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[--[65.84.65.76]--]
NTPC
Ntpc Ltd

411.1 9.70 (2.42%)

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Historical option data for NTPC

16 Sep 2024 04:10 PM IST
NTPC 450 CE
Date Close Ltp Change Volume Change OI OI
16 Sept 411.10 0.5 0.15 14,97,000 1,65,000 25,99,500
13 Sept 401.40 0.35 -0.05 5,85,000 -19,500 24,34,500
12 Sept 404.85 0.4 0.00 6,09,000 24,000 24,58,500
11 Sept 389.65 0.4 -0.15 9,43,500 -93,000 24,34,500
10 Sept 396.30 0.55 0.15 9,91,500 2,49,000 26,53,500
9 Sept 389.85 0.4 -0.30 8,28,000 58,500 24,31,500
6 Sept 394.80 0.7 -0.05 24,39,000 4,45,500 23,74,500
5 Sept 403.25 0.75 -0.15 8,44,500 46,500 19,29,000
4 Sept 405.10 0.9 -0.10 18,42,000 1,17,000 18,94,500
3 Sept 406.40 1 -0.35 13,54,500 64,500 17,88,000
2 Sept 410.00 1.35 -1.20 23,23,500 67,500 17,22,000
30 Aug 416.20 2.55 0.20 33,88,500 6,93,000 16,18,500
29 Aug 409.90 2.35 0.00 12,43,500 1,42,500 9,22,500
28 Aug 409.05 2.35 -0.05 3,69,000 48,000 7,78,500
27 Aug 409.65 2.4 -0.70 4,14,000 1,81,500 7,30,500
26 Aug 414.85 3.1 1.15 5,83,500 48,000 5,50,500
23 Aug 401.95 1.95 -0.15 57,000 24,000 5,01,000
22 Aug 403.35 2.1 -0.45 1,12,500 37,500 4,74,000
21 Aug 408.95 2.55 0.25 3,64,500 2,34,000 4,33,500
20 Aug 406.25 2.3 -0.15 54,000 22,500 1,99,500
19 Aug 403.10 2.45 0.30 90,000 36,000 1,78,500
16 Aug 398.05 2.15 -0.40 48,000 24,000 1,44,000
14 Aug 396.35 2.55 -0.10 21,000 7,500 1,20,000
13 Aug 396.20 2.65 -0.55 36,000 7,500 1,14,000
12 Aug 400.85 3.2 -1.50 96,000 36,000 1,06,500
9 Aug 410.65 4.7 0.45 88,500 4,500 70,500
8 Aug 407.70 4.25 -1.30 21,000 4,500 66,000
7 Aug 416.30 5.55 -0.35 1,27,500 7,500 61,500
6 Aug 415.00 5.9 -0.30 1,26,000 4,500 52,500
5 Aug 413.25 6.2 0.00 0 9,000 0
2 Aug 419.70 6.2 -1.15 40,500 10,500 49,500
1 Aug 423.45 7.35 0.30 61,500 33,000 39,000
31 Jul 416.00 7.05 -2.20 1,24,500 7,500 7,500
30 Jul 406.95 9.25 0.00 0 0 0
26 Jul 396.30 9.25 0 0 0


For Ntpc Ltd - strike price 450 expiring on 26SEP2024

Delta for 450 CE is -

Historical price for 450 CE is as follows

On 16 Sept NTPC was trading at 411.10. The strike last trading price was 0.5, which was 0.15 higher than the previous day. The implied volatity was -, the open interest changed by 165000 which increased total open position to 2599500


On 13 Sept NTPC was trading at 401.40. The strike last trading price was 0.35, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by -19500 which decreased total open position to 2434500


On 12 Sept NTPC was trading at 404.85. The strike last trading price was 0.4, 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 2458500


On 11 Sept NTPC was trading at 389.65. The strike last trading price was 0.4, which was -0.15 lower than the previous day. The implied volatity was -, the open interest changed by -93000 which decreased total open position to 2434500


On 10 Sept NTPC was trading at 396.30. The strike last trading price was 0.55, which was 0.15 higher than the previous day. The implied volatity was -, the open interest changed by 249000 which increased total open position to 2653500


On 9 Sept NTPC was trading at 389.85. The strike last trading price was 0.4, which was -0.30 lower than the previous day. The implied volatity was -, the open interest changed by 58500 which increased total open position to 2431500


On 6 Sept NTPC was trading at 394.80. The strike last trading price was 0.7, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by 445500 which increased total open position to 2374500


On 5 Sept NTPC was trading at 403.25. The strike last trading price was 0.75, which was -0.15 lower than the previous day. The implied volatity was -, the open interest changed by 46500 which increased total open position to 1929000


On 4 Sept NTPC was trading at 405.10. The strike last trading price was 0.9, which was -0.10 lower than the previous day. The implied volatity was -, the open interest changed by 117000 which increased total open position to 1894500


On 3 Sept NTPC was trading at 406.40. The strike last trading price was 1, which was -0.35 lower than the previous day. The implied volatity was -, the open interest changed by 64500 which increased total open position to 1788000


On 2 Sept NTPC was trading at 410.00. The strike last trading price was 1.35, which was -1.20 lower than the previous day. The implied volatity was -, the open interest changed by 67500 which increased total open position to 1722000


On 30 Aug NTPC was trading at 416.20. The strike last trading price was 2.55, which was 0.20 higher than the previous day. The implied volatity was -, the open interest changed by 693000 which increased total open position to 1618500


On 29 Aug NTPC was trading at 409.90. The strike last trading price was 2.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 142500 which increased total open position to 922500


On 28 Aug NTPC was trading at 409.05. The strike last trading price was 2.35, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by 48000 which increased total open position to 778500


On 27 Aug NTPC was trading at 409.65. The strike last trading price was 2.4, which was -0.70 lower than the previous day. The implied volatity was -, the open interest changed by 181500 which increased total open position to 730500


On 26 Aug NTPC was trading at 414.85. The strike last trading price was 3.1, which was 1.15 higher than the previous day. The implied volatity was -, the open interest changed by 48000 which increased total open position to 550500


On 23 Aug NTPC was trading at 401.95. The strike last trading price was 1.95, which was -0.15 lower than the previous day. The implied volatity was -, the open interest changed by 24000 which increased total open position to 501000


On 22 Aug NTPC was trading at 403.35. The strike last trading price was 2.1, which was -0.45 lower than the previous day. The implied volatity was -, the open interest changed by 37500 which increased total open position to 474000


On 21 Aug NTPC was trading at 408.95. The strike last trading price was 2.55, which was 0.25 higher than the previous day. The implied volatity was -, the open interest changed by 234000 which increased total open position to 433500


On 20 Aug NTPC was trading at 406.25. The strike last trading price was 2.3, which was -0.15 lower than the previous day. The implied volatity was -, the open interest changed by 22500 which increased total open position to 199500


On 19 Aug NTPC was trading at 403.10. The strike last trading price was 2.45, which was 0.30 higher than the previous day. The implied volatity was -, the open interest changed by 36000 which increased total open position to 178500


On 16 Aug NTPC was trading at 398.05. The strike last trading price was 2.15, which was -0.40 lower than the previous day. The implied volatity was -, the open interest changed by 24000 which increased total open position to 144000


On 14 Aug NTPC was trading at 396.35. The strike last trading price was 2.55, which was -0.10 lower than the previous day. The implied volatity was -, the open interest changed by 7500 which increased total open position to 120000


On 13 Aug NTPC was trading at 396.20. The strike last trading price was 2.65, which was -0.55 lower than the previous day. The implied volatity was -, the open interest changed by 7500 which increased total open position to 114000


On 12 Aug NTPC was trading at 400.85. The strike last trading price was 3.2, which was -1.50 lower than the previous day. The implied volatity was -, the open interest changed by 36000 which increased total open position to 106500


On 9 Aug NTPC was trading at 410.65. The strike last trading price was 4.7, 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 70500


On 8 Aug NTPC was trading at 407.70. The strike last trading price was 4.25, which was -1.30 lower than the previous day. The implied volatity was -, the open interest changed by 4500 which increased total open position to 66000


On 7 Aug NTPC was trading at 416.30. The strike last trading price was 5.55, which was -0.35 lower than the previous day. The implied volatity was -, the open interest changed by 7500 which increased total open position to 61500


On 6 Aug NTPC was trading at 415.00. The strike last trading price was 5.9, which was -0.30 lower than the previous day. The implied volatity was -, the open interest changed by 4500 which increased total open position to 52500


On 5 Aug NTPC was trading at 413.25. The strike last trading price was 6.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 9000 which increased total open position to 0


On 2 Aug NTPC was trading at 419.70. The strike last trading price was 6.2, which was -1.15 lower than the previous day. The implied volatity was -, the open interest changed by 10500 which increased total open position to 49500


On 1 Aug NTPC was trading at 423.45. The strike last trading price was 7.35, which was 0.30 higher than the previous day. The implied volatity was -, the open interest changed by 33000 which increased total open position to 39000


On 31 Jul NTPC was trading at 416.00. The strike last trading price was 7.05, which was -2.20 lower than the previous day. The implied volatity was -, the open interest changed by 7500 which increased total open position to 7500


On 30 Jul NTPC was trading at 406.95. The strike last trading price was 9.25, 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 9.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


NTPC 450 PE
Date Close Ltp Change Volume Change OI OI
16 Sept 411.10 38.2 -9.80 22,500 -10,500 67,500
13 Sept 401.40 48 -7.00 4,500 0 82,500
12 Sept 404.85 55 -3.00 6,000 0 88,500
11 Sept 389.65 58 6.00 6,000 0 82,500
10 Sept 396.30 52 -2.00 4,500 0 87,000
9 Sept 389.85 54 0.00 0 0 0
6 Sept 394.80 54 11.10 13,500 0 87,000
5 Sept 403.25 42.9 1.50 3,000 0 87,000
4 Sept 405.10 41.4 -0.75 10,500 -1,500 87,000
3 Sept 406.40 42.15 3.65 3,000 0 90,000
2 Sept 410.00 38.5 5.55 22,500 9,000 91,500
30 Aug 416.20 32.95 -10.90 30,000 12,000 79,500
29 Aug 409.90 43.85 5.05 61,500 46,500 66,000
28 Aug 409.05 38.8 -2.10 16,500 13,500 18,000
27 Aug 409.65 40.9 0.00 0 0 0
26 Aug 414.85 40.9 0.00 0 0 0
23 Aug 401.95 40.9 0.00 0 0 0
22 Aug 403.35 40.9 0.00 0 1,500 0
21 Aug 408.95 40.9 -3.30 4,500 0 3,000
20 Aug 406.25 44.2 0.00 0 0 0
19 Aug 403.10 44.2 -3.80 3,000 0 3,000
16 Aug 398.05 48 0.00 0 0 0
14 Aug 396.35 48 0.00 0 1,500 0
13 Aug 396.20 48 10.50 1,500 0 1,500
12 Aug 400.85 37.5 0.00 0 0 0
9 Aug 410.65 37.5 0.00 0 0 0
8 Aug 407.70 37.5 0.00 0 0 0
7 Aug 416.30 37.5 0.00 0 0 0
6 Aug 415.00 37.5 0.00 0 0 0
5 Aug 413.25 37.5 0.00 0 0 0
2 Aug 419.70 37.5 -2.50 1,500 0 1,500
1 Aug 423.45 40 0.00 0 0 0
31 Jul 416.00 40 -7.00 1,500 0 1,500
30 Jul 406.95 47 -26.95 1,500 0 0
26 Jul 396.30 73.95 0 0 0


For Ntpc Ltd - strike price 450 expiring on 26SEP2024

Delta for 450 PE is -

Historical price for 450 PE is as follows

On 16 Sept NTPC was trading at 411.10. The strike last trading price was 38.2, which was -9.80 lower than the previous day. The implied volatity was -, the open interest changed by -10500 which decreased total open position to 67500


On 13 Sept NTPC was trading at 401.40. The strike last trading price was 48, which was -7.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 82500


On 12 Sept NTPC was trading at 404.85. The strike last trading price was 55, which was -3.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 88500


On 11 Sept NTPC was trading at 389.65. The strike last trading price was 58, which was 6.00 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 82500


On 10 Sept NTPC was trading at 396.30. The strike last trading price was 52, which was -2.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 87000


On 9 Sept NTPC was trading at 389.85. The strike last trading price was 54, 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 Sept NTPC was trading at 394.80. The strike last trading price was 54, which was 11.10 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 87000


On 5 Sept NTPC was trading at 403.25. The strike last trading price was 42.9, which was 1.50 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 87000


On 4 Sept NTPC was trading at 405.10. The strike last trading price was 41.4, which was -0.75 lower than the previous day. The implied volatity was -, the open interest changed by -1500 which decreased total open position to 87000


On 3 Sept NTPC was trading at 406.40. The strike last trading price was 42.15, which was 3.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 90000


On 2 Sept NTPC was trading at 410.00. The strike last trading price was 38.5, which was 5.55 higher than the previous day. The implied volatity was -, the open interest changed by 9000 which increased total open position to 91500


On 30 Aug NTPC was trading at 416.20. The strike last trading price was 32.95, which was -10.90 lower than the previous day. The implied volatity was -, the open interest changed by 12000 which increased total open position to 79500


On 29 Aug NTPC was trading at 409.90. The strike last trading price was 43.85, which was 5.05 higher than the previous day. The implied volatity was -, the open interest changed by 46500 which increased total open position to 66000


On 28 Aug NTPC was trading at 409.05. The strike last trading price was 38.8, which was -2.10 lower than the previous day. The implied volatity was -, the open interest changed by 13500 which increased total open position to 18000


On 27 Aug NTPC was trading at 409.65. The strike last trading price was 40.9, 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 Aug NTPC was trading at 414.85. The strike last trading price was 40.9, 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 40.9, 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 22 Aug NTPC was trading at 403.35. The strike last trading price was 40.9, 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 21 Aug NTPC was trading at 408.95. The strike last trading price was 40.9, which was -3.30 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3000


On 20 Aug NTPC was trading at 406.25. The strike last trading price was 44.2, 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 19 Aug NTPC was trading at 403.10. The strike last trading price was 44.2, which was -3.80 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3000


On 16 Aug NTPC was trading at 398.05. The strike last trading price was 48, 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 48, 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 13 Aug NTPC was trading at 396.20. The strike last trading price was 48, which was 10.50 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1500


On 12 Aug NTPC was trading at 400.85. The strike last trading price was 37.5, 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 9 Aug NTPC was trading at 410.65. The strike last trading price was 37.5, 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 Aug NTPC was trading at 407.70. The strike last trading price was 37.5, 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 Aug NTPC was trading at 416.30. The strike last trading price was 37.5, 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 Aug NTPC was trading at 415.00. The strike last trading price was 37.5, 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 Aug NTPC was trading at 413.25. The strike last trading price was 37.5, 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 2 Aug NTPC was trading at 419.70. The strike last trading price was 37.5, which was -2.50 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 40, 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 31 Jul NTPC was trading at 416.00. The strike last trading price was 40, which was -7.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1500


On 30 Jul NTPC was trading at 406.95. The strike last trading price was 47, which was -26.95 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 73.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0