[--[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 320 CE
Delta: 0.57
Vega: 0.30
Theta: -0.13
Gamma: 0.04
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 319.85 4.4 -0.4 11.73 4,285 341 1,192
8 Dec 319.50 4.4 -3.65 12.83 2,985 191 820
5 Dec 323.30 8.05 0.05 13.94 803 -17 624
4 Dec 322.95 8 -0.15 14.86 705 49 642
3 Dec 322.95 8.1 -4.45 13.64 828 159 596
2 Dec 328.60 12.5 0.85 15.70 195 -48 437
1 Dec 327.10 11.85 0.45 13.60 163 -10 486
28 Nov 326.45 11.45 -0.55 14.29 326 43 498
27 Nov 327.35 11.75 0.6 13.56 379 28 455
26 Nov 326.10 11.3 1.7 13.70 418 87 428
25 Nov 323.70 9.5 -0.85 14.61 374 108 339
24 Nov 323.45 10.3 -1.95 13.62 135 84 231
21 Nov 326.65 12.15 -0.95 14.37 94 19 146
20 Nov 326.60 13.1 0.3 15.78 111 21 128
19 Nov 326.60 12.7 -2.15 15.82 96 32 107
18 Nov 328.45 14.95 -1.5 16.99 28 5 75
17 Nov 330.20 16.5 1.5 17.33 34 2 47
14 Nov 328.45 15 -0.15 14.67 3 0 44
13 Nov 326.95 15.15 0.1 17.51 20 6 44
12 Nov 327.15 15.05 0.25 18.01 9 5 37
11 Nov 326.65 14.8 -0.15 16.88 4 1 32
10 Nov 325.45 14.95 1.45 - 0 18 0
7 Nov 326.10 14.95 1.45 17.70 33 17 30
6 Nov 326.65 13.5 -20.85 11.96 14 12 12
4 Nov 330.60 34.35 0 - 0 0 0
3 Nov 335.20 34.35 0 - 0 0 0
31 Oct 336.95 34.35 0 - 0 0 0
30 Oct 345.15 34.35 0 - 0 0 0
29 Oct 347.50 34.35 0 - 0 0 0
28 Oct 339.15 0 0 - 0 0 0
27 Oct 341.75 0 0 - 0 0 0
24 Oct 339.60 0 0 - 0 0 0
21 Oct 342.00 0 0 - 0 0 0
16 Oct 341.50 0 0 - 0 0 0
15 Oct 339.25 0 0 - 0 0 0
10 Oct 339.70 0 0 - 0 0 0
9 Oct 335.85 0 0 - 0 0 0
6 Oct 339.10 0 0 - 0 0 0
3 Oct 342.00 0 0 - 0 0 0


For Ntpc Ltd - strike price 320 expiring on 30DEC2025

Delta for 320 CE is 0.57

Historical price for 320 CE is as follows

On 9 Dec NTPC was trading at 319.85. The strike last trading price was 4.4, which was -0.4 lower than the previous day. The implied volatity was 11.73, the open interest changed by 341 which increased total open position to 1192


On 8 Dec NTPC was trading at 319.50. The strike last trading price was 4.4, which was -3.65 lower than the previous day. The implied volatity was 12.83, the open interest changed by 191 which increased total open position to 820


On 5 Dec NTPC was trading at 323.30. The strike last trading price was 8.05, which was 0.05 higher than the previous day. The implied volatity was 13.94, the open interest changed by -17 which decreased total open position to 624


On 4 Dec NTPC was trading at 322.95. The strike last trading price was 8, which was -0.15 lower than the previous day. The implied volatity was 14.86, the open interest changed by 49 which increased total open position to 642


On 3 Dec NTPC was trading at 322.95. The strike last trading price was 8.1, which was -4.45 lower than the previous day. The implied volatity was 13.64, the open interest changed by 159 which increased total open position to 596


On 2 Dec NTPC was trading at 328.60. The strike last trading price was 12.5, which was 0.85 higher than the previous day. The implied volatity was 15.70, the open interest changed by -48 which decreased total open position to 437


On 1 Dec NTPC was trading at 327.10. The strike last trading price was 11.85, which was 0.45 higher than the previous day. The implied volatity was 13.60, the open interest changed by -10 which decreased total open position to 486


On 28 Nov NTPC was trading at 326.45. The strike last trading price was 11.45, which was -0.55 lower than the previous day. The implied volatity was 14.29, the open interest changed by 43 which increased total open position to 498


On 27 Nov NTPC was trading at 327.35. The strike last trading price was 11.75, which was 0.6 higher than the previous day. The implied volatity was 13.56, the open interest changed by 28 which increased total open position to 455


On 26 Nov NTPC was trading at 326.10. The strike last trading price was 11.3, which was 1.7 higher than the previous day. The implied volatity was 13.70, the open interest changed by 87 which increased total open position to 428


On 25 Nov NTPC was trading at 323.70. The strike last trading price was 9.5, which was -0.85 lower than the previous day. The implied volatity was 14.61, the open interest changed by 108 which increased total open position to 339


On 24 Nov NTPC was trading at 323.45. The strike last trading price was 10.3, which was -1.95 lower than the previous day. The implied volatity was 13.62, the open interest changed by 84 which increased total open position to 231


On 21 Nov NTPC was trading at 326.65. The strike last trading price was 12.15, which was -0.95 lower than the previous day. The implied volatity was 14.37, the open interest changed by 19 which increased total open position to 146


On 20 Nov NTPC was trading at 326.60. The strike last trading price was 13.1, which was 0.3 higher than the previous day. The implied volatity was 15.78, the open interest changed by 21 which increased total open position to 128


On 19 Nov NTPC was trading at 326.60. The strike last trading price was 12.7, which was -2.15 lower than the previous day. The implied volatity was 15.82, the open interest changed by 32 which increased total open position to 107


On 18 Nov NTPC was trading at 328.45. The strike last trading price was 14.95, which was -1.5 lower than the previous day. The implied volatity was 16.99, the open interest changed by 5 which increased total open position to 75


On 17 Nov NTPC was trading at 330.20. The strike last trading price was 16.5, which was 1.5 higher than the previous day. The implied volatity was 17.33, the open interest changed by 2 which increased total open position to 47


On 14 Nov NTPC was trading at 328.45. The strike last trading price was 15, which was -0.15 lower than the previous day. The implied volatity was 14.67, the open interest changed by 0 which decreased total open position to 44


On 13 Nov NTPC was trading at 326.95. The strike last trading price was 15.15, which was 0.1 higher than the previous day. The implied volatity was 17.51, the open interest changed by 6 which increased total open position to 44


On 12 Nov NTPC was trading at 327.15. The strike last trading price was 15.05, which was 0.25 higher than the previous day. The implied volatity was 18.01, the open interest changed by 5 which increased total open position to 37


On 11 Nov NTPC was trading at 326.65. The strike last trading price was 14.8, which was -0.15 lower than the previous day. The implied volatity was 16.88, the open interest changed by 1 which increased total open position to 32


On 10 Nov NTPC was trading at 325.45. The strike last trading price was 14.95, which was 1.45 higher than the previous day. The implied volatity was -, the open interest changed by 18 which increased total open position to 0


On 7 Nov NTPC was trading at 326.10. The strike last trading price was 14.95, which was 1.45 higher than the previous day. The implied volatity was 17.70, the open interest changed by 17 which increased total open position to 30


On 6 Nov NTPC was trading at 326.65. The strike last trading price was 13.5, which was -20.85 lower than the previous day. The implied volatity was 11.96, the open interest changed by 12 which increased total open position to 12


On 4 Nov NTPC was trading at 330.60. The strike last trading price was 34.35, 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 34.35, 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 34.35, 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 34.35, 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 34.35, 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 Oct NTPC was trading at 339.15. 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 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 24 Oct NTPC was trading at 339.60. 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 21 Oct NTPC was trading at 342.00. 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 16 Oct NTPC was trading at 341.50. 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 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


On 3 Oct NTPC was trading at 342.00. 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 320 PE
Delta: -0.44
Vega: 0.30
Theta: -0.07
Gamma: 0.03
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 319.85 4 -0.6 15.49 2,606 -6 1,045
8 Dec 319.50 4.95 2.1 17.08 3,401 -42 1,046
5 Dec 323.30 2.85 -0.55 15.55 1,343 62 1,081
4 Dec 322.95 3.4 -0.3 16.34 1,426 99 1,019
3 Dec 322.95 3.7 1.7 17.59 1,614 83 920
2 Dec 328.60 2 -0.4 16.43 475 -14 837
1 Dec 327.10 2.3 -0.4 17.03 293 1 853
28 Nov 326.45 2.6 0.15 16.38 619 58 856
27 Nov 327.35 2.5 -0.3 16.30 959 1 801
26 Nov 326.10 2.7 -1.25 16.11 898 -63 793
25 Nov 323.70 4.05 -0.05 17.09 815 112 854
24 Nov 323.45 4.05 0.4 18.24 370 65 743
21 Nov 326.65 3.75 0 18.31 281 46 677
20 Nov 326.60 3.6 -0.65 18.10 196 27 630
19 Nov 326.60 4.2 0.3 18.95 257 111 600
18 Nov 328.45 3.8 0.4 19.50 273 50 489
17 Nov 330.20 3.35 -0.85 19.33 250 155 439
14 Nov 328.45 4 -0.7 19.73 55 1 283
13 Nov 326.95 4.7 0.1 20.37 34 13 281
12 Nov 327.15 4.6 -0.5 19.55 57 42 267
11 Nov 326.65 5.1 -0.2 20.72 8 -1 226
10 Nov 325.45 5.3 -0.25 19.75 19 13 224
7 Nov 326.10 5.6 -0.8 20.57 9 3 211
6 Nov 326.65 6.35 1.35 22.83 33 23 210
4 Nov 330.60 5 1.25 21.74 68 48 184
3 Nov 335.20 3.75 -0.05 21.62 41 34 135
31 Oct 336.95 3.8 0.85 - 77 60 100
30 Oct 345.15 2.9 0.4 23.76 19 11 39
29 Oct 347.50 2.4 -0.6 23.73 10 -1 29
28 Oct 339.15 3 0 20.76 3 1 28
27 Oct 341.75 3 -1 21.86 3 0 25
24 Oct 339.60 4 -5.05 23.40 25 23 23
21 Oct 342.00 9.05 0 - 0 0 0
16 Oct 341.50 9.05 0 5.53 0 0 0
15 Oct 339.25 9.05 0 - 0 0 0
10 Oct 339.70 9.05 0 - 0 0 0
9 Oct 335.85 9.05 0 4.49 0 0 0
6 Oct 339.10 9.05 0 - 0 0 0
3 Oct 342.00 9.05 0 5.12 0 0 0


For Ntpc Ltd - strike price 320 expiring on 30DEC2025

Delta for 320 PE is -0.44

Historical price for 320 PE is as follows

On 9 Dec NTPC was trading at 319.85. The strike last trading price was 4, which was -0.6 lower than the previous day. The implied volatity was 15.49, the open interest changed by -6 which decreased total open position to 1045


On 8 Dec NTPC was trading at 319.50. The strike last trading price was 4.95, which was 2.1 higher than the previous day. The implied volatity was 17.08, the open interest changed by -42 which decreased total open position to 1046


On 5 Dec NTPC was trading at 323.30. The strike last trading price was 2.85, which was -0.55 lower than the previous day. The implied volatity was 15.55, the open interest changed by 62 which increased total open position to 1081


On 4 Dec NTPC was trading at 322.95. The strike last trading price was 3.4, which was -0.3 lower than the previous day. The implied volatity was 16.34, the open interest changed by 99 which increased total open position to 1019


On 3 Dec NTPC was trading at 322.95. The strike last trading price was 3.7, which was 1.7 higher than the previous day. The implied volatity was 17.59, the open interest changed by 83 which increased total open position to 920


On 2 Dec NTPC was trading at 328.60. The strike last trading price was 2, which was -0.4 lower than the previous day. The implied volatity was 16.43, the open interest changed by -14 which decreased total open position to 837


On 1 Dec NTPC was trading at 327.10. The strike last trading price was 2.3, which was -0.4 lower than the previous day. The implied volatity was 17.03, the open interest changed by 1 which increased total open position to 853


On 28 Nov NTPC was trading at 326.45. The strike last trading price was 2.6, which was 0.15 higher than the previous day. The implied volatity was 16.38, the open interest changed by 58 which increased total open position to 856


On 27 Nov NTPC was trading at 327.35. The strike last trading price was 2.5, which was -0.3 lower than the previous day. The implied volatity was 16.30, the open interest changed by 1 which increased total open position to 801


On 26 Nov NTPC was trading at 326.10. The strike last trading price was 2.7, which was -1.25 lower than the previous day. The implied volatity was 16.11, the open interest changed by -63 which decreased total open position to 793


On 25 Nov NTPC was trading at 323.70. The strike last trading price was 4.05, which was -0.05 lower than the previous day. The implied volatity was 17.09, the open interest changed by 112 which increased total open position to 854


On 24 Nov NTPC was trading at 323.45. The strike last trading price was 4.05, which was 0.4 higher than the previous day. The implied volatity was 18.24, the open interest changed by 65 which increased total open position to 743


On 21 Nov NTPC was trading at 326.65. The strike last trading price was 3.75, which was 0 lower than the previous day. The implied volatity was 18.31, the open interest changed by 46 which increased total open position to 677


On 20 Nov NTPC was trading at 326.60. The strike last trading price was 3.6, which was -0.65 lower than the previous day. The implied volatity was 18.10, the open interest changed by 27 which increased total open position to 630


On 19 Nov NTPC was trading at 326.60. The strike last trading price was 4.2, which was 0.3 higher than the previous day. The implied volatity was 18.95, the open interest changed by 111 which increased total open position to 600


On 18 Nov NTPC was trading at 328.45. The strike last trading price was 3.8, which was 0.4 higher than the previous day. The implied volatity was 19.50, the open interest changed by 50 which increased total open position to 489


On 17 Nov NTPC was trading at 330.20. The strike last trading price was 3.35, which was -0.85 lower than the previous day. The implied volatity was 19.33, the open interest changed by 155 which increased total open position to 439


On 14 Nov NTPC was trading at 328.45. The strike last trading price was 4, which was -0.7 lower than the previous day. The implied volatity was 19.73, the open interest changed by 1 which increased total open position to 283


On 13 Nov NTPC was trading at 326.95. The strike last trading price was 4.7, which was 0.1 higher than the previous day. The implied volatity was 20.37, the open interest changed by 13 which increased total open position to 281


On 12 Nov NTPC was trading at 327.15. The strike last trading price was 4.6, which was -0.5 lower than the previous day. The implied volatity was 19.55, the open interest changed by 42 which increased total open position to 267


On 11 Nov NTPC was trading at 326.65. The strike last trading price was 5.1, which was -0.2 lower than the previous day. The implied volatity was 20.72, the open interest changed by -1 which decreased total open position to 226


On 10 Nov NTPC was trading at 325.45. The strike last trading price was 5.3, which was -0.25 lower than the previous day. The implied volatity was 19.75, the open interest changed by 13 which increased total open position to 224


On 7 Nov NTPC was trading at 326.10. The strike last trading price was 5.6, which was -0.8 lower than the previous day. The implied volatity was 20.57, the open interest changed by 3 which increased total open position to 211


On 6 Nov NTPC was trading at 326.65. The strike last trading price was 6.35, which was 1.35 higher than the previous day. The implied volatity was 22.83, the open interest changed by 23 which increased total open position to 210


On 4 Nov NTPC was trading at 330.60. The strike last trading price was 5, which was 1.25 higher than the previous day. The implied volatity was 21.74, the open interest changed by 48 which increased total open position to 184


On 3 Nov NTPC was trading at 335.20. The strike last trading price was 3.75, which was -0.05 lower than the previous day. The implied volatity was 21.62, the open interest changed by 34 which increased total open position to 135


On 31 Oct NTPC was trading at 336.95. The strike last trading price was 3.8, which was 0.85 higher than the previous day. The implied volatity was -, the open interest changed by 60 which increased total open position to 100


On 30 Oct NTPC was trading at 345.15. The strike last trading price was 2.9, which was 0.4 higher than the previous day. The implied volatity was 23.76, the open interest changed by 11 which increased total open position to 39


On 29 Oct NTPC was trading at 347.50. The strike last trading price was 2.4, which was -0.6 lower than the previous day. The implied volatity was 23.73, the open interest changed by -1 which decreased total open position to 29


On 28 Oct NTPC was trading at 339.15. The strike last trading price was 3, which was 0 lower than the previous day. The implied volatity was 20.76, the open interest changed by 1 which increased total open position to 28


On 27 Oct NTPC was trading at 341.75. The strike last trading price was 3, which was -1 lower than the previous day. The implied volatity was 21.86, the open interest changed by 0 which decreased total open position to 25


On 24 Oct NTPC was trading at 339.60. The strike last trading price was 4, which was -5.05 lower than the previous day. The implied volatity was 23.40, the open interest changed by 23 which increased total open position to 23


On 21 Oct NTPC was trading at 342.00. The strike last trading price was 9.05, 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 16 Oct NTPC was trading at 341.50. The strike last trading price was 9.05, which was 0 lower than the previous day. The implied volatity was 5.53, 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 9.05, 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 9.05, 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 9.05, which was 0 lower than the previous day. The implied volatity was 4.49, 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 9.05, 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 Oct NTPC was trading at 342.00. The strike last trading price was 9.05, which was 0 lower than the previous day. The implied volatity was 5.12, the open interest changed by 0 which decreased total open position to 0