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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 450 CE
Delta: 0.02
Vega: 0.03
Theta: -0.05
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
14 Nov 372.50 0.2 -0.10 43.52 1,577 -520 2,634
13 Nov 381.35 0.3 0.00 40.68 593 -138 3,160
12 Nov 380.30 0.3 -0.10 39.43 1,601 -107 3,389
11 Nov 392.55 0.4 -0.10 33.11 1,510 201 3,550
8 Nov 397.65 0.5 -0.10 30.15 1,178 -26 3,351
7 Nov 403.80 0.6 -0.25 26.35 1,878 187 3,382
6 Nov 408.90 0.85 -0.05 25.01 3,096 372 3,201
5 Nov 403.10 0.9 -0.20 27.87 1,597 245 2,829
4 Nov 400.95 1.1 -1.85 29.49 2,631 825 2,659
1 Nov 411.35 2.95 -0.05 30.12 299 44 1,837
31 Oct 408.15 3 0.00 - 732 111 1,793
30 Oct 408.50 3 -0.90 - 828 212 1,674
29 Oct 412.15 3.9 1.00 - 811 143 1,462
28 Oct 403.90 2.9 -0.15 - 615 294 1,319
25 Oct 398.90 3.05 -0.90 - 776 79 1,025
24 Oct 411.90 3.95 -0.15 - 346 95 946
23 Oct 408.30 4.1 -0.90 - 700 -1 844
22 Oct 415.75 5 -2.15 - 432 133 847
21 Oct 425.00 7.15 -0.15 - 370 79 714
18 Oct 424.95 7.3 1.35 - 278 25 634
17 Oct 417.75 5.95 -0.45 - 199 82 610
16 Oct 424.25 6.4 -1.50 - 334 98 525
15 Oct 426.60 7.9 0.15 - 188 50 428
14 Oct 424.50 7.75 -0.25 - 81 35 378
11 Oct 422.50 8 -0.75 - 79 2 341
10 Oct 422.70 8.75 0.75 - 128 19 336
9 Oct 418.45 8 -0.75 - 111 42 317
8 Oct 420.95 8.75 0.50 - 71 24 274
7 Oct 415.45 8.25 -3.45 - 135 57 248
4 Oct 430.45 11.7 -2.30 - 102 20 190
3 Oct 435.35 14 -2.75 - 100 43 170
1 Oct 440.10 16.75 -2.20 - 64 11 129
30 Sept 443.20 18.95 -0.05 - 118 53 118
27 Sept 436.90 19 1.50 - 85 14 64
26 Sept 434.60 17.5 -0.35 - 31 16 48
25 Sept 436.10 17.85 4.15 - 29 15 32
24 Sept 428.10 13.7 2.70 - 12 7 16
20 Sept 423.95 11 -2.00 - 6 3 9
19 Sept 423.95 13 -5.25 - 8 5 5
16 Sept 411.10 18.25 0.00 - 0 0 0
12 Sept 404.85 18.25 0.00 - 0 0 0
5 Sept 403.25 18.25 0.00 - 0 0 0
4 Sept 405.10 18.25 0.00 - 0 0 0
3 Sept 406.40 18.25 0.00 - 0 0 0
2 Sept 410.00 18.25 - 0 0 0


For Ntpc Ltd - strike price 450 expiring on 28NOV2024

Delta for 450 CE is 0.02

Historical price for 450 CE is as follows

On 14 Nov NTPC was trading at 372.50. The strike last trading price was 0.2, which was -0.10 lower than the previous day. The implied volatity was 43.52, the open interest changed by -520 which decreased total open position to 2634


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 40.68, the open interest changed by -138 which decreased total open position to 3160


On 12 Nov NTPC was trading at 380.30. The strike last trading price was 0.3, which was -0.10 lower than the previous day. The implied volatity was 39.43, the open interest changed by -107 which decreased total open position to 3389


On 11 Nov NTPC was trading at 392.55. The strike last trading price was 0.4, which was -0.10 lower than the previous day. The implied volatity was 33.11, the open interest changed by 201 which increased total open position to 3550


On 8 Nov NTPC was trading at 397.65. The strike last trading price was 0.5, which was -0.10 lower than the previous day. The implied volatity was 30.15, the open interest changed by -26 which decreased total open position to 3351


On 7 Nov NTPC was trading at 403.80. The strike last trading price was 0.6, which was -0.25 lower than the previous day. The implied volatity was 26.35, the open interest changed by 187 which increased total open position to 3382


On 6 Nov NTPC was trading at 408.90. The strike last trading price was 0.85, which was -0.05 lower than the previous day. The implied volatity was 25.01, the open interest changed by 372 which increased total open position to 3201


On 5 Nov NTPC was trading at 403.10. The strike last trading price was 0.9, which was -0.20 lower than the previous day. The implied volatity was 27.87, the open interest changed by 245 which increased total open position to 2829


On 4 Nov NTPC was trading at 400.95. The strike last trading price was 1.1, which was -1.85 lower than the previous day. The implied volatity was 29.49, the open interest changed by 825 which increased total open position to 2659


On 1 Nov NTPC was trading at 411.35. The strike last trading price was 2.95, which was -0.05 lower than the previous day. The implied volatity was 30.12, the open interest changed by 44 which increased total open position to 1837


On 31 Oct NTPC was trading at 408.15. The strike last trading price was 3, 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 3, 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 29 Oct NTPC was trading at 412.15. The strike last trading price was 3.9, which was 1.00 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 2.9, 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 3.05, 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 24 Oct NTPC was trading at 411.90. The strike last trading price was 3.95, 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 23 Oct NTPC was trading at 408.30. The strike last trading price was 4.1, 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 22 Oct NTPC was trading at 415.75. The strike last trading price was 5, which was -2.15 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 7.15, 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 18 Oct NTPC was trading at 424.95. The strike last trading price was 7.3, 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 17 Oct NTPC was trading at 417.75. The strike last trading price was 5.95, 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 16 Oct NTPC was trading at 424.25. The strike last trading price was 6.4, which was -1.50 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 7.9, 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 7.75, which was -0.25 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 8, which was -0.75 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 8.75, which was 0.75 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 8, which was -0.75 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 8.75, which was 0.50 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 8.25, which was -3.45 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 11.7, 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 3 Oct NTPC was trading at 435.35. The strike last trading price was 14, which was -2.75 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 16.75, 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 30 Sept NTPC was trading at 443.20. The strike last trading price was 18.95, 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 27 Sept NTPC was trading at 436.90. The strike last trading price was 19, which was 1.50 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 17.5, which was -0.35 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 17.85, which was 4.15 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 13.7, 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 20 Sept NTPC was trading at 423.95. The strike last trading price was 11, which was -2.00 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 13, which was -5.25 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 18.25, 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 12 Sept NTPC was trading at 404.85. The strike last trading price was 18.25, 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 5 Sept NTPC was trading at 403.25. The strike last trading price was 18.25, 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 4 Sept NTPC was trading at 405.10. The strike last trading price was 18.25, 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 3 Sept NTPC was trading at 406.40. The strike last trading price was 18.25, 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 2 Sept NTPC was trading at 410.00. The strike last trading price was 18.25, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


NTPC 28NOV2024 450 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 66 0.00 0.00 0 -4 0
13 Nov 381.35 66 10.00 - 4 -3 53
12 Nov 380.30 56 0.00 0.00 0 1 0
11 Nov 392.55 56 5.00 41.33 4 1 56
8 Nov 397.65 51 6.80 - 2 1 55
7 Nov 403.80 44.2 1.35 27.49 2 0 53
6 Nov 408.90 42.85 -6.15 41.66 2 1 52
5 Nov 403.10 49 -3.50 45.84 1 0 50
4 Nov 400.95 52.5 12.50 52.15 2 0 50
1 Nov 411.35 40 -1.00 37.19 1 0 49
31 Oct 408.15 41 -3.25 - 17 6 49
30 Oct 408.50 44.25 3.50 - 37 11 42
29 Oct 412.15 40.75 -7.25 - 9 8 30
28 Oct 403.90 48 -5.85 - 2 0 21
25 Oct 398.90 53.85 11.00 - 2 1 21
24 Oct 411.90 42.85 -4.15 - 2 1 19
23 Oct 408.30 47 11.00 - 15 14 17
22 Oct 415.75 36 -14.25 - 3 0 0
21 Oct 425.00 50.25 0.00 - 0 0 0
18 Oct 424.95 50.25 0.00 - 0 0 0
17 Oct 417.75 50.25 0.00 - 0 0 0
16 Oct 424.25 50.25 0.00 - 0 0 0
15 Oct 426.60 50.25 0.00 - 0 0 0
14 Oct 424.50 50.25 0.00 - 0 0 0
11 Oct 422.50 50.25 0.00 - 0 0 0
10 Oct 422.70 50.25 0.00 - 0 0 0
9 Oct 418.45 50.25 0.00 - 0 0 0
8 Oct 420.95 50.25 0.00 - 0 0 0
7 Oct 415.45 50.25 0.00 - 0 0 0
4 Oct 430.45 50.25 0.00 - 0 0 0
3 Oct 435.35 50.25 0.00 - 0 0 0
1 Oct 440.10 50.25 0.00 - 0 0 0
30 Sept 443.20 50.25 0.00 - 0 0 0
27 Sept 436.90 50.25 50.25 - 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
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 450 expiring on 28NOV2024

Delta for 450 PE is 0.00

Historical price for 450 PE is as follows

On 14 Nov NTPC was trading at 372.50. The strike last trading price was 66, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -4 which decreased total open position to 0


On 13 Nov NTPC was trading at 381.35. The strike last trading price was 66, which was 10.00 higher than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 53


On 12 Nov NTPC was trading at 380.30. The strike last trading price was 56, 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 11 Nov NTPC was trading at 392.55. The strike last trading price was 56, which was 5.00 higher than the previous day. The implied volatity was 41.33, the open interest changed by 1 which increased total open position to 56


On 8 Nov NTPC was trading at 397.65. The strike last trading price was 51, which was 6.80 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 55


On 7 Nov NTPC was trading at 403.80. The strike last trading price was 44.2, which was 1.35 higher than the previous day. The implied volatity was 27.49, the open interest changed by 0 which decreased total open position to 53


On 6 Nov NTPC was trading at 408.90. The strike last trading price was 42.85, which was -6.15 lower than the previous day. The implied volatity was 41.66, the open interest changed by 1 which increased total open position to 52


On 5 Nov NTPC was trading at 403.10. The strike last trading price was 49, which was -3.50 lower than the previous day. The implied volatity was 45.84, the open interest changed by 0 which decreased total open position to 50


On 4 Nov NTPC was trading at 400.95. The strike last trading price was 52.5, which was 12.50 higher than the previous day. The implied volatity was 52.15, the open interest changed by 0 which decreased total open position to 50


On 1 Nov NTPC was trading at 411.35. The strike last trading price was 40, which was -1.00 lower than the previous day. The implied volatity was 37.19, the open interest changed by 0 which decreased total open position to 49


On 31 Oct NTPC was trading at 408.15. The strike last trading price was 41, which was -3.25 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 44.25, which was 3.50 higher 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 40.75, which was -7.25 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 48, which was -5.85 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 53.85, which was 11.00 higher 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 42.85, which was -4.15 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 47, which was 11.00 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 36, which was -14.25 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 50.25, 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 18 Oct NTPC was trading at 424.95. The strike last trading price was 50.25, 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 17 Oct NTPC was trading at 417.75. The strike last trading price was 50.25, 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 16 Oct NTPC was trading at 424.25. The strike last trading price was 50.25, 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 15 Oct NTPC was trading at 426.60. The strike last trading price was 50.25, 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 50.25, 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 50.25, 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 50.25, 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 9 Oct NTPC was trading at 418.45. The strike last trading price was 50.25, 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 8 Oct NTPC was trading at 420.95. The strike last trading price was 50.25, 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 7 Oct NTPC was trading at 415.45. The strike last trading price was 50.25, 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 4 Oct NTPC was trading at 430.45. The strike last trading price was 50.25, 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 3 Oct NTPC was trading at 435.35. The strike last trading price was 50.25, 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 1 Oct NTPC was trading at 440.10. The strike last trading price was 50.25, 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 30 Sept NTPC was trading at 443.20. The strike last trading price was 50.25, 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 27 Sept NTPC was trading at 436.90. The strike last trading price was 50.25, which was 50.25 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 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 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