NTPC
Ntpc Ltd
Historical option data for NTPC
12 Dec 2025 04:10 PM IST
| NTPC 30-DEC-2025 295 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 12 Dec | 325.05 | 35 | -1 | - | 0 | 0 | 1 | |||||||||
| 11 Dec | 322.60 | 35 | -1 | - | 0 | 0 | 1 | |||||||||
| 10 Dec | 321.60 | 35 | -1 | - | 0 | 0 | 1 | |||||||||
| 9 Dec | 319.85 | 35 | -1 | - | 0 | 0 | 0 | |||||||||
| 8 Dec | 319.50 | 35 | -1 | - | 0 | 0 | 1 | |||||||||
| 5 Dec | 323.30 | 35 | -1 | - | 0 | 0 | 0 | |||||||||
| 4 Dec | 322.95 | 35 | -1 | - | 0 | 0 | 0 | |||||||||
| 3 Dec | 322.95 | 35 | -1 | - | 0 | 0 | 0 | |||||||||
| 2 Dec | 328.60 | 35 | -1 | - | 0 | 0 | 0 | |||||||||
| 1 Dec | 327.10 | 35 | -1 | - | 0 | 0 | 0 | |||||||||
| 28 Nov | 326.45 | 35 | -1 | - | 0 | 0 | 0 | |||||||||
| 27 Nov | 327.35 | 35 | -1 | - | 0 | 0 | 0 | |||||||||
| 26 Nov | 326.10 | 35 | -1 | - | 0 | 0 | 0 | |||||||||
| 25 Nov | 323.70 | 35 | -1 | - | 0 | 0 | 0 | |||||||||
| 24 Nov | 323.45 | 35 | -1 | - | 0 | 1 | 0 | |||||||||
| 21 Nov | 326.65 | 35 | -1 | 22.27 | 2 | 1 | 1 | |||||||||
| 20 Nov | 326.60 | 36 | 1.25 | 25.74 | 1 | 0 | 1 | |||||||||
| 19 Nov | 326.60 | 34.75 | -2.75 | 15.91 | 1 | 0 | 0 | |||||||||
|
|
||||||||||||||||
| 18 Nov | 328.45 | 37.5 | 2.5 | - | 0 | -1 | 0 | |||||||||
| 17 Nov | 330.20 | 37.5 | 2.5 | - | 1 | 0 | 1 | |||||||||
| 6 Nov | 326.65 | 53.2 | 0 | - | 0 | 0 | 0 | |||||||||
For Ntpc Ltd - strike price 295 expiring on 30DEC2025
Delta for 295 CE is -
Historical price for 295 CE is as follows
On 12 Dec NTPC was trading at 325.05. The strike last trading price was 35, which was -1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 11 Dec NTPC was trading at 322.60. The strike last trading price was 35, which was -1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 10 Dec NTPC was trading at 321.60. The strike last trading price was 35, which was -1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 9 Dec NTPC was trading at 319.85. The strike last trading price was 35, which was -1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 8 Dec NTPC was trading at 319.50. The strike last trading price was 35, which was -1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 5 Dec NTPC was trading at 323.30. The strike last trading price was 35, which was -1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Dec NTPC was trading at 322.95. The strike last trading price was 35, which was -1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Dec NTPC was trading at 322.95. The strike last trading price was 35, which was -1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 2 Dec NTPC was trading at 328.60. The strike last trading price was 35, which was -1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Dec NTPC was trading at 327.10. The strike last trading price was 35, which was -1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 28 Nov NTPC was trading at 326.45. The strike last trading price was 35, which was -1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 27 Nov NTPC was trading at 327.35. The strike last trading price was 35, which was -1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 26 Nov NTPC was trading at 326.10. The strike last trading price was 35, which was -1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 25 Nov NTPC was trading at 323.70. The strike last trading price was 35, which was -1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 24 Nov NTPC was trading at 323.45. The strike last trading price was 35, which was -1 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 21 Nov NTPC was trading at 326.65. The strike last trading price was 35, which was -1 lower than the previous day. The implied volatity was 22.27, the open interest changed by 1 which increased total open position to 1
On 20 Nov NTPC was trading at 326.60. The strike last trading price was 36, which was 1.25 higher than the previous day. The implied volatity was 25.74, the open interest changed by 0 which decreased total open position to 1
On 19 Nov NTPC was trading at 326.60. The strike last trading price was 34.75, which was -2.75 lower than the previous day. The implied volatity was 15.91, the open interest changed by 0 which decreased total open position to 0
On 18 Nov NTPC was trading at 328.45. The strike last trading price was 37.5, which was 2.5 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0
On 17 Nov NTPC was trading at 330.20. The strike last trading price was 37.5, which was 2.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 6 Nov NTPC was trading at 326.65. The strike last trading price was 53.2, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| NTPC 30DEC2025 295 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.02
Vega: 0.04
Theta: -0.02
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 12 Dec | 325.05 | 0.15 | 0.05 | 23.35 | 48 | -11 | 1,094 |
| 11 Dec | 322.60 | 0.1 | -0.1 | 20.24 | 134 | 11 | 1,105 |
| 10 Dec | 321.60 | 0.2 | 0 | 21.40 | 107 | 0 | 1,094 |
| 9 Dec | 319.85 | 0.2 | -0.1 | 19.81 | 336 | -20 | 1,094 |
| 8 Dec | 319.50 | 0.3 | 0.1 | 20.42 | 240 | 78 | 1,114 |
| 5 Dec | 323.30 | 0.2 | -0.1 | 20.35 | 193 | 20 | 1,036 |
| 4 Dec | 322.95 | 0.3 | 0.15 | - | 0 | 0 | 0 |
| 3 Dec | 322.95 | 0.3 | 0.15 | 20.93 | 5 | 0 | 1,016 |
| 2 Dec | 328.60 | 0.15 | -0.1 | 20.65 | 4 | 0 | 1,016 |
| 1 Dec | 327.10 | 0.25 | 0 | 21.73 | 1 | 0 | 1,016 |
| 28 Nov | 326.45 | 0.25 | 0 | 20.50 | 9 | 0 | 1,016 |
| 27 Nov | 327.35 | 0.25 | -0.1 | 20.46 | 118 | 62 | 1,016 |
| 26 Nov | 326.10 | 0.35 | -0.25 | 21.10 | 1,049 | 923 | 949 |
| 25 Nov | 323.70 | 0.6 | 0 | 21.73 | 54 | 5 | 27 |
| 24 Nov | 323.45 | 0.55 | -0.15 | 21.77 | 21 | 7 | 14 |
| 21 Nov | 326.65 | 0.7 | -2.55 | - | 0 | 0 | 0 |
| 20 Nov | 326.60 | 0.7 | -2.55 | - | 0 | 7 | 0 |
| 19 Nov | 326.60 | 0.7 | -2.55 | 22.38 | 8 | 6 | 6 |
| 18 Nov | 328.45 | 3.25 | 0 | 9.70 | 0 | 0 | 0 |
| 17 Nov | 330.20 | 3.25 | 0 | 9.98 | 0 | 0 | 0 |
| 6 Nov | 326.65 | 3.25 | 0 | 8.66 | 0 | 0 | 0 |
For Ntpc Ltd - strike price 295 expiring on 30DEC2025
Delta for 295 PE is -0.02
Historical price for 295 PE is as follows
On 12 Dec NTPC was trading at 325.05. The strike last trading price was 0.15, which was 0.05 higher than the previous day. The implied volatity was 23.35, the open interest changed by -11 which decreased total open position to 1094
On 11 Dec NTPC was trading at 322.60. The strike last trading price was 0.1, which was -0.1 lower than the previous day. The implied volatity was 20.24, the open interest changed by 11 which increased total open position to 1105
On 10 Dec NTPC was trading at 321.60. The strike last trading price was 0.2, which was 0 lower than the previous day. The implied volatity was 21.40, the open interest changed by 0 which decreased total open position to 1094
On 9 Dec NTPC was trading at 319.85. The strike last trading price was 0.2, which was -0.1 lower than the previous day. The implied volatity was 19.81, the open interest changed by -20 which decreased total open position to 1094
On 8 Dec NTPC was trading at 319.50. The strike last trading price was 0.3, which was 0.1 higher than the previous day. The implied volatity was 20.42, the open interest changed by 78 which increased total open position to 1114
On 5 Dec NTPC was trading at 323.30. The strike last trading price was 0.2, which was -0.1 lower than the previous day. The implied volatity was 20.35, the open interest changed by 20 which increased total open position to 1036
On 4 Dec NTPC was trading at 322.95. The strike last trading price was 0.3, which was 0.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Dec NTPC was trading at 322.95. The strike last trading price was 0.3, which was 0.15 higher than the previous day. The implied volatity was 20.93, the open interest changed by 0 which decreased total open position to 1016
On 2 Dec NTPC was trading at 328.60. The strike last trading price was 0.15, which was -0.1 lower than the previous day. The implied volatity was 20.65, the open interest changed by 0 which decreased total open position to 1016
On 1 Dec NTPC was trading at 327.10. The strike last trading price was 0.25, which was 0 lower than the previous day. The implied volatity was 21.73, the open interest changed by 0 which decreased total open position to 1016
On 28 Nov NTPC was trading at 326.45. The strike last trading price was 0.25, which was 0 lower than the previous day. The implied volatity was 20.50, the open interest changed by 0 which decreased total open position to 1016
On 27 Nov NTPC was trading at 327.35. The strike last trading price was 0.25, which was -0.1 lower than the previous day. The implied volatity was 20.46, the open interest changed by 62 which increased total open position to 1016
On 26 Nov NTPC was trading at 326.10. The strike last trading price was 0.35, which was -0.25 lower than the previous day. The implied volatity was 21.10, the open interest changed by 923 which increased total open position to 949
On 25 Nov NTPC was trading at 323.70. The strike last trading price was 0.6, which was 0 lower than the previous day. The implied volatity was 21.73, the open interest changed by 5 which increased total open position to 27
On 24 Nov NTPC was trading at 323.45. The strike last trading price was 0.55, which was -0.15 lower than the previous day. The implied volatity was 21.77, the open interest changed by 7 which increased total open position to 14
On 21 Nov NTPC was trading at 326.65. The strike last trading price was 0.7, which was -2.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 20 Nov NTPC was trading at 326.60. The strike last trading price was 0.7, which was -2.55 lower than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 0
On 19 Nov NTPC was trading at 326.60. The strike last trading price was 0.7, which was -2.55 lower than the previous day. The implied volatity was 22.38, the open interest changed by 6 which increased total open position to 6
On 18 Nov NTPC was trading at 328.45. The strike last trading price was 3.25, which was 0 lower than the previous day. The implied volatity was 9.70, the open interest changed by 0 which decreased total open position to 0
On 17 Nov NTPC was trading at 330.20. The strike last trading price was 3.25, which was 0 lower than the previous day. The implied volatity was 9.98, the open interest changed by 0 which decreased total open position to 0
On 6 Nov NTPC was trading at 326.65. The strike last trading price was 3.25, which was 0 lower than the previous day. The implied volatity was 8.66, the open interest changed by 0 which decreased total open position to 0































































































































































































































