NTPC
Ntpc Ltd
Historical option data for NTPC
09 Dec 2025 04:10 PM IST
| NTPC 30-DEC-2025 305 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 9 Dec | 319.85 | 21 | 0.55 | - | 0 | 0 | 0 | |||||||||
| 8 Dec | 319.50 | 21 | 0.55 | - | 0 | 0 | 6 | |||||||||
| 5 Dec | 323.30 | 21 | 0.55 | 16.90 | 2 | 0 | 8 | |||||||||
| 4 Dec | 322.95 | 20.45 | -3.85 | - | 0 | 5 | 0 | |||||||||
| 3 Dec | 322.95 | 20.45 | -3.85 | - | 6 | 4 | 7 | |||||||||
| 2 Dec | 328.60 | 24.3 | -2.25 | - | 0 | 0 | 0 | |||||||||
| 1 Dec | 327.10 | 24.3 | -2.25 | - | 0 | 0 | 0 | |||||||||
| 28 Nov | 326.45 | 24.3 | -2.25 | - | 0 | 0 | 0 | |||||||||
| 27 Nov | 327.35 | 24.3 | -2.25 | - | 0 | 0 | 0 | |||||||||
| 26 Nov | 326.10 | 24.3 | -2.25 | - | 0 | 0 | 0 | |||||||||
| 25 Nov | 323.70 | 24.3 | -2.25 | - | 0 | 1 | 0 | |||||||||
| 24 Nov | 323.45 | 24.3 | -2.25 | 23.13 | 2 | 0 | 2 | |||||||||
| 21 Nov | 326.65 | 26.55 | -6.35 | - | 0 | 0 | 0 | |||||||||
| 20 Nov | 326.60 | 26.55 | -6.35 | 21.34 | 2 | 0 | 2 | |||||||||
| 19 Nov | 326.60 | 32.9 | -12.25 | - | 0 | 0 | 0 | |||||||||
| 18 Nov | 328.45 | 32.9 | -12.25 | - | 0 | 0 | 0 | |||||||||
| 17 Nov | 330.20 | 32.9 | -12.25 | - | 0 | 0 | 0 | |||||||||
| 14 Nov | 328.45 | 32.9 | -12.25 | - | 0 | 0 | 0 | |||||||||
| 13 Nov | 326.95 | 32.9 | -12.25 | - | 0 | 0 | 0 | |||||||||
| 12 Nov | 327.15 | 32.9 | -12.25 | - | 0 | 0 | 0 | |||||||||
| 11 Nov | 326.65 | 32.9 | -12.25 | - | 0 | 0 | 0 | |||||||||
| 10 Nov | 325.45 | 32.9 | -12.25 | - | 0 | 0 | 0 | |||||||||
|
|
||||||||||||||||
| 7 Nov | 326.10 | 32.9 | -12.25 | - | 0 | 0 | 0 | |||||||||
| 6 Nov | 326.65 | 32.9 | -12.25 | - | 0 | 0 | 0 | |||||||||
| 4 Nov | 330.60 | 32.9 | -12.25 | - | 0 | 2 | 0 | |||||||||
| 3 Nov | 335.20 | 32.9 | -12.25 | - | 2 | 0 | 0 | |||||||||
| 31 Oct | 336.95 | 45.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Oct | 341.75 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Ntpc Ltd - strike price 305 expiring on 30DEC2025
Delta for 305 CE is -
Historical price for 305 CE is as follows
On 9 Dec NTPC was trading at 319.85. The strike last trading price was 21, which was 0.55 higher 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 21, which was 0.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 5 Dec NTPC was trading at 323.30. The strike last trading price was 21, which was 0.55 higher than the previous day. The implied volatity was 16.90, the open interest changed by 0 which decreased total open position to 8
On 4 Dec NTPC was trading at 322.95. The strike last trading price was 20.45, which was -3.85 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 0
On 3 Dec NTPC was trading at 322.95. The strike last trading price was 20.45, which was -3.85 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 7
On 2 Dec NTPC was trading at 328.60. The strike last trading price was 24.3, which was -2.25 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 24.3, which was -2.25 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 24.3, which was -2.25 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 24.3, which was -2.25 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 24.3, which was -2.25 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 24.3, which was -2.25 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 24 Nov NTPC was trading at 323.45. The strike last trading price was 24.3, which was -2.25 lower than the previous day. The implied volatity was 23.13, the open interest changed by 0 which decreased total open position to 2
On 21 Nov NTPC was trading at 326.65. The strike last trading price was 26.55, which was -6.35 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 26.55, which was -6.35 lower than the previous day. The implied volatity was 21.34, the open interest changed by 0 which decreased total open position to 2
On 19 Nov NTPC was trading at 326.60. The strike last trading price was 32.9, which was -12.25 lower than the previous day. The implied volatity was -, 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 32.9, which was -12.25 lower than the previous day. The implied volatity was -, 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 32.9, which was -12.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 Nov NTPC was trading at 328.45. The strike last trading price was 32.9, which was -12.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Nov NTPC was trading at 326.95. The strike last trading price was 32.9, which was -12.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Nov NTPC was trading at 327.15. The strike last trading price was 32.9, which was -12.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Nov NTPC was trading at 326.65. The strike last trading price was 32.9, which was -12.25 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 32.9, which was -12.25 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 32.9, which was -12.25 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 32.9, which was -12.25 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 32.9, which was -12.25 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0
On 3 Nov NTPC was trading at 335.20. The strike last trading price was 32.9, which was -12.25 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 45.15, 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 305 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.10
Vega: 0.14
Theta: -0.05
Gamma: 0.01
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 9 Dec | 319.85 | 0.65 | -0.3 | 17.50 | 241 | 20 | 850 |
| 8 Dec | 319.50 | 0.95 | 0.4 | 18.51 | 388 | 122 | 830 |
| 5 Dec | 323.30 | 0.55 | -0.2 | 18.03 | 49 | -7 | 700 |
| 4 Dec | 322.95 | 0.75 | -0.1 | 18.75 | 34 | -12 | 713 |
| 3 Dec | 322.95 | 0.85 | 0.45 | 19.44 | 63 | 19 | 724 |
| 2 Dec | 328.60 | 0.4 | -0.15 | 18.61 | 61 | -2 | 706 |
| 1 Dec | 327.10 | 0.55 | -0.1 | 19.50 | 58 | -5 | 708 |
| 28 Nov | 326.45 | 0.65 | 0.05 | 18.78 | 69 | 5 | 713 |
| 27 Nov | 327.35 | 0.6 | -0.2 | 18.46 | 195 | 42 | 709 |
| 26 Nov | 326.10 | 0.8 | -0.45 | 19.14 | 179 | 36 | 668 |
| 25 Nov | 323.70 | 1.25 | -0.05 | 19.57 | 748 | 542 | 633 |
| 24 Nov | 323.45 | 1.25 | 0.15 | 20.21 | 92 | 18 | 86 |
| 21 Nov | 326.65 | 1.1 | -0.05 | 19.75 | 39 | -4 | 67 |
| 20 Nov | 326.60 | 1.15 | -0.25 | 20.02 | 28 | -11 | 70 |
| 19 Nov | 326.60 | 1.35 | 0.15 | 20.40 | 121 | 2 | 81 |
| 18 Nov | 328.45 | 1.2 | 0.05 | 20.71 | 64 | 31 | 79 |
| 17 Nov | 330.20 | 1.15 | -0.3 | 21.13 | 29 | -3 | 47 |
| 14 Nov | 328.45 | 1.45 | -0.15 | 21.29 | 18 | 7 | 49 |
| 13 Nov | 326.95 | 1.6 | 0 | 21.11 | 14 | 11 | 41 |
| 12 Nov | 327.15 | 1.6 | -0.5 | 20.52 | 9 | 7 | 29 |
| 11 Nov | 326.65 | 2.1 | 0.15 | 22.45 | 4 | 3 | 21 |
| 10 Nov | 325.45 | 1.95 | -0.1 | 20.78 | 2 | 1 | 17 |
| 7 Nov | 326.10 | 2.05 | 0.4 | - | 0 | 0 | 0 |
| 6 Nov | 326.65 | 2.05 | 0.4 | - | 0 | 5 | 0 |
| 4 Nov | 330.60 | 2.05 | 0.4 | 22.73 | 6 | 4 | 15 |
| 3 Nov | 335.20 | 1.65 | 0.1 | 23.37 | 1 | 0 | 10 |
| 31 Oct | 336.95 | 1.55 | -3.55 | - | 10 | 0 | 0 |
| 27 Oct | 341.75 | 0 | 0 | - | 0 | 0 | 0 |
For Ntpc Ltd - strike price 305 expiring on 30DEC2025
Delta for 305 PE is -0.10
Historical price for 305 PE is as follows
On 9 Dec NTPC was trading at 319.85. The strike last trading price was 0.65, which was -0.3 lower than the previous day. The implied volatity was 17.50, the open interest changed by 20 which increased total open position to 850
On 8 Dec NTPC was trading at 319.50. The strike last trading price was 0.95, which was 0.4 higher than the previous day. The implied volatity was 18.51, the open interest changed by 122 which increased total open position to 830
On 5 Dec NTPC was trading at 323.30. The strike last trading price was 0.55, which was -0.2 lower than the previous day. The implied volatity was 18.03, the open interest changed by -7 which decreased total open position to 700
On 4 Dec NTPC was trading at 322.95. The strike last trading price was 0.75, which was -0.1 lower than the previous day. The implied volatity was 18.75, the open interest changed by -12 which decreased total open position to 713
On 3 Dec NTPC was trading at 322.95. The strike last trading price was 0.85, which was 0.45 higher than the previous day. The implied volatity was 19.44, the open interest changed by 19 which increased total open position to 724
On 2 Dec NTPC was trading at 328.60. The strike last trading price was 0.4, which was -0.15 lower than the previous day. The implied volatity was 18.61, the open interest changed by -2 which decreased total open position to 706
On 1 Dec NTPC was trading at 327.10. The strike last trading price was 0.55, which was -0.1 lower than the previous day. The implied volatity was 19.50, the open interest changed by -5 which decreased total open position to 708
On 28 Nov NTPC was trading at 326.45. The strike last trading price was 0.65, which was 0.05 higher than the previous day. The implied volatity was 18.78, the open interest changed by 5 which increased total open position to 713
On 27 Nov NTPC was trading at 327.35. The strike last trading price was 0.6, which was -0.2 lower than the previous day. The implied volatity was 18.46, the open interest changed by 42 which increased total open position to 709
On 26 Nov NTPC was trading at 326.10. The strike last trading price was 0.8, which was -0.45 lower than the previous day. The implied volatity was 19.14, the open interest changed by 36 which increased total open position to 668
On 25 Nov NTPC was trading at 323.70. The strike last trading price was 1.25, which was -0.05 lower than the previous day. The implied volatity was 19.57, the open interest changed by 542 which increased total open position to 633
On 24 Nov NTPC was trading at 323.45. The strike last trading price was 1.25, which was 0.15 higher than the previous day. The implied volatity was 20.21, the open interest changed by 18 which increased total open position to 86
On 21 Nov NTPC was trading at 326.65. The strike last trading price was 1.1, which was -0.05 lower than the previous day. The implied volatity was 19.75, the open interest changed by -4 which decreased total open position to 67
On 20 Nov NTPC was trading at 326.60. The strike last trading price was 1.15, which was -0.25 lower than the previous day. The implied volatity was 20.02, the open interest changed by -11 which decreased total open position to 70
On 19 Nov NTPC was trading at 326.60. The strike last trading price was 1.35, which was 0.15 higher than the previous day. The implied volatity was 20.40, the open interest changed by 2 which increased total open position to 81
On 18 Nov NTPC was trading at 328.45. The strike last trading price was 1.2, which was 0.05 higher than the previous day. The implied volatity was 20.71, the open interest changed by 31 which increased total open position to 79
On 17 Nov NTPC was trading at 330.20. The strike last trading price was 1.15, which was -0.3 lower than the previous day. The implied volatity was 21.13, the open interest changed by -3 which decreased total open position to 47
On 14 Nov NTPC was trading at 328.45. The strike last trading price was 1.45, which was -0.15 lower than the previous day. The implied volatity was 21.29, the open interest changed by 7 which increased total open position to 49
On 13 Nov NTPC was trading at 326.95. The strike last trading price was 1.6, which was 0 lower than the previous day. The implied volatity was 21.11, the open interest changed by 11 which increased total open position to 41
On 12 Nov NTPC was trading at 327.15. The strike last trading price was 1.6, which was -0.5 lower than the previous day. The implied volatity was 20.52, the open interest changed by 7 which increased total open position to 29
On 11 Nov NTPC was trading at 326.65. The strike last trading price was 2.1, which was 0.15 higher than the previous day. The implied volatity was 22.45, the open interest changed by 3 which increased total open position to 21
On 10 Nov NTPC was trading at 325.45. The strike last trading price was 1.95, which was -0.1 lower than the previous day. The implied volatity was 20.78, the open interest changed by 1 which increased total open position to 17
On 7 Nov NTPC was trading at 326.10. The strike last trading price was 2.05, which was 0.4 higher 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 2.05, which was 0.4 higher than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 0
On 4 Nov NTPC was trading at 330.60. The strike last trading price was 2.05, which was 0.4 higher than the previous day. The implied volatity was 22.73, the open interest changed by 4 which increased total open position to 15
On 3 Nov NTPC was trading at 335.20. The strike last trading price was 1.65, which was 0.1 higher than the previous day. The implied volatity was 23.37, the open interest changed by 0 which decreased total open position to 10
On 31 Oct NTPC was trading at 336.95. The strike last trading price was 1.55, which was -3.55 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































































































































































































































