[--[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 1.3 0.25 - 14,83,500 2,05,500 14,26,500
4 Jul 372.95 1.05 - 12,37,500 -12,000 12,21,000
3 Jul 372.65 1.2 - 8,86,500 -25,500 12,33,000
2 Jul 370.40 1.4 - 8,94,000 16,500 12,58,500
1 Jul 369.75 1.55 - 13,12,500 2,82,000 12,42,000
28 Jun 378.35 2.45 - 35,65,500 3,37,500 9,60,000
27 Jun 377.15 2.7 - 13,86,000 1,35,000 6,22,500
26 Jun 365.05 1.5 - 3,67,500 1,23,000 4,84,500
25 Jun 360.85 1.3 - 1,57,500 84,000 3,61,500
24 Jun 362.75 1.5 - 1,08,000 15,000 2,77,500
21 Jun 359.80 1.45 - 1,05,000 67,500 2,62,500
20 Jun 357.65 1.60 - 43,500 30,000 1,93,500
19 Jun 362.50 1.95 - 22,500 1,500 1,63,500
18 Jun 369.65 2.40 - 1,42,500 90,000 1,62,000
14 Jun 368.45 2.25 - 51,000 10,500 72,000
13 Jun 369.95 3.20 - 0 3,000 0
12 Jun 371.30 3.20 - 9,000 0 58,500
11 Jun 367.40 3.40 - 7,500 4,500 58,500
10 Jun 364.90 3.40 - 30,000 19,500 51,000
7 Jun 360.60 3.70 - 46,500 30,000 30,000


For NTPC LTD - strike price 420 expiring on 25JUL2024

Delta for 420 CE is -

Historical price for 420 CE is as follows

On 5 Jul NTPC was trading at 379.80. The strike last trading price was 1.3, which was 0.25 higher than the previous day. The implied volatity was -, the open interest changed by 205500 which increased total open position to 1426500


On 4 Jul NTPC was trading at 372.95. The strike last trading price was 1.05, which was lower than the previous day. The implied volatity was -, the open interest changed by -12000 which decreased total open position to 1221000


On 3 Jul NTPC was trading at 372.65. The strike last trading price was 1.2, which was lower than the previous day. The implied volatity was -, the open interest changed by -25500 which decreased total open position to 1233000


On 2 Jul NTPC was trading at 370.40. The strike last trading price was 1.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 16500 which increased total open position to 1258500


On 1 Jul NTPC was trading at 369.75. The strike last trading price was 1.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 282000 which increased total open position to 1242000


On 28 Jun NTPC was trading at 378.35. The strike last trading price was 2.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 337500 which increased total open position to 960000


On 27 Jun NTPC was trading at 377.15. The strike last trading price was 2.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 135000 which increased total open position to 622500


On 26 Jun NTPC was trading at 365.05. The strike last trading price was 1.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 123000 which increased total open position to 484500


On 25 Jun NTPC was trading at 360.85. The strike last trading price was 1.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 84000 which increased total open position to 361500


On 24 Jun NTPC was trading at 362.75. The strike last trading price was 1.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 15000 which increased total open position to 277500


On 21 Jun NTPC was trading at 359.80. The strike last trading price was 1.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 67500 which increased total open position to 262500


On 20 Jun NTPC was trading at 357.65. The strike last trading price was 1.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 30000 which increased total open position to 193500


On 19 Jun NTPC was trading at 362.50. The strike last trading price was 1.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 1500 which increased total open position to 163500


On 18 Jun NTPC was trading at 369.65. The strike last trading price was 2.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 90000 which increased total open position to 162000


On 14 Jun NTPC was trading at 368.45. The strike last trading price was 2.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 10500 which increased total open position to 72000


On 13 Jun NTPC was trading at 369.95. The strike last trading price was 3.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 3000 which increased total open position to 0


On 12 Jun NTPC was trading at 371.30. The strike last trading price was 3.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 58500


On 11 Jun NTPC was trading at 367.40. The strike last trading price was 3.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 4500 which increased total open position to 58500


On 10 Jun NTPC was trading at 364.90. The strike last trading price was 3.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 19500 which increased total open position to 51000


On 7 Jun NTPC was trading at 360.60. The strike last trading price was 3.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 30000 which increased total open position to 30000


Delta: -
Gamma: -
Theta: -
Vega: -
Date Symbol Close Ltp Chng IV Volume Chng OI OI
5 Jul 379.80 40.5 -2.40 - 3,000 0 15,000
4 Jul 372.95 42.9 - 3,000 15,000 15,000
3 Jul 372.65 37.9 - 0 0 0
2 Jul 370.40 37.9 - 0 10,500 0
1 Jul 369.75 37.9 - 0 10,500 0
28 Jun 378.35 37.9 - 15,000 10,500 10,500
27 Jun 377.15 58.25 - 0 0 0
26 Jun 365.05 58.25 - 0 1,500 0
25 Jun 360.85 58.25 - 3,000 1,500 3,000
24 Jun 362.75 59.25 - 0 1,500 0
21 Jun 359.80 59.25 - 1,500 0 0
20 Jun 357.65 59.05 - 0 0 0
19 Jun 362.50 59.05 - 0 0 0
18 Jun 369.65 59.05 - 0 0 0
14 Jun 368.45 59.05 - 0 0 0
13 Jun 369.95 59.05 - 0 0 0
12 Jun 371.30 59.05 - 0 0 0
11 Jun 367.40 59.05 - 0 0 0
10 Jun 364.90 59.05 - 0 0 0
7 Jun 360.60 59.05 - 0 0 0


For NTPC LTD - strike price 420 expiring on 25JUL2024

Delta for 420 PE is -

Historical price for 420 PE is as follows

On 5 Jul NTPC was trading at 379.80. The strike last trading price was 40.5, which was -2.40 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15000


On 4 Jul NTPC was trading at 372.95. The strike last trading price was 42.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 15000 which increased total open position to 15000


On 3 Jul NTPC was trading at 372.65. The strike last trading price was 37.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 2 Jul NTPC was trading at 370.40. The strike last trading price was 37.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 10500 which increased total open position to 0


On 1 Jul NTPC was trading at 369.75. The strike last trading price was 37.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 10500 which increased total open position to 0


On 28 Jun NTPC was trading at 378.35. The strike last trading price was 37.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 10500 which increased total open position to 10500


On 27 Jun NTPC was trading at 377.15. The strike last trading price was 58.25, 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 58.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 1500 which increased total open position to 0


On 25 Jun NTPC was trading at 360.85. The strike last trading price was 58.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 1500 which increased total open position to 3000


On 24 Jun NTPC was trading at 362.75. The strike last trading price was 59.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 1500 which increased total open position to 0


On 21 Jun NTPC was trading at 359.80. The strike last trading price was 59.25, 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 59.05, 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 59.05, 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 59.05, 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 59.05, 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 59.05, 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 59.05, 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 59.05, 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 59.05, 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 59.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0