NTPC
Ntpc Ltd
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































































































































































































































