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[--[65.84.65.76]--]
NTPC
Ntpc Ltd

372.5 -8.85 (-2.32%)

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Historical option data for NTPC

14 Nov 2024 04:10 PM IST
NTPC 28NOV2024 430 CE
Delta: 0.02
Vega: 0.04
Theta: -0.05
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
14 Nov 372.50 0.2 -0.20 34.21 1,239 -10 3,759
13 Nov 381.35 0.4 -0.05 32.76 1,251 -91 3,771
12 Nov 380.30 0.45 -0.50 32.45 1,771 28 4,007
11 Nov 392.55 0.95 -0.20 28.43 1,802 204 4,196
8 Nov 397.65 1.15 -0.55 25.52 1,310 72 3,990
7 Nov 403.80 1.7 -0.80 22.53 2,001 69 3,918
6 Nov 408.90 2.5 0.40 21.48 3,343 -11 3,854
5 Nov 403.10 2.1 -0.40 23.59 2,936 -169 3,867
4 Nov 400.95 2.5 -3.95 25.72 6,012 2,713 4,010
1 Nov 411.35 6.45 0.15 27.66 275 6 1,307
31 Oct 408.15 6.3 0.20 - 1,247 -24 1,296
30 Oct 408.50 6.1 -1.35 - 1,023 241 1,317
29 Oct 412.15 7.45 2.15 - 1,268 167 1,073
28 Oct 403.90 5.3 0.00 - 612 114 908
25 Oct 398.90 5.3 -2.75 - 1,338 265 794
24 Oct 411.90 8.05 0.25 - 462 54 530
23 Oct 408.30 7.8 -2.35 - 633 157 476
22 Oct 415.75 10.15 -3.25 - 179 31 319
21 Oct 425.00 13.4 -0.75 - 176 48 287
18 Oct 424.95 14.15 2.80 - 107 2 235
17 Oct 417.75 11.35 -1.60 - 100 59 234
16 Oct 424.25 12.95 -1.80 - 125 44 175
15 Oct 426.60 14.75 -0.05 - 39 15 130
14 Oct 424.50 14.8 -0.70 - 24 7 115
11 Oct 422.50 15.5 0.20 - 36 15 108
10 Oct 422.70 15.3 1.30 - 63 12 93
9 Oct 418.45 14 -1.10 - 28 9 81
8 Oct 420.95 15.1 1.25 - 34 6 72
7 Oct 415.45 13.85 -7.15 - 34 10 67
4 Oct 430.45 21 -7.50 - 12 8 56
3 Oct 435.35 28.5 0.00 - 0 1 0
1 Oct 440.10 28.5 -1.50 - 1 0 47
30 Sept 443.20 30 2.00 - 46 43 46
27 Sept 436.90 28 5.20 - 4 0 3
26 Sept 434.60 22.8 1.95 - 1 0 2
25 Sept 436.10 20.85 0.00 - 0 0 0
24 Sept 428.10 20.85 0.00 - 0 2 0
23 Sept 428.35 20.85 -4.35 - 2 1 1
20 Sept 423.95 25.2 0.00 - 0 0 0
19 Sept 423.95 25.2 0.00 - 0 0 0
16 Sept 411.10 25.2 0.00 - 0 0 0
12 Sept 404.85 25.2 0.00 - 0 0 0
11 Sept 389.65 25.2 0.00 - 0 0 0
9 Sept 389.85 25.2 0.00 - 0 0 0
6 Sept 394.80 25.2 0.00 - 0 0 0
5 Sept 403.25 25.2 0.00 - 0 0 0
4 Sept 405.10 25.2 0.00 - 0 0 0
3 Sept 406.40 25.2 0.00 - 0 0 0
2 Sept 410.00 25.2 - 0 0 0


For Ntpc Ltd - strike price 430 expiring on 28NOV2024

Delta for 430 CE is 0.02

Historical price for 430 CE is as follows

On 14 Nov NTPC was trading at 372.50. The strike last trading price was 0.2, which was -0.20 lower than the previous day. The implied volatity was 34.21, the open interest changed by -10 which decreased total open position to 3759


On 13 Nov NTPC was trading at 381.35. The strike last trading price was 0.4, which was -0.05 lower than the previous day. The implied volatity was 32.76, the open interest changed by -91 which decreased total open position to 3771


On 12 Nov NTPC was trading at 380.30. The strike last trading price was 0.45, which was -0.50 lower than the previous day. The implied volatity was 32.45, the open interest changed by 28 which increased total open position to 4007


On 11 Nov NTPC was trading at 392.55. The strike last trading price was 0.95, which was -0.20 lower than the previous day. The implied volatity was 28.43, the open interest changed by 204 which increased total open position to 4196


On 8 Nov NTPC was trading at 397.65. The strike last trading price was 1.15, which was -0.55 lower than the previous day. The implied volatity was 25.52, the open interest changed by 72 which increased total open position to 3990


On 7 Nov NTPC was trading at 403.80. The strike last trading price was 1.7, which was -0.80 lower than the previous day. The implied volatity was 22.53, the open interest changed by 69 which increased total open position to 3918


On 6 Nov NTPC was trading at 408.90. The strike last trading price was 2.5, which was 0.40 higher than the previous day. The implied volatity was 21.48, the open interest changed by -11 which decreased total open position to 3854


On 5 Nov NTPC was trading at 403.10. The strike last trading price was 2.1, which was -0.40 lower than the previous day. The implied volatity was 23.59, the open interest changed by -169 which decreased total open position to 3867


On 4 Nov NTPC was trading at 400.95. The strike last trading price was 2.5, which was -3.95 lower than the previous day. The implied volatity was 25.72, the open interest changed by 2713 which increased total open position to 4010


On 1 Nov NTPC was trading at 411.35. The strike last trading price was 6.45, which was 0.15 higher than the previous day. The implied volatity was 27.66, the open interest changed by 6 which increased total open position to 1307


On 31 Oct NTPC was trading at 408.15. The strike last trading price was 6.3, which was 0.20 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 30 Oct NTPC was trading at 408.50. The strike last trading price was 6.1, which was -1.35 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 29 Oct NTPC was trading at 412.15. The strike last trading price was 7.45, which was 2.15 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 28 Oct NTPC was trading at 403.90. The strike last trading price was 5.3, 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 25 Oct NTPC was trading at 398.90. The strike last trading price was 5.3, which was -2.75 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 24 Oct NTPC was trading at 411.90. The strike last trading price was 8.05, which was 0.25 higher 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 7.8, which was -2.35 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 22 Oct NTPC was trading at 415.75. The strike last trading price was 10.15, which was -3.25 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 13.4, which was -0.75 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 14.15, which was 2.80 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 17 Oct NTPC was trading at 417.75. The strike last trading price was 11.35, which was -1.60 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 16 Oct NTPC was trading at 424.25. The strike last trading price was 12.95, which was -1.80 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 14.75, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 14 Oct NTPC was trading at 424.50. The strike last trading price was 14.8, which was -0.70 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 15.5, which was 0.20 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 10 Oct NTPC was trading at 422.70. The strike last trading price was 15.3, which was 1.30 higher 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 14, which was -1.10 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 15.1, which was 1.25 higher 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 13.85, which was -7.15 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 4 Oct NTPC was trading at 430.45. The strike last trading price was 21, which was -7.50 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 3 Oct NTPC was trading at 435.35. The strike last trading price was 28.5, 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 28.5, which was -1.50 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 30, which was 2.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 27 Sept NTPC was trading at 436.90. The strike last trading price was 28, which was 5.20 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 26 Sept NTPC was trading at 434.60. The strike last trading price was 22.8, which was 1.95 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 25 Sept NTPC was trading at 436.10. The strike last trading price was 20.85, 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 24 Sept NTPC was trading at 428.10. The strike last trading price was 20.85, 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 Sept NTPC was trading at 428.35. The strike last trading price was 20.85, which was -4.35 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 20 Sept NTPC was trading at 423.95. The strike last trading price was 25.2, 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 19 Sept NTPC was trading at 423.95. The strike last trading price was 25.2, 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 16 Sept NTPC was trading at 411.10. The strike last trading price was 25.2, 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 12 Sept NTPC was trading at 404.85. The strike last trading price was 25.2, 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 Sept NTPC was trading at 389.65. The strike last trading price was 25.2, 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 Sept NTPC was trading at 389.85. The strike last trading price was 25.2, 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 6 Sept NTPC was trading at 394.80. The strike last trading price was 25.2, 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 5 Sept NTPC was trading at 403.25. The strike last trading price was 25.2, 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 4 Sept NTPC was trading at 405.10. The strike last trading price was 25.2, 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 3 Sept NTPC was trading at 406.40. The strike last trading price was 25.2, 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 2 Sept NTPC was trading at 410.00. The strike last trading price was 25.2, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


NTPC 28NOV2024 430 PE
Delta: -0.99
Vega: 0.01
Theta: 0.10
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
14 Nov 372.50 54.95 8.65 28.18 8 0 211
13 Nov 381.35 46.3 4.75 - 6 -4 212
12 Nov 380.30 41.55 10.30 - 12 -7 217
11 Nov 392.55 31.25 -0.75 - 4 3 223
8 Nov 397.65 32 5.50 19.44 10 2 220
7 Nov 403.80 26.5 4.95 27.35 18 5 218
6 Nov 408.90 21.55 -8.05 23.77 40 13 212
5 Nov 403.10 29.6 -0.10 34.48 5 4 199
4 Nov 400.95 29.7 3.70 30.12 62 10 194
1 Nov 411.35 26 0.00 0.00 0 13 0
31 Oct 408.15 26 -1.45 - 38 12 183
30 Oct 408.50 27.45 2.00 - 91 34 171
29 Oct 412.15 25.45 -5.05 - 65 26 137
28 Oct 403.90 30.5 -4.50 - 37 18 107
25 Oct 398.90 35 7.40 - 5 3 89
24 Oct 411.90 27.6 -0.70 - 21 -3 76
23 Oct 408.30 28.3 5.30 - 6 1 78
22 Oct 415.75 23 4.85 - 14 6 77
21 Oct 425.00 18.15 0.95 - 9 0 71
18 Oct 424.95 17.2 -4.80 - 6 1 72
17 Oct 417.75 22 5.45 - 12 -3 72
16 Oct 424.25 16.55 -3.00 - 30 9 75
15 Oct 426.60 19.55 0.00 - 0 0 0
14 Oct 424.50 19.55 1.20 - 1 0 66
11 Oct 422.50 18.35 -0.30 - 2 1 65
10 Oct 422.70 18.65 0.10 - 24 12 63
9 Oct 418.45 18.55 0.00 - 0 -3 0
8 Oct 420.95 18.55 -6.45 - 23 -3 51
7 Oct 415.45 25 8.30 - 36 18 53
4 Oct 430.45 16.7 3.70 - 11 9 36
3 Oct 435.35 13 1.00 - 12 6 26
1 Oct 440.10 12 -0.90 - 20 17 18
30 Sept 443.20 12.9 -24.65 - 2 1 1
27 Sept 436.90 37.55 0.00 - 0 0 0
26 Sept 434.60 37.55 0.00 - 0 0 0
25 Sept 436.10 37.55 0.00 - 0 0 0
24 Sept 428.10 37.55 0.00 - 0 0 0
23 Sept 428.35 37.55 37.55 - 0 0 0
20 Sept 423.95 0 0.00 - 0 0 0
19 Sept 423.95 0 0.00 - 0 0 0
16 Sept 411.10 0 0.00 - 0 0 0
12 Sept 404.85 0 0.00 - 0 0 0
11 Sept 389.65 0 0.00 - 0 0 0
9 Sept 389.85 0 0.00 - 0 0 0
6 Sept 394.80 0 0.00 - 0 0 0
5 Sept 403.25 0 0.00 - 0 0 0
4 Sept 405.10 0 0.00 - 0 0 0
3 Sept 406.40 0 0.00 - 0 0 0
2 Sept 410.00 0 - 0 0 0


For Ntpc Ltd - strike price 430 expiring on 28NOV2024

Delta for 430 PE is -0.99

Historical price for 430 PE is as follows

On 14 Nov NTPC was trading at 372.50. The strike last trading price was 54.95, which was 8.65 higher than the previous day. The implied volatity was 28.18, the open interest changed by 0 which decreased total open position to 211


On 13 Nov NTPC was trading at 381.35. The strike last trading price was 46.3, which was 4.75 higher than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 212


On 12 Nov NTPC was trading at 380.30. The strike last trading price was 41.55, which was 10.30 higher than the previous day. The implied volatity was -, the open interest changed by -7 which decreased total open position to 217


On 11 Nov NTPC was trading at 392.55. The strike last trading price was 31.25, which was -0.75 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 223


On 8 Nov NTPC was trading at 397.65. The strike last trading price was 32, which was 5.50 higher than the previous day. The implied volatity was 19.44, the open interest changed by 2 which increased total open position to 220


On 7 Nov NTPC was trading at 403.80. The strike last trading price was 26.5, which was 4.95 higher than the previous day. The implied volatity was 27.35, the open interest changed by 5 which increased total open position to 218


On 6 Nov NTPC was trading at 408.90. The strike last trading price was 21.55, which was -8.05 lower than the previous day. The implied volatity was 23.77, the open interest changed by 13 which increased total open position to 212


On 5 Nov NTPC was trading at 403.10. The strike last trading price was 29.6, which was -0.10 lower than the previous day. The implied volatity was 34.48, the open interest changed by 4 which increased total open position to 199


On 4 Nov NTPC was trading at 400.95. The strike last trading price was 29.7, which was 3.70 higher than the previous day. The implied volatity was 30.12, the open interest changed by 10 which increased total open position to 194


On 1 Nov NTPC was trading at 411.35. The strike last trading price was 26, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 13 which increased total open position to 0


On 31 Oct NTPC was trading at 408.15. The strike last trading price was 26, which was -1.45 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 30 Oct NTPC was trading at 408.50. The strike last trading price was 27.45, which was 2.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 29 Oct NTPC was trading at 412.15. The strike last trading price was 25.45, which was -5.05 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 28 Oct NTPC was trading at 403.90. The strike last trading price was 30.5, which was -4.50 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 25 Oct NTPC was trading at 398.90. The strike last trading price was 35, which was 7.40 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 24 Oct NTPC was trading at 411.90. The strike last trading price was 27.6, which was -0.70 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 28.3, which was 5.30 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 22 Oct NTPC was trading at 415.75. The strike last trading price was 23, which was 4.85 higher 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 18.15, which was 0.95 higher 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 17.2, which was -4.80 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 17 Oct NTPC was trading at 417.75. The strike last trading price was 22, which was 5.45 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 16 Oct NTPC was trading at 424.25. The strike last trading price was 16.55, which was -3.00 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 19.55, 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 14 Oct NTPC was trading at 424.50. The strike last trading price was 19.55, which was 1.20 higher 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 18.35, which was -0.30 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 10 Oct NTPC was trading at 422.70. The strike last trading price was 18.65, which was 0.10 higher 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 18.55, 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 18.55, which was -6.45 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 25, which was 8.30 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 4 Oct NTPC was trading at 430.45. The strike last trading price was 16.7, which was 3.70 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 3 Oct NTPC was trading at 435.35. The strike last trading price was 13, which was 1.00 higher 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 12, which was -0.90 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 12.9, which was -24.65 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 27 Sept NTPC was trading at 436.90. The strike last trading price was 37.55, 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 26 Sept NTPC was trading at 434.60. The strike last trading price was 37.55, 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 25 Sept NTPC was trading at 436.10. The strike last trading price was 37.55, 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 24 Sept NTPC was trading at 428.10. The strike last trading price was 37.55, 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 Sept NTPC was trading at 428.35. The strike last trading price was 37.55, which was 37.55 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 20 Sept NTPC was trading at 423.95. The strike last trading price was 0, 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 19 Sept NTPC was trading at 423.95. The strike last trading price was 0, 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 16 Sept NTPC was trading at 411.10. The strike last trading price was 0, 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 12 Sept NTPC was trading at 404.85. The strike last trading price was 0, 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 Sept NTPC was trading at 389.65. The strike last trading price was 0, 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 Sept NTPC was trading at 389.85. The strike last trading price was 0, 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 6 Sept NTPC was trading at 394.80. The strike last trading price was 0, 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 5 Sept NTPC was trading at 403.25. The strike last trading price was 0, 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 4 Sept NTPC was trading at 405.10. The strike last trading price was 0, 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 3 Sept NTPC was trading at 406.40. The strike last trading price was 0, 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 2 Sept NTPC was trading at 410.00. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to