[--[65.84.65.76]--]

NTPC

Ntpc Ltd
336.95 -8.20 (-2.38%)
L: 335.6 H: 345

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Historical option data for NTPC

01 Nov 2025 08:10 PM IST
NTPC 25-NOV-2025 340 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
1 Nov 336.95 4.45 -5.4 - 9,598 1,698 2,742
27 Oct 341.75 8.25 0.35 - 678 146 759
26 Oct 339.60 7.9 -2 - 550 316 612
25 Oct 339.60 7.9 -2 - 550 316 612
18 Oct 341.00 9.45 -0.45 - 99 18 179
15 Oct 336.65 8.1 -2.05 - 94 25 149
28 Sept 337.90 11.8 -6.05 17.83 1 1 0
22 Sept 339.20 17.85 0 - 0 0 0
21 Sept 338.65 17.85 0 - 0 0 0
14 Sept 331.70 17.85 0 0.35 0 0 0


For Ntpc Ltd - strike price 340 expiring on 25NOV2025

Delta for 340 CE is -

Historical price for 340 CE is as follows

On 1 Nov NTPC was trading at 336.95. The strike last trading price was 4.45, which was -5.4 lower than the previous day. The implied volatity was -, the open interest changed by 1698 which increased total open position to 2742


On 27 Oct NTPC was trading at 341.75. The strike last trading price was 8.25, which was 0.35 higher than the previous day. The implied volatity was -, the open interest changed by 146 which increased total open position to 759


On 26 Oct NTPC was trading at 339.60. The strike last trading price was 7.9, which was -2 lower than the previous day. The implied volatity was -, the open interest changed by 316 which increased total open position to 612


On 25 Oct NTPC was trading at 339.60. The strike last trading price was 7.9, which was -2 lower than the previous day. The implied volatity was -, the open interest changed by 316 which increased total open position to 612


On 18 Oct NTPC was trading at 341.00. The strike last trading price was 9.45, which was -0.45 lower than the previous day. The implied volatity was -, the open interest changed by 18 which increased total open position to 179


On 15 Oct NTPC was trading at 336.65. The strike last trading price was 8.1, which was -2.05 lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 149


On 28 Sept NTPC was trading at 337.90. The strike last trading price was 11.8, which was -6.05 lower than the previous day. The implied volatity was 17.83, the open interest changed by 1 which increased total open position to 0


On 22 Sept NTPC was trading at 339.20. The strike last trading price was 17.85, 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


On 21 Sept NTPC was trading at 338.65. The strike last trading price was 17.85, 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


On 14 Sept NTPC was trading at 331.70. The strike last trading price was 17.85, which was 0 lower than the previous day. The implied volatity was 0.35, the open interest changed by 0 which decreased total open position to 0


NTPC 25NOV2025 340 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
1 Nov 336.95 9.05 3.4 - 3,709 0 1,222
27 Oct 341.75 6.9 -1.05 - 579 209 706
26 Oct 339.60 8 1.15 - 380 200 496
25 Oct 339.60 8 1.15 - 380 200 496
18 Oct 341.00 8 0.2 - 32 15 155
15 Oct 336.65 10.45 2.1 - 24 15 105
28 Sept 337.90 10 2.25 21.66 3 2 3
22 Sept 339.20 22.05 0 1.13 0 0 0
21 Sept 338.65 22.05 0 0.89 0 0 0
14 Sept 331.70 22.05 0 - 0 0 0


For Ntpc Ltd - strike price 340 expiring on 25NOV2025

Delta for 340 PE is -

Historical price for 340 PE is as follows

On 1 Nov NTPC was trading at 336.95. The strike last trading price was 9.05, which was 3.4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1222


On 27 Oct NTPC was trading at 341.75. The strike last trading price was 6.9, which was -1.05 lower than the previous day. The implied volatity was -, the open interest changed by 209 which increased total open position to 706


On 26 Oct NTPC was trading at 339.60. The strike last trading price was 8, which was 1.15 higher than the previous day. The implied volatity was -, the open interest changed by 200 which increased total open position to 496


On 25 Oct NTPC was trading at 339.60. The strike last trading price was 8, which was 1.15 higher than the previous day. The implied volatity was -, the open interest changed by 200 which increased total open position to 496


On 18 Oct NTPC was trading at 341.00. The strike last trading price was 8, which was 0.2 higher than the previous day. The implied volatity was -, the open interest changed by 15 which increased total open position to 155


On 15 Oct NTPC was trading at 336.65. The strike last trading price was 10.45, which was 2.1 higher than the previous day. The implied volatity was -, the open interest changed by 15 which increased total open position to 105


On 28 Sept NTPC was trading at 337.90. The strike last trading price was 10, which was 2.25 higher than the previous day. The implied volatity was 21.66, the open interest changed by 2 which increased total open position to 3


On 22 Sept NTPC was trading at 339.20. The strike last trading price was 22.05, which was 0 lower than the previous day. The implied volatity was 1.13, the open interest changed by 0 which decreased total open position to 0


On 21 Sept NTPC was trading at 338.65. The strike last trading price was 22.05, which was 0 lower than the previous day. The implied volatity was 0.89, the open interest changed by 0 which decreased total open position to 0


On 14 Sept NTPC was trading at 331.70. The strike last trading price was 22.05, 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