NTPC
Ntpc Ltd
Historical option data for NTPC
22 Sep 2025 08:01 PM IST
| NTPC 30SEP2025 290 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 339.20 | 38.6 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 21 Sept | 338.65 | 38.6 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
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| 18 Sept | 336.95 | 38.6 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 14 Sept | 331.70 | 38.6 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Ntpc Ltd - strike price 290 expiring on 30SEP2025
Delta for 290 CE is 0.00
Historical price for 290 CE is as follows
On 22 Sept NTPC was trading at 339.20. The strike last trading price was 38.6, which was 0 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 21 Sept NTPC was trading at 338.65. The strike last trading price was 38.6, which was 0 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 18 Sept NTPC was trading at 336.95. The strike last trading price was 38.6, which was 0 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 14 Sept NTPC was trading at 331.70. The strike last trading price was 38.6, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
| NTPC 30SEP2025 290 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.01
Vega: 0.01
Theta: -0.03
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 339.20 | 0.05 | -0.05 | 44.48 | 68 | -16 | 352 |
| 21 Sept | 338.65 | 0.1 | 0.05 | 41.23 | 70 | 16 | 352 |
| 18 Sept | 336.95 | 0.05 | 0 | 34.67 | 14 | -6 | 356 |
| 14 Sept | 331.70 | 0.15 | -0.05 | 30.43 | 100 | -61 | 373 |
For Ntpc Ltd - strike price 290 expiring on 30SEP2025
Delta for 290 PE is -0.01
Historical price for 290 PE is as follows
On 22 Sept NTPC was trading at 339.20. The strike last trading price was 0.05, which was -0.05 lower than the previous day. The implied volatity was 44.48, the open interest changed by -16 which decreased total open position to 352
On 21 Sept NTPC was trading at 338.65. The strike last trading price was 0.1, which was 0.05 higher than the previous day. The implied volatity was 41.23, the open interest changed by 16 which increased total open position to 352
On 18 Sept NTPC was trading at 336.95. The strike last trading price was 0.05, which was 0 lower than the previous day. The implied volatity was 34.67, the open interest changed by -6 which decreased total open position to 356
On 14 Sept NTPC was trading at 331.70. The strike last trading price was 0.15, which was -0.05 lower than the previous day. The implied volatity was 30.43, the open interest changed by -61 which decreased total open position to 373
