NTPC
Ntpc Ltd
Historical option data for NTPC
09 Dec 2025 04:10 PM IST
| NTPC 30-DEC-2025 310 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.95
Vega: 0.08
Theta: -0.10
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 9 Dec | 319.85 | 11.65 | -0.15 | 9.59 | 247 | 63 | 546 | |||||||||
| 8 Dec | 319.50 | 11.25 | -4.8 | 11.84 | 124 | 39 | 482 | |||||||||
| 5 Dec | 323.30 | 16 | 0.2 | 13.30 | 49 | -2 | 448 | |||||||||
| 4 Dec | 322.95 | 15.75 | -0.15 | 15.15 | 38 | 2 | 449 | |||||||||
| 3 Dec | 322.95 | 15.85 | -6 | 11.75 | 187 | 114 | 447 | |||||||||
| 2 Dec | 328.60 | 21.85 | 1.9 | 21.01 | 3 | -1 | 334 | |||||||||
| 1 Dec | 327.10 | 19.95 | 0.4 | - | 18 | -2 | 335 | |||||||||
| 28 Nov | 326.45 | 19.55 | -0.8 | 11.36 | 10 | 4 | 339 | |||||||||
| 27 Nov | 327.35 | 20.35 | 0.75 | 13.72 | 39 | -1 | 335 | |||||||||
| 26 Nov | 326.10 | 19.7 | 2.3 | 13.68 | 60 | 2 | 336 | |||||||||
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| 25 Nov | 323.70 | 17.4 | 0.35 | 15.74 | 357 | 319 | 337 | |||||||||
| 24 Nov | 323.45 | 17.05 | -3.7 | - | 7 | 4 | 17 | |||||||||
| 21 Nov | 326.65 | 20.75 | -0.4 | 16.52 | 8 | 3 | 10 | |||||||||
| 20 Nov | 326.60 | 21.25 | 0.75 | 16.45 | 4 | 1 | 7 | |||||||||
| 19 Nov | 326.60 | 20.5 | -1.8 | 15.49 | 2 | 1 | 6 | |||||||||
| 18 Nov | 328.45 | 22.3 | -1.05 | 7.12 | 1 | 0 | 4 | |||||||||
| 17 Nov | 330.20 | 22.95 | -2.25 | - | 0 | 0 | 0 | |||||||||
| 14 Nov | 328.45 | 22.95 | -2.25 | - | 0 | 0 | 0 | |||||||||
| 13 Nov | 326.95 | 22.95 | -2.25 | - | 0 | 0 | 0 | |||||||||
| 12 Nov | 327.15 | 22.95 | -2.25 | - | 0 | 0 | 0 | |||||||||
| 11 Nov | 326.65 | 22.95 | -2.25 | - | 0 | 0 | 0 | |||||||||
| 10 Nov | 325.45 | 22.95 | -2.25 | - | 0 | 1 | 0 | |||||||||
| 7 Nov | 326.10 | 22.95 | -2.25 | 19.52 | 3 | 1 | 4 | |||||||||
| 6 Nov | 326.65 | 25.2 | -7.05 | - | 0 | 0 | 0 | |||||||||
| 4 Nov | 330.60 | 25.2 | -7.05 | 10.99 | 1 | 0 | 3 | |||||||||
| 3 Nov | 335.20 | 32.25 | -9.15 | - | 0 | 3 | 0 | |||||||||
| 31 Oct | 336.95 | 32.25 | -9.15 | - | 3 | 2 | 2 | |||||||||
| 30 Oct | 345.15 | 41.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Oct | 347.50 | 41.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Oct | 341.75 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Ntpc Ltd - strike price 310 expiring on 30DEC2025
Delta for 310 CE is 0.95
Historical price for 310 CE is as follows
On 9 Dec NTPC was trading at 319.85. The strike last trading price was 11.65, which was -0.15 lower than the previous day. The implied volatity was 9.59, the open interest changed by 63 which increased total open position to 546
On 8 Dec NTPC was trading at 319.50. The strike last trading price was 11.25, which was -4.8 lower than the previous day. The implied volatity was 11.84, the open interest changed by 39 which increased total open position to 482
On 5 Dec NTPC was trading at 323.30. The strike last trading price was 16, which was 0.2 higher than the previous day. The implied volatity was 13.30, the open interest changed by -2 which decreased total open position to 448
On 4 Dec NTPC was trading at 322.95. The strike last trading price was 15.75, which was -0.15 lower than the previous day. The implied volatity was 15.15, the open interest changed by 2 which increased total open position to 449
On 3 Dec NTPC was trading at 322.95. The strike last trading price was 15.85, which was -6 lower than the previous day. The implied volatity was 11.75, the open interest changed by 114 which increased total open position to 447
On 2 Dec NTPC was trading at 328.60. The strike last trading price was 21.85, which was 1.9 higher than the previous day. The implied volatity was 21.01, the open interest changed by -1 which decreased total open position to 334
On 1 Dec NTPC was trading at 327.10. The strike last trading price was 19.95, which was 0.4 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 335
On 28 Nov NTPC was trading at 326.45. The strike last trading price was 19.55, which was -0.8 lower than the previous day. The implied volatity was 11.36, the open interest changed by 4 which increased total open position to 339
On 27 Nov NTPC was trading at 327.35. The strike last trading price was 20.35, which was 0.75 higher than the previous day. The implied volatity was 13.72, the open interest changed by -1 which decreased total open position to 335
On 26 Nov NTPC was trading at 326.10. The strike last trading price was 19.7, which was 2.3 higher than the previous day. The implied volatity was 13.68, the open interest changed by 2 which increased total open position to 336
On 25 Nov NTPC was trading at 323.70. The strike last trading price was 17.4, which was 0.35 higher than the previous day. The implied volatity was 15.74, the open interest changed by 319 which increased total open position to 337
On 24 Nov NTPC was trading at 323.45. The strike last trading price was 17.05, which was -3.7 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 17
On 21 Nov NTPC was trading at 326.65. The strike last trading price was 20.75, which was -0.4 lower than the previous day. The implied volatity was 16.52, the open interest changed by 3 which increased total open position to 10
On 20 Nov NTPC was trading at 326.60. The strike last trading price was 21.25, which was 0.75 higher than the previous day. The implied volatity was 16.45, the open interest changed by 1 which increased total open position to 7
On 19 Nov NTPC was trading at 326.60. The strike last trading price was 20.5, which was -1.8 lower than the previous day. The implied volatity was 15.49, the open interest changed by 1 which increased total open position to 6
On 18 Nov NTPC was trading at 328.45. The strike last trading price was 22.3, which was -1.05 lower than the previous day. The implied volatity was 7.12, the open interest changed by 0 which decreased total open position to 4
On 17 Nov NTPC was trading at 330.20. The strike last trading price was 22.95, 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 14 Nov NTPC was trading at 328.45. The strike last trading price was 22.95, 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 13 Nov NTPC was trading at 326.95. The strike last trading price was 22.95, 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 12 Nov NTPC was trading at 327.15. The strike last trading price was 22.95, 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 11 Nov NTPC was trading at 326.65. The strike last trading price was 22.95, 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 10 Nov NTPC was trading at 325.45. The strike last trading price was 22.95, 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 7 Nov NTPC was trading at 326.10. The strike last trading price was 22.95, which was -2.25 lower than the previous day. The implied volatity was 19.52, the open interest changed by 1 which increased total open position to 4
On 6 Nov NTPC was trading at 326.65. The strike last trading price was 25.2, which was -7.05 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 25.2, which was -7.05 lower than the previous day. The implied volatity was 10.99, the open interest changed by 0 which decreased total open position to 3
On 3 Nov NTPC was trading at 335.20. The strike last trading price was 32.25, which was -9.15 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0
On 31 Oct NTPC was trading at 336.95. The strike last trading price was 32.25, which was -9.15 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 2
On 30 Oct NTPC was trading at 345.15. The strike last trading price was 41.4, 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 29 Oct NTPC was trading at 347.50. The strike last trading price was 41.4, 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 310 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.18
Vega: 0.20
Theta: -0.06
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 9 Dec | 319.85 | 1.25 | -0.35 | 16.78 | 1,023 | -45 | 1,158 |
| 8 Dec | 319.50 | 1.8 | 0.85 | 18.24 | 1,154 | 442 | 1,203 |
| 5 Dec | 323.30 | 0.9 | -0.35 | 16.77 | 184 | 35 | 762 |
| 4 Dec | 322.95 | 1.25 | -0.15 | 17.83 | 141 | 1 | 728 |
| 3 Dec | 322.95 | 1.35 | 0.6 | 18.41 | 340 | 69 | 728 |
| 2 Dec | 328.60 | 0.75 | -0.2 | 18.20 | 176 | 40 | 658 |
| 1 Dec | 327.10 | 0.9 | -0.2 | 18.68 | 184 | 20 | 618 |
| 28 Nov | 326.45 | 1.05 | 0.05 | 18.00 | 139 | 26 | 597 |
| 27 Nov | 327.35 | 1 | -0.25 | 17.82 | 169 | 75 | 570 |
| 26 Nov | 326.10 | 1.25 | -0.55 | 18.36 | 276 | 97 | 496 |
| 25 Nov | 323.70 | 1.8 | 0 | 18.46 | 334 | 115 | 399 |
| 24 Nov | 323.45 | 1.75 | 0.1 | 19.03 | 200 | 26 | 284 |
| 21 Nov | 326.65 | 1.65 | -0.05 | 19.08 | 84 | 3 | 258 |
| 20 Nov | 326.60 | 1.7 | -0.35 | 19.33 | 64 | -10 | 256 |
| 19 Nov | 326.60 | 2 | 0.2 | 19.86 | 177 | 26 | 264 |
| 18 Nov | 328.45 | 1.75 | 0.15 | 20.09 | 92 | 51 | 239 |
| 17 Nov | 330.20 | 1.6 | -0.35 | 20.26 | 37 | 14 | 189 |
| 14 Nov | 328.45 | 1.9 | -0.35 | 20.15 | 24 | 7 | 173 |
| 13 Nov | 326.95 | 2.25 | -0.1 | 20.51 | 21 | 6 | 165 |
| 12 Nov | 327.15 | 2.35 | -0.3 | 20.34 | 17 | 11 | 159 |
| 11 Nov | 326.65 | 2.65 | -0.2 | 21.22 | 39 | 37 | 147 |
| 10 Nov | 325.45 | 2.75 | -0.25 | 20.36 | 9 | 4 | 110 |
| 7 Nov | 326.10 | 3 | -0.45 | 21.06 | 8 | 0 | 105 |
| 6 Nov | 326.65 | 3.45 | 0.6 | 22.76 | 32 | 28 | 105 |
| 4 Nov | 330.60 | 2.85 | 0.85 | 22.53 | 25 | 17 | 75 |
| 3 Nov | 335.20 | 2 | -0.05 | 22.13 | 9 | -2 | 56 |
| 31 Oct | 336.95 | 2.05 | 0.35 | - | 29 | 25 | 57 |
| 30 Oct | 345.15 | 1.7 | 0.2 | 24.64 | 18 | 12 | 32 |
| 29 Oct | 347.50 | 1.5 | -0.25 | 25.09 | 4 | 0 | 20 |
| 27 Oct | 341.75 | 1.75 | -4.5 | 23.02 | 20 | 7 | 7 |
For Ntpc Ltd - strike price 310 expiring on 30DEC2025
Delta for 310 PE is -0.18
Historical price for 310 PE is as follows
On 9 Dec NTPC was trading at 319.85. The strike last trading price was 1.25, which was -0.35 lower than the previous day. The implied volatity was 16.78, the open interest changed by -45 which decreased total open position to 1158
On 8 Dec NTPC was trading at 319.50. The strike last trading price was 1.8, which was 0.85 higher than the previous day. The implied volatity was 18.24, the open interest changed by 442 which increased total open position to 1203
On 5 Dec NTPC was trading at 323.30. The strike last trading price was 0.9, which was -0.35 lower than the previous day. The implied volatity was 16.77, the open interest changed by 35 which increased total open position to 762
On 4 Dec NTPC was trading at 322.95. The strike last trading price was 1.25, which was -0.15 lower than the previous day. The implied volatity was 17.83, the open interest changed by 1 which increased total open position to 728
On 3 Dec NTPC was trading at 322.95. The strike last trading price was 1.35, which was 0.6 higher than the previous day. The implied volatity was 18.41, the open interest changed by 69 which increased total open position to 728
On 2 Dec NTPC was trading at 328.60. The strike last trading price was 0.75, which was -0.2 lower than the previous day. The implied volatity was 18.20, the open interest changed by 40 which increased total open position to 658
On 1 Dec NTPC was trading at 327.10. The strike last trading price was 0.9, which was -0.2 lower than the previous day. The implied volatity was 18.68, the open interest changed by 20 which increased total open position to 618
On 28 Nov NTPC was trading at 326.45. The strike last trading price was 1.05, which was 0.05 higher than the previous day. The implied volatity was 18.00, the open interest changed by 26 which increased total open position to 597
On 27 Nov NTPC was trading at 327.35. The strike last trading price was 1, which was -0.25 lower than the previous day. The implied volatity was 17.82, the open interest changed by 75 which increased total open position to 570
On 26 Nov NTPC was trading at 326.10. The strike last trading price was 1.25, which was -0.55 lower than the previous day. The implied volatity was 18.36, the open interest changed by 97 which increased total open position to 496
On 25 Nov NTPC was trading at 323.70. The strike last trading price was 1.8, which was 0 lower than the previous day. The implied volatity was 18.46, the open interest changed by 115 which increased total open position to 399
On 24 Nov NTPC was trading at 323.45. The strike last trading price was 1.75, which was 0.1 higher than the previous day. The implied volatity was 19.03, the open interest changed by 26 which increased total open position to 284
On 21 Nov NTPC was trading at 326.65. The strike last trading price was 1.65, which was -0.05 lower than the previous day. The implied volatity was 19.08, the open interest changed by 3 which increased total open position to 258
On 20 Nov NTPC was trading at 326.60. The strike last trading price was 1.7, which was -0.35 lower than the previous day. The implied volatity was 19.33, the open interest changed by -10 which decreased total open position to 256
On 19 Nov NTPC was trading at 326.60. The strike last trading price was 2, which was 0.2 higher than the previous day. The implied volatity was 19.86, the open interest changed by 26 which increased total open position to 264
On 18 Nov NTPC was trading at 328.45. The strike last trading price was 1.75, which was 0.15 higher than the previous day. The implied volatity was 20.09, the open interest changed by 51 which increased total open position to 239
On 17 Nov NTPC was trading at 330.20. The strike last trading price was 1.6, which was -0.35 lower than the previous day. The implied volatity was 20.26, the open interest changed by 14 which increased total open position to 189
On 14 Nov NTPC was trading at 328.45. The strike last trading price was 1.9, which was -0.35 lower than the previous day. The implied volatity was 20.15, the open interest changed by 7 which increased total open position to 173
On 13 Nov NTPC was trading at 326.95. The strike last trading price was 2.25, which was -0.1 lower than the previous day. The implied volatity was 20.51, the open interest changed by 6 which increased total open position to 165
On 12 Nov NTPC was trading at 327.15. The strike last trading price was 2.35, which was -0.3 lower than the previous day. The implied volatity was 20.34, the open interest changed by 11 which increased total open position to 159
On 11 Nov NTPC was trading at 326.65. The strike last trading price was 2.65, which was -0.2 lower than the previous day. The implied volatity was 21.22, the open interest changed by 37 which increased total open position to 147
On 10 Nov NTPC was trading at 325.45. The strike last trading price was 2.75, which was -0.25 lower than the previous day. The implied volatity was 20.36, the open interest changed by 4 which increased total open position to 110
On 7 Nov NTPC was trading at 326.10. The strike last trading price was 3, which was -0.45 lower than the previous day. The implied volatity was 21.06, the open interest changed by 0 which decreased total open position to 105
On 6 Nov NTPC was trading at 326.65. The strike last trading price was 3.45, which was 0.6 higher than the previous day. The implied volatity was 22.76, the open interest changed by 28 which increased total open position to 105
On 4 Nov NTPC was trading at 330.60. The strike last trading price was 2.85, which was 0.85 higher than the previous day. The implied volatity was 22.53, the open interest changed by 17 which increased total open position to 75
On 3 Nov NTPC was trading at 335.20. The strike last trading price was 2, which was -0.05 lower than the previous day. The implied volatity was 22.13, the open interest changed by -2 which decreased total open position to 56
On 31 Oct NTPC was trading at 336.95. The strike last trading price was 2.05, which was 0.35 higher than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 57
On 30 Oct NTPC was trading at 345.15. The strike last trading price was 1.7, which was 0.2 higher than the previous day. The implied volatity was 24.64, the open interest changed by 12 which increased total open position to 32
On 29 Oct NTPC was trading at 347.50. The strike last trading price was 1.5, which was -0.25 lower than the previous day. The implied volatity was 25.09, the open interest changed by 0 which decreased total open position to 20
On 27 Oct NTPC was trading at 341.75. The strike last trading price was 1.75, which was -4.5 lower than the previous day. The implied volatity was 23.02, the open interest changed by 7 which increased total open position to 7































































































































































































































