[--[65.84.65.76]--]

NTPC

Ntpc Ltd
322.55 -0.70 (-0.22%)
L: 322.25 H: 326.65

Back to Option Chain


Historical option data for NTPC

24 Dec 2025 04:10 PM IST
NTPC 27-JAN-2026 325 CE
Delta: 0.52
Vega: 0.39
Theta: -0.14
Gamma: 0.02
Date Close Ltp Change IV Volume OI Chg OI
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 0.52

Historical price for 325 CE is as follows

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: -0.48
Vega: 0.39
Theta: -0.05
Gamma: 0.02
Date Close Ltp Change IV Volume OI Chg OI
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 -0.48

Historical price for 325 PE is as follows

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