NTPC
Ntpc Ltd
Historical option data for NTPC
22 Sep 2025 08:01 PM IST
| NTPC 30SEP2025 320 CE | ||||||||||||||||
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Delta: 0.90
Vega: 0.09
Theta: -0.26
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 339.20 | 20.6 | 1.1 | 32.49 | 22 | -9 | 453 | |||||||||
| 21 Sept | 338.65 | 19.55 | 1.95 | - | 101 | -20 | 462 | |||||||||
| 18 Sept | 336.95 | 17.75 | -0.35 | 17.57 | 73 | -3 | 483 | |||||||||
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| 14 Sept | 331.70 | 13.7 | -0.05 | 13.83 | 225 | -26 | 517 | |||||||||
| 17 Aug | 339.35 | 34.85 | 0 | - | 0 | 0 | 0 | |||||||||
For Ntpc Ltd - strike price 320 expiring on 30SEP2025
Delta for 320 CE is 0.90
Historical price for 320 CE is as follows
On 22 Sept NTPC was trading at 339.20. The strike last trading price was 20.6, which was 1.1 higher than the previous day. The implied volatity was 32.49, the open interest changed by -9 which decreased total open position to 453
On 21 Sept NTPC was trading at 338.65. The strike last trading price was 19.55, which was 1.95 higher than the previous day. The implied volatity was -, the open interest changed by -20 which decreased total open position to 462
On 18 Sept NTPC was trading at 336.95. The strike last trading price was 17.75, which was -0.35 lower than the previous day. The implied volatity was 17.57, the open interest changed by -3 which decreased total open position to 483
On 14 Sept NTPC was trading at 331.70. The strike last trading price was 13.7, which was -0.05 lower than the previous day. The implied volatity was 13.83, the open interest changed by -26 which decreased total open position to 517
On 17 Aug NTPC was trading at 339.35. The strike last trading price was 34.85, 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 320 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.04
Vega: 0.04
Theta: -0.06
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 339.20 | 0.2 | -0.1 | 23.62 | 629 | -227 | 1,192 |
| 21 Sept | 338.65 | 0.3 | -0.1 | 22.18 | 1,365 | -452 | 1,435 |
| 18 Sept | 336.95 | 0.4 | -0.1 | 20.41 | 935 | -75 | 1,863 |
| 14 Sept | 331.70 | 1.1 | -0.15 | 18.36 | 1,121 | -7 | 1,405 |
| 17 Aug | 339.35 | 2.95 | 0.25 | 23.03 | 35 | 25 | 122 |
For Ntpc Ltd - strike price 320 expiring on 30SEP2025
Delta for 320 PE is -0.04
Historical price for 320 PE is as follows
On 22 Sept NTPC was trading at 339.20. The strike last trading price was 0.2, which was -0.1 lower than the previous day. The implied volatity was 23.62, the open interest changed by -227 which decreased total open position to 1192
On 21 Sept NTPC was trading at 338.65. The strike last trading price was 0.3, which was -0.1 lower than the previous day. The implied volatity was 22.18, the open interest changed by -452 which decreased total open position to 1435
On 18 Sept NTPC was trading at 336.95. The strike last trading price was 0.4, which was -0.1 lower than the previous day. The implied volatity was 20.41, the open interest changed by -75 which decreased total open position to 1863
On 14 Sept NTPC was trading at 331.70. The strike last trading price was 1.1, which was -0.15 lower than the previous day. The implied volatity was 18.36, the open interest changed by -7 which decreased total open position to 1405
On 17 Aug NTPC was trading at 339.35. The strike last trading price was 2.95, which was 0.25 higher than the previous day. The implied volatity was 23.03, the open interest changed by 25 which increased total open position to 122
