NTPC
Ntpc Ltd
Historical option data for NTPC
22 Sep 2025 08:01 PM IST
| NTPC 30SEP2025 350 CE | ||||||||||||||||
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Delta: 0.14
Vega: 0.11
Theta: -0.14
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 339.20 | 0.65 | -0.1 | 18.24 | 3,300 | -445 | 2,801 | |||||||||
| 21 Sept | 338.65 | 0.75 | 0.1 | 15.88 | 1,793 | -193 | 3,247 | |||||||||
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| 18 Sept | 336.95 | 0.65 | -0.2 | 17.16 | 3,483 | 284 | 3,473 | |||||||||
| 14 Sept | 331.70 | 0.75 | -0.15 | 18.13 | 3,161 | 174 | 3,499 | |||||||||
| 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 0.14
Historical price for 350 CE is as follows
On 22 Sept NTPC was trading at 339.20. The strike last trading price was 0.65, which was -0.1 lower than the previous day. The implied volatity was 18.24, the open interest changed by -445 which decreased total open position to 2801
On 21 Sept NTPC was trading at 338.65. The strike last trading price was 0.75, which was 0.1 higher than the previous day. The implied volatity was 15.88, the open interest changed by -193 which decreased total open position to 3247
On 18 Sept NTPC was trading at 336.95. The strike last trading price was 0.65, which was -0.2 lower than the previous day. The implied volatity was 17.16, the open interest changed by 284 which increased total open position to 3473
On 14 Sept NTPC was trading at 331.70. The strike last trading price was 0.75, which was -0.15 lower than the previous day. The implied volatity was 18.13, the open interest changed by 174 which increased total open position to 3499
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: -0.90
Vega: 0.09
Theta: 0.00
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 339.20 | 10.5 | -0.95 | 15.43 | 142 | 0 | 277 |
| 21 Sept | 338.65 | 11.15 | -2 | 20.04 | 101 | -7 | 277 |
| 18 Sept | 336.95 | 13.15 | -0.05 | 18.28 | 50 | -22 | 284 |
| 14 Sept | 331.70 | 17.9 | -0.3 | 21.64 | 39 | 0 | 351 |
| 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 -0.90
Historical price for 350 PE is as follows
On 22 Sept NTPC was trading at 339.20. The strike last trading price was 10.5, which was -0.95 lower than the previous day. The implied volatity was 15.43, the open interest changed by 0 which decreased total open position to 277
On 21 Sept NTPC was trading at 338.65. The strike last trading price was 11.15, which was -2 lower than the previous day. The implied volatity was 20.04, the open interest changed by -7 which decreased total open position to 277
On 18 Sept NTPC was trading at 336.95. The strike last trading price was 13.15, which was -0.05 lower than the previous day. The implied volatity was 18.28, the open interest changed by -22 which decreased total open position to 284
On 14 Sept NTPC was trading at 331.70. The strike last trading price was 17.9, which was -0.3 lower than the previous day. The implied volatity was 21.64, the open interest changed by 0 which decreased total open position to 351
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
