NTPC
Ntpc Ltd
Historical option data for NTPC
03 Dec 2024 04:10 PM IST
| NTPC 26DEC2024 415 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.05
Vega: 0.09
Theta: -0.06
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 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 | |||
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| 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 0.05
Historical price for 415 CE is as follows
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
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 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 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
