NTPC
Ntpc Ltd
Historical option data for NTPC
22 Sep 2025 08:01 PM IST
| NTPC 30SEP2025 335 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.71
Vega: 0.17
Theta: -0.25
Gamma: 0.04
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 339.20 | 6.45 | 0.5 | 17.69 | 3,493 | 77 | 1,620 | |||||||||
|
|
||||||||||||||||
| 21 Sept | 338.65 | 6.05 | 1.2 | 13.15 | 3,454 | -350 | 1,538 | |||||||||
| 18 Sept | 336.95 | 4.7 | -0.75 | 12.06 | 4,124 | -149 | 1,898 | |||||||||
| 14 Sept | 331.70 | 3.5 | -0.25 | 14.51 | 3,980 | 25 | 2,287 | |||||||||
| 17 Aug | 339.35 | 9.9 | 0.3 | 10.05 | 6 | 0 | 2 | |||||||||
For Ntpc Ltd - strike price 335 expiring on 30SEP2025
Delta for 335 CE is 0.71
Historical price for 335 CE is as follows
On 22 Sept NTPC was trading at 339.20. The strike last trading price was 6.45, which was 0.5 higher than the previous day. The implied volatity was 17.69, the open interest changed by 77 which increased total open position to 1620
On 21 Sept NTPC was trading at 338.65. The strike last trading price was 6.05, which was 1.2 higher than the previous day. The implied volatity was 13.15, the open interest changed by -350 which decreased total open position to 1538
On 18 Sept NTPC was trading at 336.95. The strike last trading price was 4.7, which was -0.75 lower than the previous day. The implied volatity was 12.06, the open interest changed by -149 which decreased total open position to 1898
On 14 Sept NTPC was trading at 331.70. The strike last trading price was 3.5, which was -0.25 lower than the previous day. The implied volatity was 14.51, the open interest changed by 25 which increased total open position to 2287
On 17 Aug NTPC was trading at 339.35. The strike last trading price was 9.9, which was 0.3 higher than the previous day. The implied volatity was 10.05, the open interest changed by 0 which decreased total open position to 2
| NTPC 30SEP2025 335 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.25
Vega: 0.16
Theta: -0.13
Gamma: 0.04
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 339.20 | 1.15 | -0.5 | 14.89 | 3,959 | 350 | 1,638 |
| 21 Sept | 338.65 | 1.55 | -0.9 | 15.30 | 2,524 | 257 | 1,281 |
| 18 Sept | 336.95 | 2.5 | -0.3 | 15.07 | 2,599 | 12 | 1,032 |
| 14 Sept | 331.70 | 5.85 | -0.35 | 16.91 | 1,092 | -102 | 745 |
| 17 Aug | 339.35 | 15.7 | 0 | 2.08 | 0 | 0 | 0 |
For Ntpc Ltd - strike price 335 expiring on 30SEP2025
Delta for 335 PE is -0.25
Historical price for 335 PE is as follows
On 22 Sept NTPC was trading at 339.20. The strike last trading price was 1.15, which was -0.5 lower than the previous day. The implied volatity was 14.89, the open interest changed by 350 which increased total open position to 1638
On 21 Sept NTPC was trading at 338.65. The strike last trading price was 1.55, which was -0.9 lower than the previous day. The implied volatity was 15.30, the open interest changed by 257 which increased total open position to 1281
On 18 Sept NTPC was trading at 336.95. The strike last trading price was 2.5, which was -0.3 lower than the previous day. The implied volatity was 15.07, the open interest changed by 12 which increased total open position to 1032
On 14 Sept NTPC was trading at 331.70. The strike last trading price was 5.85, which was -0.35 lower than the previous day. The implied volatity was 16.91, the open interest changed by -102 which decreased total open position to 745
On 17 Aug NTPC was trading at 339.35. The strike last trading price was 15.7, which was 0 lower than the previous day. The implied volatity was 2.08, the open interest changed by 0 which decreased total open position to 0
