NTPC
Ntpc Ltd
Historical option data for NTPC
22 Sep 2025 08:01 PM IST
| NTPC 30SEP2025 370 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.03
Vega: 0.04
Theta: -0.08
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 22 Sept | 339.20 | 0.2 | 0.05 | 30.92 | 51 | -1 | 447 | |||||||||
| 21 Sept | 338.65 | 0.15 | 0 | 24.85 | 42 | -28 | 476 | |||||||||
| 18 Sept | 336.95 | 0.15 | -0.05 | 25.63 | 298 | 74 | 476 | |||||||||
| 14 Sept | 331.70 | 0.2 | -0.05 | 24.49 | 32 | 22 | 354 | |||||||||
For Ntpc Ltd - strike price 370 expiring on 30SEP2025
Delta for 370 CE is 0.03
Historical price for 370 CE is as follows
On 22 Sept NTPC was trading at 339.20. The strike last trading price was 0.2, which was 0.05 higher than the previous day. The implied volatity was 30.92, the open interest changed by -1 which decreased total open position to 447
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 24.85, the open interest changed by -28 which decreased total open position to 476
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 25.63, the open interest changed by 74 which increased total open position to 476
On 14 Sept NTPC was trading at 331.70. The strike last trading price was 0.2, which was -0.05 lower than the previous day. The implied volatity was 24.49, the open interest changed by 22 which increased total open position to 354
| NTPC 30SEP2025 370 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 | 31 | 0 | 0.00 | 0 | 0 | 0 |
| 21 Sept | 338.65 | 31 | -2.2 | 39.65 | 3 | 0 | 64 |
| 18 Sept | 336.95 | 33.2 | 0 | 0.00 | 0 | -2 | 0 |
| 14 Sept | 331.70 | 39.5 | -3.3 | 46.91 | 1 | 1 | 66 |
For Ntpc Ltd - strike price 370 expiring on 30SEP2025
Delta for 370 PE is 0.00
Historical price for 370 PE is as follows
On 22 Sept NTPC was trading at 339.20. The strike last trading price was 31, 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 31, which was -2.2 lower than the previous day. The implied volatity was 39.65, the open interest changed by 0 which decreased total open position to 64
On 18 Sept NTPC was trading at 336.95. The strike last trading price was 33.2, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -2 which decreased total open position to 0
On 14 Sept NTPC was trading at 331.70. The strike last trading price was 39.5, which was -3.3 lower than the previous day. The implied volatity was 46.91, the open interest changed by 1 which increased total open position to 66
