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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 405 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
20 Dec 333.25 0.1 -0.05 - 67 -19 311
19 Dec 337.40 0.15 0.00 - 94 -17 330
18 Dec 341.75 0.15 0.00 51.34 28 -25 348
17 Dec 349.05 0.15 -0.05 43.32 19 -9 374
16 Dec 352.90 0.2 -0.05 40.28 221 5 387
13 Dec 357.15 0.25 0.00 33.25 130 5 377
12 Dec 355.60 0.25 -0.15 33.14 292 -53 373
11 Dec 365.50 0.4 -0.05 28.23 171 -10 426
10 Dec 369.15 0.45 -0.15 26.01 244 -54 438
9 Dec 369.85 0.6 -0.05 26.40 352 23 492
6 Dec 369.50 0.65 -0.10 24.42 329 -1 469
5 Dec 369.15 0.75 -0.20 24.78 842 23 471
4 Dec 372.75 0.95 0.20 23.68 735 70 449
3 Dec 367.45 0.75 0.20 24.54 503 52 386
2 Dec 358.20 0.55 -0.30 27.38 520 151 332
29 Nov 363.65 0.85 -0.50 25.66 347 56 190
28 Nov 362.05 1.35 -0.70 26.93 172 25 134
27 Nov 369.30 2.05 0.10 27.03 102 13 108
26 Nov 361.65 1.95 -0.35 30.69 70 46 95
25 Nov 368.40 2.3 0.50 27.47 66 22 44
22 Nov 365.45 1.8 -0.15 26.48 30 3 25
21 Nov 356.15 1.95 -1.55 30.60 19 9 20
20 Nov 366.70 3.5 0.00 29.94 10 3 9
19 Nov 366.70 3.5 0.65 29.94 10 1 9
18 Nov 366.70 2.85 -1.15 27.34 4 1 7
14 Nov 372.50 4 -2.40 25.54 4 1 5
13 Nov 381.35 6.4 -20.35 26.49 6 4 4
12 Nov 380.30 26.75 0.00 4.40 0 0 0
11 Nov 392.55 26.75 0.00 1.54 0 0 0
8 Nov 397.65 26.75 0.00 0.88 0 0 0
7 Nov 403.80 26.75 0.00 - 0 0 0
6 Nov 408.90 26.75 0.00 - 0 0 0
5 Nov 403.10 26.75 0.00 - 0 0 0
4 Nov 400.95 26.75 - 0 0 0


For Ntpc Ltd - strike price 405 expiring on 26DEC2024

Delta for 405 CE is -

Historical price for 405 CE is as follows

On 20 Dec NTPC was trading at 333.25. The strike last trading price was 0.1, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by -19 which decreased total open position to 311


On 19 Dec NTPC was trading at 337.40. The strike last trading price was 0.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -17 which decreased total open position to 330


On 18 Dec NTPC was trading at 341.75. The strike last trading price was 0.15, which was 0.00 lower than the previous day. The implied volatity was 51.34, the open interest changed by -25 which decreased total open position to 348


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 43.32, the open interest changed by -9 which decreased total open position to 374


On 16 Dec NTPC was trading at 352.90. The strike last trading price was 0.2, which was -0.05 lower than the previous day. The implied volatity was 40.28, the open interest changed by 5 which increased total open position to 387


On 13 Dec NTPC was trading at 357.15. The strike last trading price was 0.25, which was 0.00 lower than the previous day. The implied volatity was 33.25, the open interest changed by 5 which increased total open position to 377


On 12 Dec NTPC was trading at 355.60. The strike last trading price was 0.25, which was -0.15 lower than the previous day. The implied volatity was 33.14, the open interest changed by -53 which decreased total open position to 373


On 11 Dec NTPC was trading at 365.50. The strike last trading price was 0.4, which was -0.05 lower than the previous day. The implied volatity was 28.23, the open interest changed by -10 which decreased total open position to 426


On 10 Dec NTPC was trading at 369.15. The strike last trading price was 0.45, which was -0.15 lower than the previous day. The implied volatity was 26.01, the open interest changed by -54 which decreased total open position to 438


On 9 Dec NTPC was trading at 369.85. The strike last trading price was 0.6, which was -0.05 lower than the previous day. The implied volatity was 26.40, the open interest changed by 23 which increased total open position to 492


On 6 Dec NTPC was trading at 369.50. The strike last trading price was 0.65, which was -0.10 lower than the previous day. The implied volatity was 24.42, the open interest changed by -1 which decreased total open position to 469


On 5 Dec NTPC was trading at 369.15. The strike last trading price was 0.75, which was -0.20 lower than the previous day. The implied volatity was 24.78, the open interest changed by 23 which increased total open position to 471


On 4 Dec NTPC was trading at 372.75. The strike last trading price was 0.95, which was 0.20 higher than the previous day. The implied volatity was 23.68, the open interest changed by 70 which increased total open position to 449


On 3 Dec NTPC was trading at 367.45. The strike last trading price was 0.75, which was 0.20 higher than the previous day. The implied volatity was 24.54, the open interest changed by 52 which increased total open position to 386


On 2 Dec NTPC was trading at 358.20. The strike last trading price was 0.55, which was -0.30 lower than the previous day. The implied volatity was 27.38, the open interest changed by 151 which increased total open position to 332


On 29 Nov NTPC was trading at 363.65. The strike last trading price was 0.85, which was -0.50 lower than the previous day. The implied volatity was 25.66, the open interest changed by 56 which increased total open position to 190


On 28 Nov NTPC was trading at 362.05. The strike last trading price was 1.35, which was -0.70 lower than the previous day. The implied volatity was 26.93, the open interest changed by 25 which increased total open position to 134


On 27 Nov NTPC was trading at 369.30. The strike last trading price was 2.05, which was 0.10 higher than the previous day. The implied volatity was 27.03, the open interest changed by 13 which increased total open position to 108


On 26 Nov NTPC was trading at 361.65. The strike last trading price was 1.95, which was -0.35 lower than the previous day. The implied volatity was 30.69, the open interest changed by 46 which increased total open position to 95


On 25 Nov NTPC was trading at 368.40. The strike last trading price was 2.3, which was 0.50 higher than the previous day. The implied volatity was 27.47, the open interest changed by 22 which increased total open position to 44


On 22 Nov NTPC was trading at 365.45. The strike last trading price was 1.8, which was -0.15 lower than the previous day. The implied volatity was 26.48, the open interest changed by 3 which increased total open position to 25


On 21 Nov NTPC was trading at 356.15. The strike last trading price was 1.95, which was -1.55 lower than the previous day. The implied volatity was 30.60, the open interest changed by 9 which increased total open position to 20


On 20 Nov NTPC was trading at 366.70. The strike last trading price was 3.5, which was 0.00 lower than the previous day. The implied volatity was 29.94, the open interest changed by 3 which increased total open position to 9


On 19 Nov NTPC was trading at 366.70. The strike last trading price was 3.5, which was 0.65 higher than the previous day. The implied volatity was 29.94, the open interest changed by 1 which increased total open position to 9


On 18 Nov NTPC was trading at 366.70. The strike last trading price was 2.85, which was -1.15 lower than the previous day. The implied volatity was 27.34, the open interest changed by 1 which increased total open position to 7


On 14 Nov NTPC was trading at 372.50. The strike last trading price was 4, which was -2.40 lower than the previous day. The implied volatity was 25.54, the open interest changed by 1 which increased total open position to 5


On 13 Nov NTPC was trading at 381.35. The strike last trading price was 6.4, which was -20.35 lower than the previous day. The implied volatity was 26.49, the open interest changed by 4 which increased total open position to 4


On 12 Nov NTPC was trading at 380.30. The strike last trading price was 26.75, which was 0.00 lower than the previous day. The implied volatity was 4.40, the open interest changed by 0 which decreased total open position to 0


On 11 Nov NTPC was trading at 392.55. The strike last trading price was 26.75, which was 0.00 lower than the previous day. The implied volatity was 1.54, the open interest changed by 0 which decreased total open position to 0


On 8 Nov NTPC was trading at 397.65. The strike last trading price was 26.75, which was 0.00 lower than the previous day. The implied volatity was 0.88, the open interest changed by 0 which decreased total open position to 0


On 7 Nov NTPC was trading at 403.80. The strike last trading price was 26.75, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 6 Nov NTPC was trading at 408.90. The strike last trading price was 26.75, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 5 Nov NTPC was trading at 403.10. The strike last trading price was 26.75, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 4 Nov NTPC was trading at 400.95. The strike last trading price was 26.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


NTPC 26DEC2024 405 PE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
20 Dec 333.25 35.65 0.00 0.00 0 0 0
19 Dec 337.40 35.65 0.00 0.00 0 0 0
18 Dec 341.75 35.65 0.00 0.00 0 0 0
17 Dec 349.05 35.65 0.00 0.00 0 0 0
16 Dec 352.90 35.65 0.00 0.00 0 0 0
13 Dec 357.15 35.65 0.00 0.00 0 0 0
12 Dec 355.60 35.65 0.00 0.00 0 0 0
11 Dec 365.50 35.65 1.10 - 1 0 9
10 Dec 369.15 34.55 0.00 0.00 0 0 0
9 Dec 369.85 34.55 0.00 0.00 0 0 0
6 Dec 369.50 34.55 -1.10 30.30 1 0 9
5 Dec 369.15 35.65 3.60 34.14 7 -6 10
4 Dec 372.75 32.05 -13.65 29.27 5 4 15
3 Dec 367.45 45.7 0.00 0.00 0 3 0
2 Dec 358.20 45.7 5.80 35.71 9 0 8
29 Nov 363.65 39.9 20.80 25.90 9 7 7
28 Nov 362.05 19.1 0.00 - 0 0 0
27 Nov 369.30 19.1 0.00 - 0 0 0
26 Nov 361.65 19.1 0.00 - 0 0 0
25 Nov 368.40 19.1 0.00 - 0 0 0
22 Nov 365.45 19.1 0.00 - 0 0 0
21 Nov 356.15 19.1 0.00 - 0 0 0
20 Nov 366.70 19.1 0.00 - 0 0 0
19 Nov 366.70 19.1 0.00 - 0 0 0
18 Nov 366.70 19.1 0.00 - 0 0 0
14 Nov 372.50 19.1 0.00 - 0 0 0
13 Nov 381.35 19.1 0.00 - 0 0 0
12 Nov 380.30 19.1 0.00 - 0 0 0
11 Nov 392.55 19.1 0.00 - 0 0 0
8 Nov 397.65 19.1 0.00 - 0 0 0
7 Nov 403.80 19.1 0.00 0.96 0 0 0
6 Nov 408.90 19.1 0.00 2.00 0 0 0
5 Nov 403.10 19.1 0.00 0.84 0 0 0
4 Nov 400.95 19.1 0.44 0 0 0


For Ntpc Ltd - strike price 405 expiring on 26DEC2024

Delta for 405 PE is 0.00

Historical price for 405 PE is as follows

On 20 Dec NTPC was trading at 333.25. The strike last trading price was 35.65, 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 19 Dec NTPC was trading at 337.40. The strike last trading price was 35.65, 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 18 Dec NTPC was trading at 341.75. The strike last trading price was 35.65, 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 17 Dec NTPC was trading at 349.05. The strike last trading price was 35.65, 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 16 Dec NTPC was trading at 352.90. The strike last trading price was 35.65, 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 13 Dec NTPC was trading at 357.15. The strike last trading price was 35.65, 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 12 Dec NTPC was trading at 355.60. The strike last trading price was 35.65, 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 11 Dec NTPC was trading at 365.50. The strike last trading price was 35.65, which was 1.10 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9


On 10 Dec NTPC was trading at 369.15. The strike last trading price was 34.55, 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 9 Dec NTPC was trading at 369.85. The strike last trading price was 34.55, 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 6 Dec NTPC was trading at 369.50. The strike last trading price was 34.55, which was -1.10 lower than the previous day. The implied volatity was 30.30, the open interest changed by 0 which decreased total open position to 9


On 5 Dec NTPC was trading at 369.15. The strike last trading price was 35.65, which was 3.60 higher than the previous day. The implied volatity was 34.14, the open interest changed by -6 which decreased total open position to 10


On 4 Dec NTPC was trading at 372.75. The strike last trading price was 32.05, which was -13.65 lower than the previous day. The implied volatity was 29.27, the open interest changed by 4 which increased total open position to 15


On 3 Dec NTPC was trading at 367.45. The strike last trading price was 45.7, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0


On 2 Dec NTPC was trading at 358.20. The strike last trading price was 45.7, which was 5.80 higher than the previous day. The implied volatity was 35.71, the open interest changed by 0 which decreased total open position to 8


On 29 Nov NTPC was trading at 363.65. The strike last trading price was 39.9, which was 20.80 higher than the previous day. The implied volatity was 25.90, the open interest changed by 7 which increased total open position to 7


On 28 Nov NTPC was trading at 362.05. The strike last trading price was 19.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 27 Nov NTPC was trading at 369.30. The strike last trading price was 19.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 26 Nov NTPC was trading at 361.65. The strike last trading price was 19.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 25 Nov NTPC was trading at 368.40. The strike last trading price was 19.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 22 Nov NTPC was trading at 365.45. The strike last trading price was 19.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 21 Nov NTPC was trading at 356.15. The strike last trading price was 19.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 20 Nov NTPC was trading at 366.70. The strike last trading price was 19.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 19 Nov NTPC was trading at 366.70. The strike last trading price was 19.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 18 Nov NTPC was trading at 366.70. The strike last trading price was 19.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 14 Nov NTPC was trading at 372.50. The strike last trading price was 19.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 13 Nov NTPC was trading at 381.35. The strike last trading price was 19.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 12 Nov NTPC was trading at 380.30. The strike last trading price was 19.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 11 Nov NTPC was trading at 392.55. The strike last trading price was 19.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 8 Nov NTPC was trading at 397.65. The strike last trading price was 19.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 7 Nov NTPC was trading at 403.80. The strike last trading price was 19.1, which was 0.00 lower than the previous day. The implied volatity was 0.96, the open interest changed by 0 which decreased total open position to 0


On 6 Nov NTPC was trading at 408.90. The strike last trading price was 19.1, which was 0.00 lower than the previous day. The implied volatity was 2.00, the open interest changed by 0 which decreased total open position to 0


On 5 Nov NTPC was trading at 403.10. The strike last trading price was 19.1, which was 0.00 lower than the previous day. The implied volatity was 0.84, the open interest changed by 0 which decreased total open position to 0


On 4 Nov NTPC was trading at 400.95. The strike last trading price was 19.1, which was lower than the previous day. The implied volatity was 0.44, the open interest changed by 0 which decreased total open position to 0