NTPC
Ntpc Ltd
Historical option data for NTPC
22 Sep 2025 08:01 PM IST
| NTPC 30SEP2025 360 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.05
Vega: 0.05
Theta: -0.08
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 22 Sept | 339.20 | 0.25 | 0 | 23.56 | 875 | -3 | 890 | |||||||||
| 21 Sept | 338.65 | 0.25 | 0 | 19.79 | 1,689 | -88 | 880 | |||||||||
| 18 Sept | 336.95 | 0.25 | -0.1 | 21.00 | 1,076 | -133 | 992 | |||||||||
| 14 Sept | 331.70 | 0.35 | -0.05 | 21.23 | 558 | -57 | 1,225 | |||||||||
| 17 Aug | 339.35 | 2.1 | -0.4 | 15.42 | 2 | 2 | 24 | |||||||||
For Ntpc Ltd - strike price 360 expiring on 30SEP2025
Delta for 360 CE is 0.05
Historical price for 360 CE is as follows
On 22 Sept NTPC was trading at 339.20. The strike last trading price was 0.25, which was 0 lower than the previous day. The implied volatity was 23.56, the open interest changed by -3 which decreased total open position to 890
On 21 Sept NTPC was trading at 338.65. The strike last trading price was 0.25, which was 0 lower than the previous day. The implied volatity was 19.79, the open interest changed by -88 which decreased total open position to 880
On 18 Sept NTPC was trading at 336.95. The strike last trading price was 0.25, which was -0.1 lower than the previous day. The implied volatity was 21.00, the open interest changed by -133 which decreased total open position to 992
On 14 Sept NTPC was trading at 331.70. The strike last trading price was 0.35, which was -0.05 lower than the previous day. The implied volatity was 21.23, the open interest changed by -57 which decreased total open position to 1225
On 17 Aug NTPC was trading at 339.35. The strike last trading price was 2.1, which was -0.4 lower than the previous day. The implied volatity was 15.42, the open interest changed by 2 which increased total open position to 24
| NTPC 30SEP2025 360 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 339.20 | 19.75 | -1.3 | - | 5 | -2 | 416 |
| 21 Sept | 338.65 | 20.85 | -1.8 | 28.85 | 16 | -6 | 419 |
| 18 Sept | 336.95 | 22.6 | 0.2 | 21.51 | 22 | -6 | 424 |
| 14 Sept | 331.70 | 27.5 | -0.25 | 26.97 | 40 | 12 | 412 |
| 17 Aug | 339.35 | 22 | 0 | 0.00 | 0 | 0 | 0 |
For Ntpc Ltd - strike price 360 expiring on 30SEP2025
Delta for 360 PE is -
Historical price for 360 PE is as follows
On 22 Sept NTPC was trading at 339.20. The strike last trading price was 19.75, which was -1.3 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 416
On 21 Sept NTPC was trading at 338.65. The strike last trading price was 20.85, which was -1.8 lower than the previous day. The implied volatity was 28.85, the open interest changed by -6 which decreased total open position to 419
On 18 Sept NTPC was trading at 336.95. The strike last trading price was 22.6, which was 0.2 higher than the previous day. The implied volatity was 21.51, the open interest changed by -6 which decreased total open position to 424
On 14 Sept NTPC was trading at 331.70. The strike last trading price was 27.5, which was -0.25 lower than the previous day. The implied volatity was 26.97, the open interest changed by 12 which increased total open position to 412
On 17 Aug NTPC was trading at 339.35. The strike last trading price was 22, 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
