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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 445 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 -0.05 42.67 142 -75 185
13 Nov 381.35 0.3 0.00 38.35 68 5 261
12 Nov 380.30 0.3 -0.20 37.18 130 5 289
11 Nov 392.55 0.5 -0.10 32.11 156 -44 284
8 Nov 397.65 0.6 -0.15 28.97 129 22 328
7 Nov 403.80 0.75 -0.40 25.29 198 8 308
6 Nov 408.90 1.15 0.05 24.42 275 25 298
5 Nov 403.10 1.1 -0.15 26.85 269 -10 272
4 Nov 400.95 1.25 -2.20 28.08 535 117 292
1 Nov 411.35 3.45 1.00 29.08 26 6 176
31 Oct 408.15 2.45 -1.20 - 91 26 170
30 Oct 408.50 3.65 -1.05 - 96 38 142
29 Oct 412.15 4.7 1.35 - 77 14 104
28 Oct 403.90 3.35 -0.05 - 51 21 91
25 Oct 398.90 3.4 -1.20 - 132 -29 70
24 Oct 411.90 4.6 -0.10 - 92 77 99
23 Oct 408.30 4.7 -2.20 - 26 8 21
22 Oct 415.75 6.9 -2.30 - 8 -2 13
21 Oct 425.00 9.2 -0.20 - 1 0 14
18 Oct 424.95 9.4 0.00 - 0 0 0
17 Oct 417.75 9.4 0.00 - 0 0 0
16 Oct 424.25 9.4 0.00 - 0 0 0
15 Oct 426.60 9.4 -0.15 - 1 0 14
14 Oct 424.50 9.55 0.65 - 4 2 12
11 Oct 422.50 8.9 0.00 - 1 0 10
10 Oct 422.70 8.9 0.00 - 0 0 0
9 Oct 418.45 8.9 0.00 - 0 0 0
8 Oct 420.95 8.9 0.00 - 0 1 0
7 Oct 415.45 8.9 -4.50 - 25 1 10
4 Oct 430.45 13.4 -3.65 - 1 0 9
3 Oct 435.35 17.05 -2.70 - 5 2 6
1 Oct 440.10 19.75 0.00 - 0 2 0
30 Sept 443.20 19.75 -1.90 - 2 1 3
27 Sept 436.90 21.65 - 3 1 1


For Ntpc Ltd - strike price 445 expiring on 28NOV2024

Delta for 445 CE is 0.02

Historical price for 445 CE is as follows

On 14 Nov NTPC was trading at 372.50. The strike last trading price was 0.25, which was -0.05 lower than the previous day. The implied volatity was 42.67, the open interest changed by -75 which decreased total open position to 185


On 13 Nov NTPC was trading at 381.35. The strike last trading price was 0.3, which was 0.00 lower than the previous day. The implied volatity was 38.35, the open interest changed by 5 which increased total open position to 261


On 12 Nov NTPC was trading at 380.30. The strike last trading price was 0.3, which was -0.20 lower than the previous day. The implied volatity was 37.18, the open interest changed by 5 which increased total open position to 289


On 11 Nov NTPC was trading at 392.55. The strike last trading price was 0.5, which was -0.10 lower than the previous day. The implied volatity was 32.11, the open interest changed by -44 which decreased total open position to 284


On 8 Nov NTPC was trading at 397.65. The strike last trading price was 0.6, which was -0.15 lower than the previous day. The implied volatity was 28.97, the open interest changed by 22 which increased total open position to 328


On 7 Nov NTPC was trading at 403.80. The strike last trading price was 0.75, which was -0.40 lower than the previous day. The implied volatity was 25.29, the open interest changed by 8 which increased total open position to 308


On 6 Nov NTPC was trading at 408.90. The strike last trading price was 1.15, which was 0.05 higher than the previous day. The implied volatity was 24.42, the open interest changed by 25 which increased total open position to 298


On 5 Nov NTPC was trading at 403.10. The strike last trading price was 1.1, which was -0.15 lower than the previous day. The implied volatity was 26.85, the open interest changed by -10 which decreased total open position to 272


On 4 Nov NTPC was trading at 400.95. The strike last trading price was 1.25, which was -2.20 lower than the previous day. The implied volatity was 28.08, the open interest changed by 117 which increased total open position to 292


On 1 Nov NTPC was trading at 411.35. The strike last trading price was 3.45, which was 1.00 higher than the previous day. The implied volatity was 29.08, the open interest changed by 6 which increased total open position to 176


On 31 Oct NTPC was trading at 408.15. The strike last trading price was 2.45, which was -1.20 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 3.65, which was -1.05 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 4.7, which was 1.35 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 3.35, 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 25 Oct NTPC was trading at 398.90. The strike last trading price was 3.4, which was -1.20 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 4.6, which was -0.10 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 4.7, which was -2.20 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 6.9, 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 21 Oct NTPC was trading at 425.00. The strike last trading price was 9.2, 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 18 Oct NTPC was trading at 424.95. The strike last trading price was 9.4, 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 9.4, 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 9.4, 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 9.4, 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 14 Oct NTPC was trading at 424.50. The strike last trading price was 9.55, which was 0.65 higher 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 8.9, 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 8.9, 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 8.9, 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 8.9, 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 8.9, 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 4 Oct NTPC was trading at 430.45. The strike last trading price was 13.4, which was -3.65 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 17.05, which was -2.70 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 19.75, 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 30 Sept NTPC was trading at 443.20. The strike last trading price was 19.75, which was -1.90 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 21.65, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


NTPC 28NOV2024 445 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 60.1 0.00 0.00 0 0 0
13 Nov 381.35 60.1 8.30 - 1 0 4
12 Nov 380.30 51.8 0.00 0.00 0 0 0
11 Nov 392.55 51.8 8.85 44.76 1 0 4
8 Nov 397.65 42.95 0.00 0.00 0 0 0
7 Nov 403.80 42.95 0.00 0.00 0 0 0
6 Nov 408.90 42.95 0.00 0.00 0 0 0
5 Nov 403.10 42.95 0.00 0.00 0 0 0
4 Nov 400.95 42.95 0.00 0.00 0 0 0
1 Nov 411.35 42.95 0.00 0.00 0 0 0
31 Oct 408.15 42.95 0.00 - 0 0 0
30 Oct 408.50 42.95 0.00 - 0 0 0
29 Oct 412.15 42.95 -0.05 - 2 1 5
28 Oct 403.90 43 6.00 - 4 3 3
25 Oct 398.90 37 0.00 - 0 0 0
24 Oct 411.90 37 16.40 - 1 0 4
23 Oct 408.30 20.6 0.00 - 0 0 0
22 Oct 415.75 20.6 0.00 - 0 0 0
21 Oct 425.00 20.6 0.00 - 0 0 0
18 Oct 424.95 20.6 0.00 - 0 0 0
17 Oct 417.75 20.6 0.00 - 0 0 0
16 Oct 424.25 20.6 0.00 - 0 0 0
15 Oct 426.60 20.6 0.00 - 0 0 0
14 Oct 424.50 20.6 0.00 - 0 0 0
11 Oct 422.50 20.6 0.00 - 0 0 0
10 Oct 422.70 20.6 0.00 - 0 0 4
9 Oct 418.45 20.6 0.00 - 0 0 0
8 Oct 420.95 20.6 0.00 - 0 0 0
7 Oct 415.45 20.6 0.00 - 0 0 4
4 Oct 430.45 20.6 0.00 - 0 3 0
3 Oct 435.35 20.6 2.70 - 7 1 2
1 Oct 440.10 17.9 -11.25 - 1 0 0
30 Sept 443.20 29.15 0.00 - 0 0 0
27 Sept 436.90 29.15 - 0 0 0


For Ntpc Ltd - strike price 445 expiring on 28NOV2024

Delta for 445 PE is 0.00

Historical price for 445 PE is as follows

On 14 Nov NTPC was trading at 372.50. The strike last trading price was 60.1, 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 13 Nov NTPC was trading at 381.35. The strike last trading price was 60.1, which was 8.30 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4


On 12 Nov NTPC was trading at 380.30. The strike last trading price was 51.8, 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 51.8, which was 8.85 higher than the previous day. The implied volatity was 44.76, the open interest changed by 0 which decreased total open position to 4


On 8 Nov NTPC was trading at 397.65. The strike last trading price was 42.95, 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 7 Nov NTPC was trading at 403.80. The strike last trading price was 42.95, 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 Nov NTPC was trading at 408.90. The strike last trading price was 42.95, 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 5 Nov NTPC was trading at 403.10. The strike last trading price was 42.95, 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 4 Nov NTPC was trading at 400.95. The strike last trading price was 42.95, 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 1 Nov NTPC was trading at 411.35. The strike last trading price was 42.95, 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 31 Oct NTPC was trading at 408.15. The strike last trading price was 42.95, 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 Oct NTPC was trading at 408.50. The strike last trading price was 42.95, 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 42.95, 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 28 Oct NTPC was trading at 403.90. The strike last trading price was 43, which was 6.00 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 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 24 Oct NTPC was trading at 411.90. The strike last trading price was 37, which was 16.40 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 20.6, 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 22 Oct NTPC was trading at 415.75. The strike last trading price was 20.6, 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 20.6, 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 20.6, 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 20.6, 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 20.6, 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 20.6, 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 20.6, 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 20.6, 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 20.6, 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 20.6, 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 20.6, 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 20.6, 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 20.6, 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 20.6, 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 1 Oct NTPC was trading at 440.10. The strike last trading price was 17.9, which was -11.25 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 29.15, 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 29.15, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to