NTPC
Ntpc Ltd
Historical option data for NTPC
22 Sep 2025 08:01 PM IST
| NTPC 30SEP2025 305 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 | 27.9 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
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| 21 Sept | 338.65 | 27.9 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 18 Sept | 336.95 | 27.9 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 14 Sept | 331.70 | 27.9 | -1.15 | - | 7 | 0 | 36 | |||||||||
For Ntpc Ltd - strike price 305 expiring on 30SEP2025
Delta for 305 CE is 0.00
Historical price for 305 CE is as follows
On 22 Sept NTPC was trading at 339.20. The strike last trading price was 27.9, 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 27.9, 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 27.9, 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 27.9, which was -1.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 36
| NTPC 30SEP2025 305 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.01
Vega: 0.01
Theta: -0.02
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 339.20 | 0.05 | -0.1 | 31.66 | 19 | -10 | 208 |
| 21 Sept | 338.65 | 0.15 | -0.05 | 31.66 | 3 | 0 | 218 |
| 18 Sept | 336.95 | 0.2 | 0.05 | 29.77 | 49 | -10 | 218 |
| 14 Sept | 331.70 | 0.35 | 0 | 24.21 | 39 | 15 | 266 |
For Ntpc Ltd - strike price 305 expiring on 30SEP2025
Delta for 305 PE is -0.01
Historical price for 305 PE is as follows
On 22 Sept NTPC was trading at 339.20. The strike last trading price was 0.05, which was -0.1 lower than the previous day. The implied volatity was 31.66, the open interest changed by -10 which decreased total open position to 208
On 21 Sept NTPC was trading at 338.65. The strike last trading price was 0.15, which was -0.05 lower than the previous day. The implied volatity was 31.66, the open interest changed by 0 which decreased total open position to 218
On 18 Sept NTPC was trading at 336.95. The strike last trading price was 0.2, which was 0.05 higher than the previous day. The implied volatity was 29.77, the open interest changed by -10 which decreased total open position to 218
On 14 Sept NTPC was trading at 331.70. The strike last trading price was 0.35, which was 0 lower than the previous day. The implied volatity was 24.21, the open interest changed by 15 which increased total open position to 266
