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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 435 CE
Delta: 0.02
Vega: 0.04
Theta: -0.06
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
14 Nov 372.50 0.25 -0.15 37.88 383 -13 697
13 Nov 381.35 0.4 0.00 35.32 360 -45 710
12 Nov 380.30 0.4 -0.40 34.22 740 -62 757
11 Nov 392.55 0.8 -0.15 30.03 295 5 823
8 Nov 397.65 0.95 -0.30 26.93 543 47 824
7 Nov 403.80 1.25 -0.60 23.29 871 -2 777
6 Nov 408.90 1.85 0.20 22.22 1,807 396 780
5 Nov 403.10 1.65 -0.30 24.58 904 38 386
4 Nov 400.95 1.95 -3.25 26.40 1,031 157 355
1 Nov 411.35 5.2 0.05 28.00 40 14 197
31 Oct 408.15 5.15 0.10 - 283 41 183
30 Oct 408.50 5.05 -1.30 - 82 36 141
29 Oct 412.15 6.35 2.05 - 97 -4 104
28 Oct 403.90 4.3 -0.20 - 68 21 108
25 Oct 398.90 4.5 -2.15 - 110 11 87
24 Oct 411.90 6.65 -0.05 - 81 59 75
23 Oct 408.30 6.7 -2.85 - 6 1 16
22 Oct 415.75 9.55 0.00 - 0 0 0
21 Oct 425.00 9.55 0.00 - 0 0 0
18 Oct 424.95 9.55 -1.75 - 1 0 15
17 Oct 417.75 11.3 0.75 - 2 1 15
16 Oct 424.25 10.55 -2.95 - 14 5 13
15 Oct 426.60 13.5 -0.25 - 1 0 7
14 Oct 424.50 13.75 0.00 - 0 2 0
11 Oct 422.50 13.75 -1.70 - 4 0 5
10 Oct 422.70 15.45 0.75 - 6 -1 3
9 Oct 418.45 14.7 0.00 - 0 1 0
8 Oct 420.95 14.7 2.70 - 1 0 3
7 Oct 415.45 12 -6.20 - 4 2 3
4 Oct 430.45 18.2 -6.60 - 1 0 1
3 Oct 435.35 24.8 0.00 - 0 0 0
1 Oct 440.10 24.8 0.00 - 0 0 0
30 Sept 443.20 24.8 0.00 - 0 1 0
27 Sept 436.90 24.8 - 3 2 2


For Ntpc Ltd - strike price 435 expiring on 28NOV2024

Delta for 435 CE is 0.02

Historical price for 435 CE is as follows

On 14 Nov NTPC was trading at 372.50. The strike last trading price was 0.25, which was -0.15 lower than the previous day. The implied volatity was 37.88, the open interest changed by -13 which decreased total open position to 697


On 13 Nov NTPC was trading at 381.35. The strike last trading price was 0.4, which was 0.00 lower than the previous day. The implied volatity was 35.32, the open interest changed by -45 which decreased total open position to 710


On 12 Nov NTPC was trading at 380.30. The strike last trading price was 0.4, which was -0.40 lower than the previous day. The implied volatity was 34.22, the open interest changed by -62 which decreased total open position to 757


On 11 Nov NTPC was trading at 392.55. The strike last trading price was 0.8, which was -0.15 lower than the previous day. The implied volatity was 30.03, the open interest changed by 5 which increased total open position to 823


On 8 Nov NTPC was trading at 397.65. The strike last trading price was 0.95, which was -0.30 lower than the previous day. The implied volatity was 26.93, the open interest changed by 47 which increased total open position to 824


On 7 Nov NTPC was trading at 403.80. The strike last trading price was 1.25, which was -0.60 lower than the previous day. The implied volatity was 23.29, the open interest changed by -2 which decreased total open position to 777


On 6 Nov NTPC was trading at 408.90. The strike last trading price was 1.85, which was 0.20 higher than the previous day. The implied volatity was 22.22, the open interest changed by 396 which increased total open position to 780


On 5 Nov NTPC was trading at 403.10. The strike last trading price was 1.65, which was -0.30 lower than the previous day. The implied volatity was 24.58, the open interest changed by 38 which increased total open position to 386


On 4 Nov NTPC was trading at 400.95. The strike last trading price was 1.95, which was -3.25 lower than the previous day. The implied volatity was 26.40, the open interest changed by 157 which increased total open position to 355


On 1 Nov NTPC was trading at 411.35. The strike last trading price was 5.2, which was 0.05 higher than the previous day. The implied volatity was 28.00, the open interest changed by 14 which increased total open position to 197


On 31 Oct NTPC was trading at 408.15. The strike last trading price was 5.15, 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 30 Oct NTPC was trading at 408.50. The strike last trading price was 5.05, which was -1.30 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 6.35, which was 2.05 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 4.3, which was -0.20 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 4.5, which was -2.15 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 6.65, 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 23 Oct NTPC was trading at 408.30. The strike last trading price was 6.7, which was -2.85 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 9.55, 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 21 Oct NTPC was trading at 425.00. The strike last trading price was 9.55, 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 18 Oct NTPC was trading at 424.95. The strike last trading price was 9.55, which was -1.75 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 11.3, which was 0.75 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 10.55, which was -2.95 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 13.5, which was -0.25 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 13.75, 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 13.75, which was -1.70 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 15.45, which was 0.75 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 14.7, 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 14.7, which was 2.70 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 12, which was -6.20 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 18.2, which was -6.60 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 24.8, 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 24.8, 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 24.8, 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 27 Sept NTPC was trading at 436.90. The strike last trading price was 24.8, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


NTPC 28NOV2024 435 PE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
14 Nov 372.50 45.35 0.00 0.00 0 0 0
13 Nov 381.35 45.35 0.00 0.00 0 -1 0
12 Nov 380.30 45.35 4.35 - 4 0 24
11 Nov 392.55 41 4.25 32.55 1 0 25
8 Nov 397.65 36.75 11.20 18.32 6 1 25
7 Nov 403.80 25.55 0.00 0.00 0 1 0
6 Nov 408.90 25.55 -6.65 23.66 3 0 23
5 Nov 403.10 32.2 -2.00 29.97 8 3 22
4 Nov 400.95 34.2 5.10 31.63 15 9 18
1 Nov 411.35 29.1 0.00 0.00 0 6 0
31 Oct 408.15 29.1 -3.90 - 11 4 7
30 Oct 408.50 33 0.00 - 0 0 0
29 Oct 412.15 33 0.00 - 0 0 0
28 Oct 403.90 33 0.00 - 0 0 0
25 Oct 398.90 33 0.00 - 0 0 0
24 Oct 411.90 33 0.00 - 0 2 0
23 Oct 408.30 33 8.00 - 2 0 1
22 Oct 415.75 25 1.10 - 1 0 0
21 Oct 425.00 23.9 0.00 - 0 0 0
18 Oct 424.95 23.9 0.00 - 0 0 0
17 Oct 417.75 23.9 0.00 - 0 0 0
16 Oct 424.25 23.9 0.00 - 0 0 0
15 Oct 426.60 23.9 0.00 - 0 0 0
14 Oct 424.50 23.9 0.00 - 0 0 0
11 Oct 422.50 23.9 0.00 - 0 0 0
10 Oct 422.70 23.9 0.00 - 0 0 0
9 Oct 418.45 23.9 0.00 - 0 0 0
8 Oct 420.95 23.9 0.00 - 0 0 0
7 Oct 415.45 23.9 0.00 - 0 0 0
4 Oct 430.45 23.9 0.00 - 0 0 0
3 Oct 435.35 23.9 0.00 - 0 0 0
1 Oct 440.10 23.9 0.00 - 0 0 0
30 Sept 443.20 23.9 0.00 - 0 0 0
27 Sept 436.90 23.9 - 0 0 0


For Ntpc Ltd - strike price 435 expiring on 28NOV2024

Delta for 435 PE is 0.00

Historical price for 435 PE is as follows

On 14 Nov NTPC was trading at 372.50. The strike last trading price was 45.35, 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 13 Nov NTPC was trading at 381.35. The strike last trading price was 45.35, 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 12 Nov NTPC was trading at 380.30. The strike last trading price was 45.35, which was 4.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 24


On 11 Nov NTPC was trading at 392.55. The strike last trading price was 41, which was 4.25 higher than the previous day. The implied volatity was 32.55, the open interest changed by 0 which decreased total open position to 25


On 8 Nov NTPC was trading at 397.65. The strike last trading price was 36.75, which was 11.20 higher than the previous day. The implied volatity was 18.32, the open interest changed by 1 which increased total open position to 25


On 7 Nov NTPC was trading at 403.80. The strike last trading price was 25.55, 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 6 Nov NTPC was trading at 408.90. The strike last trading price was 25.55, which was -6.65 lower than the previous day. The implied volatity was 23.66, the open interest changed by 0 which decreased total open position to 23


On 5 Nov NTPC was trading at 403.10. The strike last trading price was 32.2, which was -2.00 lower than the previous day. The implied volatity was 29.97, the open interest changed by 3 which increased total open position to 22


On 4 Nov NTPC was trading at 400.95. The strike last trading price was 34.2, which was 5.10 higher than the previous day. The implied volatity was 31.63, the open interest changed by 9 which increased total open position to 18


On 1 Nov NTPC was trading at 411.35. The strike last trading price was 29.1, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 6 which increased total open position to 0


On 31 Oct NTPC was trading at 408.15. The strike last trading price was 29.1, which was -3.90 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 33, 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 29 Oct NTPC was trading at 412.15. The strike last trading price was 33, 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 28 Oct NTPC was trading at 403.90. The strike last trading price was 33, 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 33, 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 Oct NTPC was trading at 411.90. The strike last trading price was 33, 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 33, which was 8.00 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 25, which was 1.10 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 23.9, 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 23.9, 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 17 Oct NTPC was trading at 417.75. The strike last trading price was 23.9, 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 Oct NTPC was trading at 424.25. The strike last trading price was 23.9, 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 23.9, 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 23.9, 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 23.9, 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 10 Oct NTPC was trading at 422.70. The strike last trading price was 23.9, 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 23.9, 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 23.9, 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 23.9, 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 Oct NTPC was trading at 430.45. The strike last trading price was 23.9, 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 Oct NTPC was trading at 435.35. The strike last trading price was 23.9, 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 23.9, 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 23.9, 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 27 Sept NTPC was trading at 436.90. The strike last trading price was 23.9, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to