NTPC
Ntpc Ltd
Historical option data for NTPC
22 Sep 2025 08:01 PM IST
| NTPC 30SEP2025 295 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 | 39.8 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 21 Sept | 338.65 | 39.8 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
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| 18 Sept | 336.95 | 39.8 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 14 Sept | 331.70 | 39.8 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Ntpc Ltd - strike price 295 expiring on 30SEP2025
Delta for 295 CE is 0.00
Historical price for 295 CE is as follows
On 22 Sept NTPC was trading at 339.20. The strike last trading price was 39.8, 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 39.8, 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 39.8, 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 39.8, 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 295 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.01
Vega: 0.02
Theta: -0.04
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 339.20 | 0.1 | 0 | 43.81 | 6 | -5 | 53 |
| 21 Sept | 338.65 | 0.1 | -0.05 | 37.35 | 17 | 0 | 57 |
| 18 Sept | 336.95 | 0.15 | 0.05 | 36.17 | 16 | 6 | 48 |
| 14 Sept | 331.70 | 0.25 | -0.05 | 29.57 | 34 | 6 | 77 |
For Ntpc Ltd - strike price 295 expiring on 30SEP2025
Delta for 295 PE is -0.01
Historical price for 295 PE is as follows
On 22 Sept NTPC was trading at 339.20. The strike last trading price was 0.1, which was 0 lower than the previous day. The implied volatity was 43.81, the open interest changed by -5 which decreased total open position to 53
On 21 Sept NTPC was trading at 338.65. The strike last trading price was 0.1, which was -0.05 lower than the previous day. The implied volatity was 37.35, the open interest changed by 0 which decreased total open position to 57
On 18 Sept NTPC was trading at 336.95. The strike last trading price was 0.15, which was 0.05 higher than the previous day. The implied volatity was 36.17, the open interest changed by 6 which increased total open position to 48
On 14 Sept NTPC was trading at 331.70. The strike last trading price was 0.25, which was -0.05 lower than the previous day. The implied volatity was 29.57, the open interest changed by 6 which increased total open position to 77
