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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 410 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
20 Dec 333.25 0.1 0.00 - 162 -19 1,010
19 Dec 337.40 0.1 -0.05 - 276 -114 1,030
18 Dec 341.75 0.15 0.00 - 320 16 1,153
17 Dec 349.05 0.15 0.00 46.44 152 -92 1,141
16 Dec 352.90 0.15 -0.05 41.54 94 -29 1,233
13 Dec 357.15 0.2 0.00 34.80 524 -235 1,263
12 Dec 355.60 0.2 -0.10 34.57 547 -30 1,498
11 Dec 365.50 0.3 -0.10 29.47 103 -5 1,534
10 Dec 369.15 0.4 -0.05 28.15 743 -183 1,539
9 Dec 369.85 0.45 -0.05 27.55 695 23 1,722
6 Dec 369.50 0.5 -0.10 25.60 1,182 31 1,701
5 Dec 369.15 0.6 -0.10 26.10 2,495 26 1,670
4 Dec 372.75 0.7 0.10 24.54 2,842 268 1,640
3 Dec 367.45 0.6 0.15 25.76 2,352 -34 1,372
2 Dec 358.20 0.45 -0.20 28.52 742 50 1,409
29 Nov 363.65 0.65 -0.45 26.38 2,204 527 1,346
28 Nov 362.05 1.1 -0.50 27.90 849 189 811
27 Nov 369.30 1.6 0.10 27.58 542 60 621
26 Nov 361.65 1.5 -0.35 30.87 162 34 560
25 Nov 368.40 1.85 0.20 28.14 720 260 523
22 Nov 365.45 1.65 -0.10 28.12 271 10 273
21 Nov 356.15 1.75 -0.80 31.91 118 16 262
20 Nov 366.70 2.55 0.00 29.16 259 3 245
19 Nov 366.70 2.55 0.00 29.16 259 2 245
18 Nov 366.70 2.55 -0.70 28.80 372 128 243
14 Nov 372.50 3.25 -1.80 25.94 125 39 116
13 Nov 381.35 5.05 0.35 26.24 68 27 77
12 Nov 380.30 4.7 -4.30 25.14 68 26 51
11 Nov 392.55 9 -2.10 25.15 28 -6 24
8 Nov 397.65 11.1 -2.90 25.96 10 4 30
7 Nov 403.80 14 -1.90 24.15 25 11 26
6 Nov 408.90 15.9 1.15 22.42 2 0 15
5 Nov 403.10 14.75 0.15 25.55 10 9 14
4 Nov 400.95 14.6 -7.65 26.49 5 3 5
1 Nov 411.35 22.25 -27.00 28.67 1 0 1
24 Oct 411.90 49.25 0.00 - 0 0 0
23 Oct 408.30 49.25 0.00 - 0 0 0
21 Oct 425.00 49.25 0.00 - 0 0 0
18 Oct 424.95 49.25 0.00 - 0 0 0
15 Oct 426.60 49.25 0.00 - 0 0 0
11 Oct 422.50 49.25 0.00 - 0 0 0
9 Oct 418.45 49.25 0.00 - 0 0 0
8 Oct 420.95 49.25 0.00 - 0 0 0
7 Oct 415.45 49.25 0.00 - 0 0 0
1 Oct 440.10 49.25 0.00 - 0 0 0
30 Sept 443.20 49.25 - 0 0 0


For Ntpc Ltd - strike price 410 expiring on 26DEC2024

Delta for 410 CE is -

Historical price for 410 CE is as follows

On 20 Dec NTPC was trading at 333.25. The strike last trading price was 0.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -19 which decreased total open position to 1010


On 19 Dec NTPC was trading at 337.40. 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 -114 which decreased total open position to 1030


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 -, the open interest changed by 16 which increased total open position to 1153


On 17 Dec NTPC was trading at 349.05. The strike last trading price was 0.15, which was 0.00 lower than the previous day. The implied volatity was 46.44, the open interest changed by -92 which decreased total open position to 1141


On 16 Dec NTPC was trading at 352.90. The strike last trading price was 0.15, which was -0.05 lower than the previous day. The implied volatity was 41.54, the open interest changed by -29 which decreased total open position to 1233


On 13 Dec NTPC was trading at 357.15. The strike last trading price was 0.2, which was 0.00 lower than the previous day. The implied volatity was 34.80, the open interest changed by -235 which decreased total open position to 1263


On 12 Dec NTPC was trading at 355.60. The strike last trading price was 0.2, which was -0.10 lower than the previous day. The implied volatity was 34.57, the open interest changed by -30 which decreased total open position to 1498


On 11 Dec NTPC was trading at 365.50. The strike last trading price was 0.3, which was -0.10 lower than the previous day. The implied volatity was 29.47, the open interest changed by -5 which decreased total open position to 1534


On 10 Dec NTPC was trading at 369.15. The strike last trading price was 0.4, which was -0.05 lower than the previous day. The implied volatity was 28.15, the open interest changed by -183 which decreased total open position to 1539


On 9 Dec NTPC was trading at 369.85. The strike last trading price was 0.45, which was -0.05 lower than the previous day. The implied volatity was 27.55, the open interest changed by 23 which increased total open position to 1722


On 6 Dec NTPC was trading at 369.50. The strike last trading price was 0.5, which was -0.10 lower than the previous day. The implied volatity was 25.60, the open interest changed by 31 which increased total open position to 1701


On 5 Dec NTPC was trading at 369.15. The strike last trading price was 0.6, which was -0.10 lower than the previous day. The implied volatity was 26.10, the open interest changed by 26 which increased total open position to 1670


On 4 Dec NTPC was trading at 372.75. The strike last trading price was 0.7, which was 0.10 higher than the previous day. The implied volatity was 24.54, the open interest changed by 268 which increased total open position to 1640


On 3 Dec NTPC was trading at 367.45. The strike last trading price was 0.6, which was 0.15 higher than the previous day. The implied volatity was 25.76, the open interest changed by -34 which decreased total open position to 1372


On 2 Dec NTPC was trading at 358.20. The strike last trading price was 0.45, which was -0.20 lower than the previous day. The implied volatity was 28.52, the open interest changed by 50 which increased total open position to 1409


On 29 Nov NTPC was trading at 363.65. The strike last trading price was 0.65, which was -0.45 lower than the previous day. The implied volatity was 26.38, the open interest changed by 527 which increased total open position to 1346


On 28 Nov NTPC was trading at 362.05. The strike last trading price was 1.1, which was -0.50 lower than the previous day. The implied volatity was 27.90, the open interest changed by 189 which increased total open position to 811


On 27 Nov NTPC was trading at 369.30. The strike last trading price was 1.6, which was 0.10 higher than the previous day. The implied volatity was 27.58, the open interest changed by 60 which increased total open position to 621


On 26 Nov NTPC was trading at 361.65. The strike last trading price was 1.5, which was -0.35 lower than the previous day. The implied volatity was 30.87, the open interest changed by 34 which increased total open position to 560


On 25 Nov NTPC was trading at 368.40. The strike last trading price was 1.85, which was 0.20 higher than the previous day. The implied volatity was 28.14, the open interest changed by 260 which increased total open position to 523


On 22 Nov NTPC was trading at 365.45. The strike last trading price was 1.65, which was -0.10 lower than the previous day. The implied volatity was 28.12, the open interest changed by 10 which increased total open position to 273


On 21 Nov NTPC was trading at 356.15. The strike last trading price was 1.75, which was -0.80 lower than the previous day. The implied volatity was 31.91, the open interest changed by 16 which increased total open position to 262


On 20 Nov NTPC was trading at 366.70. The strike last trading price was 2.55, which was 0.00 lower than the previous day. The implied volatity was 29.16, the open interest changed by 3 which increased total open position to 245


On 19 Nov NTPC was trading at 366.70. The strike last trading price was 2.55, which was 0.00 lower than the previous day. The implied volatity was 29.16, the open interest changed by 2 which increased total open position to 245


On 18 Nov NTPC was trading at 366.70. The strike last trading price was 2.55, which was -0.70 lower than the previous day. The implied volatity was 28.80, the open interest changed by 128 which increased total open position to 243


On 14 Nov NTPC was trading at 372.50. The strike last trading price was 3.25, which was -1.80 lower than the previous day. The implied volatity was 25.94, the open interest changed by 39 which increased total open position to 116


On 13 Nov NTPC was trading at 381.35. The strike last trading price was 5.05, which was 0.35 higher than the previous day. The implied volatity was 26.24, the open interest changed by 27 which increased total open position to 77


On 12 Nov NTPC was trading at 380.30. The strike last trading price was 4.7, which was -4.30 lower than the previous day. The implied volatity was 25.14, the open interest changed by 26 which increased total open position to 51


On 11 Nov NTPC was trading at 392.55. The strike last trading price was 9, which was -2.10 lower than the previous day. The implied volatity was 25.15, the open interest changed by -6 which decreased total open position to 24


On 8 Nov NTPC was trading at 397.65. The strike last trading price was 11.1, which was -2.90 lower than the previous day. The implied volatity was 25.96, the open interest changed by 4 which increased total open position to 30


On 7 Nov NTPC was trading at 403.80. The strike last trading price was 14, which was -1.90 lower than the previous day. The implied volatity was 24.15, the open interest changed by 11 which increased total open position to 26


On 6 Nov NTPC was trading at 408.90. The strike last trading price was 15.9, which was 1.15 higher than the previous day. The implied volatity was 22.42, the open interest changed by 0 which decreased total open position to 15


On 5 Nov NTPC was trading at 403.10. The strike last trading price was 14.75, which was 0.15 higher than the previous day. The implied volatity was 25.55, the open interest changed by 9 which increased total open position to 14


On 4 Nov NTPC was trading at 400.95. The strike last trading price was 14.6, which was -7.65 lower than the previous day. The implied volatity was 26.49, the open interest changed by 3 which increased total open position to 5


On 1 Nov NTPC was trading at 411.35. The strike last trading price was 22.25, which was -27.00 lower than the previous day. The implied volatity was 28.67, the open interest changed by 0 which decreased total open position to 1


On 24 Oct NTPC was trading at 411.90. The strike last trading price was 49.25, 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 23 Oct NTPC was trading at 408.30. The strike last trading price was 49.25, 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 49.25, 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 49.25, 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 49.25, 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 49.25, 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 49.25, 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 49.25, 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 49.25, 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 49.25, 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 49.25, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


NTPC 26DEC2024 410 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
20 Dec 333.25 74.35 20.35 - 2 0 176
19 Dec 337.40 54 0.00 0.00 0 0 0
18 Dec 341.75 54 0.00 0.00 0 0 0
17 Dec 349.05 54 0.00 0.00 0 0 0
16 Dec 352.90 54 0.00 0.00 0 0 0
13 Dec 357.15 54 0.00 0.00 0 -1 0
12 Dec 355.60 54 13.50 48.09 2 -1 176
11 Dec 365.50 40.5 0.00 0.00 0 0 0
10 Dec 369.15 40.5 0.15 35.85 1 0 177
9 Dec 369.85 40.35 0.00 0.00 0 3 0
6 Dec 369.50 40.35 -0.25 37.86 5 1 175
5 Dec 369.15 40.6 3.00 37.19 9 -4 174
4 Dec 372.75 37.6 -7.50 35.06 2 -1 178
3 Dec 367.45 45.1 0.00 0.00 0 0 0
2 Dec 358.20 45.1 0.00 0.00 0 16 0
29 Nov 363.65 45.1 1.60 29.85 49 15 178
28 Nov 362.05 43.5 4.35 32.17 11 10 162
27 Nov 369.30 39.15 -7.85 30.08 141 139 153
26 Nov 361.65 47 8.75 35.04 6 2 10
25 Nov 368.40 38.25 -13.90 22.05 6 -2 7
22 Nov 365.45 52.15 0.00 0.00 0 0 0
21 Nov 356.15 52.15 15.15 39.44 3 1 10
20 Nov 366.70 37 0.00 - 1 1 8
19 Nov 366.70 37 -4.00 - 1 0 8
18 Nov 366.70 41 5.00 27.82 1 0 7
14 Nov 372.50 36 9.00 28.46 4 2 5
13 Nov 381.35 27 -1.00 19.06 1 0 2
12 Nov 380.30 28 9.00 21.42 2 -1 1
11 Nov 392.55 19 0.00 0.00 0 0 0
8 Nov 397.65 19 3.60 25.05 2 0 2
7 Nov 403.80 15.4 -1.85 25.58 3 1 1
6 Nov 408.90 17.25 0.00 1.05 0 0 0
5 Nov 403.10 17.25 0.00 - 0 0 0
4 Nov 400.95 17.25 0.00 - 0 0 0
1 Nov 411.35 17.25 0.00 1.53 0 0 0
24 Oct 411.90 17.25 0.00 - 0 0 0
23 Oct 408.30 17.25 0.00 - 0 0 0
21 Oct 425.00 17.25 0.00 - 0 0 0
18 Oct 424.95 17.25 0.00 - 0 0 0
15 Oct 426.60 17.25 0.00 - 0 0 0
11 Oct 422.50 17.25 0.00 - 0 0 0
9 Oct 418.45 17.25 0.00 - 0 0 0
8 Oct 420.95 17.25 0.00 - 0 0 0
7 Oct 415.45 17.25 0.00 - 0 0 0
1 Oct 440.10 17.25 0.00 - 0 0 0
30 Sept 443.20 17.25 - 0 0 0


For Ntpc Ltd - strike price 410 expiring on 26DEC2024

Delta for 410 PE is -

Historical price for 410 PE is as follows

On 20 Dec NTPC was trading at 333.25. The strike last trading price was 74.35, which was 20.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 176


On 19 Dec NTPC was trading at 337.40. The strike last trading price was 54, 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 54, 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 54, 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 54, 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 54, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0


On 12 Dec NTPC was trading at 355.60. The strike last trading price was 54, which was 13.50 higher than the previous day. The implied volatity was 48.09, the open interest changed by -1 which decreased total open position to 176


On 11 Dec NTPC was trading at 365.50. The strike last trading price was 40.5, 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 10 Dec NTPC was trading at 369.15. The strike last trading price was 40.5, which was 0.15 higher than the previous day. The implied volatity was 35.85, the open interest changed by 0 which decreased total open position to 177


On 9 Dec NTPC was trading at 369.85. The strike last trading price was 40.35, 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 6 Dec NTPC was trading at 369.50. The strike last trading price was 40.35, which was -0.25 lower than the previous day. The implied volatity was 37.86, the open interest changed by 1 which increased total open position to 175


On 5 Dec NTPC was trading at 369.15. The strike last trading price was 40.6, which was 3.00 higher than the previous day. The implied volatity was 37.19, the open interest changed by -4 which decreased total open position to 174


On 4 Dec NTPC was trading at 372.75. The strike last trading price was 37.6, which was -7.50 lower than the previous day. The implied volatity was 35.06, the open interest changed by -1 which decreased total open position to 178


On 3 Dec NTPC was trading at 367.45. The strike last trading price was 45.1, 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 2 Dec NTPC was trading at 358.20. The strike last trading price was 45.1, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 16 which increased total open position to 0


On 29 Nov NTPC was trading at 363.65. The strike last trading price was 45.1, which was 1.60 higher than the previous day. The implied volatity was 29.85, the open interest changed by 15 which increased total open position to 178


On 28 Nov NTPC was trading at 362.05. The strike last trading price was 43.5, which was 4.35 higher than the previous day. The implied volatity was 32.17, the open interest changed by 10 which increased total open position to 162


On 27 Nov NTPC was trading at 369.30. The strike last trading price was 39.15, which was -7.85 lower than the previous day. The implied volatity was 30.08, the open interest changed by 139 which increased total open position to 153


On 26 Nov NTPC was trading at 361.65. The strike last trading price was 47, which was 8.75 higher than the previous day. The implied volatity was 35.04, the open interest changed by 2 which increased total open position to 10


On 25 Nov NTPC was trading at 368.40. The strike last trading price was 38.25, which was -13.90 lower than the previous day. The implied volatity was 22.05, the open interest changed by -2 which decreased total open position to 7


On 22 Nov NTPC was trading at 365.45. The strike last trading price was 52.15, 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 21 Nov NTPC was trading at 356.15. The strike last trading price was 52.15, which was 15.15 higher than the previous day. The implied volatity was 39.44, the open interest changed by 1 which increased total open position to 10


On 20 Nov NTPC was trading at 366.70. The strike last trading price was 37, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 8


On 19 Nov NTPC was trading at 366.70. The strike last trading price was 37, which was -4.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8


On 18 Nov NTPC was trading at 366.70. The strike last trading price was 41, which was 5.00 higher than the previous day. The implied volatity was 27.82, the open interest changed by 0 which decreased total open position to 7


On 14 Nov NTPC was trading at 372.50. The strike last trading price was 36, which was 9.00 higher than the previous day. The implied volatity was 28.46, the open interest changed by 2 which increased total open position to 5


On 13 Nov NTPC was trading at 381.35. The strike last trading price was 27, which was -1.00 lower than the previous day. The implied volatity was 19.06, the open interest changed by 0 which decreased total open position to 2


On 12 Nov NTPC was trading at 380.30. The strike last trading price was 28, which was 9.00 higher than the previous day. The implied volatity was 21.42, the open interest changed by -1 which decreased total open position to 1


On 11 Nov NTPC was trading at 392.55. The strike last trading price was 19, 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 8 Nov NTPC was trading at 397.65. The strike last trading price was 19, which was 3.60 higher than the previous day. The implied volatity was 25.05, the open interest changed by 0 which decreased total open position to 2


On 7 Nov NTPC was trading at 403.80. The strike last trading price was 15.4, which was -1.85 lower than the previous day. The implied volatity was 25.58, the open interest changed by 1 which increased total open position to 1


On 6 Nov NTPC was trading at 408.90. The strike last trading price was 17.25, which was 0.00 lower than the previous day. The implied volatity was 1.05, 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 17.25, 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 17.25, 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 Nov NTPC was trading at 411.35. The strike last trading price was 17.25, which was 0.00 lower than the previous day. The implied volatity was 1.53, the open interest changed by 0 which decreased total open position to 0


On 24 Oct NTPC was trading at 411.90. The strike last trading price was 17.25, 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 23 Oct NTPC was trading at 408.30. The strike last trading price was 17.25, 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 17.25, 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 17.25, 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 17.25, 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 17.25, 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 17.25, 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 17.25, 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 17.25, 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 17.25, 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 17.25, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to