NTPC
Ntpc Ltd
Historical option data for NTPC
22 Sep 2025 08:01 PM IST
| NTPC 30SEP2025 315 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 | |||||||||
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| 22 Sept | 339.20 | 23.55 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 21 Sept | 338.65 | 23.55 | 1.25 | - | 1 | 0 | 73 | |||||||||
| 18 Sept | 336.95 | 22.3 | -0.5 | - | 2 | 0 | 73 | |||||||||
| 14 Sept | 331.70 | 18.25 | 0.05 | 8.10 | 34 | -5 | 61 | |||||||||
| 17 Aug | 339.35 | 30.1 | 0 | - | 0 | 0 | 0 | |||||||||
For Ntpc Ltd - strike price 315 expiring on 30SEP2025
Delta for 315 CE is 0.00
Historical price for 315 CE is as follows
On 22 Sept NTPC was trading at 339.20. The strike last trading price was 23.55, 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 23.55, which was 1.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 73
On 18 Sept NTPC was trading at 336.95. The strike last trading price was 22.3, which was -0.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 73
On 14 Sept NTPC was trading at 331.70. The strike last trading price was 18.25, which was 0.05 higher than the previous day. The implied volatity was 8.10, the open interest changed by -5 which decreased total open position to 61
On 17 Aug NTPC was trading at 339.35. The strike last trading price was 30.1, 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 315 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.03
Vega: 0.04
Theta: -0.07
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 339.20 | 0.2 | 0 | 28.58 | 47 | 3 | 365 |
| 21 Sept | 338.65 | 0.2 | -0.1 | 24.67 | 95 | -13 | 362 |
| 18 Sept | 336.95 | 0.3 | -0.05 | 23.47 | 329 | -68 | 378 |
| 14 Sept | 331.70 | 0.65 | -0.1 | 19.69 | 216 | 13 | 502 |
| 17 Aug | 339.35 | 4.9 | 0 | 0.00 | 0 | 0 | 0 |
For Ntpc Ltd - strike price 315 expiring on 30SEP2025
Delta for 315 PE is -0.03
Historical price for 315 PE is as follows
On 22 Sept NTPC was trading at 339.20. The strike last trading price was 0.2, which was 0 lower than the previous day. The implied volatity was 28.58, the open interest changed by 3 which increased total open position to 365
On 21 Sept NTPC was trading at 338.65. The strike last trading price was 0.2, which was -0.1 lower than the previous day. The implied volatity was 24.67, the open interest changed by -13 which decreased total open position to 362
On 18 Sept NTPC was trading at 336.95. The strike last trading price was 0.3, which was -0.05 lower than the previous day. The implied volatity was 23.47, the open interest changed by -68 which decreased total open position to 378
On 14 Sept NTPC was trading at 331.70. The strike last trading price was 0.65, which was -0.1 lower than the previous day. The implied volatity was 19.69, the open interest changed by 13 which increased total open position to 502
On 17 Aug NTPC was trading at 339.35. The strike last trading price was 4.9, 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
