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NTPC
Ntpc Ltd

394.8 -8.45 (-2.10%)

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Historical option data for NTPC

06 Sep 2024 04:10 PM IST
NTPC 440 CE
Date Close Ltp Change Volume Change OI OI
6 Sept 394.80 0.95 -0.40 22,23,000 1,09,500 16,57,500
5 Sept 403.25 1.35 -0.20 10,20,000 -64,500 15,48,000
4 Sept 405.10 1.55 -0.15 14,23,500 -67,500 16,20,000
3 Sept 406.40 1.7 -0.60 8,40,000 1,63,500 17,02,500
2 Sept 410.00 2.3 -1.90 21,30,000 90,000 15,42,000
30 Aug 416.20 4.2 0.65 34,17,000 3,28,500 14,43,000
29 Aug 409.90 3.55 0.15 19,15,500 2,08,500 11,16,000
28 Aug 409.05 3.4 -0.30 6,82,500 40,500 9,07,500
27 Aug 409.65 3.7 -1.00 7,39,500 2,26,500 8,65,500
26 Aug 414.85 4.7 2.10 10,44,000 1,26,000 6,36,000
23 Aug 401.95 2.6 -0.20 1,72,500 49,500 5,08,500
22 Aug 403.35 2.8 -0.75 2,35,500 48,000 4,59,000
21 Aug 408.95 3.55 0.20 2,44,500 93,000 4,02,000
20 Aug 406.25 3.35 -0.05 1,81,500 0 3,07,500
19 Aug 403.10 3.4 0.50 1,62,000 37,500 3,07,500
16 Aug 398.05 2.9 -0.80 1,60,500 15,000 2,70,000
14 Aug 396.35 3.7 -0.20 27,000 3,000 2,55,000
13 Aug 396.20 3.9 -0.90 2,59,500 63,000 2,50,500
12 Aug 400.85 4.8 -1.60 58,500 -4,500 1,87,500
9 Aug 410.65 6.4 0.05 58,500 -7,500 1,90,500
8 Aug 407.70 6.35 -1.85 22,500 1,500 1,98,000
7 Aug 416.30 8.2 0.15 63,000 16,500 1,96,500
6 Aug 415.00 8.05 0.45 15,000 4,500 1,81,500
5 Aug 413.25 7.6 -1.65 81,000 10,500 1,77,000
2 Aug 419.70 9.25 -0.85 21,000 -9,000 1,66,500
1 Aug 423.45 10.1 0.60 1,23,000 37,500 1,77,000
31 Jul 416.00 9.5 1.75 61,500 30,000 1,41,000
30 Jul 406.95 7.75 3.25 1,29,000 49,500 1,11,000
29 Jul 393.90 4.5 -2.05 12,000 7,500 61,500
26 Jul 396.30 6.55 -1.95 55,500 48,000 54,000
25 Jul 392.15 8.5 1.55 4,500 3,000 6,000
24 Jul 392.60 6.95 4,500 3,000 3,000


For Ntpc Ltd - strike price 440 expiring on 26SEP2024

Delta for 440 CE is -

Historical price for 440 CE is as follows

On 6 Sept NTPC was trading at 394.80. The strike last trading price was 0.95, which was -0.40 lower than the previous day. The implied volatity was -, the open interest changed by 109500 which increased total open position to 1657500


On 5 Sept NTPC was trading at 403.25. The strike last trading price was 1.35, which was -0.20 lower than the previous day. The implied volatity was -, the open interest changed by -64500 which decreased total open position to 1548000


On 4 Sept NTPC was trading at 405.10. The strike last trading price was 1.55, which was -0.15 lower than the previous day. The implied volatity was -, the open interest changed by -67500 which decreased total open position to 1620000


On 3 Sept NTPC was trading at 406.40. The strike last trading price was 1.7, which was -0.60 lower than the previous day. The implied volatity was -, the open interest changed by 163500 which increased total open position to 1702500


On 2 Sept NTPC was trading at 410.00. The strike last trading price was 2.3, which was -1.90 lower than the previous day. The implied volatity was -, the open interest changed by 90000 which increased total open position to 1542000


On 30 Aug NTPC was trading at 416.20. The strike last trading price was 4.2, which was 0.65 higher than the previous day. The implied volatity was -, the open interest changed by 328500 which increased total open position to 1443000


On 29 Aug NTPC was trading at 409.90. The strike last trading price was 3.55, which was 0.15 higher than the previous day. The implied volatity was -, the open interest changed by 208500 which increased total open position to 1116000


On 28 Aug NTPC was trading at 409.05. The strike last trading price was 3.4, which was -0.30 lower than the previous day. The implied volatity was -, the open interest changed by 40500 which increased total open position to 907500


On 27 Aug NTPC was trading at 409.65. The strike last trading price was 3.7, which was -1.00 lower than the previous day. The implied volatity was -, the open interest changed by 226500 which increased total open position to 865500


On 26 Aug NTPC was trading at 414.85. The strike last trading price was 4.7, which was 2.10 higher than the previous day. The implied volatity was -, the open interest changed by 126000 which increased total open position to 636000


On 23 Aug NTPC was trading at 401.95. The strike last trading price was 2.6, which was -0.20 lower than the previous day. The implied volatity was -, the open interest changed by 49500 which increased total open position to 508500


On 22 Aug NTPC was trading at 403.35. The strike last trading price was 2.8, which was -0.75 lower than the previous day. The implied volatity was -, the open interest changed by 48000 which increased total open position to 459000


On 21 Aug NTPC was trading at 408.95. The strike last trading price was 3.55, which was 0.20 higher than the previous day. The implied volatity was -, the open interest changed by 93000 which increased total open position to 402000


On 20 Aug NTPC was trading at 406.25. The strike last trading price was 3.35, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 307500


On 19 Aug NTPC was trading at 403.10. The strike last trading price was 3.4, which was 0.50 higher than the previous day. The implied volatity was -, the open interest changed by 37500 which increased total open position to 307500


On 16 Aug NTPC was trading at 398.05. The strike last trading price was 2.9, which was -0.80 lower than the previous day. The implied volatity was -, the open interest changed by 15000 which increased total open position to 270000


On 14 Aug NTPC was trading at 396.35. The strike last trading price was 3.7, which was -0.20 lower than the previous day. The implied volatity was -, the open interest changed by 3000 which increased total open position to 255000


On 13 Aug NTPC was trading at 396.20. The strike last trading price was 3.9, which was -0.90 lower than the previous day. The implied volatity was -, the open interest changed by 63000 which increased total open position to 250500


On 12 Aug NTPC was trading at 400.85. The strike last trading price was 4.8, which was -1.60 lower than the previous day. The implied volatity was -, the open interest changed by -4500 which decreased total open position to 187500


On 9 Aug NTPC was trading at 410.65. The strike last trading price was 6.4, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by -7500 which decreased total open position to 190500


On 8 Aug NTPC was trading at 407.70. The strike last trading price was 6.35, which was -1.85 lower than the previous day. The implied volatity was -, the open interest changed by 1500 which increased total open position to 198000


On 7 Aug NTPC was trading at 416.30. The strike last trading price was 8.2, which was 0.15 higher than the previous day. The implied volatity was -, the open interest changed by 16500 which increased total open position to 196500


On 6 Aug NTPC was trading at 415.00. The strike last trading price was 8.05, which was 0.45 higher than the previous day. The implied volatity was -, the open interest changed by 4500 which increased total open position to 181500


On 5 Aug NTPC was trading at 413.25. The strike last trading price was 7.6, which was -1.65 lower than the previous day. The implied volatity was -, the open interest changed by 10500 which increased total open position to 177000


On 2 Aug NTPC was trading at 419.70. The strike last trading price was 9.25, which was -0.85 lower than the previous day. The implied volatity was -, the open interest changed by -9000 which decreased total open position to 166500


On 1 Aug NTPC was trading at 423.45. The strike last trading price was 10.1, which was 0.60 higher than the previous day. The implied volatity was -, the open interest changed by 37500 which increased total open position to 177000


On 31 Jul NTPC was trading at 416.00. The strike last trading price was 9.5, which was 1.75 higher than the previous day. The implied volatity was -, the open interest changed by 30000 which increased total open position to 141000


On 30 Jul NTPC was trading at 406.95. The strike last trading price was 7.75, which was 3.25 higher than the previous day. The implied volatity was -, the open interest changed by 49500 which increased total open position to 111000


On 29 Jul NTPC was trading at 393.90. The strike last trading price was 4.5, which was -2.05 lower than the previous day. The implied volatity was -, the open interest changed by 7500 which increased total open position to 61500


On 26 Jul NTPC was trading at 396.30. The strike last trading price was 6.55, which was -1.95 lower than the previous day. The implied volatity was -, the open interest changed by 48000 which increased total open position to 54000


On 25 Jul NTPC was trading at 392.15. The strike last trading price was 8.5, which was 1.55 higher than the previous day. The implied volatity was -, the open interest changed by 3000 which increased total open position to 6000


On 24 Jul NTPC was trading at 392.60. The strike last trading price was 6.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 3000 which increased total open position to 3000


NTPC 440 PE
Date Close Ltp Change Volume Change OI OI
6 Sept 394.80 45.5 9.50 19,500 -9,000 1,50,000
5 Sept 403.25 36 2.40 13,500 -4,500 1,59,000
4 Sept 405.10 33.6 2.50 42,000 4,500 1,63,500
3 Sept 406.40 31.1 2.10 4,500 0 1,59,000
2 Sept 410.00 29 4.00 64,500 34,500 1,57,500
30 Aug 416.20 25 -6.05 57,000 34,500 1,23,000
29 Aug 409.90 31.05 0.00 0 24,000 0
28 Aug 409.05 31.05 0.65 33,000 24,000 88,500
27 Aug 409.65 30.4 -5.25 49,500 36,000 55,500
26 Aug 414.85 35.65 0.00 0 0 0
23 Aug 401.95 35.65 0.00 0 3,000 0
22 Aug 403.35 35.65 4.10 6,000 1,500 18,000
21 Aug 408.95 31.55 -1.10 9,000 3,000 16,500
20 Aug 406.25 32.65 6.65 13,500 9,000 12,000
19 Aug 403.10 26 0.00 0 0 0
16 Aug 398.05 26 0.00 0 0 0
14 Aug 396.35 26 0.00 0 0 0
13 Aug 396.20 26 0.00 0 0 0
12 Aug 400.85 26 0.00 0 0 0
9 Aug 410.65 26 0.00 0 0 0
8 Aug 407.70 26 0.00 0 0 0
7 Aug 416.30 26 0.00 0 0 0
6 Aug 415.00 26 0.00 0 0 0
5 Aug 413.25 26 0.00 0 1,500 0
2 Aug 419.70 26 -6.35 1,500 0 1,500
1 Aug 423.45 32.35 0.00 0 1,500 0
31 Jul 416.00 32.35 -33.70 3,000 1,500 1,500
30 Jul 406.95 66.05 0.00 0 0 0
29 Jul 393.90 66.05 0.00 0 0 0
26 Jul 396.30 66.05 66.05 0 0 0
25 Jul 392.15 0 0.00 0 0 0
24 Jul 392.60 0 0 0 0


For Ntpc Ltd - strike price 440 expiring on 26SEP2024

Delta for 440 PE is -

Historical price for 440 PE is as follows

On 6 Sept NTPC was trading at 394.80. The strike last trading price was 45.5, which was 9.50 higher than the previous day. The implied volatity was -, the open interest changed by -9000 which decreased total open position to 150000


On 5 Sept NTPC was trading at 403.25. The strike last trading price was 36, which was 2.40 higher than the previous day. The implied volatity was -, the open interest changed by -4500 which decreased total open position to 159000


On 4 Sept NTPC was trading at 405.10. The strike last trading price was 33.6, which was 2.50 higher than the previous day. The implied volatity was -, the open interest changed by 4500 which increased total open position to 163500


On 3 Sept NTPC was trading at 406.40. The strike last trading price was 31.1, which was 2.10 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 159000


On 2 Sept NTPC was trading at 410.00. The strike last trading price was 29, which was 4.00 higher than the previous day. The implied volatity was -, the open interest changed by 34500 which increased total open position to 157500


On 30 Aug NTPC was trading at 416.20. The strike last trading price was 25, which was -6.05 lower than the previous day. The implied volatity was -, the open interest changed by 34500 which increased total open position to 123000


On 29 Aug NTPC was trading at 409.90. The strike last trading price was 31.05, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 24000 which increased total open position to 0


On 28 Aug NTPC was trading at 409.05. The strike last trading price was 31.05, which was 0.65 higher than the previous day. The implied volatity was -, the open interest changed by 24000 which increased total open position to 88500


On 27 Aug NTPC was trading at 409.65. The strike last trading price was 30.4, which was -5.25 lower than the previous day. The implied volatity was -, the open interest changed by 36000 which increased total open position to 55500


On 26 Aug NTPC was trading at 414.85. The strike last trading price was 35.65, 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 23 Aug NTPC was trading at 401.95. The strike last trading price was 35.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 3000 which increased total open position to 0


On 22 Aug NTPC was trading at 403.35. The strike last trading price was 35.65, which was 4.10 higher than the previous day. The implied volatity was -, the open interest changed by 1500 which increased total open position to 18000


On 21 Aug NTPC was trading at 408.95. The strike last trading price was 31.55, which was -1.10 lower than the previous day. The implied volatity was -, the open interest changed by 3000 which increased total open position to 16500


On 20 Aug NTPC was trading at 406.25. The strike last trading price was 32.65, which was 6.65 higher than the previous day. The implied volatity was -, the open interest changed by 9000 which increased total open position to 12000


On 19 Aug NTPC was trading at 403.10. The strike last trading price was 26, 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 16 Aug NTPC was trading at 398.05. The strike last trading price was 26, 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 14 Aug NTPC was trading at 396.35. The strike last trading price was 26, 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 Aug NTPC was trading at 396.20. The strike last trading price was 26, 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 Aug NTPC was trading at 400.85. The strike last trading price was 26, 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 9 Aug NTPC was trading at 410.65. The strike last trading price was 26, 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 Aug NTPC was trading at 407.70. The strike last trading price was 26, 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 Aug NTPC was trading at 416.30. The strike last trading price was 26, 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 Aug NTPC was trading at 415.00. The strike last trading price was 26, 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 Aug NTPC was trading at 413.25. The strike last trading price was 26, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 1500 which increased total open position to 0


On 2 Aug NTPC was trading at 419.70. The strike last trading price was 26, which was -6.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1500


On 1 Aug NTPC was trading at 423.45. The strike last trading price was 32.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 1500 which increased total open position to 0


On 31 Jul NTPC was trading at 416.00. The strike last trading price was 32.35, which was -33.70 lower than the previous day. The implied volatity was -, the open interest changed by 1500 which increased total open position to 1500


On 30 Jul NTPC was trading at 406.95. The strike last trading price was 66.05, 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 29 Jul NTPC was trading at 393.90. The strike last trading price was 66.05, 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 26 Jul NTPC was trading at 396.30. The strike last trading price was 66.05, which was 66.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 25 Jul NTPC was trading at 392.15. 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 0 which decreased total open position to 0


On 24 Jul NTPC was trading at 392.60. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0