NTPC
Ntpc Ltd
Historical option data for NTPC
21 Nov 2024 04:10 PM IST
| NTPC 28NOV2024 415 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.02
Vega: 0.02
Theta: -0.08
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 356.15 | 0.15 | -0.10 | 49.53 | 418 | -65 | 2,896 | |||
| 20 Nov | 366.70 | 0.25 | 0.00 | 39.72 | 492 | -13 | 2,962 | |||
| 19 Nov | 366.70 | 0.25 | -0.10 | 39.72 | 492 | -12 | 2,962 | |||
| 18 Nov | 366.70 | 0.35 | -0.05 | 39.95 | 639 | -79 | 2,974 | |||
| 14 Nov | 372.50 | 0.4 | -0.50 | 30.12 | 1,443 | -240 | 3,047 | |||
| 13 Nov | 381.35 | 0.9 | -0.10 | 29.52 | 3,042 | -178 | 3,811 | |||
| 12 Nov | 380.30 | 1 | -1.45 | 29.37 | 2,481 | 230 | 3,999 | |||
| 11 Nov | 392.55 | 2.45 | -0.55 | 26.46 | 1,903 | 159 | 3,770 | |||
| 8 Nov | 397.65 | 3 | -1.95 | 23.83 | 2,236 | 177 | 3,614 | |||
| 7 Nov | 403.80 | 4.95 | -1.80 | 22.01 | 2,679 | 909 | 3,437 | |||
| 6 Nov | 408.90 | 6.75 | 1.40 | 20.79 | 4,187 | 298 | 2,527 | |||
| 5 Nov | 403.10 | 5.35 | -0.80 | 22.74 | 3,295 | 1,200 | 2,232 | |||
| 4 Nov | 400.95 | 6.15 | -5.40 | 25.91 | 2,246 | 403 | 1,039 | |||
| 1 Nov | 411.35 | 11.55 | 0.25 | 26.04 | 270 | 47 | 635 | |||
| 31 Oct | 408.15 | 11.3 | 0.65 | - | 964 | 105 | 583 | |||
| 30 Oct | 408.50 | 10.65 | -2.05 | - | 813 | 147 | 482 | |||
| 29 Oct | 412.15 | 12.7 | 3.15 | - | 986 | 204 | 339 | |||
| 28 Oct | 403.90 | 9.55 | 0.30 | - | 273 | -2 | 135 | |||
| 25 Oct | 398.90 | 9.25 | -4.65 | - | 548 | 57 | 137 | |||
| 24 Oct | 411.90 | 13.9 | 0.75 | - | 82 | 13 | 78 | |||
| 23 Oct | 408.30 | 13.15 | -2.85 | - | 130 | 54 | 67 | |||
| 22 Oct | 415.75 | 16 | -3.95 | - | 14 | 9 | 12 | |||
| 21 Oct | 425.00 | 19.95 | -1.20 | - | 3 | 1 | 3 | |||
| 18 Oct | 424.95 | 21.15 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 417.75 | 21.15 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 424.25 | 21.15 | -0.50 | - | 2 | 0 | 2 | |||
| 15 Oct | 426.60 | 21.65 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 424.50 | 21.65 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 422.50 | 21.65 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 422.70 | 21.65 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 418.45 | 21.65 | -1.65 | - | 2 | 0 | 2 | |||
| 8 Oct | 420.95 | 23.3 | 4.15 | - | 5 | 0 | 2 | |||
| 7 Oct | 415.45 | 19.15 | -20.85 | - | 2 | 0 | 0 | |||
| 4 Oct | 430.45 | 40 | 0.00 | - | 0 | 0 | 0 | |||
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| 3 Oct | 435.35 | 40 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 440.10 | 40 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 443.20 | 40 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Sept | 436.90 | 40 | - | 0 | 0 | 0 | ||||
For Ntpc Ltd - strike price 415 expiring on 28NOV2024
Delta for 415 CE is 0.02
Historical price for 415 CE is as follows
On 21 Nov NTPC was trading at 356.15. The strike last trading price was 0.15, which was -0.10 lower than the previous day. The implied volatity was 49.53, the open interest changed by -65 which decreased total open position to 2896
On 20 Nov NTPC was trading at 366.70. The strike last trading price was 0.25, which was 0.00 lower than the previous day. The implied volatity was 39.72, the open interest changed by -13 which decreased total open position to 2962
On 19 Nov NTPC was trading at 366.70. The strike last trading price was 0.25, which was -0.10 lower than the previous day. The implied volatity was 39.72, the open interest changed by -12 which decreased total open position to 2962
On 18 Nov NTPC was trading at 366.70. The strike last trading price was 0.35, which was -0.05 lower than the previous day. The implied volatity was 39.95, the open interest changed by -79 which decreased total open position to 2974
On 14 Nov NTPC was trading at 372.50. The strike last trading price was 0.4, which was -0.50 lower than the previous day. The implied volatity was 30.12, the open interest changed by -240 which decreased total open position to 3047
On 13 Nov NTPC was trading at 381.35. The strike last trading price was 0.9, which was -0.10 lower than the previous day. The implied volatity was 29.52, the open interest changed by -178 which decreased total open position to 3811
On 12 Nov NTPC was trading at 380.30. The strike last trading price was 1, which was -1.45 lower than the previous day. The implied volatity was 29.37, the open interest changed by 230 which increased total open position to 3999
On 11 Nov NTPC was trading at 392.55. The strike last trading price was 2.45, which was -0.55 lower than the previous day. The implied volatity was 26.46, the open interest changed by 159 which increased total open position to 3770
On 8 Nov NTPC was trading at 397.65. The strike last trading price was 3, which was -1.95 lower than the previous day. The implied volatity was 23.83, the open interest changed by 177 which increased total open position to 3614
On 7 Nov NTPC was trading at 403.80. The strike last trading price was 4.95, which was -1.80 lower than the previous day. The implied volatity was 22.01, the open interest changed by 909 which increased total open position to 3437
On 6 Nov NTPC was trading at 408.90. The strike last trading price was 6.75, which was 1.40 higher than the previous day. The implied volatity was 20.79, the open interest changed by 298 which increased total open position to 2527
On 5 Nov NTPC was trading at 403.10. The strike last trading price was 5.35, which was -0.80 lower than the previous day. The implied volatity was 22.74, the open interest changed by 1200 which increased total open position to 2232
On 4 Nov NTPC was trading at 400.95. The strike last trading price was 6.15, which was -5.40 lower than the previous day. The implied volatity was 25.91, the open interest changed by 403 which increased total open position to 1039
On 1 Nov NTPC was trading at 411.35. The strike last trading price was 11.55, which was 0.25 higher than the previous day. The implied volatity was 26.04, the open interest changed by 47 which increased total open position to 635
On 31 Oct NTPC was trading at 408.15. The strike last trading price was 11.3, 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 30 Oct NTPC was trading at 408.50. The strike last trading price was 10.65, which was -2.05 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 12.7, which was 3.15 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 9.55, which was 0.30 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 9.25, which was -4.65 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 13.9, which was 0.75 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 13.15, which was -2.85 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 16, which was -3.95 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 19.95, which was -1.20 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 21.15, 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 21.15, 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 21.15, which was -0.50 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 21.65, 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 21.65, 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 21.65, 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 21.65, 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 21.65, which was -1.65 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 23.3, which was 4.15 higher 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 19.15, which was -20.85 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 40, 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 40, 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 40, 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 40, 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 40, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| NTPC 28NOV2024 415 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.95
Vega: 0.05
Theta: -0.14
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 356.15 | 57.4 | 10.55 | 64.19 | 5 | -2 | 265 |
| 20 Nov | 366.70 | 46.85 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Nov | 366.70 | 46.85 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Nov | 366.70 | 46.85 | 6.30 | - | 1 | 0 | 267 |
| 14 Nov | 372.50 | 40.55 | 6.20 | 32.55 | 28 | -8 | 266 |
| 13 Nov | 381.35 | 34.35 | -0.15 | 33.84 | 43 | -16 | 276 |
| 12 Nov | 380.30 | 34.5 | 11.30 | 33.50 | 59 | -26 | 294 |
| 11 Nov | 392.55 | 23.2 | 3.10 | 29.60 | 42 | -4 | 322 |
| 8 Nov | 397.65 | 20.1 | 6.80 | 25.10 | 123 | 3 | 325 |
| 7 Nov | 403.80 | 13.3 | 2.75 | 21.12 | 290 | 44 | 320 |
| 6 Nov | 408.90 | 10.55 | -4.95 | 21.66 | 506 | -58 | 276 |
| 5 Nov | 403.10 | 15.5 | -2.70 | 24.87 | 288 | 38 | 337 |
| 4 Nov | 400.95 | 18.2 | 4.00 | 28.56 | 247 | -26 | 300 |
| 1 Nov | 411.35 | 14.2 | -0.60 | 31.75 | 70 | 4 | 321 |
| 31 Oct | 408.15 | 14.8 | -2.60 | - | 265 | 7 | 317 |
| 30 Oct | 408.50 | 17.4 | 1.60 | - | 359 | 227 | 308 |
| 29 Oct | 412.15 | 15.8 | -3.20 | - | 156 | 71 | 80 |
| 28 Oct | 403.90 | 19 | 0.90 | - | 9 | 10 | 10 |
| 25 Oct | 398.90 | 18.1 | 0.00 | - | 0 | 4 | 0 |
| 24 Oct | 411.90 | 18.1 | -0.95 | - | 6 | 4 | 7 |
| 23 Oct | 408.30 | 19.05 | 2.85 | - | 7 | -3 | 2 |
| 22 Oct | 415.75 | 16.2 | 7.10 | - | 5 | 0 | 2 |
| 21 Oct | 425.00 | 9.1 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 424.95 | 9.1 | -1.35 | - | 2 | 0 | 2 |
| 17 Oct | 417.75 | 10.45 | -2.95 | - | 5 | 0 | 3 |
| 16 Oct | 424.25 | 13.4 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 426.60 | 13.4 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 424.50 | 13.4 | 0.00 | - | 0 | 1 | 0 |
| 11 Oct | 422.50 | 13.4 | 3.00 | - | 1 | 0 | 2 |
| 10 Oct | 422.70 | 10.4 | -4.80 | - | 3 | 2 | 2 |
| 9 Oct | 418.45 | 15.2 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 420.95 | 15.2 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 415.45 | 15.2 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 430.45 | 15.2 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 435.35 | 15.2 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 440.10 | 15.2 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 443.20 | 15.2 | 0.00 | - | 0 | 0 | 0 |
| 27 Sept | 436.90 | 15.2 | - | 0 | 0 | 0 | |
For Ntpc Ltd - strike price 415 expiring on 28NOV2024
Delta for 415 PE is -0.95
Historical price for 415 PE is as follows
On 21 Nov NTPC was trading at 356.15. The strike last trading price was 57.4, which was 10.55 higher than the previous day. The implied volatity was 64.19, the open interest changed by -2 which decreased total open position to 265
On 20 Nov NTPC was trading at 366.70. The strike last trading price was 46.85, 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 Nov NTPC was trading at 366.70. The strike last trading price was 46.85, 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 Nov NTPC was trading at 366.70. The strike last trading price was 46.85, which was 6.30 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 267
On 14 Nov NTPC was trading at 372.50. The strike last trading price was 40.55, which was 6.20 higher than the previous day. The implied volatity was 32.55, the open interest changed by -8 which decreased total open position to 266
On 13 Nov NTPC was trading at 381.35. The strike last trading price was 34.35, which was -0.15 lower than the previous day. The implied volatity was 33.84, the open interest changed by -16 which decreased total open position to 276
On 12 Nov NTPC was trading at 380.30. The strike last trading price was 34.5, which was 11.30 higher than the previous day. The implied volatity was 33.50, the open interest changed by -26 which decreased total open position to 294
On 11 Nov NTPC was trading at 392.55. The strike last trading price was 23.2, which was 3.10 higher than the previous day. The implied volatity was 29.60, the open interest changed by -4 which decreased total open position to 322
On 8 Nov NTPC was trading at 397.65. The strike last trading price was 20.1, which was 6.80 higher than the previous day. The implied volatity was 25.10, the open interest changed by 3 which increased total open position to 325
On 7 Nov NTPC was trading at 403.80. The strike last trading price was 13.3, which was 2.75 higher than the previous day. The implied volatity was 21.12, the open interest changed by 44 which increased total open position to 320
On 6 Nov NTPC was trading at 408.90. The strike last trading price was 10.55, which was -4.95 lower than the previous day. The implied volatity was 21.66, the open interest changed by -58 which decreased total open position to 276
On 5 Nov NTPC was trading at 403.10. The strike last trading price was 15.5, which was -2.70 lower than the previous day. The implied volatity was 24.87, the open interest changed by 38 which increased total open position to 337
On 4 Nov NTPC was trading at 400.95. The strike last trading price was 18.2, which was 4.00 higher than the previous day. The implied volatity was 28.56, the open interest changed by -26 which decreased total open position to 300
On 1 Nov NTPC was trading at 411.35. The strike last trading price was 14.2, which was -0.60 lower than the previous day. The implied volatity was 31.75, the open interest changed by 4 which increased total open position to 321
On 31 Oct NTPC was trading at 408.15. The strike last trading price was 14.8, which was -2.60 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 17.4, which was 1.60 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 15.8, which was -3.20 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 19, which was 0.90 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 18.1, 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 24 Oct NTPC was trading at 411.90. The strike last trading price was 18.1, which was -0.95 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 19.05, which was 2.85 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 16.2, which was 7.10 higher 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 9.1, 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 9.1, which was -1.35 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 10.45, which was -2.95 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 13.4, 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 13.4, 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 13.4, 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 13.4, which was 3.00 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 10.4, which was -4.80 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 15.2, 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 15.2, 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 15.2, 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 15.2, 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 15.2, 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 15.2, 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 15.2, 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 15.2, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
