NTPC
Ntpc Ltd
Historical option data for NTPC
22 Sep 2025 08:01 PM IST
| NTPC 30SEP2025 355 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.08
Vega: 0.08
Theta: -0.11
Gamma: 0.01
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 339.20 | 0.4 | 0 | 21.10 | 1,042 | -108 | 628 | |||||||||
| 21 Sept | 338.65 | 0.35 | -0.05 | 17.09 | 1,576 | -77 | 739 | |||||||||
|
|
||||||||||||||||
| 18 Sept | 336.95 | 0.4 | -0.1 | 19.20 | 772 | -58 | 813 | |||||||||
| 14 Sept | 331.70 | 0.55 | -0.05 | 20.12 | 592 | -10 | 800 | |||||||||
| 17 Aug | 339.35 | 2.95 | -0.3 | 14.91 | 12 | 7 | 10 | |||||||||
For Ntpc Ltd - strike price 355 expiring on 30SEP2025
Delta for 355 CE is 0.08
Historical price for 355 CE is as follows
On 22 Sept NTPC was trading at 339.20. The strike last trading price was 0.4, which was 0 lower than the previous day. The implied volatity was 21.10, the open interest changed by -108 which decreased total open position to 628
On 21 Sept NTPC was trading at 338.65. The strike last trading price was 0.35, which was -0.05 lower than the previous day. The implied volatity was 17.09, the open interest changed by -77 which decreased total open position to 739
On 18 Sept NTPC was trading at 336.95. The strike last trading price was 0.4, which was -0.1 lower than the previous day. The implied volatity was 19.20, the open interest changed by -58 which decreased total open position to 813
On 14 Sept NTPC was trading at 331.70. The strike last trading price was 0.55, which was -0.05 lower than the previous day. The implied volatity was 20.12, the open interest changed by -10 which decreased total open position to 800
On 17 Aug NTPC was trading at 339.35. The strike last trading price was 2.95, which was -0.3 lower than the previous day. The implied volatity was 14.91, the open interest changed by 7 which increased total open position to 10
| NTPC 30SEP2025 355 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 339.20 | 15.1 | -0.95 | - | 23 | -8 | 27 |
| 21 Sept | 338.65 | 15.85 | -3.55 | 23.74 | 27 | -3 | 33 |
| 18 Sept | 336.95 | 19.4 | 1.75 | 31.56 | 8 | 0 | 39 |
| 14 Sept | 331.70 | 22.7 | -0.25 | 24.54 | 20 | -2 | 29 |
| 17 Aug | 339.35 | 27.4 | 0 | - | 0 | 0 | 0 |
For Ntpc Ltd - strike price 355 expiring on 30SEP2025
Delta for 355 PE is -
Historical price for 355 PE is as follows
On 22 Sept NTPC was trading at 339.20. The strike last trading price was 15.1, which was -0.95 lower than the previous day. The implied volatity was -, the open interest changed by -8 which decreased total open position to 27
On 21 Sept NTPC was trading at 338.65. The strike last trading price was 15.85, which was -3.55 lower than the previous day. The implied volatity was 23.74, the open interest changed by -3 which decreased total open position to 33
On 18 Sept NTPC was trading at 336.95. The strike last trading price was 19.4, which was 1.75 higher than the previous day. The implied volatity was 31.56, the open interest changed by 0 which decreased total open position to 39
On 14 Sept NTPC was trading at 331.70. The strike last trading price was 22.7, which was -0.25 lower than the previous day. The implied volatity was 24.54, the open interest changed by -2 which decreased total open position to 29
On 17 Aug NTPC was trading at 339.35. The strike last trading price was 27.4, 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
