[--[65.84.65.76]--]

NTPC

Ntpc Ltd
337.9 -2.60 (-0.76%)
L: 336.45 H: 340.75

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Historical option data for NTPC

25 Oct 2025 12:10 PM IST
NTPC 28-OCT-2025 340 CE
Delta: -
Vega: -
Theta: -
Gamma: -
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
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
Delta: -
Vega: -
Theta: -
Gamma: -
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