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Related Pages for NTPC
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NTPC
Ntpc Ltd
352.95 3.15 (0.90%)

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Historical option data for NTPC

08 Apr 2025 05:50 PM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
NTPC 24APR2025 420 CE
Delta: 0.02
Vega: 0.04
Theta: -0.05
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
8 Apr 352.95 0.25 0.05 39.69 67 24 382
7 Apr 349.80 0.25 0.1 40.40 228 -5 357
4 Apr 350.40 0.15 -0.05 33.93 46 -14 362
3 Apr 358.90 0.15 -0.05 29.11 81 23 376
2 Apr 351.75 0.2 0 33.22 58 -6 352
1 Apr 352.15 0.2 -0.15 31.85 247 32 352
28 Mar 357.60 0.35 -0.4 29.60 467 189 320
27 Mar 360.65 0.8 0.25 30.84 172 52 131
26 Mar 354.65 0.5 -0.65 32.15 60 37 81
25 Mar 366.95 1.15 -0.9 31.61 68 43 43

For Ntpc Ltd - strike price 420 expiring on 24APR2025

Delta for 420 CE is 0.02

Historical price for 420 CE is as follows

On 8 Apr NTPC was trading at 352.95. The strike last trading price was 0.25, which was 0.05 higher than the previous day. The implied volatity was 39.69, the open interest changed by 24 which increased total open position to 382


On 7 Apr NTPC was trading at 349.80. The strike last trading price was 0.25, which was 0.1 higher than the previous day. The implied volatity was 40.40, the open interest changed by -5 which decreased total open position to 357


On 4 Apr NTPC was trading at 350.40. The strike last trading price was 0.15, which was -0.05 lower than the previous day. The implied volatity was 33.93, the open interest changed by -14 which decreased total open position to 362


On 3 Apr NTPC was trading at 358.90. The strike last trading price was 0.15, which was -0.05 lower than the previous day. The implied volatity was 29.11, the open interest changed by 23 which increased total open position to 376


On 2 Apr NTPC was trading at 351.75. The strike last trading price was 0.2, which was 0 lower than the previous day. The implied volatity was 33.22, the open interest changed by -6 which decreased total open position to 352


On 1 Apr NTPC was trading at 352.15. The strike last trading price was 0.2, which was -0.15 lower than the previous day. The implied volatity was 31.85, the open interest changed by 32 which increased total open position to 352


On 28 Mar NTPC was trading at 357.60. The strike last trading price was 0.35, which was -0.4 lower than the previous day. The implied volatity was 29.60, the open interest changed by 189 which increased total open position to 320


On 27 Mar NTPC was trading at 360.65. The strike last trading price was 0.8, which was 0.25 higher than the previous day. The implied volatity was 30.84, the open interest changed by 52 which increased total open position to 131


On 26 Mar NTPC was trading at 354.65. The strike last trading price was 0.5, which was -0.65 lower than the previous day. The implied volatity was 32.15, the open interest changed by 37 which increased total open position to 81


On 25 Mar NTPC was trading at 366.95. The strike last trading price was 1.15, which was -0.9 lower than the previous day. The implied volatity was 31.61, the open interest changed by 43 which increased total open position to 43


NTPC 24APR2025 420 PE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
8 Apr 352.95 92.05 0 0.00 0 0 0
7 Apr 349.80 92.05 0 0.00 0 0 0
4 Apr 350.40 92.05 0 0.00 0 0 0
3 Apr 358.90 92.05 0 0.00 0 0 0
2 Apr 351.75 92.05 0 0.00 0 0 0
1 Apr 352.15 92.05 0 0.00 0 0 0
28 Mar 357.60 92.05 0 - 0 0 0
27 Mar 360.65 92.05 0 - 0 0 0
26 Mar 354.65 92.05 0 - 0 0 0
25 Mar 366.95 92.05 0 - 0 0 0

For Ntpc Ltd - strike price 420 expiring on 24APR2025

Delta for 420 PE is 0.00

Historical price for 420 PE is as follows

On 8 Apr NTPC was trading at 352.95. The strike last trading price was 92.05, which was 0 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 Apr NTPC was trading at 349.80. The strike last trading price was 92.05, which was 0 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 4 Apr NTPC was trading at 350.40. The strike last trading price was 92.05, which was 0 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 3 Apr NTPC was trading at 358.90. The strike last trading price was 92.05, which was 0 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 Apr NTPC was trading at 351.75. The strike last trading price was 92.05, which was 0 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 1 Apr NTPC was trading at 352.15. The strike last trading price was 92.05, which was 0 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 28 Mar NTPC was trading at 357.60. The strike last trading price was 92.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 27 Mar NTPC was trading at 360.65. The strike last trading price was 92.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 26 Mar NTPC was trading at 354.65. The strike last trading price was 92.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 25 Mar NTPC was trading at 366.95. The strike last trading price was 92.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0