NTPC
Ntpc Ltd
Historical option data for NTPC
22 Sep 2025 08:01 PM IST
| NTPC 30SEP2025 325 CE | ||||||||||||||||
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Delta: 0.88
Vega: 0.10
Theta: -0.25
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 339.20 | 15.65 | 0.95 | 26.61 | 104 | -60 | 451 | |||||||||
| 21 Sept | 338.65 | 14.9 | 1.95 | - | 126 | -28 | 516 | |||||||||
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| 18 Sept | 336.95 | 13 | -0.4 | 16.08 | 114 | -19 | 543 | |||||||||
| 14 Sept | 331.70 | 9.5 | -0.15 | 14.04 | 651 | -17 | 673 | |||||||||
| 17 Aug | 339.35 | 23.75 | 0 | - | 0 | 0 | 0 | |||||||||
For Ntpc Ltd - strike price 325 expiring on 30SEP2025
Delta for 325 CE is 0.88
Historical price for 325 CE is as follows
On 22 Sept NTPC was trading at 339.20. The strike last trading price was 15.65, which was 0.95 higher than the previous day. The implied volatity was 26.61, the open interest changed by -60 which decreased total open position to 451
On 21 Sept NTPC was trading at 338.65. The strike last trading price was 14.9, which was 1.95 higher than the previous day. The implied volatity was -, the open interest changed by -28 which decreased total open position to 516
On 18 Sept NTPC was trading at 336.95. The strike last trading price was 13, which was -0.4 lower than the previous day. The implied volatity was 16.08, the open interest changed by -19 which decreased total open position to 543
On 14 Sept NTPC was trading at 331.70. The strike last trading price was 9.5, which was -0.15 lower than the previous day. The implied volatity was 14.04, the open interest changed by -17 which decreased total open position to 673
On 17 Aug NTPC was trading at 339.35. The strike last trading price was 23.75, 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 325 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.07
Vega: 0.07
Theta: -0.08
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 339.20 | 0.35 | -0.05 | 21.02 | 1,085 | -206 | 943 |
| 21 Sept | 338.65 | 0.35 | -0.25 | 18.27 | 1,301 | 30 | 1,166 |
| 18 Sept | 336.95 | 0.6 | -0.15 | 17.60 | 1,036 | -44 | 1,122 |
| 14 Sept | 331.70 | 1.9 | -0.2 | 17.20 | 2,079 | -244 | 1,276 |
| 17 Aug | 339.35 | 4.45 | 0.9 | 23.77 | 53 | 52 | 53 |
For Ntpc Ltd - strike price 325 expiring on 30SEP2025
Delta for 325 PE is -0.07
Historical price for 325 PE is as follows
On 22 Sept NTPC was trading at 339.20. The strike last trading price was 0.35, which was -0.05 lower than the previous day. The implied volatity was 21.02, the open interest changed by -206 which decreased total open position to 943
On 21 Sept NTPC was trading at 338.65. The strike last trading price was 0.35, which was -0.25 lower than the previous day. The implied volatity was 18.27, the open interest changed by 30 which increased total open position to 1166
On 18 Sept NTPC was trading at 336.95. The strike last trading price was 0.6, which was -0.15 lower than the previous day. The implied volatity was 17.60, the open interest changed by -44 which decreased total open position to 1122
On 14 Sept NTPC was trading at 331.70. The strike last trading price was 1.9, which was -0.2 lower than the previous day. The implied volatity was 17.20, the open interest changed by -244 which decreased total open position to 1276
On 17 Aug NTPC was trading at 339.35. The strike last trading price was 4.45, which was 0.9 higher than the previous day. The implied volatity was 23.77, the open interest changed by 52 which increased total open position to 53
