NTPC
Ntpc Ltd
Historical option data for NTPC
14 Nov 2024 04:10 PM IST
| NTPC 28NOV2024 405 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.08
Vega: 0.11
Theta: -0.12
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 372.50 | 0.75 | -0.85 | 27.87 | 2,712 | 93 | 1,929 | |||
| 13 Nov | 381.35 | 1.6 | -0.35 | 27.18 | 3,406 | 263 | 1,839 | |||
| 12 Nov | 380.30 | 1.95 | -2.85 | 28.17 | 3,216 | 121 | 1,596 | |||
| 11 Nov | 392.55 | 4.8 | -1.10 | 26.06 | 3,095 | 315 | 1,481 | |||
| 8 Nov | 397.65 | 5.9 | -3.70 | 23.82 | 2,499 | 263 | 1,162 | |||
| 7 Nov | 403.80 | 9.6 | -2.65 | 23.19 | 1,500 | 267 | 896 | |||
| 6 Nov | 408.90 | 12.25 | 2.35 | 21.70 | 3,338 | -200 | 634 | |||
| 5 Nov | 403.10 | 9.9 | -0.55 | 23.80 | 2,121 | 179 | 836 | |||
| 4 Nov | 400.95 | 10.45 | -6.10 | 26.74 | 2,008 | 375 | 656 | |||
| 1 Nov | 411.35 | 16.55 | 0.65 | 24.87 | 91 | -27 | 282 | |||
| 31 Oct | 408.15 | 15.9 | 0.60 | - | 1,112 | 138 | 309 | |||
| 30 Oct | 408.50 | 15.3 | -2.15 | - | 206 | 43 | 161 | |||
| 29 Oct | 412.15 | 17.45 | 3.55 | - | 406 | 30 | 120 | |||
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| 28 Oct | 403.90 | 13.9 | 0.65 | - | 319 | 5 | 92 | |||
| 25 Oct | 398.90 | 13.25 | -5.60 | - | 334 | 66 | 87 | |||
| 24 Oct | 411.90 | 18.85 | 0.95 | - | 29 | 12 | 21 | |||
| 23 Oct | 408.30 | 17.9 | -28.55 | - | 22 | 9 | 9 | |||
| 22 Oct | 415.75 | 46.45 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 425.00 | 46.45 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 424.95 | 46.45 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 417.75 | 46.45 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 424.25 | 46.45 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 426.60 | 46.45 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 424.50 | 46.45 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 422.50 | 46.45 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 422.70 | 46.45 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 418.45 | 46.45 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 420.95 | 46.45 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 415.45 | 46.45 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 430.45 | 46.45 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 435.35 | 46.45 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 440.10 | 46.45 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 443.20 | 46.45 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Sept | 436.90 | 46.45 | - | 0 | 0 | 0 | ||||
For Ntpc Ltd - strike price 405 expiring on 28NOV2024
Delta for 405 CE is 0.08
Historical price for 405 CE is as follows
On 14 Nov NTPC was trading at 372.50. The strike last trading price was 0.75, which was -0.85 lower than the previous day. The implied volatity was 27.87, the open interest changed by 93 which increased total open position to 1929
On 13 Nov NTPC was trading at 381.35. The strike last trading price was 1.6, which was -0.35 lower than the previous day. The implied volatity was 27.18, the open interest changed by 263 which increased total open position to 1839
On 12 Nov NTPC was trading at 380.30. The strike last trading price was 1.95, which was -2.85 lower than the previous day. The implied volatity was 28.17, the open interest changed by 121 which increased total open position to 1596
On 11 Nov NTPC was trading at 392.55. The strike last trading price was 4.8, which was -1.10 lower than the previous day. The implied volatity was 26.06, the open interest changed by 315 which increased total open position to 1481
On 8 Nov NTPC was trading at 397.65. The strike last trading price was 5.9, which was -3.70 lower than the previous day. The implied volatity was 23.82, the open interest changed by 263 which increased total open position to 1162
On 7 Nov NTPC was trading at 403.80. The strike last trading price was 9.6, which was -2.65 lower than the previous day. The implied volatity was 23.19, the open interest changed by 267 which increased total open position to 896
On 6 Nov NTPC was trading at 408.90. The strike last trading price was 12.25, which was 2.35 higher than the previous day. The implied volatity was 21.70, the open interest changed by -200 which decreased total open position to 634
On 5 Nov NTPC was trading at 403.10. The strike last trading price was 9.9, which was -0.55 lower than the previous day. The implied volatity was 23.80, the open interest changed by 179 which increased total open position to 836
On 4 Nov NTPC was trading at 400.95. The strike last trading price was 10.45, which was -6.10 lower than the previous day. The implied volatity was 26.74, the open interest changed by 375 which increased total open position to 656
On 1 Nov NTPC was trading at 411.35. The strike last trading price was 16.55, which was 0.65 higher than the previous day. The implied volatity was 24.87, the open interest changed by -27 which decreased total open position to 282
On 31 Oct NTPC was trading at 408.15. The strike last trading price was 15.9, which was 0.60 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct NTPC was trading at 408.50. The strike last trading price was 15.3, which was -2.15 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct NTPC was trading at 412.15. The strike last trading price was 17.45, which was 3.55 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct NTPC was trading at 403.90. The strike last trading price was 13.9, which was 0.65 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct NTPC was trading at 398.90. The strike last trading price was 13.25, which was -5.60 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct NTPC was trading at 411.90. The strike last trading price was 18.85, which was 0.95 higher 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 17.9, which was -28.55 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct NTPC was trading at 415.75. The strike last trading price was 46.45, 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 46.45, 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 46.45, 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 17 Oct NTPC was trading at 417.75. The strike last trading price was 46.45, 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 16 Oct NTPC was trading at 424.25. The strike last trading price was 46.45, 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 46.45, 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 14 Oct NTPC was trading at 424.50. The strike last trading price was 46.45, 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 46.45, 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 10 Oct NTPC was trading at 422.70. The strike last trading price was 46.45, 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 46.45, 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 46.45, 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 46.45, 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 4 Oct NTPC was trading at 430.45. The strike last trading price was 46.45, 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 3 Oct NTPC was trading at 435.35. The strike last trading price was 46.45, 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 46.45, 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 46.45, 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 27 Sept NTPC was trading at 436.90. The strike last trading price was 46.45, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| NTPC 28NOV2024 405 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.90
Vega: 0.13
Theta: -0.04
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 372.50 | 31.05 | 6.15 | 30.36 | 38 | -7 | 336 |
| 13 Nov | 381.35 | 24.9 | -0.10 | 29.36 | 113 | -1 | 342 |
| 12 Nov | 380.30 | 25 | 10.00 | 28.77 | 150 | -38 | 359 |
| 11 Nov | 392.55 | 15 | 1.70 | 26.64 | 416 | -34 | 397 |
| 8 Nov | 397.65 | 13.3 | 4.90 | 25.54 | 797 | 60 | 429 |
| 7 Nov | 403.80 | 8.4 | 2.25 | 23.38 | 1,182 | -31 | 374 |
| 6 Nov | 408.90 | 6.15 | -4.00 | 22.71 | 1,328 | 104 | 405 |
| 5 Nov | 403.10 | 10.15 | -2.50 | 25.90 | 484 | 64 | 300 |
| 4 Nov | 400.95 | 12.65 | 3.20 | 29.43 | 882 | -4 | 235 |
| 1 Nov | 411.35 | 9.45 | -2.05 | 31.37 | 36 | -6 | 241 |
| 31 Oct | 408.15 | 11.5 | -0.35 | - | 448 | 100 | 247 |
| 30 Oct | 408.50 | 11.85 | 1.15 | - | 167 | 58 | 146 |
| 29 Oct | 412.15 | 10.7 | -3.90 | - | 200 | 38 | 89 |
| 28 Oct | 403.90 | 14.6 | -6.15 | - | 40 | 10 | 50 |
| 25 Oct | 398.90 | 20.75 | 8.65 | - | 39 | 19 | 40 |
| 24 Oct | 411.90 | 12.1 | -1.25 | - | 8 | 2 | 20 |
| 23 Oct | 408.30 | 13.35 | 5.40 | - | 19 | 1 | 17 |
| 22 Oct | 415.75 | 7.95 | 0.00 | - | 0 | 6 | 0 |
| 21 Oct | 425.00 | 7.95 | 1.95 | - | 8 | 0 | 10 |
| 18 Oct | 424.95 | 6 | 0.00 | - | 5 | 0 | 9 |
| 17 Oct | 417.75 | 6 | 0.20 | - | 1 | 0 | 8 |
| 16 Oct | 424.25 | 5.8 | -1.90 | - | 5 | 4 | 8 |
| 15 Oct | 426.60 | 7.7 | 0.00 | - | 0 | 2 | 0 |
| 14 Oct | 424.50 | 7.7 | 0.20 | - | 2 | 1 | 3 |
| 11 Oct | 422.50 | 7.5 | 0.50 | - | 1 | 0 | 1 |
| 10 Oct | 422.70 | 7 | -4.75 | - | 1 | 0 | 0 |
| 9 Oct | 418.45 | 11.75 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 420.95 | 11.75 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 415.45 | 11.75 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 430.45 | 11.75 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 435.35 | 11.75 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 440.10 | 11.75 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 443.20 | 11.75 | 0.00 | - | 0 | 0 | 0 |
| 27 Sept | 436.90 | 11.75 | - | 0 | 0 | 0 | |
For Ntpc Ltd - strike price 405 expiring on 28NOV2024
Delta for 405 PE is -0.90
Historical price for 405 PE is as follows
On 14 Nov NTPC was trading at 372.50. The strike last trading price was 31.05, which was 6.15 higher than the previous day. The implied volatity was 30.36, the open interest changed by -7 which decreased total open position to 336
On 13 Nov NTPC was trading at 381.35. The strike last trading price was 24.9, which was -0.10 lower than the previous day. The implied volatity was 29.36, the open interest changed by -1 which decreased total open position to 342
On 12 Nov NTPC was trading at 380.30. The strike last trading price was 25, which was 10.00 higher than the previous day. The implied volatity was 28.77, the open interest changed by -38 which decreased total open position to 359
On 11 Nov NTPC was trading at 392.55. The strike last trading price was 15, which was 1.70 higher than the previous day. The implied volatity was 26.64, the open interest changed by -34 which decreased total open position to 397
On 8 Nov NTPC was trading at 397.65. The strike last trading price was 13.3, which was 4.90 higher than the previous day. The implied volatity was 25.54, the open interest changed by 60 which increased total open position to 429
On 7 Nov NTPC was trading at 403.80. The strike last trading price was 8.4, which was 2.25 higher than the previous day. The implied volatity was 23.38, the open interest changed by -31 which decreased total open position to 374
On 6 Nov NTPC was trading at 408.90. The strike last trading price was 6.15, which was -4.00 lower than the previous day. The implied volatity was 22.71, the open interest changed by 104 which increased total open position to 405
On 5 Nov NTPC was trading at 403.10. The strike last trading price was 10.15, which was -2.50 lower than the previous day. The implied volatity was 25.90, the open interest changed by 64 which increased total open position to 300
On 4 Nov NTPC was trading at 400.95. The strike last trading price was 12.65, which was 3.20 higher than the previous day. The implied volatity was 29.43, the open interest changed by -4 which decreased total open position to 235
On 1 Nov NTPC was trading at 411.35. The strike last trading price was 9.45, which was -2.05 lower than the previous day. The implied volatity was 31.37, the open interest changed by -6 which decreased total open position to 241
On 31 Oct NTPC was trading at 408.15. The strike last trading price was 11.5, which was -0.35 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct NTPC was trading at 408.50. The strike last trading price was 11.85, which was 1.15 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct NTPC was trading at 412.15. The strike last trading price was 10.7, which was -3.90 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct NTPC was trading at 403.90. The strike last trading price was 14.6, which was -6.15 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct NTPC was trading at 398.90. The strike last trading price was 20.75, which was 8.65 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct NTPC was trading at 411.90. The strike last trading price was 12.1, which was -1.25 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 13.35, which was 5.40 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct NTPC was trading at 415.75. The strike last trading price was 7.95, 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 7.95, which was 1.95 higher 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 6, 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 17 Oct NTPC was trading at 417.75. The strike last trading price was 6, which was 0.20 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 16 Oct NTPC was trading at 424.25. The strike last trading price was 5.8, which was -1.90 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 7.7, 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 14 Oct NTPC was trading at 424.50. The strike last trading price was 7.7, which was 0.20 higher 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 7.5, which was 0.50 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 10 Oct NTPC was trading at 422.70. The strike last trading price was 7, which was -4.75 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 11.75, 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 11.75, 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 11.75, 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 4 Oct NTPC was trading at 430.45. The strike last trading price was 11.75, 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 3 Oct NTPC was trading at 435.35. The strike last trading price was 11.75, 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 11.75, 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 11.75, 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 27 Sept NTPC was trading at 436.90. The strike last trading price was 11.75, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
