NTPC

Ntpc Ltd

319.85 +0.35 (0.11%)

L: 315.55 H: 321.4

Back to Option Chain

Historical option data for NTPC
09 Dec 2025 04:10 PM IST

Strike Price

Expiry

Ltp Ltp OI Open Interest (OI) OI Chg Change Open Interest Volume Volume IV IV

Call
Put

Per Lot

NTPC 30-DEC-2025 315 CE
Delta: 0.78 Vega: 0.23 Theta: -0.13 Gamma: 0.03
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Dec	319.85	7.65 ₹ 11,475	-0.2 -300.00	11.45	898 13,47,000	1 1,500	171 2,56,500

8 Dec	319.50	7.35 ₹ 11,025	-4.4 -6600.00	12.31	291 4,36,500	14 21,000	171 2,56,500
5 Dec	323.30	11.6 ₹ 17,400	-0.05 -75.00	13.10	97 1,45,500	-9 -13,500	157 2,35,500
4 Dec	322.95	11.6 ₹ 17,400	-0.2 -300.00	15.02	131 1,96,500	21 31,500	166 2,49,000
3 Dec	322.95	11.75 ₹ 17,625	-5.7 -8550.00	13.40	78 1,17,000	19 28,500	144 2,16,000
2 Dec	328.60	17.45 ₹ 26,175	1.5 2250.00	19.80	8 12,000	0 0	126 1,89,000
1 Dec	327.10	15.95 ₹ 23,925	0.55 825.00	12.94	7 10,500	1 1,500	125 1,87,500
28 Nov	326.45	15.4 ₹ 23,100	-1.05 -1575.00	14.13	30 45,000	6 9,000	119 1,78,500
27 Nov	327.35	16.45 ₹ 24,675	1.05 1575.00	16.33	12 18,000	1 1,500	113 1,69,500
26 Nov	326.10	15.4 ₹ 23,100	1.95 2925.00	14.21	42 63,000	26 39,000	111 1,66,500
25 Nov	323.70	13.45 ₹ 20,175	-24.35 -36525.00	15.89	94 1,41,000	83 1,24,500	83 1,24,500
24 Nov	323.45	37.8 ₹ 56,700	0 0.00	-	0 0	0 0	0 0
21 Nov	326.65	37.8 ₹ 56,700	0 0.00	-	0 0	0 0	0 0
20 Nov	326.60	37.8 ₹ 56,700	0 0.00	-	0 0	0 0	0 0
19 Nov	326.60	37.8 ₹ 56,700	0 0.00	-	0 0	0 0	0 0
18 Nov	328.45	37.8 ₹ 56,700	0 0.00	-	0 0	0 0	0 0
17 Nov	330.20	37.8 ₹ 56,700	0 0.00	-	0 0	0 0	0 0
14 Nov	328.45	37.8 ₹ 56,700	0 0.00	-	0 0	0 0	0 0
13 Nov	326.95	37.8 ₹ 56,700	0 0.00	-	0 0	0 0	0 0
12 Nov	327.15	37.8 ₹ 56,700	0 0.00	-	0 0	0 0	0 0
11 Nov	326.65	37.8 ₹ 56,700	0 0.00	-	0 0	0 0	0 0
10 Nov	325.45	37.8 ₹ 56,700	0 0.00	-	0 0	0 0	0 0
7 Nov	326.10	37.8 ₹ 56,700	0 0.00	-	0 0	0 0	0 0
6 Nov	326.65	37.8 ₹ 56,700	0 0.00	-	0 0	0 0	0 0
4 Nov	330.60	37.8 ₹ 56,700	0 0.00	-	0 0	0 0	0 0
3 Nov	335.20	37.8 ₹ 56,700	0 0.00	-	0 0	0 0	0 0
31 Oct	336.95	37.8 ₹ 56,700	0 0.00	-	0 0	0 0	0 0
30 Oct	345.15	37.8 ₹ 56,700	0 0.00	-	0 0	0 0	0 0
29 Oct	347.50	37.8 ₹ 56,700	0 0.00	-	0 0	0 0	0 0
27 Oct	341.75	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
15 Oct	339.25	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
10 Oct	339.70	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
9 Oct	335.85	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
6 Oct	339.10	0 ₹ 0	0 0.00	-	0 0	0 0	0 0

For Ntpc Ltd - strike price 315 expiring on 30DEC2025

Delta for 315 CE is 0.78

Historical price for 315 CE is as follows

On 9 Dec NTPC was trading at 319.85. The strike last trading price was 7.65, which was -0.2 lower than the previous day. The implied volatity was 11.45, the open interest changed by 1 which increased total open position to 171

On 8 Dec NTPC was trading at 319.50. The strike last trading price was 7.35, which was -4.4 lower than the previous day. The implied volatity was 12.31, the open interest changed by 14 which increased total open position to 171

On 5 Dec NTPC was trading at 323.30. The strike last trading price was 11.6, which was -0.05 lower than the previous day. The implied volatity was 13.10, the open interest changed by -9 which decreased total open position to 157

On 4 Dec NTPC was trading at 322.95. The strike last trading price was 11.6, which was -0.2 lower than the previous day. The implied volatity was 15.02, the open interest changed by 21 which increased total open position to 166

On 3 Dec NTPC was trading at 322.95. The strike last trading price was 11.75, which was -5.7 lower than the previous day. The implied volatity was 13.40, the open interest changed by 19 which increased total open position to 144

On 2 Dec NTPC was trading at 328.60. The strike last trading price was 17.45, which was 1.5 higher than the previous day. The implied volatity was 19.80, the open interest changed by 0 which decreased total open position to 126

On 1 Dec NTPC was trading at 327.10. The strike last trading price was 15.95, which was 0.55 higher than the previous day. The implied volatity was 12.94, the open interest changed by 1 which increased total open position to 125

On 28 Nov NTPC was trading at 326.45. The strike last trading price was 15.4, which was -1.05 lower than the previous day. The implied volatity was 14.13, the open interest changed by 6 which increased total open position to 119

On 27 Nov NTPC was trading at 327.35. The strike last trading price was 16.45, which was 1.05 higher than the previous day. The implied volatity was 16.33, the open interest changed by 1 which increased total open position to 113

On 26 Nov NTPC was trading at 326.10. The strike last trading price was 15.4, which was 1.95 higher than the previous day. The implied volatity was 14.21, the open interest changed by 26 which increased total open position to 111

On 25 Nov NTPC was trading at 323.70. The strike last trading price was 13.45, which was -24.35 lower than the previous day. The implied volatity was 15.89, the open interest changed by 83 which increased total open position to 83

On 24 Nov NTPC was trading at 323.45. 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 21 Nov NTPC was trading at 326.65. 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 Nov NTPC was trading at 326.60. 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 Nov NTPC was trading at 326.60. 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 Nov NTPC was trading at 328.45. 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 17 Nov NTPC was trading at 330.20. 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 14 Nov NTPC was trading at 328.45. 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 13 Nov NTPC was trading at 326.95. 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 12 Nov NTPC was trading at 327.15. 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 11 Nov NTPC was trading at 326.65. 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 10 Nov NTPC was trading at 325.45. 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 7 Nov NTPC was trading at 326.10. 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 6 Nov NTPC was trading at 326.65. 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 Nov NTPC was trading at 330.60. 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 Nov NTPC was trading at 335.20. 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 31 Oct NTPC was trading at 336.95. 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 30 Oct NTPC was trading at 345.15. 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 29 Oct NTPC was trading at 347.50. 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 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

On 15 Oct NTPC was trading at 339.25. 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 10 Oct NTPC was trading at 339.70. 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 9 Oct NTPC was trading at 335.85. 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 Oct NTPC was trading at 339.10. 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

NTPC 30DEC2025 315 PE
Delta: -0.29 Vega: 0.26 Theta: -0.07 Gamma: 0.03
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Dec	319.85	2.25 ₹ 3,375	-0.45 -675.00	15.92	1,810 27,15,000	-162 -2,43,000	648 9,72,000
8 Dec	319.50	2.9 ₹ 4,350	1.25 1875.00	17.07	1,445 21,67,500	370 5,55,000	824 12,36,000
5 Dec	323.30	1.65 ₹ 2,475	-0.35 -525.00	16.20	298 4,47,000	85 1,27,500	451 6,76,500
4 Dec	322.95	2.05 ₹ 3,075	-0.2 -300.00	16.91	146 2,19,000	6 9,000	367 5,50,500
3 Dec	322.95	2.25 ₹ 3,375	1.05 1575.00	17.85	494 7,41,000	11 16,500	360 5,40,000
2 Dec	328.60	1.2 ₹ 1,800	-0.3 -450.00	17.15	88 1,32,000	-13 -19,500	350 5,25,000
1 Dec	327.10	1.45 ₹ 2,175	-0.25 -375.00	17.85	95 1,42,500	5 7,500	361 5,41,500
28 Nov	326.45	1.65 ₹ 2,475	0.05 75.00	17.13	166 2,49,000	33 49,500	356 5,34,000
27 Nov	327.35	1.5 ₹ 2,250	-0.35 -525.00	16.68	187 2,80,500	-1 -1,500	325 4,87,500
26 Nov	326.10	1.8 ₹ 2,700	-0.85 -1275.00	17.10	377 5,65,500	-7 -10,500	327 4,90,500
25 Nov	323.70	2.6 ₹ 3,900	-0.15 -225.00	17.36	316 4,74,000	5 7,500	334 5,01,000
24 Nov	323.45	2.6 ₹ 3,900	0.15 225.00	18.29	241 3,61,500	100 1,50,000	327 4,90,500
21 Nov	326.65	2.45 ₹ 3,675	-0.05 -75.00	18.45	202 3,03,000	35 52,500	229 3,43,500
20 Nov	326.60	2.45 ₹ 3,675	-0.5 -750.00	18.58	118 1,77,000	41 61,500	194 2,91,000
19 Nov	326.60	2.9 ₹ 4,350	0.2 300.00	19.30	134 2,01,000	60 90,000	153 2,29,500
18 Nov	328.45	2.7 ₹ 4,050	0.35 525.00	20.05	51 76,500	20 30,000	93 1,39,500
17 Nov	330.20	2.35 ₹ 3,525	-0.65 -975.00	19.83	41 61,500	25 37,500	73 1,09,500
14 Nov	328.45	3 ₹ 4,500	-0.15 -225.00	20.51	20 30,000	10 15,000	49 73,500
13 Nov	326.95	3.1 ₹ 4,650	-0.15 -225.00	19.85	31 46,500	18 27,000	38 57,000
12 Nov	327.15	3.2 ₹ 4,800	-0.7 -1050.00	19.60	21 31,500	11 16,500	17 25,500
11 Nov	326.65	3.9 ₹ 5,850	-0.1 -150.00	-	0 0	5 7,500	0 0
10 Nov	325.45	3.9 ₹ 5,850	-0.1 -150.00	20.12	5 7,500	4 6,000	5 7,500
7 Nov	326.10	4 ₹ 6,000	-3.6 -5400.00	-	0 0	0 0	0 0
6 Nov	326.65	4 ₹ 6,000	-3.6 -5400.00	-	0 0	1 1,500	0 0
4 Nov	330.60	4 ₹ 6,000	-3.6 -5400.00	22.64	1 1,500	0 0	0 0
3 Nov	335.20	7.6 ₹ 11,400	0 0.00	5.84	0 0	0 0	0 0
31 Oct	336.95	7.6 ₹ 11,400	0 0.00	-	0 0	0 0	0 0
30 Oct	345.15	7.6 ₹ 11,400	0 0.00	7.62	0 0	0 0	0 0
29 Oct	347.50	7.6 ₹ 11,400	0 0.00	8.30	0 0	0 0	0 0
27 Oct	341.75	7.6 ₹ 11,400	0 0.00	-	0 0	0 0	0 0
15 Oct	339.25	7.6 ₹ 11,400	0 0.00	-	0 0	0 0	0 0
10 Oct	339.70	7.6 ₹ 11,400	0 0.00	-	0 0	0 0	0 0
9 Oct	335.85	7.6 ₹ 11,400	0 0.00	5.42	0 0	0 0	0 0
6 Oct	339.10	7.6 ₹ 11,400	0 0.00	-	0 0	0 0	0 0

For Ntpc Ltd - strike price 315 expiring on 30DEC2025

Delta for 315 PE is -0.29

Historical price for 315 PE is as follows

On 9 Dec NTPC was trading at 319.85. The strike last trading price was 2.25, which was -0.45 lower than the previous day. The implied volatity was 15.92, the open interest changed by -162 which decreased total open position to 648

On 8 Dec NTPC was trading at 319.50. The strike last trading price was 2.9, which was 1.25 higher than the previous day. The implied volatity was 17.07, the open interest changed by 370 which increased total open position to 824

On 5 Dec NTPC was trading at 323.30. The strike last trading price was 1.65, which was -0.35 lower than the previous day. The implied volatity was 16.20, the open interest changed by 85 which increased total open position to 451

On 4 Dec NTPC was trading at 322.95. The strike last trading price was 2.05, which was -0.2 lower than the previous day. The implied volatity was 16.91, the open interest changed by 6 which increased total open position to 367

On 3 Dec NTPC was trading at 322.95. The strike last trading price was 2.25, which was 1.05 higher than the previous day. The implied volatity was 17.85, the open interest changed by 11 which increased total open position to 360

On 2 Dec NTPC was trading at 328.60. The strike last trading price was 1.2, which was -0.3 lower than the previous day. The implied volatity was 17.15, the open interest changed by -13 which decreased total open position to 350

On 1 Dec NTPC was trading at 327.10. The strike last trading price was 1.45, which was -0.25 lower than the previous day. The implied volatity was 17.85, the open interest changed by 5 which increased total open position to 361

On 28 Nov NTPC was trading at 326.45. The strike last trading price was 1.65, which was 0.05 higher than the previous day. The implied volatity was 17.13, the open interest changed by 33 which increased total open position to 356

On 27 Nov NTPC was trading at 327.35. The strike last trading price was 1.5, which was -0.35 lower than the previous day. The implied volatity was 16.68, the open interest changed by -1 which decreased total open position to 325

On 26 Nov NTPC was trading at 326.10. The strike last trading price was 1.8, which was -0.85 lower than the previous day. The implied volatity was 17.10, the open interest changed by -7 which decreased total open position to 327

On 25 Nov NTPC was trading at 323.70. The strike last trading price was 2.6, which was -0.15 lower than the previous day. The implied volatity was 17.36, the open interest changed by 5 which increased total open position to 334

On 24 Nov NTPC was trading at 323.45. The strike last trading price was 2.6, which was 0.15 higher than the previous day. The implied volatity was 18.29, the open interest changed by 100 which increased total open position to 327

On 21 Nov NTPC was trading at 326.65. The strike last trading price was 2.45, which was -0.05 lower than the previous day. The implied volatity was 18.45, the open interest changed by 35 which increased total open position to 229

On 20 Nov NTPC was trading at 326.60. The strike last trading price was 2.45, which was -0.5 lower than the previous day. The implied volatity was 18.58, the open interest changed by 41 which increased total open position to 194

On 19 Nov NTPC was trading at 326.60. The strike last trading price was 2.9, which was 0.2 higher than the previous day. The implied volatity was 19.30, the open interest changed by 60 which increased total open position to 153

On 18 Nov NTPC was trading at 328.45. The strike last trading price was 2.7, which was 0.35 higher than the previous day. The implied volatity was 20.05, the open interest changed by 20 which increased total open position to 93

On 17 Nov NTPC was trading at 330.20. The strike last trading price was 2.35, which was -0.65 lower than the previous day. The implied volatity was 19.83, the open interest changed by 25 which increased total open position to 73

On 14 Nov NTPC was trading at 328.45. The strike last trading price was 3, which was -0.15 lower than the previous day. The implied volatity was 20.51, the open interest changed by 10 which increased total open position to 49

On 13 Nov NTPC was trading at 326.95. The strike last trading price was 3.1, which was -0.15 lower than the previous day. The implied volatity was 19.85, the open interest changed by 18 which increased total open position to 38

On 12 Nov NTPC was trading at 327.15. The strike last trading price was 3.2, which was -0.7 lower than the previous day. The implied volatity was 19.60, the open interest changed by 11 which increased total open position to 17

On 11 Nov NTPC was trading at 326.65. The strike last trading price was 3.9, which was -0.1 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 0

On 10 Nov NTPC was trading at 325.45. The strike last trading price was 3.9, which was -0.1 lower than the previous day. The implied volatity was 20.12, the open interest changed by 4 which increased total open position to 5

On 7 Nov NTPC was trading at 326.10. The strike last trading price was 4, which was -3.6 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 4, which was -3.6 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0

On 4 Nov NTPC was trading at 330.60. The strike last trading price was 4, which was -3.6 lower than the previous day. The implied volatity was 22.64, 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 7.6, which was 0 lower than the previous day. The implied volatity was 5.84, 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 7.6, 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 30 Oct NTPC was trading at 345.15. The strike last trading price was 7.6, which was 0 lower than the previous day. The implied volatity was 7.62, 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 7.6, which was 0 lower than the previous day. The implied volatity was 8.30, 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 7.6, 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 15 Oct NTPC was trading at 339.25. The strike last trading price was 7.6, 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 Oct NTPC was trading at 339.70. The strike last trading price was 7.6, 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 9 Oct NTPC was trading at 335.85. The strike last trading price was 7.6, which was 0 lower than the previous day. The implied volatity was 5.42, the open interest changed by 0 which decreased total open position to 0

On 6 Oct NTPC was trading at 339.10. The strike last trading price was 7.6, 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

Related Pages for NTPC

NTPC

360ONE

ABB

ABCAPITAL

ADANIENSOL

ADANIENT

ADANIGREEN

ADANIPORTS

ALKEM

AMBER

AMBUJACEM

ANGELONE

APLAPOLLO

APOLLOHOSP

ASHOKLEY

ASIANPAINT

ASTRAL

AUBANK

AUROPHARMA

AXISBANK

BAJAJ-AUTO

BAJAJFINSV

BAJFINANCE

BANDHANBNK

BANKBARODA

BANKEX

BANKINDIA

BANKNIFTY

BDL

BEL

BHARATFORG

BHARTIARTL

BHEL

BIOCON

BLUESTARCO

BOSCHLTD

BPCL

BRITANNIA

BSE

CAMS

CANBK

CDSL

CGPOWER

CHOLAFIN

CIPLA

COALINDIA

COFORGE

COLPAL

CONCOR

COPPER

CROMPTON

CRUDEOIL

CRUDEOILM

CUMMINSIND

CYIENT

DABUR

DALBHARAT

DELHIVERY

DIVISLAB

DIXON

DLF

DMART

DRREDDY

EICHERMOT

ETERNAL

EURINR

EURUSD

EXIDEIND

FEDERALBNK

FINNIFTY

FORTIS

GAIL

GBPINR

GBPUSD

GLENMARK

GMRAIRPORT

GODREJCP

GODREJPROP

GOLD