NTPC
Ntpc Ltd
Historical option data for NTPC
25 Oct 2025 12:10 PM IST
| NTPC 28-OCT-2025 340 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 25 Oct | 339.60 | 1.25 | -2.65 | - | 7,307 | -993 | 3,682 | |||||||||
| 18 Oct | 341.00 | 4.4 | -0.7 | - | 5,325 | -28 | 3,777 | |||||||||
| 15 Oct | 336.65 | 3.65 | -1.75 | - | 5,725 | 136 | 4,122 | |||||||||
| 28 Sept | 337.90 | 7.8 | -2.25 | 18.06 | 768 | 192 | 639 | |||||||||
| 22 Sept | 339.20 | 9.15 | 0.4 | 18.60 | 396 | 114 | 377 | |||||||||
| 21 Sept | 338.65 | 8.85 | 0.9 | 16.71 | 212 | 29 | 263 | |||||||||
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| 18 Sept | 336.95 | 7.8 | -0.35 | 17.33 | 150 | 53 | 234 | |||||||||
| 14 Sept | 331.70 | 6.45 | 0.15 | 17.60 | 27 | 1 | 94 | |||||||||
| 17 Aug | 339.35 | 20.25 | 0 | - | 0 | 0 | 0 | |||||||||
For Ntpc Ltd - strike price 340 expiring on 28OCT2025
Delta for 340 CE is -
Historical price for 340 CE is as follows
On 25 Oct NTPC was trading at 339.60. The strike last trading price was 1.25, which was -2.65 lower than the previous day. The implied volatity was -, the open interest changed by -993 which decreased total open position to 3682
On 18 Oct NTPC was trading at 341.00. The strike last trading price was 4.4, which was -0.7 lower than the previous day. The implied volatity was -, the open interest changed by -28 which decreased total open position to 3777
On 15 Oct NTPC was trading at 336.65. The strike last trading price was 3.65, which was -1.75 lower than the previous day. The implied volatity was -, the open interest changed by 136 which increased total open position to 4122
On 28 Sept NTPC was trading at 337.90. The strike last trading price was 7.8, which was -2.25 lower than the previous day. The implied volatity was 18.06, the open interest changed by 192 which increased total open position to 639
On 22 Sept NTPC was trading at 339.20. The strike last trading price was 9.15, which was 0.4 higher than the previous day. The implied volatity was 18.60, the open interest changed by 114 which increased total open position to 377
On 21 Sept NTPC was trading at 338.65. The strike last trading price was 8.85, which was 0.9 higher than the previous day. The implied volatity was 16.71, the open interest changed by 29 which increased total open position to 263
On 18 Sept NTPC was trading at 336.95. The strike last trading price was 7.8, which was -0.35 lower than the previous day. The implied volatity was 17.33, the open interest changed by 53 which increased total open position to 234
On 14 Sept NTPC was trading at 331.70. The strike last trading price was 6.45, which was 0.15 higher than the previous day. The implied volatity was 17.60, the open interest changed by 1 which increased total open position to 94
On 17 Aug NTPC was trading at 339.35. The strike last trading price was 20.25, 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 340 PE | |||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 25 Oct | 339.60 | 1 | -0.25 | - | 5,642 | -757 | 1,007 |
| 18 Oct | 341.00 | 2.75 | -0.05 | - | 4,991 | -77 | 1,301 |
| 15 Oct | 336.65 | 6.15 | 2.55 | - | 4,049 | -383 | 918 |
| 28 Sept | 337.90 | 8.15 | 1.65 | 21.87 | 498 | 35 | 573 |
| 22 Sept | 339.20 | 6.85 | -0.45 | 18.92 | 106 | 53 | 161 |
| 21 Sept | 338.65 | 7.15 | -1.1 | 19.26 | 102 | 26 | 108 |
| 18 Sept | 336.95 | 8.25 | -0.25 | 18.80 | 39 | 17 | 82 |
| 14 Sept | 331.70 | 12.9 | 1.4 | 22.83 | 2 | 1 | 43 |
| 17 Aug | 339.35 | 21 | 0 | 1.06 | 0 | 0 | 0 |
For Ntpc Ltd - strike price 340 expiring on 28OCT2025
Delta for 340 PE is -
Historical price for 340 PE is as follows
On 25 Oct NTPC was trading at 339.60. The strike last trading price was 1, which was -0.25 lower than the previous day. The implied volatity was -, the open interest changed by -757 which decreased total open position to 1007
On 18 Oct NTPC was trading at 341.00. The strike last trading price was 2.75, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by -77 which decreased total open position to 1301
On 15 Oct NTPC was trading at 336.65. The strike last trading price was 6.15, which was 2.55 higher than the previous day. The implied volatity was -, the open interest changed by -383 which decreased total open position to 918
On 28 Sept NTPC was trading at 337.90. The strike last trading price was 8.15, which was 1.65 higher than the previous day. The implied volatity was 21.87, the open interest changed by 35 which increased total open position to 573
On 22 Sept NTPC was trading at 339.20. The strike last trading price was 6.85, which was -0.45 lower than the previous day. The implied volatity was 18.92, the open interest changed by 53 which increased total open position to 161
On 21 Sept NTPC was trading at 338.65. The strike last trading price was 7.15, which was -1.1 lower than the previous day. The implied volatity was 19.26, the open interest changed by 26 which increased total open position to 108
On 18 Sept NTPC was trading at 336.95. The strike last trading price was 8.25, which was -0.25 lower than the previous day. The implied volatity was 18.80, the open interest changed by 17 which increased total open position to 82
On 14 Sept NTPC was trading at 331.70. The strike last trading price was 12.9, which was 1.4 higher than the previous day. The implied volatity was 22.83, the open interest changed by 1 which increased total open position to 43
On 17 Aug NTPC was trading at 339.35. The strike last trading price was 21, which was 0 lower than the previous day. The implied volatity was 1.06, the open interest changed by 0 which decreased total open position to 0




























































































































































































































