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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 420 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
20 Dec 333.25 0.1 0.05 - 96 -59 497
19 Dec 337.40 0.05 -0.05 - 55 -41 556
18 Dec 341.75 0.1 0.00 - 58 -44 597
17 Dec 349.05 0.1 -0.05 49.63 237 -132 645
16 Dec 352.90 0.15 0.00 47.22 168 -17 797
13 Dec 357.15 0.15 0.00 38.41 345 -143 816
12 Dec 355.60 0.15 -0.05 37.98 75 -8 959
11 Dec 365.50 0.2 -0.05 32.48 145 -20 978
10 Dec 369.15 0.25 -0.10 30.81 365 6 1,024
9 Dec 369.85 0.35 0.05 31.28 313 62 1,018
6 Dec 369.50 0.3 -0.05 27.77 517 10 955
5 Dec 369.15 0.35 -0.10 27.96 869 67 964
4 Dec 372.75 0.45 0.10 26.95 1,667 219 908
3 Dec 367.45 0.35 0.10 27.46 555 -36 687
2 Dec 358.20 0.25 -0.15 29.68 163 78 726
29 Nov 363.65 0.4 -0.25 27.95 666 -87 648
28 Nov 362.05 0.65 -0.35 28.94 677 161 735
27 Nov 369.30 1 -0.10 28.83 574 131 574
26 Nov 361.65 1.1 -0.15 32.90 78 34 443
25 Nov 368.40 1.25 0.05 29.70 314 110 411
22 Nov 365.45 1.2 -0.10 30.03 557 36 337
21 Nov 356.15 1.3 -0.40 33.62 153 13 284
20 Nov 366.70 1.7 0.00 30.07 161 47 271
19 Nov 366.70 1.7 0.05 30.07 161 47 271
18 Nov 366.70 1.65 -0.65 29.46 160 49 224
14 Nov 372.50 2.3 -1.10 27.34 77 28 174
13 Nov 381.35 3.4 0.60 26.91 134 65 146
12 Nov 380.30 2.8 -2.75 24.87 91 41 81
11 Nov 392.55 5.55 -2.10 24.22 49 19 40
8 Nov 397.65 7.65 -2.55 25.84 18 -2 21
7 Nov 403.80 10.2 -0.60 24.83 11 10 22
6 Nov 408.90 10.8 0.80 21.85 2 1 11
5 Nov 403.10 10 0.00 24.47 8 6 9
4 Nov 400.95 10 -4.80 25.38 2 0 1
1 Nov 411.35 14.8 -28.55 0.00 0 1 0
24 Oct 411.90 43.35 0.00 - 0 0 0
23 Oct 408.30 43.35 0.00 - 0 0 0
21 Oct 425.00 43.35 0.00 - 0 0 0
18 Oct 424.95 43.35 0.00 - 0 0 0
15 Oct 426.60 43.35 0.00 - 0 0 0
11 Oct 422.50 43.35 0.00 - 0 0 0
9 Oct 418.45 43.35 0.00 - 0 0 0
8 Oct 420.95 43.35 0.00 - 0 0 0
7 Oct 415.45 43.35 0.00 - 0 0 0
1 Oct 440.10 43.35 0.00 - 0 0 0
30 Sept 443.20 43.35 - 0 0 0


For Ntpc Ltd - strike price 420 expiring on 26DEC2024

Delta for 420 CE is -

Historical price for 420 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 -59 which decreased total open position to 497


On 19 Dec NTPC was trading at 337.40. The strike last trading price was 0.05, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by -41 which decreased total open position to 556


On 18 Dec NTPC was trading at 341.75. 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 -44 which decreased total open position to 597


On 17 Dec NTPC was trading at 349.05. The strike last trading price was 0.1, which was -0.05 lower than the previous day. The implied volatity was 49.63, the open interest changed by -132 which decreased total open position to 645


On 16 Dec NTPC was trading at 352.90. The strike last trading price was 0.15, which was 0.00 lower than the previous day. The implied volatity was 47.22, the open interest changed by -17 which decreased total open position to 797


On 13 Dec NTPC was trading at 357.15. The strike last trading price was 0.15, which was 0.00 lower than the previous day. The implied volatity was 38.41, the open interest changed by -143 which decreased total open position to 816


On 12 Dec NTPC was trading at 355.60. The strike last trading price was 0.15, which was -0.05 lower than the previous day. The implied volatity was 37.98, the open interest changed by -8 which decreased total open position to 959


On 11 Dec NTPC was trading at 365.50. The strike last trading price was 0.2, which was -0.05 lower than the previous day. The implied volatity was 32.48, the open interest changed by -20 which decreased total open position to 978


On 10 Dec NTPC was trading at 369.15. The strike last trading price was 0.25, which was -0.10 lower than the previous day. The implied volatity was 30.81, the open interest changed by 6 which increased total open position to 1024


On 9 Dec NTPC was trading at 369.85. The strike last trading price was 0.35, which was 0.05 higher than the previous day. The implied volatity was 31.28, the open interest changed by 62 which increased total open position to 1018


On 6 Dec NTPC was trading at 369.50. The strike last trading price was 0.3, which was -0.05 lower than the previous day. The implied volatity was 27.77, the open interest changed by 10 which increased total open position to 955


On 5 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 27.96, the open interest changed by 67 which increased total open position to 964


On 4 Dec NTPC was trading at 372.75. The strike last trading price was 0.45, which was 0.10 higher than the previous day. The implied volatity was 26.95, the open interest changed by 219 which increased total open position to 908


On 3 Dec NTPC was trading at 367.45. The strike last trading price was 0.35, which was 0.10 higher than the previous day. The implied volatity was 27.46, the open interest changed by -36 which decreased total open position to 687


On 2 Dec NTPC was trading at 358.20. The strike last trading price was 0.25, which was -0.15 lower than the previous day. The implied volatity was 29.68, the open interest changed by 78 which increased total open position to 726


On 29 Nov NTPC was trading at 363.65. The strike last trading price was 0.4, which was -0.25 lower than the previous day. The implied volatity was 27.95, the open interest changed by -87 which decreased total open position to 648


On 28 Nov NTPC was trading at 362.05. The strike last trading price was 0.65, which was -0.35 lower than the previous day. The implied volatity was 28.94, the open interest changed by 161 which increased total open position to 735


On 27 Nov NTPC was trading at 369.30. The strike last trading price was 1, which was -0.10 lower than the previous day. The implied volatity was 28.83, the open interest changed by 131 which increased total open position to 574


On 26 Nov NTPC was trading at 361.65. The strike last trading price was 1.1, which was -0.15 lower than the previous day. The implied volatity was 32.90, the open interest changed by 34 which increased total open position to 443


On 25 Nov NTPC was trading at 368.40. The strike last trading price was 1.25, which was 0.05 higher than the previous day. The implied volatity was 29.70, the open interest changed by 110 which increased total open position to 411


On 22 Nov NTPC was trading at 365.45. The strike last trading price was 1.2, which was -0.10 lower than the previous day. The implied volatity was 30.03, the open interest changed by 36 which increased total open position to 337


On 21 Nov NTPC was trading at 356.15. The strike last trading price was 1.3, which was -0.40 lower than the previous day. The implied volatity was 33.62, the open interest changed by 13 which increased total open position to 284


On 20 Nov NTPC was trading at 366.70. The strike last trading price was 1.7, which was 0.00 lower than the previous day. The implied volatity was 30.07, the open interest changed by 47 which increased total open position to 271


On 19 Nov NTPC was trading at 366.70. The strike last trading price was 1.7, which was 0.05 higher than the previous day. The implied volatity was 30.07, the open interest changed by 47 which increased total open position to 271


On 18 Nov NTPC was trading at 366.70. The strike last trading price was 1.65, which was -0.65 lower than the previous day. The implied volatity was 29.46, the open interest changed by 49 which increased total open position to 224


On 14 Nov NTPC was trading at 372.50. The strike last trading price was 2.3, which was -1.10 lower than the previous day. The implied volatity was 27.34, the open interest changed by 28 which increased total open position to 174


On 13 Nov NTPC was trading at 381.35. The strike last trading price was 3.4, which was 0.60 higher than the previous day. The implied volatity was 26.91, the open interest changed by 65 which increased total open position to 146


On 12 Nov NTPC was trading at 380.30. The strike last trading price was 2.8, which was -2.75 lower than the previous day. The implied volatity was 24.87, the open interest changed by 41 which increased total open position to 81


On 11 Nov NTPC was trading at 392.55. The strike last trading price was 5.55, which was -2.10 lower than the previous day. The implied volatity was 24.22, the open interest changed by 19 which increased total open position to 40


On 8 Nov NTPC was trading at 397.65. The strike last trading price was 7.65, which was -2.55 lower than the previous day. The implied volatity was 25.84, the open interest changed by -2 which decreased total open position to 21


On 7 Nov NTPC was trading at 403.80. The strike last trading price was 10.2, which was -0.60 lower than the previous day. The implied volatity was 24.83, the open interest changed by 10 which increased total open position to 22


On 6 Nov NTPC was trading at 408.90. The strike last trading price was 10.8, which was 0.80 higher than the previous day. The implied volatity was 21.85, the open interest changed by 1 which increased total open position to 11


On 5 Nov NTPC was trading at 403.10. The strike last trading price was 10, which was 0.00 lower than the previous day. The implied volatity was 24.47, the open interest changed by 6 which increased total open position to 9


On 4 Nov NTPC was trading at 400.95. The strike last trading price was 10, which was -4.80 lower than the previous day. The implied volatity was 25.38, the open interest changed by 0 which decreased total open position to 1


On 1 Nov NTPC was trading at 411.35. The strike last trading price was 14.8, which was -28.55 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 24 Oct NTPC was trading at 411.90. The strike last trading price was 43.35, 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 43.35, 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 43.35, 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 43.35, 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 43.35, 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 43.35, 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 43.35, 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 43.35, 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 43.35, 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 43.35, 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 43.35, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


NTPC 26DEC2024 420 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
20 Dec 333.25 80.45 0.45 - 2 0 191
19 Dec 337.40 80 2.50 - 2 -1 192
18 Dec 341.75 77.5 11.75 - 4 -1 194
17 Dec 349.05 65.75 0.00 0.00 0 -1 0
16 Dec 352.90 65.75 16.10 - 1 0 196
13 Dec 357.15 49.65 0.00 0.00 0 0 0
12 Dec 355.60 49.65 0.00 0.00 0 0 0
11 Dec 365.50 49.65 0.00 0.00 0 1 0
10 Dec 369.15 49.65 0.65 29.55 10 1 196
9 Dec 369.85 49 0.00 0.00 0 3 0
6 Dec 369.50 49 -0.80 33.65 5 -1 191
5 Dec 369.15 49.8 3.20 38.85 2 -1 193
4 Dec 372.75 46.6 -4.40 36.02 18 11 205
3 Dec 367.45 51 -3.45 36.31 1 0 193
2 Dec 358.20 54.45 0.00 0.00 0 0 0
29 Nov 363.65 54.45 0.00 0.00 0 160 0
28 Nov 362.05 54.45 6.80 42.03 165 161 194
27 Nov 369.30 47.65 1.70 26.84 21 19 31
26 Nov 361.65 45.95 0.00 0.00 0 5 0
25 Nov 368.40 45.95 -3.05 - 5 4 11
22 Nov 365.45 49 0.00 0.00 0 0 0
21 Nov 356.15 49 0.00 0.00 0 4 0
20 Nov 366.70 49 0.00 22.18 4 4 6
19 Nov 366.70 49 -3.00 22.18 4 3 6
18 Nov 366.70 52 30.80 36.07 3 2 2
14 Nov 372.50 21.2 0.00 - 0 0 0
13 Nov 381.35 21.2 0.00 - 0 0 0
12 Nov 380.30 21.2 0.00 - 0 0 0
11 Nov 392.55 21.2 0.00 - 0 0 0
8 Nov 397.65 21.2 0.00 - 0 0 0
7 Nov 403.80 21.2 0.00 - 0 0 0
6 Nov 408.90 21.2 0.00 - 0 0 0
5 Nov 403.10 21.2 0.00 - 0 0 0
4 Nov 400.95 21.2 0.00 - 0 0 0
1 Nov 411.35 21.2 0.00 - 0 0 0
24 Oct 411.90 21.2 0.00 - 0 0 0
23 Oct 408.30 21.2 0.00 - 0 0 0
21 Oct 425.00 21.2 0.00 - 0 0 0
18 Oct 424.95 21.2 0.00 - 0 0 0
15 Oct 426.60 21.2 0.00 - 0 0 0
11 Oct 422.50 21.2 0.00 - 0 0 0
9 Oct 418.45 21.2 0.00 - 0 0 0
8 Oct 420.95 21.2 0.00 - 0 0 0
7 Oct 415.45 21.2 0.00 - 0 0 0
1 Oct 440.10 21.2 0.00 - 0 0 0
30 Sept 443.20 21.2 - 0 0 0


For Ntpc Ltd - strike price 420 expiring on 26DEC2024

Delta for 420 PE is -

Historical price for 420 PE is as follows

On 20 Dec NTPC was trading at 333.25. The strike last trading price was 80.45, which was 0.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 191


On 19 Dec NTPC was trading at 337.40. The strike last trading price was 80, which was 2.50 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 192


On 18 Dec NTPC was trading at 341.75. The strike last trading price was 77.5, which was 11.75 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 194


On 17 Dec NTPC was trading at 349.05. The strike last trading price was 65.75, 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 16 Dec NTPC was trading at 352.90. The strike last trading price was 65.75, which was 16.10 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 196


On 13 Dec NTPC was trading at 357.15. The strike last trading price was 49.65, 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 49.65, 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 49.65, 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 10 Dec NTPC was trading at 369.15. The strike last trading price was 49.65, which was 0.65 higher than the previous day. The implied volatity was 29.55, the open interest changed by 1 which increased total open position to 196


On 9 Dec NTPC was trading at 369.85. The strike last trading price was 49, 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 49, which was -0.80 lower than the previous day. The implied volatity was 33.65, the open interest changed by -1 which decreased total open position to 191


On 5 Dec NTPC was trading at 369.15. The strike last trading price was 49.8, which was 3.20 higher than the previous day. The implied volatity was 38.85, the open interest changed by -1 which decreased total open position to 193


On 4 Dec NTPC was trading at 372.75. The strike last trading price was 46.6, which was -4.40 lower than the previous day. The implied volatity was 36.02, the open interest changed by 11 which increased total open position to 205


On 3 Dec NTPC was trading at 367.45. The strike last trading price was 51, which was -3.45 lower than the previous day. The implied volatity was 36.31, the open interest changed by 0 which decreased total open position to 193


On 2 Dec NTPC was trading at 358.20. The strike last trading price was 54.45, 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 29 Nov NTPC was trading at 363.65. The strike last trading price was 54.45, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 160 which increased total open position to 0


On 28 Nov NTPC was trading at 362.05. The strike last trading price was 54.45, which was 6.80 higher than the previous day. The implied volatity was 42.03, the open interest changed by 161 which increased total open position to 194


On 27 Nov NTPC was trading at 369.30. The strike last trading price was 47.65, which was 1.70 higher than the previous day. The implied volatity was 26.84, the open interest changed by 19 which increased total open position to 31


On 26 Nov NTPC was trading at 361.65. The strike last trading price was 45.95, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 5 which increased total open position to 0


On 25 Nov NTPC was trading at 368.40. The strike last trading price was 45.95, which was -3.05 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 11


On 22 Nov NTPC was trading at 365.45. The strike last trading price was 49, 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 49, 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 20 Nov NTPC was trading at 366.70. The strike last trading price was 49, which was 0.00 lower than the previous day. The implied volatity was 22.18, the open interest changed by 4 which increased total open position to 6


On 19 Nov NTPC was trading at 366.70. The strike last trading price was 49, which was -3.00 lower than the previous day. The implied volatity was 22.18, the open interest changed by 3 which increased total open position to 6


On 18 Nov NTPC was trading at 366.70. The strike last trading price was 52, which was 30.80 higher than the previous day. The implied volatity was 36.07, the open interest changed by 2 which increased total open position to 2


On 14 Nov NTPC was trading at 372.50. The strike last trading price was 21.2, 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 21.2, 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 21.2, 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 21.2, 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 21.2, 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 21.2, 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 21.2, 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 21.2, 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 21.2, 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 21.2, 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 24 Oct NTPC was trading at 411.90. The strike last trading price was 21.2, 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 23 Oct NTPC was trading at 408.30. The strike last trading price was 21.2, 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 21 Oct NTPC was trading at 425.00. The strike last trading price was 21.2, 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 18 Oct NTPC was trading at 424.95. The strike last trading price was 21.2, 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 15 Oct NTPC was trading at 426.60. The strike last trading price was 21.2, 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 11 Oct NTPC was trading at 422.50. The strike last trading price was 21.2, 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 9 Oct NTPC was trading at 418.45. The strike last trading price was 21.2, 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 21.2, 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 21.2, 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 21.2, 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 21.2, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to