`
[--[65.84.65.76]--]
NTPC
Ntpc Ltd

352.95 3.15 (0.90%)

Back to Option Chain


Historical option data for NTPC

08 Apr 2025 05:50 PM IST
NTPC 24APR2025 300 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
8 Apr 352.95 53.75 2.4 - 50 -7 76
7 Apr 349.80 52 -0.5 47.21 27 18 83
4 Apr 350.40 52.5 -8.75 24.14 7 -4 65
3 Apr 358.90 61.25 11.25 39.26 45 -14 70
2 Apr 351.75 50 -4 - 1 0 85
1 Apr 352.15 54 -6.25 - 43 -25 85
28 Mar 357.60 60.25 -4.7 26.45 4 3 110
27 Mar 360.65 64.95 7.95 - 2 0 107
26 Mar 354.65 57 -11.05 35.88 4 0 107
25 Mar 366.95 68.05 -1.7 38.40 2 0 107
24 Mar 366.95 69.75 15.65 34.31 26 22 104
21 Mar 351.30 54.1 9.95 - 56 51 82
20 Mar 341.75 44.15 1.15 - 1 0 30
19 Mar 341.30 43 7.95 - 1 0 30
18 Mar 337.35 35.05 0 0.00 0 0 0
17 Mar 331.65 35.05 0 0.00 0 4 0
13 Mar 331.90 35.05 1.25 20.03 4 3 29
12 Mar 330.15 33.8 -1.45 19.42 3 0 27
11 Mar 330.30 35.25 0.95 17.59 12 11 26
10 Mar 329.40 34.3 -0.75 26.82 6 4 14
7 Mar 329.55 35.05 -4.45 23.41 4 3 10
6 Mar 337.90 39.5 1.7 - 7 6 6
5 Mar 326.20 37.8 0 - 0 0 0
4 Mar 313.75 37.8 0 - 0 0 0
3 Mar 314.40 37.8 0 - 0 0 0
28 Feb 311.45 37.8 0 - 0 0 0
26 Feb 318.70 37.8 0 - 0 0 0
25 Feb 318.70 37.8 0 - 0 0 0
24 Feb 320.10 37.8 0 - 0 0 0
21 Feb 326.25 37.8 0 - 0 0 0
20 Feb 325.15 37.8 0 - 0 0 0
19 Feb 314.80 37.8 0 - 0 0 0
18 Feb 311.20 37.8 0 - 0 0 0
17 Feb 302.35 37.8 0 - 0 0 0
14 Feb 300.35 0 0 - 0 0 0
13 Feb 306.70 0 0 - 0 0 0
12 Feb 306.25 0 0 - 0 0 0
11 Feb 305.60 0 0 - 0 0 0
10 Feb 310.50 0 0 - 0 0 0
7 Feb 316.95 0 0 - 0 0 0
6 Feb 312.80 0 0 - 0 0 0
5 Feb 319.60 0 0 - 0 0 0
4 Feb 319.10 0 0 - 0 0 0
3 Feb 311.25 0 0 - 0 0 0
1 Feb 317.70 0 0 - 0 0 0


For Ntpc Ltd - strike price 300 expiring on 24APR2025

Delta for 300 CE is -

Historical price for 300 CE is as follows

On 8 Apr NTPC was trading at 352.95. The strike last trading price was 53.75, which was 2.4 higher than the previous day. The implied volatity was -, the open interest changed by -7 which decreased total open position to 76


On 7 Apr NTPC was trading at 349.80. The strike last trading price was 52, which was -0.5 lower than the previous day. The implied volatity was 47.21, the open interest changed by 18 which increased total open position to 83


On 4 Apr NTPC was trading at 350.40. The strike last trading price was 52.5, which was -8.75 lower than the previous day. The implied volatity was 24.14, the open interest changed by -4 which decreased total open position to 65


On 3 Apr NTPC was trading at 358.90. The strike last trading price was 61.25, which was 11.25 higher than the previous day. The implied volatity was 39.26, the open interest changed by -14 which decreased total open position to 70


On 2 Apr NTPC was trading at 351.75. The strike last trading price was 50, which was -4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 85


On 1 Apr NTPC was trading at 352.15. The strike last trading price was 54, which was -6.25 lower than the previous day. The implied volatity was -, the open interest changed by -25 which decreased total open position to 85


On 28 Mar NTPC was trading at 357.60. The strike last trading price was 60.25, which was -4.7 lower than the previous day. The implied volatity was 26.45, the open interest changed by 3 which increased total open position to 110


On 27 Mar NTPC was trading at 360.65. The strike last trading price was 64.95, which was 7.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 107


On 26 Mar NTPC was trading at 354.65. The strike last trading price was 57, which was -11.05 lower than the previous day. The implied volatity was 35.88, the open interest changed by 0 which decreased total open position to 107


On 25 Mar NTPC was trading at 366.95. The strike last trading price was 68.05, which was -1.7 lower than the previous day. The implied volatity was 38.40, the open interest changed by 0 which decreased total open position to 107


On 24 Mar NTPC was trading at 366.95. The strike last trading price was 69.75, which was 15.65 higher than the previous day. The implied volatity was 34.31, the open interest changed by 22 which increased total open position to 104


On 21 Mar NTPC was trading at 351.30. The strike last trading price was 54.1, which was 9.95 higher than the previous day. The implied volatity was -, the open interest changed by 51 which increased total open position to 82


On 20 Mar NTPC was trading at 341.75. The strike last trading price was 44.15, which was 1.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 30


On 19 Mar NTPC was trading at 341.30. The strike last trading price was 43, which was 7.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 30


On 18 Mar NTPC was trading at 337.35. The strike last trading price was 35.05, 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


On 17 Mar NTPC was trading at 331.65. The strike last trading price was 35.05, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0


On 13 Mar NTPC was trading at 331.90. The strike last trading price was 35.05, which was 1.25 higher than the previous day. The implied volatity was 20.03, the open interest changed by 3 which increased total open position to 29


On 12 Mar NTPC was trading at 330.15. The strike last trading price was 33.8, which was -1.45 lower than the previous day. The implied volatity was 19.42, the open interest changed by 0 which decreased total open position to 27


On 11 Mar NTPC was trading at 330.30. The strike last trading price was 35.25, which was 0.95 higher than the previous day. The implied volatity was 17.59, the open interest changed by 11 which increased total open position to 26


On 10 Mar NTPC was trading at 329.40. The strike last trading price was 34.3, which was -0.75 lower than the previous day. The implied volatity was 26.82, the open interest changed by 4 which increased total open position to 14


On 7 Mar NTPC was trading at 329.55. The strike last trading price was 35.05, which was -4.45 lower than the previous day. The implied volatity was 23.41, the open interest changed by 3 which increased total open position to 10


On 6 Mar NTPC was trading at 337.90. The strike last trading price was 39.5, which was 1.7 higher than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 6


On 5 Mar NTPC was trading at 326.20. The strike last trading price was 37.8, 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 Mar NTPC was trading at 313.75. The strike last trading price was 37.8, 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 Mar NTPC was trading at 314.40. The strike last trading price was 37.8, 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 28 Feb NTPC was trading at 311.45. The strike last trading price was 37.8, 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 26 Feb NTPC was trading at 318.70. The strike last trading price was 37.8, 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 25 Feb NTPC was trading at 318.70. The strike last trading price was 37.8, 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 24 Feb NTPC was trading at 320.10. The strike last trading price was 37.8, 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 21 Feb NTPC was trading at 326.25. The strike last trading price was 37.8, 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 20 Feb NTPC was trading at 325.15. The strike last trading price was 37.8, 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 19 Feb NTPC was trading at 314.80. The strike last trading price was 37.8, 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 18 Feb NTPC was trading at 311.20. The strike last trading price was 37.8, 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 17 Feb NTPC was trading at 302.35. The strike last trading price was 37.8, 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 14 Feb NTPC was trading at 300.35. 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


On 13 Feb NTPC was trading at 306.70. 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


On 12 Feb NTPC was trading at 306.25. 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


On 11 Feb NTPC was trading at 305.60. 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


On 10 Feb NTPC was trading at 310.50. 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


On 7 Feb NTPC was trading at 316.95. 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


On 6 Feb NTPC was trading at 312.80. 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


On 5 Feb NTPC was trading at 319.60. 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


On 4 Feb NTPC was trading at 319.10. 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


On 3 Feb NTPC was trading at 311.25. 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


On 1 Feb NTPC was trading at 317.70. 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 24APR2025 300 PE
Delta: -0.04
Vega: 0.07
Theta: -0.10
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
8 Apr 352.95 0.65 -0.6 48.12 652 -23 477
7 Apr 349.80 1.2 0.85 50.98 1,618 130 498
4 Apr 350.40 0.3 0.05 36.36 213 7 365
3 Apr 358.90 0.25 -0.1 38.31 411 12 365
2 Apr 351.75 0.35 -0.1 36.09 286 -20 353
1 Apr 352.15 0.45 -0.05 37.61 401 60 388
28 Mar 357.60 0.5 -0.05 37.81 370 -26 328
27 Mar 360.65 0.5 -0.3 39.99 214 51 345
26 Mar 354.65 0.8 0.3 38.32 171 98 294
25 Mar 366.95 0.5 -0.05 39.20 63 1 183
24 Mar 366.95 0.5 -0.3 39.37 103 -13 182
21 Mar 351.30 0.8 -0.45 35.15 99 31 193
20 Mar 341.75 1.25 -0.1 32.78 34 15 162
19 Mar 341.30 1.3 -0.3 32.16 49 11 144
18 Mar 337.35 1.5 -0.75 31.38 49 30 133
17 Mar 331.65 2.25 -0.25 31.60 7 4 103
13 Mar 331.90 2.5 -0.5 30.79 7 5 98
12 Mar 330.15 2.95 -0.25 31.70 37 18 91
11 Mar 330.30 3.15 -0.25 33.10 57 10 73
10 Mar 329.40 3.35 -0.15 32.15 30 6 62
7 Mar 329.55 3.55 0.9 32.69 36 13 56
6 Mar 337.90 2.7 -1.05 32.32 40 13 43
5 Mar 326.20 3.7 -3.05 30.24 21 16 29
4 Mar 313.75 6.75 -1.4 30.49 14 11 13
3 Mar 314.40 8.15 -0.1 34.85 1 0 2
28 Feb 311.45 8.25 2.85 31.14 1 2 2
26 Feb 318.70 5.4 -4.4 27.82 2 2 1
25 Feb 318.70 5.4 -4.4 27.82 2 1 1
24 Feb 320.10 9.8 0 5.94 0 0 0
21 Feb 326.25 9.8 0 6.88 0 0 0
20 Feb 325.15 9.8 0 6.83 0 0 0
19 Feb 314.80 9.8 0 4.62 0 0 0
18 Feb 311.20 9.8 0 4.11 0 0 0
17 Feb 302.35 9.8 0 1.93 0 0 0
14 Feb 300.35 9.8 0 1.89 0 0 0
13 Feb 306.70 9.8 0 2.89 0 0 0
12 Feb 306.25 9.8 0 2.77 0 0 0
11 Feb 305.60 9.8 0 2.60 0 0 0
10 Feb 310.50 9.8 0 3.76 0 0 0
7 Feb 316.95 9.8 0 4.83 0 0 0
6 Feb 312.80 9.8 0 4.19 0 0 0
5 Feb 319.60 9.8 0 5.33 0 0 0
4 Feb 319.10 9.8 0 4.18 0 0 0
3 Feb 311.25 9.8 0 3.40 0 0 0
1 Feb 317.70 9.8 0 6.89 0 0 0


For Ntpc Ltd - strike price 300 expiring on 24APR2025

Delta for 300 PE is -0.04

Historical price for 300 PE is as follows

On 8 Apr NTPC was trading at 352.95. The strike last trading price was 0.65, which was -0.6 lower than the previous day. The implied volatity was 48.12, the open interest changed by -23 which decreased total open position to 477


On 7 Apr NTPC was trading at 349.80. The strike last trading price was 1.2, which was 0.85 higher than the previous day. The implied volatity was 50.98, the open interest changed by 130 which increased total open position to 498


On 4 Apr NTPC was trading at 350.40. The strike last trading price was 0.3, which was 0.05 higher than the previous day. The implied volatity was 36.36, the open interest changed by 7 which increased total open position to 365


On 3 Apr NTPC was trading at 358.90. The strike last trading price was 0.25, which was -0.1 lower than the previous day. The implied volatity was 38.31, the open interest changed by 12 which increased total open position to 365


On 2 Apr NTPC was trading at 351.75. The strike last trading price was 0.35, which was -0.1 lower than the previous day. The implied volatity was 36.09, the open interest changed by -20 which decreased total open position to 353


On 1 Apr NTPC was trading at 352.15. The strike last trading price was 0.45, which was -0.05 lower than the previous day. The implied volatity was 37.61, the open interest changed by 60 which increased total open position to 388


On 28 Mar NTPC was trading at 357.60. The strike last trading price was 0.5, which was -0.05 lower than the previous day. The implied volatity was 37.81, the open interest changed by -26 which decreased total open position to 328


On 27 Mar NTPC was trading at 360.65. The strike last trading price was 0.5, which was -0.3 lower than the previous day. The implied volatity was 39.99, the open interest changed by 51 which increased total open position to 345


On 26 Mar NTPC was trading at 354.65. The strike last trading price was 0.8, which was 0.3 higher than the previous day. The implied volatity was 38.32, the open interest changed by 98 which increased total open position to 294


On 25 Mar NTPC was trading at 366.95. The strike last trading price was 0.5, which was -0.05 lower than the previous day. The implied volatity was 39.20, the open interest changed by 1 which increased total open position to 183


On 24 Mar NTPC was trading at 366.95. The strike last trading price was 0.5, which was -0.3 lower than the previous day. The implied volatity was 39.37, the open interest changed by -13 which decreased total open position to 182


On 21 Mar NTPC was trading at 351.30. The strike last trading price was 0.8, which was -0.45 lower than the previous day. The implied volatity was 35.15, the open interest changed by 31 which increased total open position to 193


On 20 Mar NTPC was trading at 341.75. The strike last trading price was 1.25, which was -0.1 lower than the previous day. The implied volatity was 32.78, the open interest changed by 15 which increased total open position to 162


On 19 Mar NTPC was trading at 341.30. The strike last trading price was 1.3, which was -0.3 lower than the previous day. The implied volatity was 32.16, the open interest changed by 11 which increased total open position to 144


On 18 Mar NTPC was trading at 337.35. The strike last trading price was 1.5, which was -0.75 lower than the previous day. The implied volatity was 31.38, the open interest changed by 30 which increased total open position to 133


On 17 Mar NTPC was trading at 331.65. The strike last trading price was 2.25, which was -0.25 lower than the previous day. The implied volatity was 31.60, the open interest changed by 4 which increased total open position to 103


On 13 Mar NTPC was trading at 331.90. The strike last trading price was 2.5, which was -0.5 lower than the previous day. The implied volatity was 30.79, the open interest changed by 5 which increased total open position to 98


On 12 Mar NTPC was trading at 330.15. The strike last trading price was 2.95, which was -0.25 lower than the previous day. The implied volatity was 31.70, the open interest changed by 18 which increased total open position to 91


On 11 Mar NTPC was trading at 330.30. The strike last trading price was 3.15, which was -0.25 lower than the previous day. The implied volatity was 33.10, the open interest changed by 10 which increased total open position to 73


On 10 Mar NTPC was trading at 329.40. The strike last trading price was 3.35, which was -0.15 lower than the previous day. The implied volatity was 32.15, the open interest changed by 6 which increased total open position to 62


On 7 Mar NTPC was trading at 329.55. The strike last trading price was 3.55, which was 0.9 higher than the previous day. The implied volatity was 32.69, the open interest changed by 13 which increased total open position to 56


On 6 Mar NTPC was trading at 337.90. The strike last trading price was 2.7, which was -1.05 lower than the previous day. The implied volatity was 32.32, the open interest changed by 13 which increased total open position to 43


On 5 Mar NTPC was trading at 326.20. The strike last trading price was 3.7, which was -3.05 lower than the previous day. The implied volatity was 30.24, the open interest changed by 16 which increased total open position to 29


On 4 Mar NTPC was trading at 313.75. The strike last trading price was 6.75, which was -1.4 lower than the previous day. The implied volatity was 30.49, the open interest changed by 11 which increased total open position to 13


On 3 Mar NTPC was trading at 314.40. The strike last trading price was 8.15, which was -0.1 lower than the previous day. The implied volatity was 34.85, the open interest changed by 0 which decreased total open position to 2


On 28 Feb NTPC was trading at 311.45. The strike last trading price was 8.25, which was 2.85 higher than the previous day. The implied volatity was 31.14, the open interest changed by 2 which increased total open position to 2


On 26 Feb NTPC was trading at 318.70. The strike last trading price was 5.4, which was -4.4 lower than the previous day. The implied volatity was 27.82, the open interest changed by 2 which increased total open position to 1


On 25 Feb NTPC was trading at 318.70. The strike last trading price was 5.4, which was -4.4 lower than the previous day. The implied volatity was 27.82, the open interest changed by 1 which increased total open position to 1


On 24 Feb NTPC was trading at 320.10. The strike last trading price was 9.8, which was 0 lower than the previous day. The implied volatity was 5.94, the open interest changed by 0 which decreased total open position to 0


On 21 Feb NTPC was trading at 326.25. The strike last trading price was 9.8, which was 0 lower than the previous day. The implied volatity was 6.88, the open interest changed by 0 which decreased total open position to 0


On 20 Feb NTPC was trading at 325.15. The strike last trading price was 9.8, which was 0 lower than the previous day. The implied volatity was 6.83, the open interest changed by 0 which decreased total open position to 0


On 19 Feb NTPC was trading at 314.80. The strike last trading price was 9.8, which was 0 lower than the previous day. The implied volatity was 4.62, the open interest changed by 0 which decreased total open position to 0


On 18 Feb NTPC was trading at 311.20. The strike last trading price was 9.8, which was 0 lower than the previous day. The implied volatity was 4.11, the open interest changed by 0 which decreased total open position to 0


On 17 Feb NTPC was trading at 302.35. The strike last trading price was 9.8, which was 0 lower than the previous day. The implied volatity was 1.93, the open interest changed by 0 which decreased total open position to 0


On 14 Feb NTPC was trading at 300.35. The strike last trading price was 9.8, which was 0 lower than the previous day. The implied volatity was 1.89, the open interest changed by 0 which decreased total open position to 0


On 13 Feb NTPC was trading at 306.70. The strike last trading price was 9.8, which was 0 lower than the previous day. The implied volatity was 2.89, the open interest changed by 0 which decreased total open position to 0


On 12 Feb NTPC was trading at 306.25. The strike last trading price was 9.8, which was 0 lower than the previous day. The implied volatity was 2.77, the open interest changed by 0 which decreased total open position to 0


On 11 Feb NTPC was trading at 305.60. The strike last trading price was 9.8, which was 0 lower than the previous day. The implied volatity was 2.60, the open interest changed by 0 which decreased total open position to 0


On 10 Feb NTPC was trading at 310.50. The strike last trading price was 9.8, which was 0 lower than the previous day. The implied volatity was 3.76, the open interest changed by 0 which decreased total open position to 0


On 7 Feb NTPC was trading at 316.95. The strike last trading price was 9.8, which was 0 lower than the previous day. The implied volatity was 4.83, the open interest changed by 0 which decreased total open position to 0


On 6 Feb NTPC was trading at 312.80. The strike last trading price was 9.8, which was 0 lower than the previous day. The implied volatity was 4.19, the open interest changed by 0 which decreased total open position to 0


On 5 Feb NTPC was trading at 319.60. The strike last trading price was 9.8, which was 0 lower than the previous day. The implied volatity was 5.33, the open interest changed by 0 which decreased total open position to 0


On 4 Feb NTPC was trading at 319.10. The strike last trading price was 9.8, which was 0 lower than the previous day. The implied volatity was 4.18, the open interest changed by 0 which decreased total open position to 0


On 3 Feb NTPC was trading at 311.25. The strike last trading price was 9.8, which was 0 lower than the previous day. The implied volatity was 3.40, the open interest changed by 0 which decreased total open position to 0


On 1 Feb NTPC was trading at 317.70. The strike last trading price was 9.8, which was 0 lower than the previous day. The implied volatity was 6.89, the open interest changed by 0 which decreased total open position to 0