[--[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 310 CE
Delta: 0.95
Vega: 0.08
Theta: -0.10
Gamma: 0.02
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
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
Delta: -0.18
Vega: 0.20
Theta: -0.06
Gamma: 0.02
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