[--[65.84.65.76]--]

NTPC

Ntpc Ltd
352.1 +15.80 (4.70%)
L: 335.95 H: 353

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Historical option data for NTPC

02 Jan 2026 04:10 PM IST
NTPC 27-JAN-2026 325 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
2 Jan 352.10 28.05 14.55 - 598 -408 429
1 Jan 336.30 13.7 4.35 10.43 896 -348 841
31 Dec 329.55 9.35 2.85 13.72 1,685 -197 1,194
30 Dec 324.90 6.5 -1.05 14.01 2,127 559 1,388
29 Dec 325.50 7.6 0.35 16.05 841 170 825
26 Dec 324.10 7.15 0.3 15.85 862 180 655
24 Dec 322.55 6.8 -0.5 16.80 627 156 476
23 Dec 323.25 7.2 1.05 16.04 491 110 319
22 Dec 320.70 6.05 0.05 16.13 285 109 210
19 Dec 319.90 6.15 0.4 16.43 107 55 101
18 Dec 318.50 5.75 -0.95 16.82 25 14 42
17 Dec 321.25 6.7 -0.2 15.62 10 5 29
16 Dec 321.00 6.9 -1.8 17.06 22 2 24
15 Dec 323.95 8.7 -0.6 16.97 16 5 22
12 Dec 325.05 9.3 0.5 15.48 8 5 17
11 Dec 322.60 8.8 0.65 16.77 3 1 10
10 Dec 321.60 8.15 0.35 16.27 4 0 9
9 Dec 319.85 7.8 0.75 17.68 2 0 8
8 Dec 319.50 7.05 -2.9 16.70 4 2 7
5 Dec 323.30 9.95 -4.65 16.88 6 2 4
4 Dec 322.95 14.6 0.1 - 0 0 0
3 Dec 322.95 14.6 0.1 - 0 1 0
2 Dec 328.60 14.6 0.1 19.55 1 0 1
1 Dec 327.10 14.5 -15.15 - 0 0 0
28 Nov 326.45 14.5 -15.15 - 0 1 0
27 Nov 327.35 14.5 -15.15 19.47 1 0 0
26 Nov 326.10 29.65 0 - 0 0 0
25 Nov 323.70 29.65 0 - 0 0 0
24 Nov 323.45 29.65 0 - 0 0 0
21 Nov 326.65 29.65 0 - 0 0 0
20 Nov 326.60 29.65 0 - 0 0 0
19 Nov 326.60 29.65 0 - 0 0 0
18 Nov 328.45 29.65 0 - 0 0 0
17 Nov 330.20 29.65 0 - 0 0 0
14 Nov 328.45 29.65 0 - 0 0 0
13 Nov 326.95 29.65 0 - 0 0 0
11 Nov 326.65 29.65 0 - 0 0 0
7 Nov 326.10 29.65 0 - 0 0 0
6 Nov 326.65 29.65 0 - 0 0 0
4 Nov 330.60 29.65 0 - 0 0 0
3 Nov 335.20 0 0 - 0 0 0
31 Oct 336.95 0 0 - 0 0 0
30 Oct 345.15 0 0 - 0 0 0


For Ntpc Ltd - strike price 325 expiring on 27JAN2026

Delta for 325 CE is -

Historical price for 325 CE is as follows

On 2 Jan NTPC was trading at 352.10. The strike last trading price was 28.05, which was 14.55 higher than the previous day. The implied volatity was -, the open interest changed by -408 which decreased total open position to 429


On 1 Jan NTPC was trading at 336.30. The strike last trading price was 13.7, which was 4.35 higher than the previous day. The implied volatity was 10.43, the open interest changed by -348 which decreased total open position to 841


On 31 Dec NTPC was trading at 329.55. The strike last trading price was 9.35, which was 2.85 higher than the previous day. The implied volatity was 13.72, the open interest changed by -197 which decreased total open position to 1194


On 30 Dec NTPC was trading at 324.90. The strike last trading price was 6.5, which was -1.05 lower than the previous day. The implied volatity was 14.01, the open interest changed by 559 which increased total open position to 1388


On 29 Dec NTPC was trading at 325.50. The strike last trading price was 7.6, which was 0.35 higher than the previous day. The implied volatity was 16.05, the open interest changed by 170 which increased total open position to 825


On 26 Dec NTPC was trading at 324.10. The strike last trading price was 7.15, which was 0.3 higher than the previous day. The implied volatity was 15.85, the open interest changed by 180 which increased total open position to 655


On 24 Dec NTPC was trading at 322.55. The strike last trading price was 6.8, which was -0.5 lower than the previous day. The implied volatity was 16.80, the open interest changed by 156 which increased total open position to 476


On 23 Dec NTPC was trading at 323.25. The strike last trading price was 7.2, which was 1.05 higher than the previous day. The implied volatity was 16.04, the open interest changed by 110 which increased total open position to 319


On 22 Dec NTPC was trading at 320.70. The strike last trading price was 6.05, which was 0.05 higher than the previous day. The implied volatity was 16.13, the open interest changed by 109 which increased total open position to 210


On 19 Dec NTPC was trading at 319.90. The strike last trading price was 6.15, which was 0.4 higher than the previous day. The implied volatity was 16.43, the open interest changed by 55 which increased total open position to 101


On 18 Dec NTPC was trading at 318.50. The strike last trading price was 5.75, which was -0.95 lower than the previous day. The implied volatity was 16.82, the open interest changed by 14 which increased total open position to 42


On 17 Dec NTPC was trading at 321.25. The strike last trading price was 6.7, which was -0.2 lower than the previous day. The implied volatity was 15.62, the open interest changed by 5 which increased total open position to 29


On 16 Dec NTPC was trading at 321.00. The strike last trading price was 6.9, which was -1.8 lower than the previous day. The implied volatity was 17.06, the open interest changed by 2 which increased total open position to 24


On 15 Dec NTPC was trading at 323.95. The strike last trading price was 8.7, which was -0.6 lower than the previous day. The implied volatity was 16.97, the open interest changed by 5 which increased total open position to 22


On 12 Dec NTPC was trading at 325.05. The strike last trading price was 9.3, which was 0.5 higher than the previous day. The implied volatity was 15.48, the open interest changed by 5 which increased total open position to 17


On 11 Dec NTPC was trading at 322.60. The strike last trading price was 8.8, which was 0.65 higher than the previous day. The implied volatity was 16.77, the open interest changed by 1 which increased total open position to 10


On 10 Dec NTPC was trading at 321.60. The strike last trading price was 8.15, which was 0.35 higher than the previous day. The implied volatity was 16.27, the open interest changed by 0 which decreased total open position to 9


On 9 Dec NTPC was trading at 319.85. The strike last trading price was 7.8, which was 0.75 higher than the previous day. The implied volatity was 17.68, the open interest changed by 0 which decreased total open position to 8


On 8 Dec NTPC was trading at 319.50. The strike last trading price was 7.05, which was -2.9 lower than the previous day. The implied volatity was 16.70, the open interest changed by 2 which increased total open position to 7


On 5 Dec NTPC was trading at 323.30. The strike last trading price was 9.95, which was -4.65 lower than the previous day. The implied volatity was 16.88, the open interest changed by 2 which increased total open position to 4


On 4 Dec NTPC was trading at 322.95. The strike last trading price was 14.6, which was 0.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 3 Dec NTPC was trading at 322.95. The strike last trading price was 14.6, which was 0.1 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 2 Dec NTPC was trading at 328.60. The strike last trading price was 14.6, which was 0.1 higher than the previous day. The implied volatity was 19.55, the open interest changed by 0 which decreased total open position to 1


On 1 Dec NTPC was trading at 327.10. The strike last trading price was 14.5, which was -15.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 28 Nov NTPC was trading at 326.45. The strike last trading price was 14.5, which was -15.15 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 27 Nov NTPC was trading at 327.35. The strike last trading price was 14.5, which was -15.15 lower than the previous day. The implied volatity was 19.47, the open interest changed by 0 which decreased total open position to 0


On 26 Nov NTPC was trading at 326.10. The strike last trading price was 29.65, 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 25 Nov NTPC was trading at 323.70. The strike last trading price was 29.65, 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 Nov NTPC was trading at 323.45. The strike last trading price was 29.65, 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 29.65, 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 29.65, 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 29.65, 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 29.65, 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 29.65, 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 29.65, 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 29.65, 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 29.65, 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 29.65, 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 29.65, 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 29.65, 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 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 31 Oct NTPC was trading at 336.95. 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 30 Oct NTPC was trading at 345.15. 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


NTPC 27JAN2026 325 PE
Delta: -0.06
Vega: 0.11
Theta: -0.04
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
2 Jan 352.10 0.55 -0.95 21.70 2,448 97 1,251
1 Jan 336.30 1.45 -1.3 16.75 1,767 -53 1,159
31 Dec 329.55 2.7 -2.95 15.85 2,061 93 1,215
30 Dec 324.90 5.35 0.05 18.52 1,493 347 1,118
29 Dec 325.50 5.25 -0.7 18.50 558 147 778
26 Dec 324.10 6.05 -0.2 18.45 455 232 632
24 Dec 322.55 6.35 0.2 16.71 430 225 403
23 Dec 323.25 6.1 -1.4 17.18 167 85 175
22 Dec 320.70 7.6 -1.7 17.72 127 74 89
19 Dec 319.90 9.3 4.05 - 0 0 15
18 Dec 318.50 9.3 4.05 18.36 2 1 15
17 Dec 321.25 5.25 -0.05 - 0 0 14
16 Dec 321.00 5.25 -0.05 - 0 0 14
15 Dec 323.95 5.25 -0.05 - 0 0 0
12 Dec 325.05 5.25 -0.05 - 0 0 14
11 Dec 322.60 5.25 -0.05 - 0 0 14
10 Dec 321.60 5.25 -0.05 - 0 0 14
9 Dec 319.85 5.25 -0.05 - 0 0 0
8 Dec 319.50 5.25 -0.05 - 0 0 14
5 Dec 323.30 5.25 -0.05 - 0 0 0
4 Dec 322.95 5.25 -0.05 - 0 0 0
3 Dec 322.95 5.25 -0.05 - 0 3 0
2 Dec 328.60 5.25 -0.05 17.27 3 2 13
1 Dec 327.10 5.3 -1.2 17.07 1 0 10
28 Nov 326.45 6.5 -4.1 18.36 10 8 8
27 Nov 327.35 10.6 0 1.77 0 0 0
26 Nov 326.10 10.6 0 1.60 0 0 0
25 Nov 323.70 10.6 0 - 0 0 0
24 Nov 323.45 10.6 0 1.09 0 0 0
21 Nov 326.65 10.6 0 1.58 0 0 0
20 Nov 326.60 10.6 0 - 0 0 0
19 Nov 326.60 10.6 0 1.64 0 0 0
18 Nov 328.45 10.6 0 - 0 0 0
17 Nov 330.20 10.6 0 - 0 0 0
14 Nov 328.45 10.6 0 2.15 0 0 0
13 Nov 326.95 10.6 0 1.87 0 0 0
11 Nov 326.65 10.6 0 1.87 0 0 0
7 Nov 326.10 10.6 0 1.66 0 0 0
6 Nov 326.65 10.6 0 - 0 0 0
4 Nov 330.60 10.6 0 2.51 0 0 0
3 Nov 335.20 10.6 0 3.45 0 0 0
31 Oct 336.95 10.6 0 - 0 0 0
30 Oct 345.15 10.6 0 - 0 0 0


For Ntpc Ltd - strike price 325 expiring on 27JAN2026

Delta for 325 PE is -0.06

Historical price for 325 PE is as follows

On 2 Jan NTPC was trading at 352.10. The strike last trading price was 0.55, which was -0.95 lower than the previous day. The implied volatity was 21.70, the open interest changed by 97 which increased total open position to 1251


On 1 Jan NTPC was trading at 336.30. The strike last trading price was 1.45, which was -1.3 lower than the previous day. The implied volatity was 16.75, the open interest changed by -53 which decreased total open position to 1159


On 31 Dec NTPC was trading at 329.55. The strike last trading price was 2.7, which was -2.95 lower than the previous day. The implied volatity was 15.85, the open interest changed by 93 which increased total open position to 1215


On 30 Dec NTPC was trading at 324.90. The strike last trading price was 5.35, which was 0.05 higher than the previous day. The implied volatity was 18.52, the open interest changed by 347 which increased total open position to 1118


On 29 Dec NTPC was trading at 325.50. The strike last trading price was 5.25, which was -0.7 lower than the previous day. The implied volatity was 18.50, the open interest changed by 147 which increased total open position to 778


On 26 Dec NTPC was trading at 324.10. The strike last trading price was 6.05, which was -0.2 lower than the previous day. The implied volatity was 18.45, the open interest changed by 232 which increased total open position to 632


On 24 Dec NTPC was trading at 322.55. The strike last trading price was 6.35, which was 0.2 higher than the previous day. The implied volatity was 16.71, the open interest changed by 225 which increased total open position to 403


On 23 Dec NTPC was trading at 323.25. The strike last trading price was 6.1, which was -1.4 lower than the previous day. The implied volatity was 17.18, the open interest changed by 85 which increased total open position to 175


On 22 Dec NTPC was trading at 320.70. The strike last trading price was 7.6, which was -1.7 lower than the previous day. The implied volatity was 17.72, the open interest changed by 74 which increased total open position to 89


On 19 Dec NTPC was trading at 319.90. The strike last trading price was 9.3, which was 4.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15


On 18 Dec NTPC was trading at 318.50. The strike last trading price was 9.3, which was 4.05 higher than the previous day. The implied volatity was 18.36, the open interest changed by 1 which increased total open position to 15


On 17 Dec NTPC was trading at 321.25. The strike last trading price was 5.25, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 14


On 16 Dec NTPC was trading at 321.00. The strike last trading price was 5.25, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 14


On 15 Dec NTPC was trading at 323.95. The strike last trading price was 5.25, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 12 Dec NTPC was trading at 325.05. The strike last trading price was 5.25, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 14


On 11 Dec NTPC was trading at 322.60. The strike last trading price was 5.25, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 14


On 10 Dec NTPC was trading at 321.60. The strike last trading price was 5.25, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 14


On 9 Dec NTPC was trading at 319.85. The strike last trading price was 5.25, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 8 Dec NTPC was trading at 319.50. The strike last trading price was 5.25, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 14


On 5 Dec NTPC was trading at 323.30. The strike last trading price was 5.25, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 4 Dec NTPC was trading at 322.95. The strike last trading price was 5.25, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 3 Dec NTPC was trading at 322.95. The strike last trading price was 5.25, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0


On 2 Dec NTPC was trading at 328.60. The strike last trading price was 5.25, which was -0.05 lower than the previous day. The implied volatity was 17.27, the open interest changed by 2 which increased total open position to 13


On 1 Dec NTPC was trading at 327.10. The strike last trading price was 5.3, which was -1.2 lower than the previous day. The implied volatity was 17.07, the open interest changed by 0 which decreased total open position to 10


On 28 Nov NTPC was trading at 326.45. The strike last trading price was 6.5, which was -4.1 lower than the previous day. The implied volatity was 18.36, the open interest changed by 8 which increased total open position to 8


On 27 Nov NTPC was trading at 327.35. The strike last trading price was 10.6, which was 0 lower than the previous day. The implied volatity was 1.77, the open interest changed by 0 which decreased total open position to 0


On 26 Nov NTPC was trading at 326.10. The strike last trading price was 10.6, which was 0 lower than the previous day. The implied volatity was 1.60, the open interest changed by 0 which decreased total open position to 0


On 25 Nov NTPC was trading at 323.70. The strike last trading price was 10.6, 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 24 Nov NTPC was trading at 323.45. The strike last trading price was 10.6, which was 0 lower than the previous day. The implied volatity was 1.09, 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 10.6, which was 0 lower than the previous day. The implied volatity was 1.58, 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 10.6, 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 19 Nov NTPC was trading at 326.60. The strike last trading price was 10.6, which was 0 lower than the previous day. The implied volatity was 1.64, 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 10.6, 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 17 Nov NTPC was trading at 330.20. The strike last trading price was 10.6, 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 14 Nov NTPC was trading at 328.45. The strike last trading price was 10.6, which was 0 lower than the previous day. The implied volatity was 2.15, 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 10.6, which was 0 lower than the previous day. The implied volatity was 1.87, 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 10.6, which was 0 lower than the previous day. The implied volatity was 1.87, 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 10.6, which was 0 lower than the previous day. The implied volatity was 1.66, 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 10.6, 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 4 Nov NTPC was trading at 330.60. The strike last trading price was 10.6, which was 0 lower than the previous day. The implied volatity was 2.51, 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 10.6, which was 0 lower than the previous day. The implied volatity was 3.45, 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 10.6, 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 10.6, 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