NTPC
Ntpc Ltd
Historical option data for NTPC
22 Sep 2025 08:01 PM IST
| NTPC 30SEP2025 345 CE | ||||||||||||||||
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Delta: 0.28
Vega: 0.17
Theta: -0.20
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 339.20 | 1.45 | 0 | 16.98 | 4,446 | -22 | 2,379 | |||||||||
| 21 Sept | 338.65 | 1.5 | 0.3 | 14.20 | 3,216 | -460 | 2,402 | |||||||||
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| 18 Sept | 336.95 | 1.15 | -0.4 | 15.17 | 3,439 | 328 | 2,863 | |||||||||
| 14 Sept | 331.70 | 1.2 | -0.2 | 16.72 | 3,349 | 120 | 3,352 | |||||||||
| 17 Aug | 339.35 | 13.85 | 0 | 0.50 | 0 | 0 | 0 | |||||||||
For Ntpc Ltd - strike price 345 expiring on 30SEP2025
Delta for 345 CE is 0.28
Historical price for 345 CE is as follows
On 22 Sept NTPC was trading at 339.20. The strike last trading price was 1.45, which was 0 lower than the previous day. The implied volatity was 16.98, the open interest changed by -22 which decreased total open position to 2379
On 21 Sept NTPC was trading at 338.65. The strike last trading price was 1.5, which was 0.3 higher than the previous day. The implied volatity was 14.20, the open interest changed by -460 which decreased total open position to 2402
On 18 Sept NTPC was trading at 336.95. The strike last trading price was 1.15, which was -0.4 lower than the previous day. The implied volatity was 15.17, the open interest changed by 328 which increased total open position to 2863
On 14 Sept NTPC was trading at 331.70. The strike last trading price was 1.2, which was -0.2 lower than the previous day. The implied volatity was 16.72, the open interest changed by 120 which increased total open position to 3352
On 17 Aug NTPC was trading at 339.35. The strike last trading price was 13.85, which was 0 lower than the previous day. The implied volatity was 0.50, the open interest changed by 0 which decreased total open position to 0
| NTPC 30SEP2025 345 PE | |||||||
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Delta: -0.76
Vega: 0.15
Theta: -0.06
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 339.20 | 6.1 | -1.15 | 13.92 | 468 | -28 | 195 |
| 21 Sept | 338.65 | 6.9 | -1.75 | 17.27 | 247 | 8 | 222 |
| 18 Sept | 336.95 | 8.65 | -0.25 | 15.89 | 188 | 12 | 213 |
| 14 Sept | 331.70 | 13.35 | -0.05 | 19.37 | 73 | -2 | 138 |
| 17 Aug | 339.35 | 12 | 0 | 0.00 | 0 | 0 | 0 |
For Ntpc Ltd - strike price 345 expiring on 30SEP2025
Delta for 345 PE is -0.76
Historical price for 345 PE is as follows
On 22 Sept NTPC was trading at 339.20. The strike last trading price was 6.1, which was -1.15 lower than the previous day. The implied volatity was 13.92, the open interest changed by -28 which decreased total open position to 195
On 21 Sept NTPC was trading at 338.65. The strike last trading price was 6.9, which was -1.75 lower than the previous day. The implied volatity was 17.27, the open interest changed by 8 which increased total open position to 222
On 18 Sept NTPC was trading at 336.95. The strike last trading price was 8.65, which was -0.25 lower than the previous day. The implied volatity was 15.89, the open interest changed by 12 which increased total open position to 213
On 14 Sept NTPC was trading at 331.70. The strike last trading price was 13.35, which was -0.05 lower than the previous day. The implied volatity was 19.37, the open interest changed by -2 which decreased total open position to 138
On 17 Aug NTPC was trading at 339.35. The strike last trading price was 12, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
