NTPC
Ntpc Ltd
Historical option data for NTPC
22 Sep 2025 08:01 PM IST
| NTPC 30SEP2025 340 CE | ||||||||||||||||
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Delta: 0.50
Vega: 0.20
Theta: -0.24
Gamma: 0.05
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 339.20 | 3.1 | 0.2 | 15.86 | 10,047 | -87 | 7,956 | |||||||||
| 21 Sept | 338.65 | 2.9 | 0.6 | 12.73 | 8,951 | -449 | 8,047 | |||||||||
| 18 Sept | 336.95 | 2.2 | -0.7 | 13.32 | 12,705 | 2,728 | 8,493 | |||||||||
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| 14 Sept | 331.70 | 1.95 | -0.25 | 15.20 | 4,233 | 174 | 4,639 | |||||||||
| 17 Aug | 339.35 | 7.65 | -0.8 | 12.06 | 22 | 11 | 20 | |||||||||
For Ntpc Ltd - strike price 340 expiring on 30SEP2025
Delta for 340 CE is 0.50
Historical price for 340 CE is as follows
On 22 Sept NTPC was trading at 339.20. The strike last trading price was 3.1, which was 0.2 higher than the previous day. The implied volatity was 15.86, the open interest changed by -87 which decreased total open position to 7956
On 21 Sept NTPC was trading at 338.65. The strike last trading price was 2.9, which was 0.6 higher than the previous day. The implied volatity was 12.73, the open interest changed by -449 which decreased total open position to 8047
On 18 Sept NTPC was trading at 336.95. The strike last trading price was 2.2, which was -0.7 lower than the previous day. The implied volatity was 13.32, the open interest changed by 2728 which increased total open position to 8493
On 14 Sept NTPC was trading at 331.70. The strike last trading price was 1.95, which was -0.25 lower than the previous day. The implied volatity was 15.20, the open interest changed by 174 which increased total open position to 4639
On 17 Aug NTPC was trading at 339.35. The strike last trading price was 7.65, which was -0.8 lower than the previous day. The implied volatity was 12.06, the open interest changed by 11 which increased total open position to 20
| NTPC 30SEP2025 340 PE | |||||||
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Delta: -0.51
Vega: 0.20
Theta: -0.12
Gamma: 0.06
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 339.20 | 2.8 | -0.8 | 13.58 | 4,170 | 171 | 1,133 |
| 21 Sept | 338.65 | 3.45 | -1.45 | 15.16 | 2,680 | 246 | 959 |
| 18 Sept | 336.95 | 4.95 | -0.35 | 14.88 | 2,062 | -193 | 721 |
| 14 Sept | 331.70 | 9.3 | -0.35 | 18.01 | 206 | -19 | 780 |
| 17 Aug | 339.35 | 9.6 | 0.6 | 23.19 | 22 | 4 | 63 |
For Ntpc Ltd - strike price 340 expiring on 30SEP2025
Delta for 340 PE is -0.51
Historical price for 340 PE is as follows
On 22 Sept NTPC was trading at 339.20. The strike last trading price was 2.8, which was -0.8 lower than the previous day. The implied volatity was 13.58, the open interest changed by 171 which increased total open position to 1133
On 21 Sept NTPC was trading at 338.65. The strike last trading price was 3.45, which was -1.45 lower than the previous day. The implied volatity was 15.16, the open interest changed by 246 which increased total open position to 959
On 18 Sept NTPC was trading at 336.95. The strike last trading price was 4.95, which was -0.35 lower than the previous day. The implied volatity was 14.88, the open interest changed by -193 which decreased total open position to 721
On 14 Sept NTPC was trading at 331.70. The strike last trading price was 9.3, which was -0.35 lower than the previous day. The implied volatity was 18.01, the open interest changed by -19 which decreased total open position to 780
On 17 Aug NTPC was trading at 339.35. The strike last trading price was 9.6, which was 0.6 higher than the previous day. The implied volatity was 23.19, the open interest changed by 4 which increased total open position to 63
