[--[65.84.65.76]--]

NTPC

Ntpc Ltd
319.85 +0.35 (0.11%)
L: 315.55 H: 321.4

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Historical option data for NTPC

09 Dec 2025 04:10 PM IST
NTPC 30-DEC-2025 300 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 319.85 20.7 0.4 - 15 -9 38
8 Dec 319.50 20.05 -4.95 - 10 -1 46
5 Dec 323.30 25 -0.15 - 4 1 47
4 Dec 322.95 25.15 0.65 17.07 2 1 45
3 Dec 322.95 24.5 -7.2 - 34 22 43
2 Dec 328.60 31.7 3.35 25.09 3 0 21
1 Dec 327.10 28.35 -0.85 - 1 0 20
28 Nov 326.45 29.2 0.55 - 3 1 20
27 Nov 327.35 28.65 1.7 - 0 0 0
26 Nov 326.10 28.65 1.7 - 3 0 19
25 Nov 323.70 26.95 1.1 20.15 5 3 18
24 Nov 323.45 25.9 -3.15 - 2 0 16
21 Nov 326.65 29.05 -0.95 - 10 0 16
20 Nov 326.60 30 -0.3 - 6 -1 17
19 Nov 326.60 30.3 -2.1 20.66 9 4 14
18 Nov 328.45 32.4 -1.4 20.32 1 0 9
17 Nov 330.20 33.8 1.55 16.34 10 1 8
14 Nov 328.45 32.25 1.8 - 1 0 8
13 Nov 326.95 30.45 -0.55 - 12 5 7
12 Nov 327.15 31 -18.1 16.43 2 1 1
11 Nov 326.65 49.1 0 - 0 0 0
10 Nov 325.45 49.1 0 - 0 0 0
7 Nov 326.10 49.1 0 - 0 0 0
6 Nov 326.65 49.1 0 - 0 0 0
4 Nov 330.60 49.1 0 - 0 0 0
3 Nov 335.20 49.1 0 - 0 0 0
31 Oct 336.95 49.1 0 - 0 0 0
27 Oct 341.75 0 0 - 0 0 0


For Ntpc Ltd - strike price 300 expiring on 30DEC2025

Delta for 300 CE is -

Historical price for 300 CE is as follows

On 9 Dec NTPC was trading at 319.85. The strike last trading price was 20.7, which was 0.4 higher than the previous day. The implied volatity was -, the open interest changed by -9 which decreased total open position to 38


On 8 Dec NTPC was trading at 319.50. The strike last trading price was 20.05, which was -4.95 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 46


On 5 Dec NTPC was trading at 323.30. The strike last trading price was 25, which was -0.15 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 47


On 4 Dec NTPC was trading at 322.95. The strike last trading price was 25.15, which was 0.65 higher than the previous day. The implied volatity was 17.07, the open interest changed by 1 which increased total open position to 45


On 3 Dec NTPC was trading at 322.95. The strike last trading price was 24.5, which was -7.2 lower than the previous day. The implied volatity was -, the open interest changed by 22 which increased total open position to 43


On 2 Dec NTPC was trading at 328.60. The strike last trading price was 31.7, which was 3.35 higher than the previous day. The implied volatity was 25.09, the open interest changed by 0 which decreased total open position to 21


On 1 Dec NTPC was trading at 327.10. The strike last trading price was 28.35, which was -0.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 20


On 28 Nov NTPC was trading at 326.45. The strike last trading price was 29.2, which was 0.55 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 20


On 27 Nov NTPC was trading at 327.35. The strike last trading price was 28.65, which was 1.7 higher 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 28.65, which was 1.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 19


On 25 Nov NTPC was trading at 323.70. The strike last trading price was 26.95, which was 1.1 higher than the previous day. The implied volatity was 20.15, the open interest changed by 3 which increased total open position to 18


On 24 Nov NTPC was trading at 323.45. The strike last trading price was 25.9, which was -3.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 16


On 21 Nov NTPC was trading at 326.65. The strike last trading price was 29.05, which was -0.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 16


On 20 Nov NTPC was trading at 326.60. The strike last trading price was 30, which was -0.3 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 17


On 19 Nov NTPC was trading at 326.60. The strike last trading price was 30.3, which was -2.1 lower than the previous day. The implied volatity was 20.66, the open interest changed by 4 which increased total open position to 14


On 18 Nov NTPC was trading at 328.45. The strike last trading price was 32.4, which was -1.4 lower than the previous day. The implied volatity was 20.32, the open interest changed by 0 which decreased total open position to 9


On 17 Nov NTPC was trading at 330.20. The strike last trading price was 33.8, which was 1.55 higher than the previous day. The implied volatity was 16.34, the open interest changed by 1 which increased total open position to 8


On 14 Nov NTPC was trading at 328.45. The strike last trading price was 32.25, which was 1.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8


On 13 Nov NTPC was trading at 326.95. The strike last trading price was 30.45, which was -0.55 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 7


On 12 Nov NTPC was trading at 327.15. The strike last trading price was 31, which was -18.1 lower than the previous day. The implied volatity was 16.43, the open interest changed by 1 which increased total open position to 1


On 11 Nov NTPC was trading at 326.65. The strike last trading price was 49.1, 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


On 10 Nov NTPC was trading at 325.45. The strike last trading price was 49.1, 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


On 7 Nov NTPC was trading at 326.10. The strike last trading price was 49.1, 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


On 6 Nov NTPC was trading at 326.65. The strike last trading price was 49.1, 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


On 4 Nov NTPC was trading at 330.60. The strike last trading price was 49.1, 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


On 3 Nov NTPC was trading at 335.20. The strike last trading price was 49.1, 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


On 31 Oct NTPC was trading at 336.95. The strike last trading price was 49.1, 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


On 27 Oct NTPC was trading at 341.75. The strike last trading price was 0, 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 300 PE
Delta: -0.06
Vega: 0.09
Theta: -0.04
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 319.85 0.4 -0.15 19.09 977 -127 1,419
8 Dec 319.50 0.55 0.25 19.57 371 -9 1,545
5 Dec 323.30 0.25 -0.2 18.16 198 -2 1,554
4 Dec 322.95 0.45 -0.1 19.73 102 11 1,556
3 Dec 322.95 0.55 0.25 20.61 161 -18 1,545
2 Dec 328.60 0.3 -0.05 20.39 109 -10 1,564
1 Dec 327.10 0.3 -0.1 19.94 182 4 1,574
28 Nov 326.45 0.4 0 19.60 843 213 1,570
27 Nov 327.35 0.45 -0.05 20.07 697 311 1,358
26 Nov 326.10 0.55 -0.4 20.30 692 115 1,047
25 Nov 323.70 0.85 0 20.56 668 378 932
24 Nov 323.45 0.75 -0.05 20.44 467 309 532
21 Nov 326.65 0.75 -0.1 20.60 127 25 222
20 Nov 326.60 0.85 -0.15 21.23 78 2 196
19 Nov 326.60 0.95 0.05 21.27 141 18 195
18 Nov 328.45 0.9 0.2 21.88 69 16 176
17 Nov 330.20 0.7 -0.4 21.17 5 1 160
14 Nov 328.45 1.1 0.05 22.36 9 4 158
13 Nov 326.95 1.05 -0.05 21.32 13 2 156
12 Nov 327.15 1.1 -0.15 21.02 103 68 155
11 Nov 326.65 1.25 -0.2 21.75 36 4 87
10 Nov 325.45 1.45 -0.05 21.66 9 0 83
7 Nov 326.10 1.5 -0.3 21.71 48 -3 84
6 Nov 326.65 1.75 0.35 23.05 83 30 82
4 Nov 330.60 1.4 0.2 22.74 33 30 51
3 Nov 335.20 1.2 0.05 23.78 2 0 20
31 Oct 336.95 1.15 -0.15 - 25 14 19
27 Oct 341.75 1.3 -2.8 25.63 8 4 4


For Ntpc Ltd - strike price 300 expiring on 30DEC2025

Delta for 300 PE is -0.06

Historical price for 300 PE is as follows

On 9 Dec NTPC was trading at 319.85. The strike last trading price was 0.4, which was -0.15 lower than the previous day. The implied volatity was 19.09, the open interest changed by -127 which decreased total open position to 1419


On 8 Dec NTPC was trading at 319.50. The strike last trading price was 0.55, which was 0.25 higher than the previous day. The implied volatity was 19.57, the open interest changed by -9 which decreased total open position to 1545


On 5 Dec NTPC was trading at 323.30. The strike last trading price was 0.25, which was -0.2 lower than the previous day. The implied volatity was 18.16, the open interest changed by -2 which decreased total open position to 1554


On 4 Dec NTPC was trading at 322.95. The strike last trading price was 0.45, which was -0.1 lower than the previous day. The implied volatity was 19.73, the open interest changed by 11 which increased total open position to 1556


On 3 Dec NTPC was trading at 322.95. The strike last trading price was 0.55, which was 0.25 higher than the previous day. The implied volatity was 20.61, the open interest changed by -18 which decreased total open position to 1545


On 2 Dec NTPC was trading at 328.60. The strike last trading price was 0.3, which was -0.05 lower than the previous day. The implied volatity was 20.39, the open interest changed by -10 which decreased total open position to 1564


On 1 Dec NTPC was trading at 327.10. The strike last trading price was 0.3, which was -0.1 lower than the previous day. The implied volatity was 19.94, the open interest changed by 4 which increased total open position to 1574


On 28 Nov NTPC was trading at 326.45. The strike last trading price was 0.4, which was 0 lower than the previous day. The implied volatity was 19.60, the open interest changed by 213 which increased total open position to 1570


On 27 Nov NTPC was trading at 327.35. The strike last trading price was 0.45, which was -0.05 lower than the previous day. The implied volatity was 20.07, the open interest changed by 311 which increased total open position to 1358


On 26 Nov NTPC was trading at 326.10. The strike last trading price was 0.55, which was -0.4 lower than the previous day. The implied volatity was 20.30, the open interest changed by 115 which increased total open position to 1047


On 25 Nov NTPC was trading at 323.70. The strike last trading price was 0.85, which was 0 lower than the previous day. The implied volatity was 20.56, the open interest changed by 378 which increased total open position to 932


On 24 Nov NTPC was trading at 323.45. The strike last trading price was 0.75, which was -0.05 lower than the previous day. The implied volatity was 20.44, the open interest changed by 309 which increased total open position to 532


On 21 Nov NTPC was trading at 326.65. The strike last trading price was 0.75, which was -0.1 lower than the previous day. The implied volatity was 20.60, the open interest changed by 25 which increased total open position to 222


On 20 Nov NTPC was trading at 326.60. The strike last trading price was 0.85, which was -0.15 lower than the previous day. The implied volatity was 21.23, the open interest changed by 2 which increased total open position to 196


On 19 Nov NTPC was trading at 326.60. The strike last trading price was 0.95, which was 0.05 higher than the previous day. The implied volatity was 21.27, the open interest changed by 18 which increased total open position to 195


On 18 Nov NTPC was trading at 328.45. The strike last trading price was 0.9, which was 0.2 higher than the previous day. The implied volatity was 21.88, the open interest changed by 16 which increased total open position to 176


On 17 Nov NTPC was trading at 330.20. The strike last trading price was 0.7, which was -0.4 lower than the previous day. The implied volatity was 21.17, the open interest changed by 1 which increased total open position to 160


On 14 Nov NTPC was trading at 328.45. The strike last trading price was 1.1, which was 0.05 higher than the previous day. The implied volatity was 22.36, the open interest changed by 4 which increased total open position to 158


On 13 Nov NTPC was trading at 326.95. The strike last trading price was 1.05, which was -0.05 lower than the previous day. The implied volatity was 21.32, the open interest changed by 2 which increased total open position to 156


On 12 Nov NTPC was trading at 327.15. The strike last trading price was 1.1, which was -0.15 lower than the previous day. The implied volatity was 21.02, the open interest changed by 68 which increased total open position to 155


On 11 Nov NTPC was trading at 326.65. The strike last trading price was 1.25, which was -0.2 lower than the previous day. The implied volatity was 21.75, the open interest changed by 4 which increased total open position to 87


On 10 Nov NTPC was trading at 325.45. The strike last trading price was 1.45, which was -0.05 lower than the previous day. The implied volatity was 21.66, the open interest changed by 0 which decreased total open position to 83


On 7 Nov NTPC was trading at 326.10. The strike last trading price was 1.5, which was -0.3 lower than the previous day. The implied volatity was 21.71, the open interest changed by -3 which decreased total open position to 84


On 6 Nov NTPC was trading at 326.65. The strike last trading price was 1.75, which was 0.35 higher than the previous day. The implied volatity was 23.05, the open interest changed by 30 which increased total open position to 82


On 4 Nov NTPC was trading at 330.60. The strike last trading price was 1.4, which was 0.2 higher than the previous day. The implied volatity was 22.74, the open interest changed by 30 which increased total open position to 51


On 3 Nov NTPC was trading at 335.20. The strike last trading price was 1.2, which was 0.05 higher than the previous day. The implied volatity was 23.78, the open interest changed by 0 which decreased total open position to 20


On 31 Oct NTPC was trading at 336.95. The strike last trading price was 1.15, which was -0.15 lower than the previous day. The implied volatity was -, the open interest changed by 14 which increased total open position to 19


On 27 Oct NTPC was trading at 341.75. The strike last trading price was 1.3, which was -2.8 lower than the previous day. The implied volatity was 25.63, the open interest changed by 4 which increased total open position to 4