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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 440 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
20 Dec 333.25 0.05 0.00 - 16 -8 46
19 Dec 337.40 0.05 -0.05 - 7 -4 57
18 Dec 341.75 0.1 0.00 - 5 -2 61
17 Dec 349.05 0.1 0.00 0.00 0 0 0
16 Dec 352.90 0.1 0.00 - 3 0 63
13 Dec 357.15 0.1 -0.05 45.45 14 0 64
12 Dec 355.60 0.15 0.00 47.08 5 -3 64
11 Dec 365.50 0.15 0.00 40.07 48 -15 67
10 Dec 369.15 0.15 -0.05 37.21 14 -5 81
9 Dec 369.85 0.2 0.00 0.00 0 -30 0
6 Dec 369.50 0.2 -0.05 34.18 32 -31 85
5 Dec 369.15 0.25 0.00 34.49 50 -4 89
4 Dec 372.75 0.25 0.05 32.29 37 28 92
3 Dec 367.45 0.2 -0.05 32.56 28 3 64
2 Dec 358.20 0.25 0.00 37.08 6 0 60
29 Nov 363.65 0.25 -0.10 32.86 45 -9 59
28 Nov 362.05 0.35 -0.25 32.99 21 2 67
27 Nov 369.30 0.6 0.10 33.49 16 2 61
26 Nov 361.65 0.5 -0.30 35.19 42 11 58
25 Nov 368.40 0.8 -0.10 34.49 54 32 46
22 Nov 365.45 0.9 0.20 35.51 13 1 15
21 Nov 356.15 0.7 -0.10 36.34 2 0 13
20 Nov 366.70 0.8 0.00 32.13 5 1 13
19 Nov 366.70 0.8 -0.25 32.13 5 1 13
18 Nov 366.70 1.05 0.05 33.55 3 1 11
14 Nov 372.50 1 -0.60 28.81 7 2 10
13 Nov 381.35 1.6 0.00 0.00 0 3 0
12 Nov 380.30 1.6 -1.00 28.29 5 0 5
11 Nov 392.55 2.6 -1.30 25.92 6 3 5
8 Nov 397.65 3.9 -3.80 27.21 2 1 2
7 Nov 403.80 7.7 0.00 0.00 0 1 0
6 Nov 408.90 7.7 -25.30 27.93 1 0 0
5 Nov 403.10 33 0.00 5.82 0 0 0
4 Nov 400.95 33 0.00 6.07 0 0 0
1 Nov 411.35 33 0.00 4.00 0 0 0
24 Oct 411.90 33 0.00 - 0 0 0
23 Oct 408.30 33 0.00 - 0 0 0
21 Oct 425.00 33 0.00 - 0 0 0
18 Oct 424.95 33 0.00 - 0 0 0
15 Oct 426.60 33 0.00 - 0 0 0
11 Oct 422.50 33 0.00 - 0 0 0
9 Oct 418.45 33 0.00 - 0 0 0
8 Oct 420.95 33 0.00 - 0 0 0
7 Oct 415.45 33 0.00 - 0 0 0
1 Oct 440.10 33 0.00 - 0 0 0
30 Sept 443.20 33 - 0 0 0


For Ntpc Ltd - strike price 440 expiring on 26DEC2024

Delta for 440 CE is -

Historical price for 440 CE is as follows

On 20 Dec NTPC was trading at 333.25. The strike last trading price was 0.05, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -8 which decreased total open position to 46


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 -4 which decreased total open position to 57


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 -2 which decreased total open position to 61


On 17 Dec NTPC was trading at 349.05. The strike last trading price was 0.1, 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 16 Dec NTPC was trading at 352.90. 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 0 which decreased total open position to 63


On 13 Dec NTPC was trading at 357.15. The strike last trading price was 0.1, which was -0.05 lower than the previous day. The implied volatity was 45.45, the open interest changed by 0 which decreased total open position to 64


On 12 Dec NTPC was trading at 355.60. The strike last trading price was 0.15, which was 0.00 lower than the previous day. The implied volatity was 47.08, the open interest changed by -3 which decreased total open position to 64


On 11 Dec NTPC was trading at 365.50. The strike last trading price was 0.15, which was 0.00 lower than the previous day. The implied volatity was 40.07, the open interest changed by -15 which decreased total open position to 67


On 10 Dec NTPC was trading at 369.15. The strike last trading price was 0.15, which was -0.05 lower than the previous day. The implied volatity was 37.21, the open interest changed by -5 which decreased total open position to 81


On 9 Dec NTPC was trading at 369.85. The strike last trading price was 0.2, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -30 which decreased total open position to 0


On 6 Dec NTPC was trading at 369.50. The strike last trading price was 0.2, which was -0.05 lower than the previous day. The implied volatity was 34.18, the open interest changed by -31 which decreased total open position to 85


On 5 Dec NTPC was trading at 369.15. The strike last trading price was 0.25, which was 0.00 lower than the previous day. The implied volatity was 34.49, the open interest changed by -4 which decreased total open position to 89


On 4 Dec NTPC was trading at 372.75. The strike last trading price was 0.25, which was 0.05 higher than the previous day. The implied volatity was 32.29, the open interest changed by 28 which increased total open position to 92


On 3 Dec NTPC was trading at 367.45. The strike last trading price was 0.2, which was -0.05 lower than the previous day. The implied volatity was 32.56, the open interest changed by 3 which increased total open position to 64


On 2 Dec NTPC was trading at 358.20. The strike last trading price was 0.25, which was 0.00 lower than the previous day. The implied volatity was 37.08, the open interest changed by 0 which decreased total open position to 60


On 29 Nov NTPC was trading at 363.65. The strike last trading price was 0.25, which was -0.10 lower than the previous day. The implied volatity was 32.86, the open interest changed by -9 which decreased total open position to 59


On 28 Nov NTPC was trading at 362.05. The strike last trading price was 0.35, which was -0.25 lower than the previous day. The implied volatity was 32.99, the open interest changed by 2 which increased total open position to 67


On 27 Nov NTPC was trading at 369.30. The strike last trading price was 0.6, which was 0.10 higher than the previous day. The implied volatity was 33.49, the open interest changed by 2 which increased total open position to 61


On 26 Nov NTPC was trading at 361.65. The strike last trading price was 0.5, which was -0.30 lower than the previous day. The implied volatity was 35.19, the open interest changed by 11 which increased total open position to 58


On 25 Nov NTPC was trading at 368.40. The strike last trading price was 0.8, which was -0.10 lower than the previous day. The implied volatity was 34.49, the open interest changed by 32 which increased total open position to 46


On 22 Nov NTPC was trading at 365.45. The strike last trading price was 0.9, which was 0.20 higher than the previous day. The implied volatity was 35.51, the open interest changed by 1 which increased total open position to 15


On 21 Nov NTPC was trading at 356.15. The strike last trading price was 0.7, which was -0.10 lower than the previous day. The implied volatity was 36.34, the open interest changed by 0 which decreased total open position to 13


On 20 Nov NTPC was trading at 366.70. The strike last trading price was 0.8, which was 0.00 lower than the previous day. The implied volatity was 32.13, the open interest changed by 1 which increased total open position to 13


On 19 Nov NTPC was trading at 366.70. The strike last trading price was 0.8, which was -0.25 lower than the previous day. The implied volatity was 32.13, the open interest changed by 1 which increased total open position to 13


On 18 Nov NTPC was trading at 366.70. The strike last trading price was 1.05, which was 0.05 higher than the previous day. The implied volatity was 33.55, the open interest changed by 1 which increased total open position to 11


On 14 Nov NTPC was trading at 372.50. The strike last trading price was 1, which was -0.60 lower than the previous day. The implied volatity was 28.81, the open interest changed by 2 which increased total open position to 10


On 13 Nov NTPC was trading at 381.35. The strike last trading price was 1.6, 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 12 Nov NTPC was trading at 380.30. The strike last trading price was 1.6, which was -1.00 lower than the previous day. The implied volatity was 28.29, the open interest changed by 0 which decreased total open position to 5


On 11 Nov NTPC was trading at 392.55. The strike last trading price was 2.6, which was -1.30 lower than the previous day. The implied volatity was 25.92, the open interest changed by 3 which increased total open position to 5


On 8 Nov NTPC was trading at 397.65. The strike last trading price was 3.9, which was -3.80 lower than the previous day. The implied volatity was 27.21, the open interest changed by 1 which increased total open position to 2


On 7 Nov NTPC was trading at 403.80. The strike last trading price was 7.7, 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 7.7, which was -25.30 lower than the previous day. The implied volatity was 27.93, 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 33, which was 0.00 lower than the previous day. The implied volatity was 5.82, 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 33, which was 0.00 lower than the previous day. The implied volatity was 6.07, 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 33, which was 0.00 lower than the previous day. The implied volatity was 4.00, 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 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 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 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 18 Oct NTPC was trading at 424.95. 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 15 Oct NTPC was trading at 426.60. 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 11 Oct NTPC was trading at 422.50. 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 9 Oct NTPC was trading at 418.45. 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 8 Oct NTPC was trading at 420.95. 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 7 Oct NTPC was trading at 415.45. 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 1 Oct NTPC was trading at 440.10. 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 30 Sept NTPC was trading at 443.20. The strike last trading price was 33, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


NTPC 26DEC2024 440 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
20 Dec 333.25 104 8.00 - 30 -13 45
19 Dec 337.40 96 0.00 0.00 0 -2 0
18 Dec 341.75 96 25.55 - 2 -1 59
17 Dec 349.05 70.45 0.00 0.00 0 0 0
16 Dec 352.90 70.45 0.00 0.00 0 0 0
13 Dec 357.15 70.45 0.00 0.00 0 0 0
12 Dec 355.60 70.45 0.00 0.00 0 0 0
11 Dec 365.50 70.45 0.00 0.00 0 0 0
10 Dec 369.15 70.45 0.00 0.00 0 0 0
9 Dec 369.85 70.45 0.00 0.00 0 0 0
6 Dec 369.50 70.45 0.00 0.00 0 -1 0
5 Dec 369.15 70.45 -4.25 54.76 2 -1 60
4 Dec 372.75 74.7 0.00 0.00 0 0 0
3 Dec 367.45 74.7 0.00 0.00 0 0 0
2 Dec 358.20 74.7 0.00 0.00 0 0 0
29 Nov 363.65 74.7 0.00 0.00 0 3 0
28 Nov 362.05 74.7 8.40 53.65 4 3 61
27 Nov 369.30 66.3 -8.70 - 3 2 57
26 Nov 361.65 75 7.80 36.37 9 5 54
25 Nov 368.40 67.2 -4.80 - 55 36 48
22 Nov 365.45 72 -5.00 34.51 33 32 44
21 Nov 356.15 77 8.00 - 1 0 11
20 Nov 366.70 69 0.00 28.78 6 6 9
19 Nov 366.70 69 -3.00 28.78 6 4 9
18 Nov 366.70 72 41.50 45.76 5 4 4
14 Nov 372.50 30.5 0.00 - 0 0 0
13 Nov 381.35 30.5 0.00 - 0 0 0
12 Nov 380.30 30.5 0.00 - 0 0 0
11 Nov 392.55 30.5 0.00 - 0 0 0
8 Nov 397.65 30.5 0.00 - 0 0 0
7 Nov 403.80 30.5 0.00 - 0 0 0
6 Nov 408.90 30.5 0.00 - 0 0 0
5 Nov 403.10 30.5 0.00 - 0 0 0
4 Nov 400.95 30.5 0.00 - 0 0 0
1 Nov 411.35 30.5 0.00 - 0 0 0
24 Oct 411.90 30.5 0.00 - 0 0 0
23 Oct 408.30 30.5 0.00 - 0 0 0
21 Oct 425.00 30.5 0.00 - 0 0 0
18 Oct 424.95 30.5 0.00 - 0 0 0
15 Oct 426.60 30.5 0.00 - 0 0 0
11 Oct 422.50 30.5 0.00 - 0 0 0
9 Oct 418.45 30.5 0.00 - 0 0 0
8 Oct 420.95 30.5 0.00 - 0 0 0
7 Oct 415.45 30.5 0.00 - 0 0 0
1 Oct 440.10 30.5 0.00 - 0 0 0
30 Sept 443.20 30.5 - 0 0 0


For Ntpc Ltd - strike price 440 expiring on 26DEC2024

Delta for 440 PE is -

Historical price for 440 PE is as follows

On 20 Dec NTPC was trading at 333.25. The strike last trading price was 104, which was 8.00 higher than the previous day. The implied volatity was -, the open interest changed by -13 which decreased total open position to 45


On 19 Dec NTPC was trading at 337.40. The strike last trading price was 96, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -2 which decreased total open position to 0


On 18 Dec NTPC was trading at 341.75. The strike last trading price was 96, which was 25.55 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 59


On 17 Dec NTPC was trading at 349.05. The strike last trading price was 70.45, 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 16 Dec NTPC was trading at 352.90. The strike last trading price was 70.45, 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 13 Dec NTPC was trading at 357.15. The strike last trading price was 70.45, 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 12 Dec NTPC was trading at 355.60. The strike last trading price was 70.45, 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 11 Dec NTPC was trading at 365.50. The strike last trading price was 70.45, 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 10 Dec NTPC was trading at 369.15. The strike last trading price was 70.45, 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 9 Dec NTPC was trading at 369.85. The strike last trading price was 70.45, 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 6 Dec NTPC was trading at 369.50. The strike last trading price was 70.45, 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 5 Dec NTPC was trading at 369.15. The strike last trading price was 70.45, which was -4.25 lower than the previous day. The implied volatity was 54.76, the open interest changed by -1 which decreased total open position to 60


On 4 Dec NTPC was trading at 372.75. The strike last trading price was 74.7, 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 3 Dec NTPC was trading at 367.45. The strike last trading price was 74.7, 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 2 Dec NTPC was trading at 358.20. The strike last trading price was 74.7, 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 74.7, 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 28 Nov NTPC was trading at 362.05. The strike last trading price was 74.7, which was 8.40 higher than the previous day. The implied volatity was 53.65, the open interest changed by 3 which increased total open position to 61


On 27 Nov NTPC was trading at 369.30. The strike last trading price was 66.3, which was -8.70 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 57


On 26 Nov NTPC was trading at 361.65. The strike last trading price was 75, which was 7.80 higher than the previous day. The implied volatity was 36.37, the open interest changed by 5 which increased total open position to 54


On 25 Nov NTPC was trading at 368.40. The strike last trading price was 67.2, which was -4.80 lower than the previous day. The implied volatity was -, the open interest changed by 36 which increased total open position to 48


On 22 Nov NTPC was trading at 365.45. The strike last trading price was 72, which was -5.00 lower than the previous day. The implied volatity was 34.51, the open interest changed by 32 which increased total open position to 44


On 21 Nov NTPC was trading at 356.15. The strike last trading price was 77, which was 8.00 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11


On 20 Nov NTPC was trading at 366.70. The strike last trading price was 69, which was 0.00 lower than the previous day. The implied volatity was 28.78, the open interest changed by 6 which increased total open position to 9


On 19 Nov NTPC was trading at 366.70. The strike last trading price was 69, which was -3.00 lower than the previous day. The implied volatity was 28.78, the open interest changed by 4 which increased total open position to 9


On 18 Nov NTPC was trading at 366.70. The strike last trading price was 72, which was 41.50 higher than the previous day. The implied volatity was 45.76, the open interest changed by 4 which increased total open position to 4


On 14 Nov NTPC was trading at 372.50. The strike last trading price was 30.5, 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 30.5, 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 30.5, 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 30.5, 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 30.5, 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 30.5, 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 30.5, 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 30.5, 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 30.5, 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 30.5, 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 30.5, 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 23 Oct NTPC was trading at 408.30. The strike last trading price was 30.5, 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 21 Oct NTPC was trading at 425.00. The strike last trading price was 30.5, 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 18 Oct NTPC was trading at 424.95. The strike last trading price was 30.5, 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 15 Oct NTPC was trading at 426.60. The strike last trading price was 30.5, 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 11 Oct NTPC was trading at 422.50. The strike last trading price was 30.5, 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 9 Oct NTPC was trading at 418.45. The strike last trading price was 30.5, 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 8 Oct NTPC was trading at 420.95. The strike last trading price was 30.5, 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 7 Oct NTPC was trading at 415.45. The strike last trading price was 30.5, 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 30.5, 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 30 Sept NTPC was trading at 443.20. The strike last trading price was 30.5, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to