NTPC

Ntpc Ltd

321.6 +1.75 (0.55%)

L: 319.5 H: 323.7

Back to Option Chain

Historical option data for NTPC
10 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 322.5 CE
Delta: 0.55 Vega: 0.30 Theta: -0.13 Gamma: 0.05
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
10 Dec	321.60	3.9 ₹ 5,850	0.55 825.00	11.42	2,286 34,29,000	44 66,000	850 12,75,000
9 Dec	319.85	3.2 ₹ 4,800	-0.35 -525.00	11.93	2,303 34,54,500	379 5,68,500	804 12,06,000
8 Dec	319.50	3.25 ₹ 4,875	-3.1 -4650.00	12.93	2,373 35,59,500	208 3,12,000	427 6,40,500
5 Dec	323.30	6.4 ₹ 9,600	-0.05 -75.00	13.76	757 11,35,500	-8 -12,000	220 3,30,000
4 Dec	322.95	6.45 ₹ 9,675	-0.2 -300.00	14.75	672 10,08,000	34 51,000	230 3,45,000
3 Dec	322.95	6.65 ₹ 9,975	-3.9 -5850.00	14.03	803 12,04,500	129 1,93,500	196 2,94,000
2 Dec	328.60	10.4 ₹ 15,600	0.6 900.00	14.84	41 61,500	-7 -10,500	67 1,00,500
1 Dec	327.10	9.75 ₹ 14,625	0.2 300.00	12.92	106 1,59,000	8 12,000	75 1,12,500
28 Nov	326.45	9.75 ₹ 14,625	-0.3 -450.00	14.55	217 3,25,500	17 25,500	68 1,02,000
27 Nov	327.35	10 ₹ 15,000	0.6 900.00	13.83	119 1,78,500	-2 -3,000	53 79,500
26 Nov	326.10	9.55 ₹ 14,325	1.6 2400.00	13.79	80 1,20,000	8 12,000	55 82,500
25 Nov	323.70	8 ₹ 12,000	-0.55 -825.00	14.76	121 1,81,500	39 58,500	48 72,000
24 Nov	323.45	8.75 ₹ 13,125	-4.8 -7200.00	13.96	15 22,500	6 9,000	8 12,000
21 Nov	326.65	13.55 ₹ 20,325	-13.95 -20925.00	-	0 0	0 0	0 0
20 Nov	326.60	13.55 ₹ 20,325	-13.95 -20925.00	-	0 0	0 0	0 0
19 Nov	326.60	13.55 ₹ 20,325	-13.95 -20925.00	-	0 0	0 0	0 0
18 Nov	328.45	13.55 ₹ 20,325	-13.95 -20925.00	-	0 0	0 0	0 0
17 Nov	330.20	13.55 ₹ 20,325	-13.95 -20925.00	-	0 0	0 0	0 0
14 Nov	328.45	13.55 ₹ 20,325	-13.95 -20925.00	-	0 0	0 0	0 0
13 Nov	326.95	13.55 ₹ 20,325	-13.95 -20925.00	-	0 0	2 3,000	0 0
12 Nov	327.15	13.55 ₹ 20,325	-13.95 -20925.00	18.89	2 3,000	1 1,500	1 1,500

11 Nov	326.65	27.5 ₹ 41,250	0 0.00	-	0 0	0 0	0 0
10 Nov	325.45	27.5 ₹ 41,250	0 0.00	-	0 0	0 0	0 0
7 Nov	326.10	27.5 ₹ 41,250	0 0.00	-	0 0	0 0	0 0
6 Nov	326.65	27.5 ₹ 41,250	0 0.00	-	0 0	0 0	0 0
4 Nov	330.60	27.5 ₹ 41,250	0 0.00	-	0 0	0 0	0 0
3 Nov	335.20	27.5 ₹ 41,250	0 0.00	-	0 0	0 0	0 0
31 Oct	336.95	27.5 ₹ 41,250	0 0.00	-	0 0	0 0	0 0
30 Oct	345.15	27.5 ₹ 41,250	0 0.00	-	0 0	0 0	0 0
29 Oct	347.50	27.5 ₹ 41,250	0 0.00	-	0 0	0 0	0 0

For Ntpc Ltd - strike price 322.5 expiring on 30DEC2025

Delta for 322.5 CE is 0.55

Historical price for 322.5 CE is as follows

On 10 Dec NTPC was trading at 321.60. The strike last trading price was 3.9, which was 0.55 higher than the previous day. The implied volatity was 11.42, the open interest changed by 44 which increased total open position to 850

On 9 Dec NTPC was trading at 319.85. The strike last trading price was 3.2, which was -0.35 lower than the previous day. The implied volatity was 11.93, the open interest changed by 379 which increased total open position to 804

On 8 Dec NTPC was trading at 319.50. The strike last trading price was 3.25, which was -3.1 lower than the previous day. The implied volatity was 12.93, the open interest changed by 208 which increased total open position to 427

On 5 Dec NTPC was trading at 323.30. The strike last trading price was 6.4, which was -0.05 lower than the previous day. The implied volatity was 13.76, the open interest changed by -8 which decreased total open position to 220

On 4 Dec NTPC was trading at 322.95. The strike last trading price was 6.45, which was -0.2 lower than the previous day. The implied volatity was 14.75, the open interest changed by 34 which increased total open position to 230

On 3 Dec NTPC was trading at 322.95. The strike last trading price was 6.65, which was -3.9 lower than the previous day. The implied volatity was 14.03, the open interest changed by 129 which increased total open position to 196

On 2 Dec NTPC was trading at 328.60. The strike last trading price was 10.4, which was 0.6 higher than the previous day. The implied volatity was 14.84, the open interest changed by -7 which decreased total open position to 67

On 1 Dec NTPC was trading at 327.10. The strike last trading price was 9.75, which was 0.2 higher than the previous day. The implied volatity was 12.92, the open interest changed by 8 which increased total open position to 75

On 28 Nov NTPC was trading at 326.45. The strike last trading price was 9.75, which was -0.3 lower than the previous day. The implied volatity was 14.55, the open interest changed by 17 which increased total open position to 68

On 27 Nov NTPC was trading at 327.35. The strike last trading price was 10, which was 0.6 higher than the previous day. The implied volatity was 13.83, the open interest changed by -2 which decreased total open position to 53

On 26 Nov NTPC was trading at 326.10. The strike last trading price was 9.55, which was 1.6 higher than the previous day. The implied volatity was 13.79, the open interest changed by 8 which increased total open position to 55

On 25 Nov NTPC was trading at 323.70. The strike last trading price was 8, which was -0.55 lower than the previous day. The implied volatity was 14.76, the open interest changed by 39 which increased total open position to 48

On 24 Nov NTPC was trading at 323.45. The strike last trading price was 8.75, which was -4.8 lower than the previous day. The implied volatity was 13.96, the open interest changed by 6 which increased total open position to 8

On 21 Nov NTPC was trading at 326.65. The strike last trading price was 13.55, which was -13.95 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 13.55, which was -13.95 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 13.55, which was -13.95 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 13.55, which was -13.95 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 13.55, which was -13.95 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 13.55, which was -13.95 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 13.55, which was -13.95 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0

On 12 Nov NTPC was trading at 327.15. The strike last trading price was 13.55, which was -13.95 lower than the previous day. The implied volatity was 18.89, the open interest changed by 1 which increased total open position to 1

On 11 Nov NTPC was trading at 326.65. The strike last trading price was 27.5, 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 27.5, 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 27.5, 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 27.5, 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 27.5, 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 27.5, 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 27.5, 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 27.5, 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 27.5, 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 322.5 PE
Delta: -0.46 Vega: 0.30 Theta: -0.07 Gamma: 0.03
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
10 Dec	321.60	4.15 ₹ 6,225	-1.15 -1725.00	15.31	1,003 15,04,500	117 1,75,500	364 5,46,000
9 Dec	319.85	5.25 ₹ 7,875	-0.6 -900.00	15.54	556 8,34,000	23 34,500	248 3,72,000
8 Dec	319.50	6.35 ₹ 9,525	2.6 3900.00	17.41	862 12,93,000	-47 -70,500	224 3,36,000
5 Dec	323.30	3.7 ₹ 5,550	-0.65 -975.00	15.30	458 6,87,000	-16 -24,000	271 4,06,500
4 Dec	322.95	4.45 ₹ 6,675	-0.2 -300.00	16.51	720 10,80,000	84 1,26,000	288 4,32,000
3 Dec	322.95	4.65 ₹ 6,975	2.15 3225.00	17.50	859 12,88,500	-17 -25,500	204 3,06,000
2 Dec	328.60	2.6 ₹ 3,900	-0.45 -675.00	16.22	190 2,85,000	5 7,500	221 3,31,500
1 Dec	327.10	3 ₹ 4,500	-0.4 -600.00	17.01	213 3,19,500	19 28,500	216 3,24,000
28 Nov	326.45	3.25 ₹ 4,875	0.2 300.00	16.06	223 3,34,500	34 51,000	196 2,94,000
27 Nov	327.35	3.15 ₹ 4,725	-0.35 -525.00	16.05	171 2,56,500	12 18,000	163 2,44,500
26 Nov	326.10	3.45 ₹ 5,175	-1.4 -2100.00	16.04	279 4,18,500	-2 -3,000	153 2,29,500
25 Nov	323.70	4.9 ₹ 7,350	-0.15 -225.00	16.78	375 5,62,500	79 1,18,500	157 2,35,500
24 Nov	323.45	4.75 ₹ 7,125	0.3 450.00	17.68	43 64,500	24 36,000	78 1,17,000
21 Nov	326.65	4.5 ₹ 6,750	0.1 150.00	18.08	49 73,500	12 18,000	53 79,500
20 Nov	326.60	4.4 ₹ 6,600	-0.75 -1125.00	18.06	6 9,000	4 6,000	41 61,500
19 Nov	326.60	5.15 ₹ 7,725	0.6 900.00	19.15	24 36,000	3 4,500	36 54,000
18 Nov	328.45	4.55 ₹ 6,825	0.5 750.00	19.41	37 55,500	6 9,000	34 51,000
17 Nov	330.20	3.9 ₹ 5,850	-1.5 -2250.00	19.22	23 34,500	21 31,500	27 40,500
14 Nov	328.45	5.4 ₹ 8,100	0.45 675.00	21.22	1 1,500	0 0	6 9,000
13 Nov	326.95	4.95 ₹ 7,425	-0.8 -1200.00	18.78	3 4,500	0 0	9 13,500
12 Nov	327.15	5.75 ₹ 8,625	0.15 225.00	19.95	4 6,000	2 3,000	9 13,500
11 Nov	326.65	5.6 ₹ 8,400	1.55 2325.00	19.83	1 1,500	0 0	6 9,000
10 Nov	325.45	4.05 ₹ 6,075	-3.4 -5100.00	-	0 0	0 0	0 0
7 Nov	326.10	4.05 ₹ 6,075	-3.4 -5100.00	-	0 0	0 0	0 0
6 Nov	326.65	4.05 ₹ 6,075	-3.4 -5100.00	-	0 0	0 0	0 0
4 Nov	330.60	4.05 ₹ 6,075	-3.4 -5100.00	-	0 0	6 9,000	0 0
3 Nov	335.20	4.05 ₹ 6,075	-3.4 -5100.00	20.81	6 9,000	5 7,500	5 7,500
31 Oct	336.95	7.45 ₹ 11,175	0 0.00	-	0 0	0 0	0 0
30 Oct	345.15	7.45 ₹ 11,175	0 0.00	6.06	0 0	0 0	0 0
29 Oct	347.50	7.45 ₹ 11,175	0 0.00	6.77	0 0	0 0	0 0

For Ntpc Ltd - strike price 322.5 expiring on 30DEC2025

Delta for 322.5 PE is -0.46

Historical price for 322.5 PE is as follows

On 10 Dec NTPC was trading at 321.60. The strike last trading price was 4.15, which was -1.15 lower than the previous day. The implied volatity was 15.31, the open interest changed by 117 which increased total open position to 364

On 9 Dec NTPC was trading at 319.85. The strike last trading price was 5.25, which was -0.6 lower than the previous day. The implied volatity was 15.54, the open interest changed by 23 which increased total open position to 248

On 8 Dec NTPC was trading at 319.50. The strike last trading price was 6.35, which was 2.6 higher than the previous day. The implied volatity was 17.41, the open interest changed by -47 which decreased total open position to 224

On 5 Dec NTPC was trading at 323.30. The strike last trading price was 3.7, which was -0.65 lower than the previous day. The implied volatity was 15.30, the open interest changed by -16 which decreased total open position to 271

On 4 Dec NTPC was trading at 322.95. The strike last trading price was 4.45, which was -0.2 lower than the previous day. The implied volatity was 16.51, the open interest changed by 84 which increased total open position to 288

On 3 Dec NTPC was trading at 322.95. The strike last trading price was 4.65, which was 2.15 higher than the previous day. The implied volatity was 17.50, the open interest changed by -17 which decreased total open position to 204

On 2 Dec NTPC was trading at 328.60. The strike last trading price was 2.6, which was -0.45 lower than the previous day. The implied volatity was 16.22, the open interest changed by 5 which increased total open position to 221

On 1 Dec NTPC was trading at 327.10. The strike last trading price was 3, which was -0.4 lower than the previous day. The implied volatity was 17.01, the open interest changed by 19 which increased total open position to 216

On 28 Nov NTPC was trading at 326.45. The strike last trading price was 3.25, which was 0.2 higher than the previous day. The implied volatity was 16.06, the open interest changed by 34 which increased total open position to 196

On 27 Nov NTPC was trading at 327.35. The strike last trading price was 3.15, which was -0.35 lower than the previous day. The implied volatity was 16.05, the open interest changed by 12 which increased total open position to 163

On 26 Nov NTPC was trading at 326.10. The strike last trading price was 3.45, which was -1.4 lower than the previous day. The implied volatity was 16.04, the open interest changed by -2 which decreased total open position to 153

On 25 Nov NTPC was trading at 323.70. The strike last trading price was 4.9, which was -0.15 lower than the previous day. The implied volatity was 16.78, the open interest changed by 79 which increased total open position to 157

On 24 Nov NTPC was trading at 323.45. The strike last trading price was 4.75, which was 0.3 higher than the previous day. The implied volatity was 17.68, the open interest changed by 24 which increased total open position to 78

On 21 Nov NTPC was trading at 326.65. The strike last trading price was 4.5, which was 0.1 higher than the previous day. The implied volatity was 18.08, the open interest changed by 12 which increased total open position to 53

On 20 Nov NTPC was trading at 326.60. The strike last trading price was 4.4, which was -0.75 lower than the previous day. The implied volatity was 18.06, the open interest changed by 4 which increased total open position to 41

On 19 Nov NTPC was trading at 326.60. The strike last trading price was 5.15, which was 0.6 higher than the previous day. The implied volatity was 19.15, the open interest changed by 3 which increased total open position to 36

On 18 Nov NTPC was trading at 328.45. The strike last trading price was 4.55, which was 0.5 higher than the previous day. The implied volatity was 19.41, the open interest changed by 6 which increased total open position to 34

On 17 Nov NTPC was trading at 330.20. The strike last trading price was 3.9, which was -1.5 lower than the previous day. The implied volatity was 19.22, the open interest changed by 21 which increased total open position to 27

On 14 Nov NTPC was trading at 328.45. The strike last trading price was 5.4, which was 0.45 higher than the previous day. The implied volatity was 21.22, the open interest changed by 0 which decreased total open position to 6

On 13 Nov NTPC was trading at 326.95. The strike last trading price was 4.95, which was -0.8 lower than the previous day. The implied volatity was 18.78, the open interest changed by 0 which decreased total open position to 9

On 12 Nov NTPC was trading at 327.15. The strike last trading price was 5.75, which was 0.15 higher than the previous day. The implied volatity was 19.95, the open interest changed by 2 which increased total open position to 9

On 11 Nov NTPC was trading at 326.65. The strike last trading price was 5.6, which was 1.55 higher than the previous day. The implied volatity was 19.83, the open interest changed by 0 which decreased total open position to 6

On 10 Nov NTPC was trading at 325.45. The strike last trading price was 4.05, which was -3.4 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 4.05, which was -3.4 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 4.05, which was -3.4 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 4.05, which was -3.4 lower than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 0

On 3 Nov NTPC was trading at 335.20. The strike last trading price was 4.05, which was -3.4 lower than the previous day. The implied volatity was 20.81, the open interest changed by 5 which increased total open position to 5

On 31 Oct NTPC was trading at 336.95. The strike last trading price was 7.45, 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 7.45, which was 0 lower than the previous day. The implied volatity was 6.06, 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 7.45, which was 0 lower than the previous day. The implied volatity was 6.77, the open interest changed by 0 which decreased total open position to 0

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