NTPC
Ntpc Ltd
Historical option data for NTPC
22 Sep 2025 08:01 PM IST
| NTPC 30SEP2025 330 CE | ||||||||||||||||
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Delta: 0.83
Vega: 0.13
Theta: -0.24
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 339.20 | 10.8 | 0.75 | 21.14 | 798 | -28 | 1,830 | |||||||||
| 21 Sept | 338.65 | 10.15 | 1.65 | - | 1,101 | -248 | 1,858 | |||||||||
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| 18 Sept | 336.95 | 8.3 | -0.7 | 13.14 | 1,566 | -353 | 2,107 | |||||||||
| 14 Sept | 331.70 | 5.9 | -0.3 | 13.76 | 3,957 | -18 | 3,207 | |||||||||
| 17 Aug | 339.35 | 12 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Ntpc Ltd - strike price 330 expiring on 30SEP2025
Delta for 330 CE is 0.83
Historical price for 330 CE is as follows
On 22 Sept NTPC was trading at 339.20. The strike last trading price was 10.8, which was 0.75 higher than the previous day. The implied volatity was 21.14, the open interest changed by -28 which decreased total open position to 1830
On 21 Sept NTPC was trading at 338.65. The strike last trading price was 10.15, which was 1.65 higher than the previous day. The implied volatity was -, the open interest changed by -248 which decreased total open position to 1858
On 18 Sept NTPC was trading at 336.95. The strike last trading price was 8.3, which was -0.7 lower than the previous day. The implied volatity was 13.14, the open interest changed by -353 which decreased total open position to 2107
On 14 Sept NTPC was trading at 331.70. The strike last trading price was 5.9, which was -0.3 lower than the previous day. The implied volatity was 13.76, the open interest changed by -18 which decreased total open position to 3207
On 17 Aug NTPC was trading at 339.35. The strike last trading price was 12, 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
| NTPC 30SEP2025 330 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.13
Vega: 0.10
Theta: -0.10
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 339.20 | 0.55 | -0.2 | 17.46 | 1,518 | 2 | 1,793 |
| 21 Sept | 338.65 | 0.7 | -0.45 | 16.48 | 1,602 | 119 | 1,790 |
| 18 Sept | 336.95 | 1.15 | -0.25 | 15.77 | 2,069 | -22 | 1,678 |
| 14 Sept | 331.70 | 3.35 | -0.3 | 16.52 | 2,842 | -175 | 1,635 |
| 17 Aug | 339.35 | 5.55 | 0.6 | 22.94 | 29 | 10 | 94 |
For Ntpc Ltd - strike price 330 expiring on 30SEP2025
Delta for 330 PE is -0.13
Historical price for 330 PE is as follows
On 22 Sept NTPC was trading at 339.20. The strike last trading price was 0.55, which was -0.2 lower than the previous day. The implied volatity was 17.46, the open interest changed by 2 which increased total open position to 1793
On 21 Sept NTPC was trading at 338.65. The strike last trading price was 0.7, which was -0.45 lower than the previous day. The implied volatity was 16.48, the open interest changed by 119 which increased total open position to 1790
On 18 Sept NTPC was trading at 336.95. The strike last trading price was 1.15, which was -0.25 lower than the previous day. The implied volatity was 15.77, the open interest changed by -22 which decreased total open position to 1678
On 14 Sept NTPC was trading at 331.70. The strike last trading price was 3.35, which was -0.3 lower than the previous day. The implied volatity was 16.52, the open interest changed by -175 which decreased total open position to 1635
On 17 Aug NTPC was trading at 339.35. The strike last trading price was 5.55, which was 0.6 higher than the previous day. The implied volatity was 22.94, the open interest changed by 10 which increased total open position to 94
