NTPC
Ntpc Ltd
Historical option data for NTPC
28 Sep 2025 10:07 PM IST
| NTPC 28-OCT-2025 345 CE | ||||||||||||||||
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Delta: 0.43
Vega: 0.39
Theta: -0.15
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 28 Sept | 337.90 | 5.65 | -1.9 | 18.40 | 575 | 157 | 543 | |||||||||
| 22 Sept | 339.20 | 6.55 | 0.05 | 18.16 | 203 | 45 | 192 | |||||||||
| 21 Sept | 338.65 | 6.4 | 0.75 | 16.72 | 71 | 7 | 150 | |||||||||
| 18 Sept | 336.95 | 5.75 | -0.3 | 17.64 | 27 | 8 | 139 | |||||||||
| 14 Sept | 331.70 | 4.55 | 0.05 | 17.39 | 38 | 1 | 100 | |||||||||
For Ntpc Ltd - strike price 345 expiring on 28OCT2025
Delta for 345 CE is 0.43
Historical price for 345 CE is as follows
On 28 Sept NTPC was trading at 337.90. The strike last trading price was 5.65, which was -1.9 lower than the previous day. The implied volatity was 18.40, the open interest changed by 157 which increased total open position to 543
On 22 Sept NTPC was trading at 339.20. The strike last trading price was 6.55, which was 0.05 higher than the previous day. The implied volatity was 18.16, the open interest changed by 45 which increased total open position to 192
On 21 Sept NTPC was trading at 338.65. The strike last trading price was 6.4, which was 0.75 higher than the previous day. The implied volatity was 16.72, the open interest changed by 7 which increased total open position to 150
On 18 Sept NTPC was trading at 336.95. The strike last trading price was 5.75, which was -0.3 lower than the previous day. The implied volatity was 17.64, the open interest changed by 8 which increased total open position to 139
On 14 Sept NTPC was trading at 331.70. The strike last trading price was 4.55, which was 0.05 higher than the previous day. The implied volatity was 17.39, the open interest changed by 1 which increased total open position to 100
| NTPC 28OCT2025 345 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.55
Vega: 0.40
Theta: -0.08
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 337.90 | 10.95 | 1.9 | 22.23 | 163 | -1 | 259 |
| 22 Sept | 339.20 | 9.05 | -0.7 | 18.13 | 2 | 0 | 9 |
| 21 Sept | 338.65 | 9.75 | -2.5 | 19.42 | 4 | 3 | 8 |
| 18 Sept | 336.95 | 12.25 | -10.3 | 21.67 | 6 | 5 | 5 |
| 14 Sept | 331.70 | 22.55 | 0 | - | 0 | 0 | 0 |
For Ntpc Ltd - strike price 345 expiring on 28OCT2025
Delta for 345 PE is -0.55
Historical price for 345 PE is as follows
On 28 Sept NTPC was trading at 337.90. The strike last trading price was 10.95, which was 1.9 higher than the previous day. The implied volatity was 22.23, the open interest changed by -1 which decreased total open position to 259
On 22 Sept NTPC was trading at 339.20. The strike last trading price was 9.05, which was -0.7 lower than the previous day. The implied volatity was 18.13, the open interest changed by 0 which decreased total open position to 9
On 21 Sept NTPC was trading at 338.65. The strike last trading price was 9.75, which was -2.5 lower than the previous day. The implied volatity was 19.42, the open interest changed by 3 which increased total open position to 8
On 18 Sept NTPC was trading at 336.95. The strike last trading price was 12.25, which was -10.3 lower than the previous day. The implied volatity was 21.67, the open interest changed by 5 which increased total open position to 5
On 14 Sept NTPC was trading at 331.70. The strike last trading price was 22.55, 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
