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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 460 CE
Delta: 0.01
Vega: 0.02
Theta: -0.04
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
14 Nov 372.50 0.15 -0.10 46.07 227 -145 621
13 Nov 381.35 0.25 0.05 43.94 195 -74 798
12 Nov 380.30 0.2 -0.10 41.23 297 -72 884
11 Nov 392.55 0.3 -0.05 35.85 187 -37 956
8 Nov 397.65 0.35 0.00 32.35 118 0 991
7 Nov 403.80 0.35 -0.15 27.82 464 1 999
6 Nov 408.90 0.5 -0.05 26.50 999 176 997
5 Nov 403.10 0.55 -0.15 29.18 463 16 820
4 Nov 400.95 0.7 -1.35 30.78 961 286 805
1 Nov 411.35 2.05 0.05 31.53 100 45 518
31 Oct 408.15 2 -0.10 - 331 -40 472
30 Oct 408.50 2.1 -0.60 - 476 174 511
29 Oct 412.15 2.7 0.70 - 436 124 337
28 Oct 403.90 2 -0.25 - 92 41 213
25 Oct 398.90 2.25 -0.65 - 183 22 172
24 Oct 411.90 2.9 -0.15 - 59 17 149
23 Oct 408.30 3.05 -0.65 - 46 8 132
22 Oct 415.75 3.7 -1.50 - 153 8 123
21 Oct 425.00 5.2 0.00 - 19 9 114
18 Oct 424.95 5.2 1.00 - 50 29 105
17 Oct 417.75 4.2 -0.10 - 21 10 76
16 Oct 424.25 4.3 -1.15 - 37 11 65
15 Oct 426.60 5.45 0.10 - 6 3 54
14 Oct 424.50 5.35 -0.65 - 39 18 51
11 Oct 422.50 6 0.00 - 7 2 30
10 Oct 422.70 6 0.15 - 5 0 28
9 Oct 418.45 5.85 -0.50 - 5 1 28
8 Oct 420.95 6.35 0.35 - 3 1 26
7 Oct 415.45 6 -2.35 - 45 4 25
4 Oct 430.45 8.35 -2.15 - 3 1 22
3 Oct 435.35 10.5 -1.90 - 8 2 21
1 Oct 440.10 12.4 -2.40 - 8 2 19
30 Sept 443.20 14.8 -0.30 - 17 3 16
27 Sept 436.90 15.1 7.15 - 16 11 12
26 Sept 434.60 7.95 -7.45 - 1 0 0
16 Sept 411.10 15.4 0.00 - 0 0 0
2 Sept 410.00 15.4 - 0 0 0


For Ntpc Ltd - strike price 460 expiring on 28NOV2024

Delta for 460 CE is 0.01

Historical price for 460 CE is as follows

On 14 Nov NTPC was trading at 372.50. The strike last trading price was 0.15, which was -0.10 lower than the previous day. The implied volatity was 46.07, the open interest changed by -145 which decreased total open position to 621


On 13 Nov NTPC was trading at 381.35. The strike last trading price was 0.25, which was 0.05 higher than the previous day. The implied volatity was 43.94, the open interest changed by -74 which decreased total open position to 798


On 12 Nov NTPC was trading at 380.30. The strike last trading price was 0.2, which was -0.10 lower than the previous day. The implied volatity was 41.23, the open interest changed by -72 which decreased total open position to 884


On 11 Nov NTPC was trading at 392.55. The strike last trading price was 0.3, which was -0.05 lower than the previous day. The implied volatity was 35.85, the open interest changed by -37 which decreased total open position to 956


On 8 Nov NTPC was trading at 397.65. The strike last trading price was 0.35, which was 0.00 lower than the previous day. The implied volatity was 32.35, the open interest changed by 0 which decreased total open position to 991


On 7 Nov NTPC was trading at 403.80. The strike last trading price was 0.35, which was -0.15 lower than the previous day. The implied volatity was 27.82, the open interest changed by 1 which increased total open position to 999


On 6 Nov NTPC was trading at 408.90. The strike last trading price was 0.5, which was -0.05 lower than the previous day. The implied volatity was 26.50, the open interest changed by 176 which increased total open position to 997


On 5 Nov NTPC was trading at 403.10. The strike last trading price was 0.55, which was -0.15 lower than the previous day. The implied volatity was 29.18, the open interest changed by 16 which increased total open position to 820


On 4 Nov NTPC was trading at 400.95. The strike last trading price was 0.7, which was -1.35 lower than the previous day. The implied volatity was 30.78, the open interest changed by 286 which increased total open position to 805


On 1 Nov NTPC was trading at 411.35. The strike last trading price was 2.05, which was 0.05 higher than the previous day. The implied volatity was 31.53, the open interest changed by 45 which increased total open position to 518


On 31 Oct NTPC was trading at 408.15. The strike last trading price was 2, 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 30 Oct NTPC was trading at 408.50. The strike last trading price was 2.1, which was -0.60 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 2.7, which was 0.70 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, 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 25 Oct NTPC was trading at 398.90. The strike last trading price was 2.25, which was -0.65 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 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 23 Oct NTPC was trading at 408.30. The strike last trading price was 3.05, which was -0.65 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 3.7, 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 21 Oct NTPC was trading at 425.00. The strike last trading price was 5.2, 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 5.2, 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 17 Oct NTPC was trading at 417.75. The strike last trading price was 4.2, 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 16 Oct NTPC was trading at 424.25. The strike last trading price was 4.3, which was -1.15 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 5.45, 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 14 Oct NTPC was trading at 424.50. The strike last trading price was 5.35, which was -0.65 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 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 6, 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 9 Oct NTPC was trading at 418.45. The strike last trading price was 5.85, which was -0.50 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 6.35, which was 0.35 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 6, which was -2.35 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 8.35, 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 3 Oct NTPC was trading at 435.35. The strike last trading price was 10.5, 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 1 Oct NTPC was trading at 440.10. The strike last trading price was 12.4, which was -2.40 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 14.8, which was -0.30 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 15.1, which was 7.15 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 7.95, which was -7.45 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 15.4, 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 2 Sept NTPC was trading at 410.00. The strike last trading price was 15.4, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


NTPC 28NOV2024 460 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 74 0.00 0.00 0 -4 0
13 Nov 381.35 74 23.25 - 4 0 52
12 Nov 380.30 50.75 0.00 0.00 0 0 0
11 Nov 392.55 50.75 0.00 0.00 0 0 0
8 Nov 397.65 50.75 0.00 0.00 0 0 0
7 Nov 403.80 50.75 0.00 0.00 0 1 0
6 Nov 408.90 50.75 0.60 39.87 1 0 51
5 Nov 403.10 50.15 0.00 0.00 0 0 0
4 Nov 400.95 50.15 0.00 0.00 0 0 0
1 Nov 411.35 50.15 0.00 0.00 0 10 0
31 Oct 408.15 50.15 -2.35 - 10 8 49
30 Oct 408.50 52.5 2.65 - 11 9 39
29 Oct 412.15 49.85 -4.15 - 29 26 27
28 Oct 403.90 54 0.00 - 0 0 0
25 Oct 398.90 54 0.00 - 0 0 0
24 Oct 411.90 54 0.00 - 0 -1 0
23 Oct 408.30 54 14.50 - 1 0 2
22 Oct 415.75 39.5 0.00 - 0 0 0
21 Oct 425.00 39.5 0.00 - 0 1 0
18 Oct 424.95 39.5 4.50 - 1 0 1
17 Oct 417.75 35 0.00 - 0 0 0
16 Oct 424.25 35 0.00 - 0 0 0
15 Oct 426.60 35 0.00 - 0 0 0
14 Oct 424.50 35 0.00 - 0 0 0
11 Oct 422.50 35 0.00 - 0 0 0
10 Oct 422.70 35 0.00 - 0 0 1
9 Oct 418.45 35 0.00 - 0 0 0
8 Oct 420.95 35 0.00 - 0 0 0
7 Oct 415.45 35 0.00 - 0 0 0
4 Oct 430.45 35 8.00 - 2 1 2
3 Oct 435.35 27 0.00 - 0 0 0
1 Oct 440.10 27 1.30 - 5 0 1
30 Sept 443.20 25.7 -31.50 - 1 0 0
27 Sept 436.90 57.2 57.20 - 0 0 0
26 Sept 434.60 0 0.00 - 0 0 0
16 Sept 411.10 0 0.00 - 0 0 0
2 Sept 410.00 0 - 0 0 0


For Ntpc Ltd - strike price 460 expiring on 28NOV2024

Delta for 460 PE is 0.00

Historical price for 460 PE is as follows

On 14 Nov NTPC was trading at 372.50. The strike last trading price was 74, 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 74, which was 23.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 52


On 12 Nov NTPC was trading at 380.30. The strike last trading price was 50.75, 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 50.75, 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 50.75, 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 50.75, 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 6 Nov NTPC was trading at 408.90. The strike last trading price was 50.75, which was 0.60 higher than the previous day. The implied volatity was 39.87, the open interest changed by 0 which decreased total open position to 51


On 5 Nov NTPC was trading at 403.10. The strike last trading price was 50.15, 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 50.15, 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 50.15, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 10 which increased total open position to 0


On 31 Oct NTPC was trading at 408.15. The strike last trading price was 50.15, which was -2.35 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 52.5, which was 2.65 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 49.85, 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 28 Oct NTPC was trading at 403.90. 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 which decreased total open position to


On 25 Oct NTPC was trading at 398.90. 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 which decreased total open position to


On 24 Oct NTPC was trading at 411.90. 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 which decreased total open position to


On 23 Oct NTPC was trading at 408.30. The strike last trading price was 54, which was 14.50 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 39.5, 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 21 Oct NTPC was trading at 425.00. The strike last trading price was 39.5, 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 18 Oct NTPC was trading at 424.95. The strike last trading price was 39.5, 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 35, 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 35, 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 35, 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 35, 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 35, 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 35, 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 35, 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 35, 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 35, 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 35, which was 8.00 higher 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 27, 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 27, which was 1.30 higher 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 25.7, which was -31.50 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 57.2, which was 57.20 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 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 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