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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 415 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
20 Dec 333.25 0.1 0.05 - 125 -73 227
19 Dec 337.40 0.05 -0.10 - 67 -8 300
18 Dec 341.75 0.15 0.00 - 7 -1 308
17 Dec 349.05 0.15 0.00 49.41 43 -41 309
16 Dec 352.90 0.15 -0.05 44.41 20 7 353
13 Dec 357.15 0.2 0.00 37.41 147 50 345
12 Dec 355.60 0.2 -0.10 37.09 67 -11 294
11 Dec 365.50 0.3 -0.05 32.09 69 -26 304
10 Dec 369.15 0.35 -0.10 30.07 158 -13 329
9 Dec 369.85 0.45 0.00 30.15 215 16 339
6 Dec 369.50 0.45 0.00 27.50 143 1 324
5 Dec 369.15 0.45 -0.15 26.98 240 22 324
4 Dec 372.75 0.6 0.15 26.15 565 107 300
3 Dec 367.45 0.45 0.05 26.54 283 65 184
2 Dec 358.20 0.4 -0.15 30.02 72 -29 118
29 Nov 363.65 0.55 -0.25 27.60 226 60 146
28 Nov 362.05 0.8 -0.30 28.08 87 48 85
27 Nov 369.30 1.1 -0.35 27.12 1 0 37
26 Nov 361.65 1.45 -0.10 33.06 8 5 36
25 Nov 368.40 1.55 -0.75 29.09 63 26 31
22 Nov 365.45 2.3 0.00 0.00 0 0 0
21 Nov 356.15 2.3 0.00 0.00 0 2 0
20 Nov 366.70 2.3 0.00 30.69 4 2 5
19 Nov 366.70 2.3 0.00 30.69 4 2 5
18 Nov 366.70 2.3 -1.70 30.12 1 0 2
14 Nov 372.50 4 -9.00 30.52 1 0 1
13 Nov 381.35 13 0.00 0.00 0 0 0
12 Nov 380.30 13 0.00 0.00 0 0 0
11 Nov 392.55 13 0.00 0.00 0 0 0
8 Nov 397.65 13 0.00 0.00 0 0 0
7 Nov 403.80 13 0.00 0.00 0 0 0
6 Nov 408.90 13 0.00 0.00 0 1 0
5 Nov 403.10 13 -8.90 26.04 1 0 0
4 Nov 400.95 21.9 0.00 1.63 0 0 0
1 Nov 411.35 21.9 - 0 0 0


For Ntpc Ltd - strike price 415 expiring on 26DEC2024

Delta for 415 CE is -

Historical price for 415 CE is as follows

On 20 Dec NTPC was trading at 333.25. The strike last trading price was 0.1, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by -73 which decreased total open position to 227


On 19 Dec NTPC was trading at 337.40. The strike last trading price was 0.05, which was -0.10 lower than the previous day. The implied volatity was -, the open interest changed by -8 which decreased total open position to 300


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 -1 which decreased total open position to 308


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 49.41, the open interest changed by -41 which decreased total open position to 309


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 44.41, the open interest changed by 7 which increased total open position to 353


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 37.41, the open interest changed by 50 which increased total open position to 345


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 37.09, the open interest changed by -11 which decreased total open position to 294


On 11 Dec NTPC was trading at 365.50. The strike last trading price was 0.3, which was -0.05 lower than the previous day. The implied volatity was 32.09, the open interest changed by -26 which decreased total open position to 304


On 10 Dec NTPC was trading at 369.15. The strike last trading price was 0.35, which was -0.10 lower than the previous day. The implied volatity was 30.07, the open interest changed by -13 which decreased total open position to 329


On 9 Dec NTPC was trading at 369.85. The strike last trading price was 0.45, which was 0.00 lower than the previous day. The implied volatity was 30.15, the open interest changed by 16 which increased total open position to 339


On 6 Dec NTPC was trading at 369.50. The strike last trading price was 0.45, which was 0.00 lower than the previous day. The implied volatity was 27.50, the open interest changed by 1 which increased total open position to 324


On 5 Dec NTPC was trading at 369.15. The strike last trading price was 0.45, which was -0.15 lower than the previous day. The implied volatity was 26.98, the open interest changed by 22 which increased total open position to 324


On 4 Dec NTPC was trading at 372.75. The strike last trading price was 0.6, which was 0.15 higher than the previous day. The implied volatity was 26.15, the open interest changed by 107 which increased total open position to 300


On 3 Dec NTPC was trading at 367.45. The strike last trading price was 0.45, which was 0.05 higher than the previous day. The implied volatity was 26.54, the open interest changed by 65 which increased total open position to 184


On 2 Dec NTPC was trading at 358.20. The strike last trading price was 0.4, which was -0.15 lower than the previous day. The implied volatity was 30.02, the open interest changed by -29 which decreased total open position to 118


On 29 Nov NTPC was trading at 363.65. The strike last trading price was 0.55, which was -0.25 lower than the previous day. The implied volatity was 27.60, the open interest changed by 60 which increased total open position to 146


On 28 Nov NTPC was trading at 362.05. The strike last trading price was 0.8, which was -0.30 lower than the previous day. The implied volatity was 28.08, the open interest changed by 48 which increased total open position to 85


On 27 Nov NTPC was trading at 369.30. The strike last trading price was 1.1, which was -0.35 lower than the previous day. The implied volatity was 27.12, the open interest changed by 0 which decreased total open position to 37


On 26 Nov NTPC was trading at 361.65. The strike last trading price was 1.45, which was -0.10 lower than the previous day. The implied volatity was 33.06, the open interest changed by 5 which increased total open position to 36


On 25 Nov NTPC was trading at 368.40. The strike last trading price was 1.55, which was -0.75 lower than the previous day. The implied volatity was 29.09, the open interest changed by 26 which increased total open position to 31


On 22 Nov NTPC was trading at 365.45. The strike last trading price was 2.3, 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 2.3, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0


On 20 Nov NTPC was trading at 366.70. The strike last trading price was 2.3, which was 0.00 lower than the previous day. The implied volatity was 30.69, the open interest changed by 2 which increased total open position to 5


On 19 Nov NTPC was trading at 366.70. The strike last trading price was 2.3, which was 0.00 lower than the previous day. The implied volatity was 30.69, the open interest changed by 2 which increased total open position to 5


On 18 Nov NTPC was trading at 366.70. The strike last trading price was 2.3, which was -1.70 lower than the previous day. The implied volatity was 30.12, the open interest changed by 0 which decreased total open position to 2


On 14 Nov NTPC was trading at 372.50. The strike last trading price was 4, which was -9.00 lower than the previous day. The implied volatity was 30.52, the open interest changed by 0 which decreased total open position to 1


On 13 Nov NTPC was trading at 381.35. The strike last trading price was 13, 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 12 Nov NTPC was trading at 380.30. The strike last trading price was 13, 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 11 Nov NTPC was trading at 392.55. The strike last trading price was 13, 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 13, 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 7 Nov NTPC was trading at 403.80. The strike last trading price was 13, 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 6 Nov NTPC was trading at 408.90. The strike last trading price was 13, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0


On 5 Nov NTPC was trading at 403.10. The strike last trading price was 13, which was -8.90 lower than the previous day. The implied volatity was 26.04, 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 21.9, which was 0.00 lower than the previous day. The implied volatity was 1.63, 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 21.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


NTPC 26DEC2024 415 PE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
20 Dec 333.25 43.45 0.00 0.00 0 0 0
19 Dec 337.40 43.45 0.00 0.00 0 0 0
18 Dec 341.75 43.45 0.00 0.00 0 0 0
17 Dec 349.05 43.45 0.00 0.00 0 0 0
16 Dec 352.90 43.45 0.00 0.00 0 0 0
13 Dec 357.15 43.45 0.00 0.00 0 0 0
12 Dec 355.60 43.45 0.00 0.00 0 0 0
11 Dec 365.50 43.45 0.00 0.00 0 0 0
10 Dec 369.15 43.45 0.00 0.00 0 0 0
9 Dec 369.85 43.45 0.00 0.00 0 0 0
6 Dec 369.50 43.45 0.00 0.00 0 0 0
5 Dec 369.15 43.45 0.00 0.00 0 4 0
4 Dec 372.75 43.45 -6.55 42.04 4 0 1
3 Dec 367.45 50 0.00 0.00 0 0 0
2 Dec 358.20 50 0.00 0.00 0 0 0
29 Nov 363.65 50 0.00 0.00 0 1 0
28 Nov 362.05 50 25.85 41.55 1 0 0
27 Nov 369.30 24.15 0.00 - 0 0 0
26 Nov 361.65 24.15 0.00 - 0 0 0
25 Nov 368.40 24.15 0.00 - 0 0 0
22 Nov 365.45 24.15 0.00 - 0 0 0
21 Nov 356.15 24.15 0.00 - 0 0 0
20 Nov 366.70 24.15 0.00 - 0 0 0
19 Nov 366.70 24.15 0.00 - 0 0 0
18 Nov 366.70 24.15 0.00 - 0 0 0
14 Nov 372.50 24.15 0.00 - 0 0 0
13 Nov 381.35 24.15 0.00 - 0 0 0
12 Nov 380.30 24.15 0.00 - 0 0 0
11 Nov 392.55 24.15 0.00 - 0 0 0
8 Nov 397.65 24.15 0.00 - 0 0 0
7 Nov 403.80 24.15 0.00 - 0 0 0
6 Nov 408.90 24.15 0.00 - 0 0 0
5 Nov 403.10 24.15 0.00 - 0 0 0
4 Nov 400.95 24.15 24.15 - 0 0 0
1 Nov 411.35 0 1.18 0 0 0


For Ntpc Ltd - strike price 415 expiring on 26DEC2024

Delta for 415 PE is 0.00

Historical price for 415 PE is as follows

On 20 Dec NTPC was trading at 333.25. The strike last trading price was 43.45, 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 Dec NTPC was trading at 337.40. The strike last trading price was 43.45, 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 43.45, 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 43.45, 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 43.45, 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 43.45, 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 12 Dec NTPC was trading at 355.60. The strike last trading price was 43.45, 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 11 Dec NTPC was trading at 365.50. The strike last trading price was 43.45, 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 43.45, 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 9 Dec NTPC was trading at 369.85. The strike last trading price was 43.45, 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 6 Dec NTPC was trading at 369.50. The strike last trading price was 43.45, 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 5 Dec NTPC was trading at 369.15. The strike last trading price was 43.45, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0


On 4 Dec NTPC was trading at 372.75. The strike last trading price was 43.45, which was -6.55 lower than the previous day. The implied volatity was 42.04, the open interest changed by 0 which decreased total open position to 1


On 3 Dec NTPC was trading at 367.45. The strike last trading price was 50, 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 50, 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 29 Nov NTPC was trading at 363.65. The strike last trading price was 50, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0


On 28 Nov NTPC was trading at 362.05. The strike last trading price was 50, which was 25.85 higher than the previous day. The implied volatity was 41.55, the open interest changed by 0 which decreased total open position to 0


On 27 Nov NTPC was trading at 369.30. The strike last trading price was 24.15, 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 26 Nov NTPC was trading at 361.65. The strike last trading price was 24.15, 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 25 Nov NTPC was trading at 368.40. The strike last trading price was 24.15, 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 22 Nov NTPC was trading at 365.45. The strike last trading price was 24.15, 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 21 Nov NTPC was trading at 356.15. The strike last trading price was 24.15, 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 20 Nov NTPC was trading at 366.70. The strike last trading price was 24.15, 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 19 Nov NTPC was trading at 366.70. The strike last trading price was 24.15, 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 18 Nov NTPC was trading at 366.70. The strike last trading price was 24.15, 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 14 Nov NTPC was trading at 372.50. The strike last trading price was 24.15, 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 13 Nov NTPC was trading at 381.35. The strike last trading price was 24.15, 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 12 Nov NTPC was trading at 380.30. The strike last trading price was 24.15, 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 11 Nov NTPC was trading at 392.55. The strike last trading price was 24.15, 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 8 Nov NTPC was trading at 397.65. The strike last trading price was 24.15, 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 7 Nov NTPC was trading at 403.80. The strike last trading price was 24.15, 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 6 Nov NTPC was trading at 408.90. The strike last trading price was 24.15, 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 5 Nov NTPC was trading at 403.10. The strike last trading price was 24.15, 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 24.15, which was 24.15 higher 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 0, which was lower than the previous day. The implied volatity was 1.18, the open interest changed by 0 which decreased total open position to 0