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

411.1 9.70 (2.42%)

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Historical option data for NTPC

16 Sep 2024 04:10 PM IST
NTPC 405 CE
Date Close Ltp Change Volume Change OI OI
16 Sept 411.10 10.4 5.15 1,38,55,500 -4,53,000 22,93,500
13 Sept 401.40 5.25 -1.20 1,24,29,000 4,60,500 27,61,500
12 Sept 404.85 6.45 3.20 1,25,37,000 -81,000 23,37,000
11 Sept 389.65 3.25 -3.00 42,09,000 5,59,500 24,34,500
10 Sept 396.30 6.25 2.20 58,30,500 -67,500 18,72,000
9 Sept 389.85 4.05 -2.05 44,65,500 52,500 19,33,500
6 Sept 394.80 6.1 -3.45 91,48,500 4,23,000 18,79,500
5 Sept 403.25 9.55 -1.85 55,12,500 6,49,500 14,56,500
4 Sept 405.10 11.4 -0.65 62,53,500 2,71,500 8,19,000
3 Sept 406.40 12.05 -2.25 7,42,500 1,80,000 5,50,500
2 Sept 410.00 14.3 -5.75 7,45,500 64,500 3,69,000
30 Aug 416.20 20.05 3.55 5,32,500 -4,500 3,04,500
29 Aug 409.90 16.5 0.75 12,18,000 52,500 3,09,000
28 Aug 409.05 15.75 -0.30 3,18,000 39,000 2,58,000
27 Aug 409.65 16.05 -3.45 1,89,000 25,500 2,17,500
26 Aug 414.85 19.5 7.15 7,42,500 -79,500 1,90,500
23 Aug 401.95 12.35 -0.55 2,04,000 52,500 2,68,500
22 Aug 403.35 12.9 -2.15 1,44,000 85,500 2,14,500
21 Aug 408.95 15.05 0.30 70,500 -6,000 1,30,500
20 Aug 406.25 14.75 0.75 94,500 25,500 1,35,000
19 Aug 403.10 14 1.80 1,36,500 48,000 93,000
16 Aug 398.05 12.2 0.00 15,000 0 42,000
14 Aug 396.35 12.2 -0.10 7,500 1,500 40,500
13 Aug 396.20 12.3 -3.00 16,500 7,500 37,500
12 Aug 400.85 15.3 -4.30 19,500 9,000 31,500
9 Aug 410.65 19.6 0.00 0 19,500 0
8 Aug 407.70 19.6 -4.40 30,000 19,500 22,500
7 Aug 416.30 24 1.60 1,500 0 4,500
6 Aug 415.00 22.4 0.00 0 0 0
5 Aug 413.25 22.4 -0.50 1,500 0 4,500
2 Aug 419.70 22.9 0.00 0 0 0
1 Aug 423.45 22.9 0.00 0 -1,500 0
31 Jul 416.00 22.9 3.40 3,000 0 6,000
30 Jul 406.95 19.5 6.45 1,500 -1,500 4,500
29 Jul 393.90 13.05 -9.50 9,000 6,000 6,000
26 Jul 396.30 22.55 1,500 0 0


For Ntpc Ltd - strike price 405 expiring on 26SEP2024

Delta for 405 CE is -

Historical price for 405 CE is as follows

On 16 Sept NTPC was trading at 411.10. The strike last trading price was 10.4, which was 5.15 higher than the previous day. The implied volatity was -, the open interest changed by -453000 which decreased total open position to 2293500


On 13 Sept NTPC was trading at 401.40. The strike last trading price was 5.25, which was -1.20 lower than the previous day. The implied volatity was -, the open interest changed by 460500 which increased total open position to 2761500


On 12 Sept NTPC was trading at 404.85. The strike last trading price was 6.45, which was 3.20 higher than the previous day. The implied volatity was -, the open interest changed by -81000 which decreased total open position to 2337000


On 11 Sept NTPC was trading at 389.65. The strike last trading price was 3.25, which was -3.00 lower than the previous day. The implied volatity was -, the open interest changed by 559500 which increased total open position to 2434500


On 10 Sept NTPC was trading at 396.30. The strike last trading price was 6.25, which was 2.20 higher than the previous day. The implied volatity was -, the open interest changed by -67500 which decreased total open position to 1872000


On 9 Sept NTPC was trading at 389.85. The strike last trading price was 4.05, which was -2.05 lower than the previous day. The implied volatity was -, the open interest changed by 52500 which increased total open position to 1933500


On 6 Sept NTPC was trading at 394.80. The strike last trading price was 6.1, which was -3.45 lower than the previous day. The implied volatity was -, the open interest changed by 423000 which increased total open position to 1879500


On 5 Sept NTPC was trading at 403.25. The strike last trading price was 9.55, which was -1.85 lower than the previous day. The implied volatity was -, the open interest changed by 649500 which increased total open position to 1456500


On 4 Sept NTPC was trading at 405.10. The strike last trading price was 11.4, which was -0.65 lower than the previous day. The implied volatity was -, the open interest changed by 271500 which increased total open position to 819000


On 3 Sept NTPC was trading at 406.40. The strike last trading price was 12.05, which was -2.25 lower than the previous day. The implied volatity was -, the open interest changed by 180000 which increased total open position to 550500


On 2 Sept NTPC was trading at 410.00. The strike last trading price was 14.3, which was -5.75 lower than the previous day. The implied volatity was -, the open interest changed by 64500 which increased total open position to 369000


On 30 Aug NTPC was trading at 416.20. The strike last trading price was 20.05, which was 3.55 higher than the previous day. The implied volatity was -, the open interest changed by -4500 which decreased total open position to 304500


On 29 Aug NTPC was trading at 409.90. The strike last trading price was 16.5, which was 0.75 higher than the previous day. The implied volatity was -, the open interest changed by 52500 which increased total open position to 309000


On 28 Aug NTPC was trading at 409.05. The strike last trading price was 15.75, which was -0.30 lower than the previous day. The implied volatity was -, the open interest changed by 39000 which increased total open position to 258000


On 27 Aug NTPC was trading at 409.65. The strike last trading price was 16.05, which was -3.45 lower than the previous day. The implied volatity was -, the open interest changed by 25500 which increased total open position to 217500


On 26 Aug NTPC was trading at 414.85. The strike last trading price was 19.5, which was 7.15 higher than the previous day. The implied volatity was -, the open interest changed by -79500 which decreased total open position to 190500


On 23 Aug NTPC was trading at 401.95. The strike last trading price was 12.35, which was -0.55 lower than the previous day. The implied volatity was -, the open interest changed by 52500 which increased total open position to 268500


On 22 Aug NTPC was trading at 403.35. The strike last trading price was 12.9, which was -2.15 lower than the previous day. The implied volatity was -, the open interest changed by 85500 which increased total open position to 214500


On 21 Aug NTPC was trading at 408.95. The strike last trading price was 15.05, which was 0.30 higher than the previous day. The implied volatity was -, the open interest changed by -6000 which decreased total open position to 130500


On 20 Aug NTPC was trading at 406.25. The strike last trading price was 14.75, which was 0.75 higher than the previous day. The implied volatity was -, the open interest changed by 25500 which increased total open position to 135000


On 19 Aug NTPC was trading at 403.10. The strike last trading price was 14, which was 1.80 higher than the previous day. The implied volatity was -, the open interest changed by 48000 which increased total open position to 93000


On 16 Aug NTPC was trading at 398.05. The strike last trading price was 12.2, 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 42000


On 14 Aug NTPC was trading at 396.35. The strike last trading price was 12.2, which was -0.10 lower than the previous day. The implied volatity was -, the open interest changed by 1500 which increased total open position to 40500


On 13 Aug NTPC was trading at 396.20. The strike last trading price was 12.3, which was -3.00 lower than the previous day. The implied volatity was -, the open interest changed by 7500 which increased total open position to 37500


On 12 Aug NTPC was trading at 400.85. The strike last trading price was 15.3, which was -4.30 lower than the previous day. The implied volatity was -, the open interest changed by 9000 which increased total open position to 31500


On 9 Aug NTPC was trading at 410.65. The strike last trading price was 19.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 19500 which increased total open position to 0


On 8 Aug NTPC was trading at 407.70. The strike last trading price was 19.6, which was -4.40 lower than the previous day. The implied volatity was -, the open interest changed by 19500 which increased total open position to 22500


On 7 Aug NTPC was trading at 416.30. The strike last trading price was 24, which was 1.60 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4500


On 6 Aug NTPC was trading at 415.00. The strike last trading price was 22.4, 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 Aug NTPC was trading at 413.25. The strike last trading price was 22.4, which was -0.50 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4500


On 2 Aug NTPC was trading at 419.70. The strike last trading price was 22.9, 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 1 Aug NTPC was trading at 423.45. The strike last trading price was 22.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -1500 which decreased total open position to 0


On 31 Jul NTPC was trading at 416.00. The strike last trading price was 22.9, which was 3.40 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6000


On 30 Jul NTPC was trading at 406.95. The strike last trading price was 19.5, which was 6.45 higher than the previous day. The implied volatity was -, the open interest changed by -1500 which decreased total open position to 4500


On 29 Jul NTPC was trading at 393.90. The strike last trading price was 13.05, which was -9.50 lower than the previous day. The implied volatity was -, the open interest changed by 6000 which increased total open position to 6000


On 26 Jul NTPC was trading at 396.30. The strike last trading price was 22.55, 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 405 PE
Date Close Ltp Change Volume Change OI OI
16 Sept 411.10 3.2 -4.70 89,88,000 17,52,000 24,28,500
13 Sept 401.40 7.9 0.40 43,26,000 -1,09,500 6,82,500
12 Sept 404.85 7.5 -9.95 24,49,500 1,29,000 8,29,500
11 Sept 389.65 17.45 6.70 5,80,500 -27,000 7,00,500
10 Sept 396.30 10.75 -6.50 5,46,000 -10,500 7,27,500
9 Sept 389.85 17.25 2.20 5,52,000 -1,02,000 7,36,500
6 Sept 394.80 15.05 5.75 17,86,500 -1,54,500 8,38,500
5 Sept 403.25 9.3 0.80 32,46,000 1,92,000 9,90,000
4 Sept 405.10 8.5 0.65 46,99,500 2,43,000 7,92,000
3 Sept 406.40 7.85 0.85 13,29,000 1,96,500 5,50,500
2 Sept 410.00 7 1.55 22,29,000 7,500 3,55,500
30 Aug 416.20 5.45 -2.35 15,16,500 27,000 3,58,500
29 Aug 409.90 7.8 -0.95 12,28,500 54,000 3,37,500
28 Aug 409.05 8.75 0.85 5,53,500 63,000 2,83,500
27 Aug 409.65 7.9 1.20 2,92,500 9,000 2,19,000
26 Aug 414.85 6.7 -4.50 3,84,000 78,000 2,07,000
23 Aug 401.95 11.2 0.35 75,000 22,500 1,29,000
22 Aug 403.35 10.85 1.95 78,000 39,000 1,05,000
21 Aug 408.95 8.9 -0.95 16,500 7,500 66,000
20 Aug 406.25 9.85 -1.85 27,000 15,000 58,500
19 Aug 403.10 11.7 -1.00 52,500 28,500 31,500
16 Aug 398.05 12.7 0.00 0 0 0
14 Aug 396.35 12.7 0.00 0 0 0
13 Aug 396.20 12.7 0.00 0 0 3,000
12 Aug 400.85 12.7 -16.25 6,000 0 1,500
9 Aug 410.65 28.95 0.00 0 0 0
8 Aug 407.70 28.95 0.00 0 0 0
7 Aug 416.30 28.95 0.00 0 0 0
6 Aug 415.00 28.95 0.00 0 0 0
5 Aug 413.25 28.95 0.00 0 0 0
2 Aug 419.70 28.95 0.00 0 0 0
1 Aug 423.45 28.95 0.00 0 0 0
31 Jul 416.00 28.95 0.00 0 1,500 0
30 Jul 406.95 28.95 -0.35 1,500 0 0
29 Jul 393.90 29.3 0.00 0 0 0
26 Jul 396.30 29.3 0 0 0


For Ntpc Ltd - strike price 405 expiring on 26SEP2024

Delta for 405 PE is -

Historical price for 405 PE is as follows

On 16 Sept NTPC was trading at 411.10. The strike last trading price was 3.2, which was -4.70 lower than the previous day. The implied volatity was -, the open interest changed by 1752000 which increased total open position to 2428500


On 13 Sept NTPC was trading at 401.40. The strike last trading price was 7.9, which was 0.40 higher than the previous day. The implied volatity was -, the open interest changed by -109500 which decreased total open position to 682500


On 12 Sept NTPC was trading at 404.85. The strike last trading price was 7.5, which was -9.95 lower than the previous day. The implied volatity was -, the open interest changed by 129000 which increased total open position to 829500


On 11 Sept NTPC was trading at 389.65. The strike last trading price was 17.45, which was 6.70 higher than the previous day. The implied volatity was -, the open interest changed by -27000 which decreased total open position to 700500


On 10 Sept NTPC was trading at 396.30. The strike last trading price was 10.75, which was -6.50 lower than the previous day. The implied volatity was -, the open interest changed by -10500 which decreased total open position to 727500


On 9 Sept NTPC was trading at 389.85. The strike last trading price was 17.25, which was 2.20 higher than the previous day. The implied volatity was -, the open interest changed by -102000 which decreased total open position to 736500


On 6 Sept NTPC was trading at 394.80. The strike last trading price was 15.05, which was 5.75 higher than the previous day. The implied volatity was -, the open interest changed by -154500 which decreased total open position to 838500


On 5 Sept NTPC was trading at 403.25. The strike last trading price was 9.3, which was 0.80 higher than the previous day. The implied volatity was -, the open interest changed by 192000 which increased total open position to 990000


On 4 Sept NTPC was trading at 405.10. The strike last trading price was 8.5, which was 0.65 higher than the previous day. The implied volatity was -, the open interest changed by 243000 which increased total open position to 792000


On 3 Sept NTPC was trading at 406.40. The strike last trading price was 7.85, which was 0.85 higher than the previous day. The implied volatity was -, the open interest changed by 196500 which increased total open position to 550500


On 2 Sept NTPC was trading at 410.00. The strike last trading price was 7, which was 1.55 higher than the previous day. The implied volatity was -, the open interest changed by 7500 which increased total open position to 355500


On 30 Aug NTPC was trading at 416.20. The strike last trading price was 5.45, which was -2.35 lower than the previous day. The implied volatity was -, the open interest changed by 27000 which increased total open position to 358500


On 29 Aug NTPC was trading at 409.90. The strike last trading price was 7.8, which was -0.95 lower than the previous day. The implied volatity was -, the open interest changed by 54000 which increased total open position to 337500


On 28 Aug NTPC was trading at 409.05. The strike last trading price was 8.75, which was 0.85 higher than the previous day. The implied volatity was -, the open interest changed by 63000 which increased total open position to 283500


On 27 Aug NTPC was trading at 409.65. The strike last trading price was 7.9, which was 1.20 higher than the previous day. The implied volatity was -, the open interest changed by 9000 which increased total open position to 219000


On 26 Aug NTPC was trading at 414.85. The strike last trading price was 6.7, which was -4.50 lower than the previous day. The implied volatity was -, the open interest changed by 78000 which increased total open position to 207000


On 23 Aug NTPC was trading at 401.95. The strike last trading price was 11.2, which was 0.35 higher than the previous day. The implied volatity was -, the open interest changed by 22500 which increased total open position to 129000


On 22 Aug NTPC was trading at 403.35. The strike last trading price was 10.85, which was 1.95 higher than the previous day. The implied volatity was -, the open interest changed by 39000 which increased total open position to 105000


On 21 Aug NTPC was trading at 408.95. The strike last trading price was 8.9, which was -0.95 lower than the previous day. The implied volatity was -, the open interest changed by 7500 which increased total open position to 66000


On 20 Aug NTPC was trading at 406.25. The strike last trading price was 9.85, which was -1.85 lower than the previous day. The implied volatity was -, the open interest changed by 15000 which increased total open position to 58500


On 19 Aug NTPC was trading at 403.10. The strike last trading price was 11.7, which was -1.00 lower than the previous day. The implied volatity was -, the open interest changed by 28500 which increased total open position to 31500


On 16 Aug NTPC was trading at 398.05. The strike last trading price was 12.7, 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 Aug NTPC was trading at 396.35. The strike last trading price was 12.7, 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 Aug NTPC was trading at 396.20. The strike last trading price was 12.7, 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 3000


On 12 Aug NTPC was trading at 400.85. The strike last trading price was 12.7, which was -16.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1500


On 9 Aug NTPC was trading at 410.65. The strike last trading price was 28.95, 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 Aug NTPC was trading at 407.70. The strike last trading price was 28.95, 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 Aug NTPC was trading at 416.30. The strike last trading price was 28.95, 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 Aug NTPC was trading at 415.00. The strike last trading price was 28.95, 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 Aug NTPC was trading at 413.25. The strike last trading price was 28.95, 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 2 Aug NTPC was trading at 419.70. The strike last trading price was 28.95, 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 1 Aug NTPC was trading at 423.45. The strike last trading price was 28.95, 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 31 Jul NTPC was trading at 416.00. The strike last trading price was 28.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 1500 which increased total open position to 0


On 30 Jul NTPC was trading at 406.95. The strike last trading price was 28.95, which was -0.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 29 Jul NTPC was trading at 393.90. The strike last trading price was 29.3, 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 Jul NTPC was trading at 396.30. The strike last trading price was 29.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0