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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 440 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 -0.10 40.29 633 -147 1,030
13 Nov 381.35 0.35 0.00 36.95 285 46 1,172
12 Nov 380.30 0.35 -0.25 35.81 993 -121 1,156
11 Nov 392.55 0.6 -0.15 30.77 943 -20 1,279
8 Nov 397.65 0.75 -0.25 27.95 711 90 1,297
7 Nov 403.80 1 -0.40 24.53 819 109 1,266
6 Nov 408.90 1.4 0.10 23.09 1,417 115 1,165
5 Nov 403.10 1.3 -0.30 25.51 868 126 1,054
4 Nov 400.95 1.6 -2.70 27.46 1,518 179 931
1 Nov 411.35 4.3 0.05 28.72 98 -2 752
31 Oct 408.15 4.25 0.05 - 885 23 756
30 Oct 408.50 4.2 -1.10 - 604 103 731
29 Oct 412.15 5.3 1.55 - 663 197 629
28 Oct 403.90 3.75 -0.15 - 254 13 433
25 Oct 398.90 3.9 -1.80 - 630 97 420
24 Oct 411.90 5.7 0.10 - 337 39 322
23 Oct 408.30 5.6 -1.35 - 265 64 282
22 Oct 415.75 6.95 -3.05 - 131 12 219
21 Oct 425.00 10 0.15 - 50 20 206
18 Oct 424.95 9.85 1.45 - 93 26 186
17 Oct 417.75 8.4 -0.85 - 47 24 158
16 Oct 424.25 9.25 -1.45 - 82 27 134
15 Oct 426.60 10.7 0.15 - 47 -16 106
14 Oct 424.50 10.55 -0.05 - 12 3 122
11 Oct 422.50 10.6 -0.90 - 42 25 119
10 Oct 422.70 11.5 0.80 - 31 13 95
9 Oct 418.45 10.7 -1.60 - 33 10 80
8 Oct 420.95 12.3 1.55 - 30 6 69
7 Oct 415.45 10.75 -5.30 - 44 15 63
4 Oct 430.45 16.05 -2.55 - 31 15 47
3 Oct 435.35 18.6 -3.05 - 25 5 31
1 Oct 440.10 21.65 -2.30 - 20 8 26
30 Sept 443.20 23.95 -0.15 - 53 8 19
27 Sept 436.90 24.1 4.25 - 26 7 12
26 Sept 434.60 19.85 -2.55 - 2 1 5
25 Sept 436.10 22.4 5.85 - 4 1 3
24 Sept 428.10 16.55 -0.45 - 1 0 1
20 Sept 423.95 17 0.00 - 0 1 0
19 Sept 423.95 17 -4.50 - 1 0 0
16 Sept 411.10 21.5 0.00 - 0 0 0
12 Sept 404.85 21.5 0.00 - 0 0 0
6 Sept 394.80 21.5 0.00 - 0 0 0
5 Sept 403.25 21.5 0.00 - 0 0 0
4 Sept 405.10 21.5 0.00 - 0 0 0
3 Sept 406.40 21.5 0.00 - 0 0 0
2 Sept 410.00 21.5 - 0 0 0


For Ntpc Ltd - strike price 440 expiring on 28NOV2024

Delta for 440 CE is 0.02

Historical price for 440 CE is as follows

On 14 Nov NTPC was trading at 372.50. The strike last trading price was 0.25, which was -0.10 lower than the previous day. The implied volatity was 40.29, the open interest changed by -147 which decreased total open position to 1030


On 13 Nov NTPC was trading at 381.35. The strike last trading price was 0.35, which was 0.00 lower than the previous day. The implied volatity was 36.95, the open interest changed by 46 which increased total open position to 1172


On 12 Nov NTPC was trading at 380.30. The strike last trading price was 0.35, which was -0.25 lower than the previous day. The implied volatity was 35.81, the open interest changed by -121 which decreased total open position to 1156


On 11 Nov NTPC was trading at 392.55. The strike last trading price was 0.6, which was -0.15 lower than the previous day. The implied volatity was 30.77, the open interest changed by -20 which decreased total open position to 1279


On 8 Nov NTPC was trading at 397.65. The strike last trading price was 0.75, which was -0.25 lower than the previous day. The implied volatity was 27.95, the open interest changed by 90 which increased total open position to 1297


On 7 Nov NTPC was trading at 403.80. The strike last trading price was 1, which was -0.40 lower than the previous day. The implied volatity was 24.53, the open interest changed by 109 which increased total open position to 1266


On 6 Nov NTPC was trading at 408.90. The strike last trading price was 1.4, which was 0.10 higher than the previous day. The implied volatity was 23.09, the open interest changed by 115 which increased total open position to 1165


On 5 Nov NTPC was trading at 403.10. The strike last trading price was 1.3, which was -0.30 lower than the previous day. The implied volatity was 25.51, the open interest changed by 126 which increased total open position to 1054


On 4 Nov NTPC was trading at 400.95. The strike last trading price was 1.6, which was -2.70 lower than the previous day. The implied volatity was 27.46, the open interest changed by 179 which increased total open position to 931


On 1 Nov NTPC was trading at 411.35. The strike last trading price was 4.3, which was 0.05 higher than the previous day. The implied volatity was 28.72, the open interest changed by -2 which decreased total open position to 752


On 31 Oct NTPC was trading at 408.15. The strike last trading price was 4.25, which was 0.05 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 4.2, 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 29 Oct NTPC was trading at 412.15. The strike last trading price was 5.3, which was 1.55 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 3.75, which was -0.15 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 3.9, 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 24 Oct NTPC was trading at 411.90. The strike last trading price was 5.7, 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 23 Oct NTPC was trading at 408.30. The strike last trading price was 5.6, 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 22 Oct NTPC was trading at 415.75. The strike last trading price was 6.95, which was -3.05 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 10, which was 0.15 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 9.85, which was 1.45 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 8.4, which was -0.85 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 9.25, 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 15 Oct NTPC was trading at 426.60. The strike last trading price was 10.7, which was 0.15 higher 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 10.55, 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 11 Oct NTPC was trading at 422.50. The strike last trading price was 10.6, 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 10 Oct NTPC was trading at 422.70. The strike last trading price was 11.5, which was 0.80 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 10.7, 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 8 Oct NTPC was trading at 420.95. The strike last trading price was 12.3, which was 1.55 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 10.75, which was -5.30 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 16.05, which was -2.55 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 18.6, which was -3.05 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 21.65, which was -2.30 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 23.95, which was -0.15 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 24.1, which was 4.25 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 19.85, which was -2.55 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 22.4, which was 5.85 higher 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 16.55, which was -0.45 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 17, 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 17, 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 16 Sept NTPC was trading at 411.10. The strike last trading price was 21.5, 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 12 Sept NTPC was trading at 404.85. The strike last trading price was 21.5, 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 6 Sept NTPC was trading at 394.80. The strike last trading price was 21.5, 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 5 Sept NTPC was trading at 403.25. The strike last trading price was 21.5, 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 4 Sept NTPC was trading at 405.10. The strike last trading price was 21.5, 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 3 Sept NTPC was trading at 406.40. The strike last trading price was 21.5, 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 2 Sept NTPC was trading at 410.00. The strike last trading price was 21.5, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


NTPC 28NOV2024 440 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 54 0.00 0.00 0 -1 0
13 Nov 381.35 54 20.50 - 1 0 47
12 Nov 380.30 33.5 0.00 0.00 0 0 0
11 Nov 392.55 33.5 0.00 0.00 0 0 0
8 Nov 397.65 33.5 0.00 0.00 0 -1 0
7 Nov 403.80 33.5 3.40 - 2 0 48
6 Nov 408.90 30.1 -7.15 24.91 6 1 47
5 Nov 403.10 37.25 -2.20 33.28 2 0 46
4 Nov 400.95 39.45 6.95 35.62 13 6 45
1 Nov 411.35 32.5 0.00 0.00 0 1 0
31 Oct 408.15 32.5 -4.50 - 2 0 38
30 Oct 408.50 37 0.00 - 0 6 0
29 Oct 412.15 37 -1.70 - 6 5 37
28 Oct 403.90 38.7 5.00 - 25 31 31
25 Oct 398.90 33.7 0.00 - 0 2 0
24 Oct 411.90 33.7 -2.80 - 7 1 17
23 Oct 408.30 36.5 8.50 - 9 8 15
22 Oct 415.75 28 0.00 - 0 0 0
21 Oct 425.00 28 0.00 - 0 1 0
18 Oct 424.95 28 4.50 - 1 0 6
17 Oct 417.75 23.5 2.45 - 5 0 6
16 Oct 424.25 21.05 -3.95 - 5 3 4
15 Oct 426.60 25 0.00 - 0 0 0
14 Oct 424.50 25 0.00 - 0 0 0
11 Oct 422.50 25 0.00 - 0 1 0
10 Oct 422.70 25 -18.65 - 1 0 0
9 Oct 418.45 43.65 0.00 - 0 0 0
8 Oct 420.95 43.65 0.00 - 0 0 0
7 Oct 415.45 43.65 0.00 - 0 0 0
4 Oct 430.45 43.65 0.00 - 0 0 0
3 Oct 435.35 43.65 0.00 - 0 0 0
1 Oct 440.10 43.65 0.00 - 0 0 0
30 Sept 443.20 43.65 0.00 - 0 0 0
27 Sept 436.90 43.65 43.65 - 0 0 0
26 Sept 434.60 0 0.00 - 0 0 0
25 Sept 436.10 0 0.00 - 0 0 0
24 Sept 428.10 0 0.00 - 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
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 440 expiring on 28NOV2024

Delta for 440 PE is 0.00

Historical price for 440 PE is as follows

On 14 Nov NTPC was trading at 372.50. The strike last trading price was 54, 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 13 Nov NTPC was trading at 381.35. The strike last trading price was 54, which was 20.50 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 47


On 12 Nov NTPC was trading at 380.30. The strike last trading price was 33.5, 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 Nov NTPC was trading at 392.55. The strike last trading price was 33.5, 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 8 Nov NTPC was trading at 397.65. The strike last trading price was 33.5, 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 7 Nov NTPC was trading at 403.80. The strike last trading price was 33.5, which was 3.40 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 48


On 6 Nov NTPC was trading at 408.90. The strike last trading price was 30.1, which was -7.15 lower than the previous day. The implied volatity was 24.91, the open interest changed by 1 which increased total open position to 47


On 5 Nov NTPC was trading at 403.10. The strike last trading price was 37.25, which was -2.20 lower than the previous day. The implied volatity was 33.28, the open interest changed by 0 which decreased total open position to 46


On 4 Nov NTPC was trading at 400.95. The strike last trading price was 39.45, which was 6.95 higher than the previous day. The implied volatity was 35.62, the open interest changed by 6 which increased total open position to 45


On 1 Nov NTPC was trading at 411.35. The strike last trading price was 32.5, 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 31 Oct NTPC was trading at 408.15. The strike last trading price was 32.5, 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 30 Oct NTPC was trading at 408.50. The strike last trading price was 37, 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 37, 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 28 Oct NTPC was trading at 403.90. The strike last trading price was 38.7, which was 5.00 higher 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 33.7, 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 24 Oct NTPC was trading at 411.90. The strike last trading price was 33.7, which was -2.80 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 36.5, which was 8.50 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 28, 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 28, 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 28, which was 4.50 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 23.5, which was 2.45 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 21.05, which was -3.95 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 25, 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 25, 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 25, 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 25, which was -18.65 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 43.65, 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 43.65, 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 43.65, 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 43.65, 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 43.65, 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 43.65, 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 43.65, 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 43.65, which was 43.65 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 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 25 Sept NTPC was trading at 436.10. 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 24 Sept NTPC was trading at 428.10. 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 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 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