[--[65.84.65.76]--]
NTPC
NTPC LTD

379.8 6.85 (1.84%)

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Historical option data for NTPC

05 Jul 2024 04:10 PM IST
Delta: -
Gamma: -
Theta: -
Vega: -
Date Symbol Close Ltp Chng IV Volume Chng OI OI
5 Jul 379.80 1.6 0.30 - 2,14,500 24,000 2,89,500
4 Jul 372.95 1.3 - 4,08,000 -79,500 2,65,500
3 Jul 372.65 1.6 - 1,96,500 12,000 3,45,000
2 Jul 370.40 1.65 - 2,74,500 22,500 3,34,500
1 Jul 369.75 1.8 - 5,74,500 1,84,500 3,12,000
28 Jun 378.35 2.95 - 5,07,000 1,20,000 1,27,500
27 Jun 377.15 3.4 - 16,500 7,500 7,500
26 Jun 365.05 3.1 - 0 0 0
25 Jun 360.85 3.1 - 0 0 0
24 Jun 362.75 3.1 - 0 0 0
21 Jun 359.80 3.10 - 0 0 0
20 Jun 357.65 3.10 - 0 0 0
19 Jun 362.50 3.10 - 0 0 0
18 Jun 369.65 3.10 - 0 0 0
14 Jun 368.45 3.10 - 0 0 0
13 Jun 369.95 3.10 - 0 0 0
12 Jun 371.30 3.10 - 0 0 0
11 Jun 367.40 3.10 - 0 0 0
10 Jun 364.90 3.10 - 0 0 0
7 Jun 360.60 3.10 - 0 0 0


For NTPC LTD - strike price 415 expiring on 25JUL2024

Delta for 415 CE is -

Historical price for 415 CE is as follows

On 5 Jul NTPC was trading at 379.80. The strike last trading price was 1.6, which was 0.30 higher than the previous day. The implied volatity was -, the open interest changed by 24000 which increased total open position to 289500


On 4 Jul NTPC was trading at 372.95. The strike last trading price was 1.3, which was lower than the previous day. The implied volatity was -, the open interest changed by -79500 which decreased total open position to 265500


On 3 Jul NTPC was trading at 372.65. The strike last trading price was 1.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 12000 which increased total open position to 345000


On 2 Jul NTPC was trading at 370.40. The strike last trading price was 1.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 22500 which increased total open position to 334500


On 1 Jul NTPC was trading at 369.75. The strike last trading price was 1.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 184500 which increased total open position to 312000


On 28 Jun NTPC was trading at 378.35. The strike last trading price was 2.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 120000 which increased total open position to 127500


On 27 Jun NTPC was trading at 377.15. The strike last trading price was 3.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 7500 which increased total open position to 7500


On 26 Jun NTPC was trading at 365.05. The strike last trading price was 3.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 25 Jun NTPC was trading at 360.85. The strike last trading price was 3.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 24 Jun NTPC was trading at 362.75. The strike last trading price was 3.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 21 Jun NTPC was trading at 359.80. The strike last trading price was 3.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 20 Jun NTPC was trading at 357.65. The strike last trading price was 3.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 19 Jun NTPC was trading at 362.50. The strike last trading price was 3.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 18 Jun NTPC was trading at 369.65. The strike last trading price was 3.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 14 Jun NTPC was trading at 368.45. The strike last trading price was 3.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 13 Jun NTPC was trading at 369.95. The strike last trading price was 3.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 12 Jun NTPC was trading at 371.30. The strike last trading price was 3.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 11 Jun NTPC was trading at 367.40. The strike last trading price was 3.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 10 Jun NTPC was trading at 364.90. The strike last trading price was 3.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 7 Jun NTPC was trading at 360.60. The strike last trading price was 3.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


Delta: -
Gamma: -
Theta: -
Vega: -
Date Symbol Close Ltp Chng IV Volume Chng OI OI
5 Jul 379.80 35.4 -4.30 - 13,500 0 10,500
4 Jul 372.95 39.7 - 1,500 0 10,500
3 Jul 372.65 43.35 - 1,500 0 10,500
2 Jul 370.40 44.3 - 1,500 1,500 10,500
1 Jul 369.75 44.3 - 10,500 6,000 9,000
28 Jun 378.35 34.75 - 4,500 3,000 3,000
27 Jun 377.15 53.75 - 0 0 0
26 Jun 365.05 53.75 - 0 0 0
25 Jun 360.85 53.75 - 0 0 0
24 Jun 362.75 53.75 - 0 0 0
21 Jun 359.80 53.75 - 0 0 0
20 Jun 357.65 53.75 - 0 0 0
19 Jun 362.50 53.75 - 0 0 0
18 Jun 369.65 53.75 - 0 0 0
14 Jun 368.45 53.75 - 0 0 0
13 Jun 369.95 53.75 - 0 0 0
12 Jun 371.30 53.75 - 0 0 0
11 Jun 367.40 53.75 - 0 0 0
10 Jun 364.90 53.75 - 0 0 0
7 Jun 360.60 53.75 - 0 0 0


For NTPC LTD - strike price 415 expiring on 25JUL2024

Delta for 415 PE is -

Historical price for 415 PE is as follows

On 5 Jul NTPC was trading at 379.80. The strike last trading price was 35.4, which was -4.30 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10500


On 4 Jul NTPC was trading at 372.95. The strike last trading price was 39.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10500


On 3 Jul NTPC was trading at 372.65. The strike last trading price was 43.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10500


On 2 Jul NTPC was trading at 370.40. The strike last trading price was 44.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 1500 which increased total open position to 10500


On 1 Jul NTPC was trading at 369.75. The strike last trading price was 44.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 6000 which increased total open position to 9000


On 28 Jun NTPC was trading at 378.35. The strike last trading price was 34.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 3000 which increased total open position to 3000


On 27 Jun NTPC was trading at 377.15. The strike last trading price was 53.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 26 Jun NTPC was trading at 365.05. The strike last trading price was 53.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 25 Jun NTPC was trading at 360.85. The strike last trading price was 53.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 24 Jun NTPC was trading at 362.75. The strike last trading price was 53.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 21 Jun NTPC was trading at 359.80. The strike last trading price was 53.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 20 Jun NTPC was trading at 357.65. The strike last trading price was 53.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 19 Jun NTPC was trading at 362.50. The strike last trading price was 53.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 18 Jun NTPC was trading at 369.65. The strike last trading price was 53.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 14 Jun NTPC was trading at 368.45. The strike last trading price was 53.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 13 Jun NTPC was trading at 369.95. The strike last trading price was 53.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 12 Jun NTPC was trading at 371.30. The strike last trading price was 53.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 11 Jun NTPC was trading at 367.40. The strike last trading price was 53.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 10 Jun NTPC was trading at 364.90. The strike last trading price was 53.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 7 Jun NTPC was trading at 360.60. The strike last trading price was 53.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0