NTPC
Ntpc Ltd
Historical option data for NTPC
17 Aug 2025 12:55 AM IST
| NTPC 30SEP2025 350 CE | ||||||||||||||||
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Delta: 0.36
Vega: 0.46
Theta: -0.10
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 17 Aug | 339.35 | 4.1 | -0.4 | 14.03 | 68 | 31 | 268 | |||||||||
For Ntpc Ltd - strike price 350 expiring on 30SEP2025
Delta for 350 CE is 0.36
Historical price for 350 CE is as follows
On 17 Aug NTPC was trading at 339.35. The strike last trading price was 4.1, which was -0.4 lower than the previous day. The implied volatity was 14.03, the open interest changed by 31 which increased total open position to 268
| NTPC 30SEP2025 350 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.56
Vega: 0.48
Theta: -0.08
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 17 Aug | 339.35 | 16.95 | 2.45 | 27.44 | 9 | 8 | 32 |
For Ntpc Ltd - strike price 350 expiring on 30SEP2025
Delta for 350 PE is -0.56
Historical price for 350 PE is as follows
On 17 Aug NTPC was trading at 339.35. The strike last trading price was 16.95, which was 2.45 higher than the previous day. The implied volatity was 27.44, the open interest changed by 8 which increased total open position to 32
