[--[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 2.7 0.50 - 9,45,000 2,14,500 5,64,000
4 Jul 372.95 2.2 - 6,76,500 -60,000 3,49,500
3 Jul 372.65 2.5 - 3,31,500 -24,000 4,09,500
2 Jul 370.40 2.5 - 3,52,500 52,500 4,30,500
1 Jul 369.75 2.8 - 8,32,500 1,29,000 3,78,000
28 Jun 378.35 4.35 - 16,09,500 2,38,500 2,49,000
27 Jun 377.15 4.9 - 19,500 10,500 10,500
26 Jun 365.05 4.5 - 0 0 0
25 Jun 360.85 4.5 - 0 0 0
24 Jun 362.75 4.5 - 0 0 0
21 Jun 359.80 4.50 - 0 0 0
20 Jun 357.65 4.50 - 0 0 0
19 Jun 362.50 4.50 - 0 0 0
18 Jun 369.65 4.50 - 0 0 0
14 Jun 368.45 4.50 - 0 0 0
13 Jun 369.95 4.50 - 0 0 0
12 Jun 371.30 4.50 - 0 0 0
11 Jun 367.40 4.50 - 0 0 0
10 Jun 364.90 4.50 - 0 0 0
7 Jun 360.60 4.50 - 0 0 0
6 Jun 349.75 4.50 - 0 0 0
3 Jun 391.80 4.50 - 0 0 0


For NTPC LTD - strike price 405 expiring on 25JUL2024

Delta for 405 CE is -

Historical price for 405 CE is as follows

On 5 Jul NTPC was trading at 379.80. The strike last trading price was 2.7, which was 0.50 higher than the previous day. The implied volatity was -, the open interest changed by 214500 which increased total open position to 564000


On 4 Jul NTPC was trading at 372.95. The strike last trading price was 2.2, which was lower than the previous day. The implied volatity was -, the open interest changed by -60000 which decreased total open position to 349500


On 3 Jul NTPC was trading at 372.65. The strike last trading price was 2.5, which was lower than the previous day. The implied volatity was -, the open interest changed by -24000 which decreased total open position to 409500


On 2 Jul NTPC was trading at 370.40. The strike last trading price was 2.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 52500 which increased total open position to 430500


On 1 Jul NTPC was trading at 369.75. The strike last trading price was 2.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 129000 which increased total open position to 378000


On 28 Jun NTPC was trading at 378.35. The strike last trading price was 4.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 238500 which increased total open position to 249000


On 27 Jun NTPC was trading at 377.15. The strike last trading price was 4.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 10500 which increased total open position to 10500


On 26 Jun NTPC was trading at 365.05. The strike last trading price was 4.5, 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 25 Jun NTPC was trading at 360.85. The strike last trading price was 4.5, 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 24 Jun NTPC was trading at 362.75. The strike last trading price was 4.5, 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 21 Jun NTPC was trading at 359.80. The strike last trading price was 4.50, 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 20 Jun NTPC was trading at 357.65. The strike last trading price was 4.50, 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 19 Jun NTPC was trading at 362.50. The strike last trading price was 4.50, 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 18 Jun NTPC was trading at 369.65. The strike last trading price was 4.50, 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 14 Jun NTPC was trading at 368.45. The strike last trading price was 4.50, 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 4.50, 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 4.50, 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 11 Jun NTPC was trading at 367.40. The strike last trading price was 4.50, 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 4.50, 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 4.50, 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 4.50, 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 4.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


Delta: -
Gamma: -
Theta: -
Vega: -
Date Symbol Close Ltp Chng IV Volume Chng OI OI
5 Jul 379.80 26.45 -5.10 - 13,500 -1,500 45,000
4 Jul 372.95 31.55 - 1,500 1,500 46,500
3 Jul 372.65 33.2 - 4,500 1,500 45,000
2 Jul 370.40 39.25 - 19,500 6,000 42,000
1 Jul 369.75 35.55 - 48,000 3,000 36,000
28 Jun 378.35 27.7 - 69,000 33,000 33,000
27 Jun 377.15 45.3 - 0 0 0
26 Jun 365.05 45.3 - 0 0 0
25 Jun 360.85 45.3 - 0 0 0
24 Jun 362.75 45.3 - 0 0 0
21 Jun 359.80 45.30 - 0 0 0
20 Jun 357.65 45.30 - 0 0 0
19 Jun 362.50 45.30 - 0 0 0
18 Jun 369.65 45.30 - 0 0 0
14 Jun 368.45 45.30 - 0 0 0
13 Jun 369.95 45.30 - 0 0 0
12 Jun 371.30 45.30 - 0 0 0
11 Jun 367.40 45.30 - 0 0 0
10 Jun 364.90 45.30 - 0 0 0
7 Jun 360.60 45.30 - 0 0 0
6 Jun 349.75 45.30 - 0 0 0
3 Jun 391.80 45.30 - 0 0 0


For NTPC LTD - strike price 405 expiring on 25JUL2024

Delta for 405 PE is -

Historical price for 405 PE is as follows

On 5 Jul NTPC was trading at 379.80. The strike last trading price was 26.45, which was -5.10 lower than the previous day. The implied volatity was -, the open interest changed by -1500 which decreased total open position to 45000


On 4 Jul NTPC was trading at 372.95. The strike last trading price was 31.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 1500 which increased total open position to 46500


On 3 Jul NTPC was trading at 372.65. The strike last trading price was 33.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 1500 which increased total open position to 45000


On 2 Jul NTPC was trading at 370.40. The strike last trading price was 39.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 6000 which increased total open position to 42000


On 1 Jul NTPC was trading at 369.75. The strike last trading price was 35.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 3000 which increased total open position to 36000


On 28 Jun NTPC was trading at 378.35. The strike last trading price was 27.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 33000 which increased total open position to 33000


On 27 Jun NTPC was trading at 377.15. The strike last trading price was 45.3, 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 26 Jun NTPC was trading at 365.05. The strike last trading price was 45.3, 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 25 Jun NTPC was trading at 360.85. The strike last trading price was 45.3, 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 24 Jun NTPC was trading at 362.75. The strike last trading price was 45.3, 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 21 Jun NTPC was trading at 359.80. The strike last trading price was 45.30, 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 20 Jun NTPC was trading at 357.65. The strike last trading price was 45.30, 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 19 Jun NTPC was trading at 362.50. The strike last trading price was 45.30, 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 18 Jun NTPC was trading at 369.65. The strike last trading price was 45.30, 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 14 Jun NTPC was trading at 368.45. The strike last trading price was 45.30, 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 45.30, 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 45.30, 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 11 Jun NTPC was trading at 367.40. The strike last trading price was 45.30, 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 45.30, 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 45.30, 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 45.30, 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 45.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0