NTPC
Ntpc Ltd
Historical option data for NTPC
22 Sep 2025 08:01 PM IST
| NTPC 30SEP2025 310 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
|
|
||||||||||||||||
| 22 Sept | 339.20 | 28.5 | -1 | - | 1 | 0 | 68 | |||||||||
| 21 Sept | 338.65 | 29.5 | 3.5 | - | 3 | -2 | 68 | |||||||||
| 18 Sept | 336.95 | 26 | 0 | 0.00 | 0 | -1 | 0 | |||||||||
| 14 Sept | 331.70 | 23 | 0 | - | 37 | -8 | 79 | |||||||||
| 17 Aug | 339.35 | 41.35 | 0 | - | 0 | 0 | 0 | |||||||||
For Ntpc Ltd - strike price 310 expiring on 30SEP2025
Delta for 310 CE is -
Historical price for 310 CE is as follows
On 22 Sept NTPC was trading at 339.20. The strike last trading price was 28.5, which was -1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 68
On 21 Sept NTPC was trading at 338.65. The strike last trading price was 29.5, which was 3.5 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 68
On 18 Sept NTPC was trading at 336.95. The strike last trading price was 26, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 14 Sept NTPC was trading at 331.70. The strike last trading price was 23, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by -8 which decreased total open position to 79
On 17 Aug NTPC was trading at 339.35. The strike last trading price was 41.35, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| NTPC 30SEP2025 310 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.02
Vega: 0.02
Theta: -0.04
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 339.20 | 0.1 | -0.05 | 29.95 | 470 | -82 | 487 |
| 21 Sept | 338.65 | 0.15 | -0.1 | 27.50 | 239 | -89 | 569 |
| 18 Sept | 336.95 | 0.25 | 0 | 26.81 | 327 | 32 | 657 |
| 14 Sept | 331.70 | 0.45 | -0.05 | 21.75 | 224 | 0 | 685 |
| 17 Aug | 339.35 | 1.55 | -1.45 | 23.80 | 1 | 0 | 22 |
For Ntpc Ltd - strike price 310 expiring on 30SEP2025
Delta for 310 PE is -0.02
Historical price for 310 PE is as follows
On 22 Sept NTPC was trading at 339.20. The strike last trading price was 0.1, which was -0.05 lower than the previous day. The implied volatity was 29.95, the open interest changed by -82 which decreased total open position to 487
On 21 Sept NTPC was trading at 338.65. The strike last trading price was 0.15, which was -0.1 lower than the previous day. The implied volatity was 27.50, the open interest changed by -89 which decreased total open position to 569
On 18 Sept NTPC was trading at 336.95. The strike last trading price was 0.25, which was 0 lower than the previous day. The implied volatity was 26.81, the open interest changed by 32 which increased total open position to 657
On 14 Sept NTPC was trading at 331.70. The strike last trading price was 0.45, which was -0.05 lower than the previous day. The implied volatity was 21.75, the open interest changed by 0 which decreased total open position to 685
On 17 Aug NTPC was trading at 339.35. The strike last trading price was 1.55, which was -1.45 lower than the previous day. The implied volatity was 23.80, the open interest changed by 0 which decreased total open position to 22
