NTPC
Ntpc Ltd
Historical option data for NTPC
11 Apr 2025 04:10 PM IST
| NTPC 24APR2025 410 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.03
Vega: 0.04
Theta: -0.06
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 11 Apr | 360.10 | 0.25 | 0 | 34.77 | 172 | 20 | 390 | |||
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| 9 Apr | 349.35 | 0.25 | -0.05 | 37.51 | 127 | 21 | 373 | |||
| 8 Apr | 352.95 | 0.25 | -0.05 | 34.92 | 335 | -13 | 353 | |||
| 7 Apr | 349.80 | 0.3 | 0.05 | 36.87 | 187 | -49 | 368 | |||
| 4 Apr | 350.40 | 0.2 | -0.1 | 31.19 | 114 | -19 | 416 | |||
| 3 Apr | 358.90 | 0.3 | 0.05 | 28.04 | 502 | 46 | 430 | |||
| 2 Apr | 351.75 | 0.25 | -0.05 | 30.30 | 132 | -26 | 384 | |||
| 1 Apr | 352.15 | 0.25 | -0.3 | 28.95 | 281 | -18 | 417 | |||
| 28 Mar | 357.60 | 0.55 | -0.5 | 28.12 | 774 | 193 | 435 | |||
| 27 Mar | 360.65 | 1.15 | 0.3 | 28.89 | 254 | 43 | 241 | |||
| 26 Mar | 354.65 | 0.85 | -0.8 | 31.47 | 202 | 46 | 189 | |||
| 25 Mar | 366.95 | 1.65 | -1.1 | 29.90 | 476 | 143 | 143 | |||
For Ntpc Ltd - strike price 410 expiring on 24APR2025
Delta for 410 CE is 0.03
Historical price for 410 CE is as follows
On 11 Apr NTPC was trading at 360.10. The strike last trading price was 0.25, which was 0 lower than the previous day. The implied volatity was 34.77, the open interest changed by 20 which increased total open position to 390
On 9 Apr NTPC was trading at 349.35. The strike last trading price was 0.25, which was -0.05 lower than the previous day. The implied volatity was 37.51, the open interest changed by 21 which increased total open position to 373
On 8 Apr NTPC was trading at 352.95. The strike last trading price was 0.25, which was -0.05 lower than the previous day. The implied volatity was 34.92, the open interest changed by -13 which decreased total open position to 353
On 7 Apr NTPC was trading at 349.80. The strike last trading price was 0.3, which was 0.05 higher than the previous day. The implied volatity was 36.87, the open interest changed by -49 which decreased total open position to 368
On 4 Apr NTPC was trading at 350.40. The strike last trading price was 0.2, which was -0.1 lower than the previous day. The implied volatity was 31.19, the open interest changed by -19 which decreased total open position to 416
On 3 Apr NTPC was trading at 358.90. The strike last trading price was 0.3, which was 0.05 higher than the previous day. The implied volatity was 28.04, the open interest changed by 46 which increased total open position to 430
On 2 Apr NTPC was trading at 351.75. The strike last trading price was 0.25, which was -0.05 lower than the previous day. The implied volatity was 30.30, the open interest changed by -26 which decreased total open position to 384
On 1 Apr NTPC was trading at 352.15. The strike last trading price was 0.25, which was -0.3 lower than the previous day. The implied volatity was 28.95, the open interest changed by -18 which decreased total open position to 417
On 28 Mar NTPC was trading at 357.60. The strike last trading price was 0.55, which was -0.5 lower than the previous day. The implied volatity was 28.12, the open interest changed by 193 which increased total open position to 435
On 27 Mar NTPC was trading at 360.65. The strike last trading price was 1.15, which was 0.3 higher than the previous day. The implied volatity was 28.89, the open interest changed by 43 which increased total open position to 241
On 26 Mar NTPC was trading at 354.65. The strike last trading price was 0.85, which was -0.8 lower than the previous day. The implied volatity was 31.47, the open interest changed by 46 which increased total open position to 189
On 25 Mar NTPC was trading at 366.95. The strike last trading price was 1.65, which was -1.1 lower than the previous day. The implied volatity was 29.90, the open interest changed by 143 which increased total open position to 143
| NTPC 24APR2025 410 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 11 Apr | 360.10 | 49.6 | 0 | 0.00 | 0 | 0 | 0 |
| 9 Apr | 349.35 | 49.6 | 0 | 0.00 | 0 | 0 | 0 |
| 8 Apr | 352.95 | 49.6 | 0 | 0.00 | 0 | 0 | 0 |
| 7 Apr | 349.80 | 49.6 | 0 | 0.00 | 0 | 0 | 0 |
| 4 Apr | 350.40 | 49.6 | 0 | 0.00 | 0 | 0 | 0 |
| 3 Apr | 358.90 | 49.6 | 3.45 | 37.17 | 2 | 0 | 8 |
| 2 Apr | 351.75 | 46.15 | 0 | 0.00 | 0 | 0 | 0 |
| 1 Apr | 352.15 | 46.15 | 0 | 0.00 | 0 | 7 | 0 |
| 28 Mar | 357.60 | 46.15 | -36.8 | - | 8 | 7 | 7 |
| 27 Mar | 360.65 | 82.95 | 0 | - | 0 | 0 | 0 |
| 26 Mar | 354.65 | 82.95 | 0 | - | 0 | 0 | 0 |
| 25 Mar | 366.95 | 82.95 | 0 | - | 0 | 0 | 0 |
For Ntpc Ltd - strike price 410 expiring on 24APR2025
Delta for 410 PE is 0.00
Historical price for 410 PE is as follows
On 11 Apr NTPC was trading at 360.10. The strike last trading price was 49.6, which was 0 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 Apr NTPC was trading at 349.35. The strike last trading price was 49.6, which was 0 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 8 Apr NTPC was trading at 352.95. The strike last trading price was 49.6, which was 0 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 7 Apr NTPC was trading at 349.80. The strike last trading price was 49.6, which was 0 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 4 Apr NTPC was trading at 350.40. The strike last trading price was 49.6, which was 0 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 3 Apr NTPC was trading at 358.90. The strike last trading price was 49.6, which was 3.45 higher than the previous day. The implied volatity was 37.17, the open interest changed by 0 which decreased total open position to 8
On 2 Apr NTPC was trading at 351.75. The strike last trading price was 46.15, which was 0 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 1 Apr NTPC was trading at 352.15. The strike last trading price was 46.15, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 7 which increased total open position to 0
On 28 Mar NTPC was trading at 357.60. The strike last trading price was 46.15, which was -36.8 lower than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 7
On 27 Mar NTPC was trading at 360.65. The strike last trading price was 82.95, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 26 Mar NTPC was trading at 354.65. The strike last trading price was 82.95, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 25 Mar NTPC was trading at 366.95. The strike last trading price was 82.95, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
