NTPC
Ntpc Ltd
Historical option data for NTPC
22 Sep 2025 08:01 PM IST
| NTPC 30SEP2025 300 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 | 39.5 | 0 | 0.00 | 0 | -4 | 0 | |||||||||
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| 21 Sept | 338.65 | 39.5 | 1.9 | - | 18 | -4 | 132 | |||||||||
| 18 Sept | 336.95 | 37.6 | 0 | 0.00 | 0 | -5 | 0 | |||||||||
| 14 Sept | 331.70 | 32.25 | -0.35 | - | 2 | -1 | 142 | |||||||||
For Ntpc Ltd - strike price 300 expiring on 30SEP2025
Delta for 300 CE is 0.00
Historical price for 300 CE is as follows
On 22 Sept NTPC was trading at 339.20. The strike last trading price was 39.5, which was 0 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 21 Sept NTPC was trading at 338.65. The strike last trading price was 39.5, which was 1.9 higher than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 132
On 18 Sept NTPC was trading at 336.95. The strike last trading price was 37.6, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -5 which decreased total open position to 0
On 14 Sept NTPC was trading at 331.70. The strike last trading price was 32.25, which was -0.35 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 142
| NTPC 30SEP2025 300 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 | 38.96 | 120 | -71 | 589 |
| 21 Sept | 338.65 | 0.05 | -0.05 | 30.59 | 293 | -79 | 660 |
| 18 Sept | 336.95 | 0.1 | -0.05 | 30.39 | 56 | 0 | 739 |
| 14 Sept | 331.70 | 0.25 | 0 | 26.13 | 137 | -20 | 875 |
For Ntpc Ltd - strike price 300 expiring on 30SEP2025
Delta for 300 PE is -0.01
Historical price for 300 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 38.96, the open interest changed by -71 which decreased total open position to 589
On 21 Sept NTPC was trading at 338.65. The strike last trading price was 0.05, which was -0.05 lower than the previous day. The implied volatity was 30.59, the open interest changed by -79 which decreased total open position to 660
On 18 Sept NTPC was trading at 336.95. The strike last trading price was 0.1, which was -0.05 lower than the previous day. The implied volatity was 30.39, the open interest changed by 0 which decreased total open position to 739
On 14 Sept NTPC was trading at 331.70. The strike last trading price was 0.25, which was 0 lower than the previous day. The implied volatity was 26.13, the open interest changed by -20 which decreased total open position to 875
