NTPC
Ntpc Ltd
Historical option data for NTPC
24 Dec 2025 04:10 PM IST
| NTPC 27-JAN-2026 325 CE | ||||||||||||||||
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Delta: 0.52
Vega: 0.39
Theta: -0.14
Gamma: 0.02
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| 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 | |||||||||
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| 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
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| 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































































































































































































































