NTPC NTPC LTD
NTPC LTD — on this desk since 2 Jan 2006.
Prices before Thu 12 Nov 2020 are not comparable with today's. A corporate action in this security carries no published ratio, so nothing before that date can be put on the same share count — it is left out rather than shown unadjusted.
Option chain
| Calls | Strike | Puts | ||||||
|---|---|---|---|---|---|---|---|---|
| What happened | Price | Change in OI | Open interest | Open interest | Change in OI | Price | What happened | |
| — | — | — | — | 290 | 2,44,500 | 0 | 0.06 | — |
| — | — | — | — | 293 | 85,500 | 0 | 0.10 | — |
| — | 20.17 | 0 | 30,000 | 295 | 19,23,000 | 0 | 0.19 | — |
| — | — | — | — | 298 | 3,10,500 | −73,500 | 0.32 | long unwinding |
| short covering | 15.65 | −7,500 | 2,25,000 | 300 | 19,87,500 | +61,500 | 0.60 | short build-up |
| — | — | — | — | 303 | 1,59,000 | −4,500 | 0.80 | — |
| long unwinding | 10.95 | −21,000 | 3,54,000 | 305 | 6,10,500 | −1,38,000 | 1.05 | long unwinding |
| — | 8.85 | 0 | 1,93,500 | 308 | 2,95,500 | −91,500 | 1.50 | long unwinding |
| long unwinding | 6.95 | −1,51,500 | 9,13,500 | 310 | 19,00,500 | +22,500 | 2.05 | short build-up |
| long unwinding | 5.25 | −1,11,000 | 5,71,500 | 313 | 7,38,000 | −30,000 | 2.90 | long unwinding |
| short build-up | 3.80 | +25,500 | 15,67,500 | 315at the money | 12,52,500 | +1,89,000 | 3.95 | short build-up |
| short build-up | 2.65 | +6,000 | 26,50,500 | 318 | 3,57,000 | +1,12,500 | 5.40 | long build-up |
| long unwinding | 1.85 | −2,71,500 | 29,83,500 | 320 | 18,46,500 | +57,000 | 6.90 | short build-up |
| long unwinding | 1.25 | −1,12,500 | 5,61,000 | 323 | 1,78,500 | −7,500 | 8.75 | long unwinding |
| long unwinding | 0.85 | −7,500 | 96,64,500wall | 325 | 12,54,000 | +12,000 | 10.75 | short build-up |
| long unwinding | 0.60 | −1,57,500 | 2,20,500 | 328 | — | — | — | — |
| short build-up | 0.45 | +1,08,000 | 33,76,500 | 330 | 7,65,000 | −25,500 | 15.58 | long unwinding |
| long unwinding | 0.41 | −3,000 | 2,58,000 | 333 | — | — | — | — |
| short build-up | 0.25 | +63,000 | 10,63,500 | 335 | 1,47,000 | −33,000 | 20.20 | long unwinding |
| — | 0.20 | 0 | 1,36,500 | 338 | — | — | — | — |
| long unwinding | 0.10 | −9,000 | 10,06,500 | 340 | 3,63,000 | −3,000 | 25.02 | long unwinding |
| — | 0.01 | 0 | 18,90,000 | 39030 strikes away | wall23,67,000 | 0 | 74.83 | — |
The options were priced for a move of about 2.5% by 27 Oct.
Open interest
Long unwind: price fell and open interest fell.
For this stock, 166 of 328 times the close 5 sessions later was higher.
Across every F&O stock, 44,823 of 84,881 times the close 5 sessions later was higher.
Basis, rollover and the ban
The future traded 0.10% above the share.
Not in the F&O ban this session; open interest stood at 28% of its market-wide limit.
Implied volatility
The options were priced for a move of about 2.5% by 27 Oct; over the sessions the desk holds it ranged 1.0–5.8%.
Option prices were dearer than 33 of the past 252 sessions.
Puts were priced dearer than calls the same distance out.
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Implied and realised around results
- 24 Jul 2026: options priced about 2.1%; the share moved 0.6% by 27 Jul.
The futures, session by session
| session | futures | implied move | basis | ban |
|---|---|---|---|---|
| Thu 15 Oct | long unwind | 2.5% | 0.10% | |
| Wed 14 Oct | short cover | 2.7% | 0.46% | |
| Tue 13 Oct | short cover | 2.9% | 0.47% | |
| Mon 12 Oct | short build | 3.1% | 0.05% | |
| Fri 9 Oct | long build | 3.3% | 0.26% | |
| Thu 8 Oct | long unwind | 3.8% | 0.26% | |
| Wed 7 Oct | long unwind | 3.5% | 0.22% | |
| Tue 6 Oct | long unwind | 3.5% | 0.03% | |
| Mon 5 Oct | short cover | 3.4% | 0.11% | |
| Thu 1 Oct | long unwind | 4.2% | 0.60% | |
| Wed 30 Sep | long unwind | 4.0% | -0.48% | |
| Tue 29 Sep | short cover | 4.1% | 0.39% | |
| Mon 28 Sep | long unwind | 4.3% | 0.55% | |
| Fri 25 Sep | short cover | 1.0% | -0.21% | |
| Thu 24 Sep | long unwind | 1.4% | -0.26% | |
| Wed 23 Sep | short build | 1.7% | 0.40% | |
| Tue 22 Sep | short cover | 1.8% | -0.08% | |
| Mon 21 Sep | short cover | 1.9% | 0.28% | |
| Fri 18 Sep | long unwind | 2.2% | 1.04% | |
| Thu 17 Sep | short cover | 2.3% | 0.00% |
After a name entered or left the ban
- Every F&O stock, on entering the ban: 755 of 1,496 times the close 5 sessions later was higher.
- Every F&O stock, on leaving it: 747 of 1,496 times the close 5 sessions later was higher.
Before comparing across time
Open interest is in shares. Traded volume is in contracts before July 2024 and in shares after, so volumes are not compared across that change.