NTPC
Ntpc Ltd
Historical option data for NTPC
01 Nov 2025 08:10 PM IST
| NTPC 25-NOV-2025 340 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| 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 | |||||||||
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| 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: -
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| 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

































































































































































































































