NTPC
Ntpc Ltd
Historical option data for NTPC
22 Sep 2025 08:01 PM IST
| NTPC 28OCT2025 335 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.65
Vega: 0.39
Theta: -0.16
Gamma: 0.02
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
|
|
||||||||||||||||
| 22 Sept | 339.20 | 12.3 | 1.1 | 19.22 | 28 | 14 | 54 | |||||||||
| 21 Sept | 338.65 | 11.2 | 0.85 | 15.11 | 27 | 7 | 40 | |||||||||
| 18 Sept | 336.95 | 10.35 | -0.25 | 17.00 | 17 | 12 | 33 | |||||||||
| 14 Sept | 331.70 | 16 | 0 | - | 0 | 0 | 0 | |||||||||
For Ntpc Ltd - strike price 335 expiring on 28OCT2025
Delta for 335 CE is 0.65
Historical price for 335 CE is as follows
On 22 Sept NTPC was trading at 339.20. The strike last trading price was 12.3, which was 1.1 higher than the previous day. The implied volatity was 19.22, the open interest changed by 14 which increased total open position to 54
On 21 Sept NTPC was trading at 338.65. The strike last trading price was 11.2, which was 0.85 higher than the previous day. The implied volatity was 15.11, the open interest changed by 7 which increased total open position to 40
On 18 Sept NTPC was trading at 336.95. The strike last trading price was 10.35, which was -0.25 lower than the previous day. The implied volatity was 17.00, the open interest changed by 12 which increased total open position to 33
On 14 Sept NTPC was trading at 331.70. The strike last trading price was 16, 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 28OCT2025 335 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.35
Vega: 0.39
Theta: -0.07
Gamma: 0.02
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 339.20 | 4.85 | -0.3 | 19.06 | 109 | 52 | 97 |
| 21 Sept | 338.65 | 5.1 | -0.8 | 19.25 | 23 | 11 | 44 |
| 18 Sept | 336.95 | 5.9 | -0.45 | 18.64 | 23 | 5 | 34 |
| 14 Sept | 331.70 | 10.5 | 1.7 | 23.33 | 6 | 1 | 12 |
For Ntpc Ltd - strike price 335 expiring on 28OCT2025
Delta for 335 PE is -0.35
Historical price for 335 PE is as follows
On 22 Sept NTPC was trading at 339.20. The strike last trading price was 4.85, which was -0.3 lower than the previous day. The implied volatity was 19.06, the open interest changed by 52 which increased total open position to 97
On 21 Sept NTPC was trading at 338.65. The strike last trading price was 5.1, which was -0.8 lower than the previous day. The implied volatity was 19.25, the open interest changed by 11 which increased total open position to 44
On 18 Sept NTPC was trading at 336.95. The strike last trading price was 5.9, which was -0.45 lower than the previous day. The implied volatity was 18.64, the open interest changed by 5 which increased total open position to 34
On 14 Sept NTPC was trading at 331.70. The strike last trading price was 10.5, which was 1.7 higher than the previous day. The implied volatity was 23.33, the open interest changed by 1 which increased total open position to 12
