NTPC
Ntpc Ltd
Historical option data for NTPC
22 Sep 2025 08:01 PM IST
| NTPC 30SEP2025 365 CE | ||||||||||||||||
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Delta: 0.04
Vega: 0.04
Theta: -0.07
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 339.20 | 0.2 | 0 | 26.83 | 263 | -52 | 441 | |||||||||
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| 21 Sept | 338.65 | 0.15 | 0 | 21.48 | 258 | -41 | 493 | |||||||||
| 18 Sept | 336.95 | 0.15 | -0.05 | 22.44 | 441 | -33 | 534 | |||||||||
| 14 Sept | 331.70 | 0.3 | 0 | 23.48 | 199 | -9 | 806 | |||||||||
| 17 Aug | 339.35 | 1.5 | 0 | 16.17 | 2 | 1 | 3 | |||||||||
For Ntpc Ltd - strike price 365 expiring on 30SEP2025
Delta for 365 CE is 0.04
Historical price for 365 CE is as follows
On 22 Sept NTPC was trading at 339.20. The strike last trading price was 0.2, which was 0 lower than the previous day. The implied volatity was 26.83, the open interest changed by -52 which decreased total open position to 441
On 21 Sept NTPC was trading at 338.65. The strike last trading price was 0.15, which was 0 lower than the previous day. The implied volatity was 21.48, the open interest changed by -41 which decreased total open position to 493
On 18 Sept NTPC was trading at 336.95. The strike last trading price was 0.15, which was -0.05 lower than the previous day. The implied volatity was 22.44, the open interest changed by -33 which decreased total open position to 534
On 14 Sept NTPC was trading at 331.70. The strike last trading price was 0.3, which was 0 lower than the previous day. The implied volatity was 23.48, the open interest changed by -9 which decreased total open position to 806
On 17 Aug NTPC was trading at 339.35. The strike last trading price was 1.5, which was 0 lower than the previous day. The implied volatity was 16.17, the open interest changed by 1 which increased total open position to 3
| NTPC 30SEP2025 365 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 339.20 | 36.9 | 0 | 0.00 | 0 | 0 | 0 |
| 21 Sept | 338.65 | 36.9 | 0 | 0.00 | 0 | 0 | 0 |
| 18 Sept | 336.95 | 36.9 | 0 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 331.70 | 36.9 | 0 | 0.00 | 0 | 0 | 0 |
| 17 Aug | 339.35 | 32.05 | 0 | 0.00 | 0 | 0 | 0 |
For Ntpc Ltd - strike price 365 expiring on 30SEP2025
Delta for 365 PE is 0.00
Historical price for 365 PE is as follows
On 22 Sept NTPC was trading at 339.20. The strike last trading price was 36.9, 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
On 21 Sept NTPC was trading at 338.65. The strike last trading price was 36.9, 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
On 18 Sept NTPC was trading at 336.95. The strike last trading price was 36.9, 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
On 14 Sept NTPC was trading at 331.70. The strike last trading price was 36.9, 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
On 17 Aug NTPC was trading at 339.35. The strike last trading price was 32.05, 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
