NTPC
Ntpc Ltd
Historical option data for NTPC
22 Sep 2025 08:01 PM IST
| NTPC 30SEP2025 390 CE | ||||||||||||||||
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Delta: 0.01
Vega: 0.01
Theta: -0.03
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 339.20 | 0.05 | 0 | 38.17 | 6 | -1 | 172 | |||||||||
| 21 Sept | 338.65 | 0.05 | -0.05 | 32.79 | 6 | -6 | 174 | |||||||||
| 18 Sept | 336.95 | 0.1 | 0.05 | 35.45 | 7 | -6 | 180 | |||||||||
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| 14 Sept | 331.70 | 0.1 | 0 | 31.18 | 3 | 0 | 190 | |||||||||
For Ntpc Ltd - strike price 390 expiring on 30SEP2025
Delta for 390 CE is 0.01
Historical price for 390 CE is as follows
On 22 Sept NTPC was trading at 339.20. The strike last trading price was 0.05, which was 0 lower than the previous day. The implied volatity was 38.17, the open interest changed by -1 which decreased total open position to 172
On 21 Sept NTPC was trading at 338.65. The strike last trading price was 0.05, which was -0.05 lower than the previous day. The implied volatity was 32.79, the open interest changed by -6 which decreased total open position to 174
On 18 Sept NTPC was trading at 336.95. The strike last trading price was 0.1, which was 0.05 higher than the previous day. The implied volatity was 35.45, the open interest changed by -6 which decreased total open position to 180
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 31.18, the open interest changed by 0 which decreased total open position to 190
| NTPC 30SEP2025 390 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 | 49.7 | -0.95 | - | 6 | -3 | 386 |
| 21 Sept | 338.65 | 50.65 | -2.05 | 55.20 | 12 | -12 | 390 |
| 18 Sept | 336.95 | 52.7 | 0.4 | 45.43 | 1 | 0 | 402 |
| 14 Sept | 331.70 | 58.5 | 0 | 0.00 | 0 | 0 | 0 |
For Ntpc Ltd - strike price 390 expiring on 30SEP2025
Delta for 390 PE is -
Historical price for 390 PE is as follows
On 22 Sept NTPC was trading at 339.20. The strike last trading price was 49.7, which was -0.95 lower than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 386
On 21 Sept NTPC was trading at 338.65. The strike last trading price was 50.65, which was -2.05 lower than the previous day. The implied volatity was 55.20, the open interest changed by -12 which decreased total open position to 390
On 18 Sept NTPC was trading at 336.95. The strike last trading price was 52.7, which was 0.4 higher than the previous day. The implied volatity was 45.43, the open interest changed by 0 which decreased total open position to 402
On 14 Sept NTPC was trading at 331.70. The strike last trading price was 58.5, 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
