[--[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 0.5 0.05 - 21,93,000 2,62,500 18,48,000
4 Jul 372.95 0.45 - 14,58,000 1,75,500 15,85,500
3 Jul 372.65 0.55 - 11,70,000 1,00,500 14,10,000
2 Jul 370.40 0.65 - 20,29,500 37,500 13,50,000
1 Jul 369.75 0.75 - 14,52,000 4,14,000 13,12,500
28 Jun 378.35 1.1 - 24,01,500 4,39,500 8,98,500
27 Jun 377.15 1.3 - 2,40,000 60,000 4,59,000
26 Jun 365.05 0.75 - 37,500 16,500 4,00,500
25 Jun 360.85 0.7 - 31,500 4,500 3,84,000
24 Jun 362.75 0.9 - 18,000 3,000 3,79,500
21 Jun 359.80 1.00 - 97,500 64,500 3,75,000
20 Jun 357.65 1.20 - 55,500 12,000 2,82,000
19 Jun 362.50 1.40 - 1,83,000 25,500 2,70,000
18 Jun 369.65 1.50 - 2,83,500 2,44,500 2,44,500
13 Jun 369.95 1.35 - 9,000 0 1,500


For NTPC LTD - strike price 440 expiring on 25JUL2024

Delta for 440 CE is -

Historical price for 440 CE is as follows

On 5 Jul NTPC was trading at 379.80. The strike last trading price was 0.5, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by 262500 which increased total open position to 1848000


On 4 Jul NTPC was trading at 372.95. The strike last trading price was 0.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 175500 which increased total open position to 1585500


On 3 Jul NTPC was trading at 372.65. The strike last trading price was 0.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 100500 which increased total open position to 1410000


On 2 Jul NTPC was trading at 370.40. The strike last trading price was 0.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 37500 which increased total open position to 1350000


On 1 Jul NTPC was trading at 369.75. The strike last trading price was 0.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 414000 which increased total open position to 1312500


On 28 Jun NTPC was trading at 378.35. The strike last trading price was 1.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 439500 which increased total open position to 898500


On 27 Jun NTPC was trading at 377.15. The strike last trading price was 1.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 60000 which increased total open position to 459000


On 26 Jun NTPC was trading at 365.05. The strike last trading price was 0.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 16500 which increased total open position to 400500


On 25 Jun NTPC was trading at 360.85. The strike last trading price was 0.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 4500 which increased total open position to 384000


On 24 Jun NTPC was trading at 362.75. The strike last trading price was 0.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 3000 which increased total open position to 379500


On 21 Jun NTPC was trading at 359.80. The strike last trading price was 1.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 64500 which increased total open position to 375000


On 20 Jun NTPC was trading at 357.65. The strike last trading price was 1.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 12000 which increased total open position to 282000


On 19 Jun NTPC was trading at 362.50. The strike last trading price was 1.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 25500 which increased total open position to 270000


On 18 Jun NTPC was trading at 369.65. The strike last trading price was 1.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 244500 which increased total open position to 244500


On 13 Jun NTPC was trading at 369.95. The strike last trading price was 1.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1500


Delta: -
Gamma: -
Theta: -
Vega: -
Date Symbol Close Ltp Chng IV Volume Chng OI OI
5 Jul 379.80 76.15 0.00 - 0 0 0
4 Jul 372.95 76.15 - 0 0 0
3 Jul 372.65 76.15 - 0 0 0
2 Jul 370.40 76.15 - 0 0 0
1 Jul 369.75 76.15 - 0 0 0
28 Jun 378.35 76.15 - 0 0 0
27 Jun 377.15 76.15 - 0 0 0
26 Jun 365.05 76.15 - 0 0 0
25 Jun 360.85 76.15 - 0 0 0
24 Jun 362.75 76.15 - 0 0 0
21 Jun 359.80 76.15 - 0 0 0
20 Jun 357.65 76.15 - 0 0 0
19 Jun 362.50 76.15 - 0 0 0
18 Jun 369.65 76.15 - 0 0 0
13 Jun 369.95 76.15 - 0 0 0


For NTPC LTD - strike price 440 expiring on 25JUL2024

Delta for 440 PE is -

Historical price for 440 PE is as follows

On 5 Jul NTPC was trading at 379.80. The strike last trading price was 76.15, 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 Jul NTPC was trading at 372.95. The strike last trading price was 76.15, 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 3 Jul NTPC was trading at 372.65. The strike last trading price was 76.15, 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 76.15, 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 1 Jul NTPC was trading at 369.75. The strike last trading price was 76.15, 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 28 Jun NTPC was trading at 378.35. The strike last trading price was 76.15, 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 27 Jun NTPC was trading at 377.15. The strike last trading price was 76.15, 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 76.15, 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 25 Jun NTPC was trading at 360.85. The strike last trading price was 76.15, 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 24 Jun NTPC was trading at 362.75. The strike last trading price was 76.15, 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 21 Jun NTPC was trading at 359.80. The strike last trading price was 76.15, 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 76.15, 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 76.15, 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 76.15, 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 76.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0