NTPC
Ntpc Ltd
Historical option data for NTPC
22 Sep 2025 08:01 PM IST
| NTPC 30SEP2025 380 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.01
Vega: 0.01
Theta: -0.03
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 339.20 | 0.05 | -0.1 | 31.82 | 33 | -7 | 276 | |||||||||
| 21 Sept | 338.65 | 0.15 | 0.05 | 31.28 | 30 | -1 | 289 | |||||||||
|
|
||||||||||||||||
| 18 Sept | 336.95 | 0.15 | 0 | 31.74 | 33 | 13 | 285 | |||||||||
| 14 Sept | 331.70 | 0.1 | 0 | 26.71 | 72 | 18 | 285 | |||||||||
For Ntpc Ltd - strike price 380 expiring on 30SEP2025
Delta for 380 CE is 0.01
Historical price for 380 CE is as follows
On 22 Sept NTPC was trading at 339.20. The strike last trading price was 0.05, which was -0.1 lower than the previous day. The implied volatity was 31.82, the open interest changed by -7 which decreased total open position to 276
On 21 Sept NTPC was trading at 338.65. The strike last trading price was 0.15, which was 0.05 higher than the previous day. The implied volatity was 31.28, the open interest changed by -1 which decreased total open position to 289
On 18 Sept NTPC was trading at 336.95. The strike last trading price was 0.15, which was 0 lower than the previous day. The implied volatity was 31.74, the open interest changed by 13 which increased total open position to 285
On 14 Sept NTPC was trading at 331.70. The strike last trading price was 0.1, which was 0 lower than the previous day. The implied volatity was 26.71, the open interest changed by 18 which increased total open position to 285
| NTPC 30SEP2025 380 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.99
Vega: 0.01
Theta: 0.09
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 339.20 | 40.1 | -0.65 | 30.16 | 10 | -7 | 1,224 |
| 21 Sept | 338.65 | 40.7 | -3.7 | 45.56 | 7 | -4 | 1,235 |
| 18 Sept | 336.95 | 44.4 | 2.3 | 55.74 | 3 | 1 | 1,237 |
| 14 Sept | 331.70 | 52.5 | 0 | 0.00 | 0 | 0 | 0 |
For Ntpc Ltd - strike price 380 expiring on 30SEP2025
Delta for 380 PE is -0.99
Historical price for 380 PE is as follows
On 22 Sept NTPC was trading at 339.20. The strike last trading price was 40.1, which was -0.65 lower than the previous day. The implied volatity was 30.16, the open interest changed by -7 which decreased total open position to 1224
On 21 Sept NTPC was trading at 338.65. The strike last trading price was 40.7, which was -3.7 lower than the previous day. The implied volatity was 45.56, the open interest changed by -4 which decreased total open position to 1235
On 18 Sept NTPC was trading at 336.95. The strike last trading price was 44.4, which was 2.3 higher than the previous day. The implied volatity was 55.74, the open interest changed by 1 which increased total open position to 1237
On 14 Sept NTPC was trading at 331.70. The strike last trading price was 52.5, 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
