 341.75. The strike last trading price was 55.6, which was 7.00 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 803


On 17 Dec NTPC was trading at 349.05. The strike last trading price was 48.6, which was 2.80 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 799


On 16 Dec NTPC was trading at 352.90. The strike last trading price was 45.8, which was 4.70 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 797


On 13 Dec NTPC was trading at 357.15. The strike last trading price was 41.1, which was -4.45 lower than the previous day. The implied volatity was 29.84, the open interest changed by 2 which increased total open position to 795


On 12 Dec NTPC was trading at 355.60. The strike last trading price was 45.55, which was 15.05 higher than the previous day. The implied volatity was 54.45, the open interest changed by -10 which decreased total open position to 793


On 11 Dec NTPC was trading at 365.50. The strike last trading price was 30.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 10 Dec NTPC was trading at 369.15. The strike last trading price was 30.5, which was 0.70 higher than the previous day. The implied volatity was 28.99, the open interest changed by 0 which decreased total open position to 803


On 9 Dec NTPC was trading at 369.85. The strike last trading price was 29.8, which was -0.15 lower than the previous day. The implied volatity was 27.38, the open interest changed by 4 which increased total open position to 803


On 6 Dec NTPC was trading at 369.50. The strike last trading price was 29.95, which was -1.55 lower than the previous day. The implied volatity was 29.10, the open interest changed by 0 which decreased total open position to 807


On 5 Dec NTPC was trading at 369.15. The strike last trading price was 31.5, which was 3.20 higher than the previous day. The implied volatity was 34.36, the open interest changed by 4 which increased total open position to 807


On 4 Dec NTPC was trading at 372.75. The strike last trading price was 28.3, which was -3.60 lower than the previous day. The implied volatity was 31.09, the open interest changed by -5 which decreased total open position to 804


On 3 Dec NTPC was trading at 367.45. The strike last trading price was 31.9, which was -8.10 lower than the previous day. The implied volatity was 29.40, the open interest changed by -8 which decreased total open position to 813


On 2 Dec NTPC was trading at 358.20. The strike last trading price was 40, which was 4.30 higher than the previous day. The implied volatity was 28.45, the open interest changed by 0 which decreased total open position to 821


On 29 Nov NTPC was trading at 363.65. The strike last trading price was 35.7, which was -0.60 lower than the previous day. The implied volatity was 27.76, the open interest changed by 26 which increased total open position to 820


On 28 Nov NTPC was trading at 362.05. The strike last trading price was 36.3, which was 6.20 higher than the previous day. The implied volatity was 37.06, the open interest changed by 204 which increased total open position to 793


On 27 Nov NTPC was trading at 369.30. The strike last trading price was 30.1, which was -7.65 lower than the previous day. The implied volatity was 27.85, the open interest changed by 426 which increased total open position to 589


On 26 Nov NTPC was trading at 361.65. The strike last trading price was 37.75, which was 5.95 higher than the previous day. The implied volatity was 32.46, the open interest changed by 60 which increased total open position to 162


On 25 Nov NTPC was trading at 368.40. The strike last trading price was 31.8, which was -3.20 lower than the previous day. The implied volatity was 31.07, the open interest changed by 44 which increased total open position to 102


On 22 Nov NTPC was trading at 365.45. The strike last trading price was 35, which was -8.25 lower than the previous day. The implied volatity was 29.87, the open interest changed by 31 which increased total open position to 89


On 21 Nov NTPC was trading at 356.15. The strike last trading price was 43.25, which was 9.75 higher than the previous day. The implied volatity was 37.69, the open interest changed by 1 which increased total open position to 59


On 20 Nov NTPC was trading at 366.70. The strike last trading price was 33.5, which was 0.00 lower than the previous day. The implied volatity was 30.57, the open interest changed by 5 which increased total open position to 57


On 19 Nov NTPC was trading at 366.70. The strike last trading price was 33.5, which was -0.20 lower than the previous day. The implied volatity was 30.57, the open interest changed by 4 which increased total open position to 57


On 18 Nov NTPC was trading at 366.70. The strike last trading price was 33.7, which was 8.20 higher than the previous day. The implied volatity was 30.63, the open interest changed by 5 which increased total open position to 51


On 14 Nov NTPC was trading at 372.50. The strike last trading price was 25.5, which was 2.25 higher than the previous day. The implied volatity was 21.66, the open interest changed by 8 which increased total open position to 45


On 13 Nov NTPC was trading at 381.35. The strike last trading price was 23.25, which was 1.25 higher than the previous day. The implied volatity was 27.56, the open interest changed by -2 which decreased total open position to 37


On 12 Nov NTPC was trading at 380.30. The strike last trading price was 22, which was 5.90 higher than the previous day. The implied volatity was 24.51, the open interest changed by 9 which increased total open position to 38


On 11 Nov NTPC was trading at 392.55. The strike last trading price was 16.1, which was 2.40 higher than the previous day. The implied volatity was 27.33, the open interest changed by 2 which increased total open position to 28


On 8 Nov NTPC was trading at 397.65. The strike last trading price was 13.7, which was 3.30 higher than the previous day. The implied volatity was 25.02, the open interest changed by 7 which increased total open position to 26


On 7 Nov NTPC was trading at 403.80. The strike last trading price was 10.4, which was 1.70 higher than the previous day. The implied volatity was 24.98, the open interest changed by 9 which increased total open position to 19


On 6 Nov NTPC was trading at 408.90. The strike last trading price was 8.7, which was -3.95 lower than the previous day. The implied volatity was 25.01, the open interest changed by 8 which increased total open position to 10


On 5 Nov NTPC was trading at 403.10. The strike last trading price was 12.65, which was -2.70 lower than the previous day. The implied volatity was 27.92, the open interest changed by 2 which increased total open position to 2


On 4 Nov NTPC was trading at 400.95. The strike last trading price was 15.35, which was 1.50 higher than the previous day. The implied volatity was 31.07, the open interest changed by 1 which increased total open position to 1


On 24 Oct NTPC was trading at 411.90. The strike last trading price was 13.85, 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 13.85, 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 13.85, 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 13.85, 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 13.85, 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 13.85, 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 9 Oct NTPC was trading at 418.45. The strike last trading price was 13.85, 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 13.85, 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 13.85, 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 1 Oct NTPC was trading at 440.10. The strike last trading price was 13.85, 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 30 Sept NTPC was trading at 443.20. The strike last trading price was 13.85, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to