[--[65.84.65.76]--]

NTPC

Ntpc Ltd
322.65 -0.30 (-0.09%)
L: 320.95 H: 324.15

Back to Option Chain


Historical option data for NTPC

05 Dec 2025 02:45 PM IST
NTPC 30-DEC-2025 325 CE
Delta: 0.51
Vega: 0.34
Theta: -0.14
Gamma: 0.03
Date Close Ltp Change IV Volume OI Chg OI
5 Dec 322.85 4.9 -0.25 14.35 1,845 77 1,960
4 Dec 322.95 5.1 -0.2 14.69 2,738 93 1,883
3 Dec 322.95 5.25 -3.6 13.97 3,584 578 1,789
2 Dec 328.60 8.7 0.6 14.89 847 -106 1,211
1 Dec 327.10 8.2 0.25 13.56 1,367 35 1,327
28 Nov 326.45 7.95 -0.45 14.04 1,532 67 1,292
27 Nov 327.35 8.25 0.55 13.61 1,282 -24 1,227
26 Nov 326.10 7.8 1.3 13.44 1,817 133 1,251
25 Nov 323.70 6.45 -0.7 14.36 1,782 490 1,113
24 Nov 323.45 7.4 -1.65 14.35 598 162 623
21 Nov 326.65 9 -0.9 14.86 595 341 461
20 Nov 326.60 9.85 0.05 15.93 112 8 120
19 Nov 326.60 9.8 -1.8 16.61 73 49 108
18 Nov 328.45 11.6 -1.3 17.09 11 6 59
17 Nov 330.20 12.9 1.1 17.13 31 0 51
14 Nov 328.45 12.5 1 17.21 16 3 50
13 Nov 326.95 11.5 -0.2 16.63 20 1 46
12 Nov 327.15 11.7 0.05 17.93 25 1 44
11 Nov 326.65 11.65 -0.3 17.10 53 19 42
10 Nov 325.45 11.95 -0.55 19.72 17 16 22
7 Nov 326.10 12.5 1.5 19.11 5 4 5
6 Nov 326.65 11 -20.15 14.31 1 0 0
4 Nov 330.60 31.15 0 - 0 0 0
3 Nov 335.20 31.15 0 - 0 0 0
31 Oct 336.95 31.15 0 - 0 0 0
30 Oct 345.15 31.15 0 - 0 0 0
29 Oct 347.50 31.15 0 - 0 0 0
28 Oct 339.15 31.15 0 - 0 0 0
27 Oct 341.75 31.15 0 - 0 0 0
24 Oct 339.60 31.15 0 - 0 0 0
21 Oct 342.00 31.15 0 - 0 0 0
16 Oct 341.50 31.15 0 - 0 0 0
15 Oct 339.25 31.15 0 - 0 0 0
10 Oct 339.70 31.15 0 - 0 0 0
9 Oct 335.85 31.15 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 325 expiring on 30DEC2025

Delta for 325 CE is 0.51

Historical price for 325 CE is as follows

On 5 Dec NTPC was trading at 322.85. The strike last trading price was 4.9, which was -0.25 lower than the previous day. The implied volatity was 14.35, the open interest changed by 77 which increased total open position to 1960


On 4 Dec NTPC was trading at 322.95. The strike last trading price was 5.1, which was -0.2 lower than the previous day. The implied volatity was 14.69, the open interest changed by 93 which increased total open position to 1883


On 3 Dec NTPC was trading at 322.95. The strike last trading price was 5.25, which was -3.6 lower than the previous day. The implied volatity was 13.97, the open interest changed by 578 which increased total open position to 1789


On 2 Dec NTPC was trading at 328.60. The strike last trading price was 8.7, which was 0.6 higher than the previous day. The implied volatity was 14.89, the open interest changed by -106 which decreased total open position to 1211


On 1 Dec NTPC was trading at 327.10. The strike last trading price was 8.2, which was 0.25 higher than the previous day. The implied volatity was 13.56, the open interest changed by 35 which increased total open position to 1327


On 28 Nov NTPC was trading at 326.45. The strike last trading price was 7.95, which was -0.45 lower than the previous day. The implied volatity was 14.04, the open interest changed by 67 which increased total open position to 1292


On 27 Nov NTPC was trading at 327.35. The strike last trading price was 8.25, which was 0.55 higher than the previous day. The implied volatity was 13.61, the open interest changed by -24 which decreased total open position to 1227


On 26 Nov NTPC was trading at 326.10. The strike last trading price was 7.8, which was 1.3 higher than the previous day. The implied volatity was 13.44, the open interest changed by 133 which increased total open position to 1251


On 25 Nov NTPC was trading at 323.70. The strike last trading price was 6.45, which was -0.7 lower than the previous day. The implied volatity was 14.36, the open interest changed by 490 which increased total open position to 1113


On 24 Nov NTPC was trading at 323.45. The strike last trading price was 7.4, which was -1.65 lower than the previous day. The implied volatity was 14.35, the open interest changed by 162 which increased total open position to 623


On 21 Nov NTPC was trading at 326.65. The strike last trading price was 9, which was -0.9 lower than the previous day. The implied volatity was 14.86, the open interest changed by 341 which increased total open position to 461


On 20 Nov NTPC was trading at 326.60. The strike last trading price was 9.85, which was 0.05 higher than the previous day. The implied volatity was 15.93, the open interest changed by 8 which increased total open position to 120


On 19 Nov NTPC was trading at 326.60. The strike last trading price was 9.8, which was -1.8 lower than the previous day. The implied volatity was 16.61, the open interest changed by 49 which increased total open position to 108


On 18 Nov NTPC was trading at 328.45. The strike last trading price was 11.6, which was -1.3 lower than the previous day. The implied volatity was 17.09, the open interest changed by 6 which increased total open position to 59


On 17 Nov NTPC was trading at 330.20. The strike last trading price was 12.9, which was 1.1 higher than the previous day. The implied volatity was 17.13, the open interest changed by 0 which decreased total open position to 51


On 14 Nov NTPC was trading at 328.45. The strike last trading price was 12.5, which was 1 higher than the previous day. The implied volatity was 17.21, the open interest changed by 3 which increased total open position to 50


On 13 Nov NTPC was trading at 326.95. The strike last trading price was 11.5, which was -0.2 lower than the previous day. The implied volatity was 16.63, the open interest changed by 1 which increased total open position to 46


On 12 Nov NTPC was trading at 327.15. The strike last trading price was 11.7, which was 0.05 higher than the previous day. The implied volatity was 17.93, the open interest changed by 1 which increased total open position to 44


On 11 Nov NTPC was trading at 326.65. The strike last trading price was 11.65, which was -0.3 lower than the previous day. The implied volatity was 17.10, the open interest changed by 19 which increased total open position to 42


On 10 Nov NTPC was trading at 325.45. The strike last trading price was 11.95, which was -0.55 lower than the previous day. The implied volatity was 19.72, the open interest changed by 16 which increased total open position to 22


On 7 Nov NTPC was trading at 326.10. The strike last trading price was 12.5, which was 1.5 higher than the previous day. The implied volatity was 19.11, the open interest changed by 4 which increased total open position to 5


On 6 Nov NTPC was trading at 326.65. The strike last trading price was 11, which was -20.15 lower than the previous day. The implied volatity was 14.31, 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 31.15, 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 31.15, 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 31.15, 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 31.15, 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 31.15, 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 31.15, 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 31.15, 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 31.15, 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 31.15, 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 31.15, 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 31.15, 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 31.15, 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 31.15, 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 325 PE
Delta: -0.49
Vega: 0.34
Theta: -0.05
Gamma: 0.03
Date Close Ltp Change IV Volume OI Chg OI
5 Dec 322.85 5 -0.5 14.79 919 67 1,201
4 Dec 322.95 5.55 -0.25 16.31 683 87 1,136
3 Dec 322.95 5.7 2.5 17.24 2,112 -20 1,057
2 Dec 328.60 3.3 -0.55 15.90 668 -77 1,081
1 Dec 327.10 3.7 -0.5 16.59 1,109 9 1,157
28 Nov 326.45 4.05 0.2 15.79 1,437 -33 1,152
27 Nov 327.35 3.85 -0.5 15.59 991 -14 1,184
26 Nov 326.10 4.15 -1.7 15.47 1,334 113 1,197
25 Nov 323.70 5.9 -0.3 16.51 1,333 443 1,082
24 Nov 323.45 5.85 0.35 17.84 546 302 644
21 Nov 326.65 5.5 0 18.19 313 153 338
20 Nov 326.60 5.35 -0.75 18.11 122 43 185
19 Nov 326.60 6 0.55 18.83 74 29 142
18 Nov 328.45 5.45 0.65 19.43 68 29 110
17 Nov 330.20 4.8 -1.1 19.12 54 23 80
14 Nov 328.45 5.9 -0.3 20.28 13 3 60
13 Nov 326.95 6.15 -0.4 19.60 38 26 56
12 Nov 327.15 6.55 -0.55 19.69 24 7 30
11 Nov 326.65 7.1 -0.1 21.06 12 3 23
10 Nov 325.45 7.2 0.45 19.62 11 5 19
7 Nov 326.10 6.75 1.7 - 0 0 0
6 Nov 326.65 6.75 1.7 - 0 1 0
4 Nov 330.60 6.75 1.7 21.92 2 0 13
3 Nov 335.20 5.05 0.15 21.50 12 11 12
31 Oct 336.95 4.9 -5.85 - 1 0 0
30 Oct 345.15 10.75 0 5.59 0 0 0
29 Oct 347.50 10.75 0 6.33 0 0 0
28 Oct 339.15 10.75 0 4.24 0 0 0
27 Oct 341.75 10.75 0 - 0 0 0
24 Oct 339.60 10.75 0 4.46 0 0 0
21 Oct 342.00 10.75 0 - 0 0 0
16 Oct 341.50 10.75 0 4.57 0 0 0
15 Oct 339.25 10.75 0 - 0 0 0
10 Oct 339.70 10.75 0 - 0 0 0
9 Oct 335.85 10.75 0 3.55 0 0 0
6 Oct 339.10 10.75 0 - 0 0 0
3 Oct 342.00 10.75 0 4.45 0 0 0


For Ntpc Ltd - strike price 325 expiring on 30DEC2025

Delta for 325 PE is -0.49

Historical price for 325 PE is as follows

On 5 Dec NTPC was trading at 322.85. The strike last trading price was 5, which was -0.5 lower than the previous day. The implied volatity was 14.79, the open interest changed by 67 which increased total open position to 1201


On 4 Dec NTPC was trading at 322.95. The strike last trading price was 5.55, which was -0.25 lower than the previous day. The implied volatity was 16.31, the open interest changed by 87 which increased total open position to 1136


On 3 Dec NTPC was trading at 322.95. The strike last trading price was 5.7, which was 2.5 higher than the previous day. The implied volatity was 17.24, the open interest changed by -20 which decreased total open position to 1057


On 2 Dec NTPC was trading at 328.60. The strike last trading price was 3.3, which was -0.55 lower than the previous day. The implied volatity was 15.90, the open interest changed by -77 which decreased total open position to 1081


On 1 Dec NTPC was trading at 327.10. The strike last trading price was 3.7, which was -0.5 lower than the previous day. The implied volatity was 16.59, the open interest changed by 9 which increased total open position to 1157


On 28 Nov NTPC was trading at 326.45. The strike last trading price was 4.05, which was 0.2 higher than the previous day. The implied volatity was 15.79, the open interest changed by -33 which decreased total open position to 1152


On 27 Nov NTPC was trading at 327.35. The strike last trading price was 3.85, which was -0.5 lower than the previous day. The implied volatity was 15.59, the open interest changed by -14 which decreased total open position to 1184


On 26 Nov NTPC was trading at 326.10. The strike last trading price was 4.15, which was -1.7 lower than the previous day. The implied volatity was 15.47, the open interest changed by 113 which increased total open position to 1197


On 25 Nov NTPC was trading at 323.70. The strike last trading price was 5.9, which was -0.3 lower than the previous day. The implied volatity was 16.51, the open interest changed by 443 which increased total open position to 1082


On 24 Nov NTPC was trading at 323.45. The strike last trading price was 5.85, which was 0.35 higher than the previous day. The implied volatity was 17.84, the open interest changed by 302 which increased total open position to 644


On 21 Nov NTPC was trading at 326.65. The strike last trading price was 5.5, which was 0 lower than the previous day. The implied volatity was 18.19, the open interest changed by 153 which increased total open position to 338


On 20 Nov NTPC was trading at 326.60. The strike last trading price was 5.35, which was -0.75 lower than the previous day. The implied volatity was 18.11, the open interest changed by 43 which increased total open position to 185


On 19 Nov NTPC was trading at 326.60. The strike last trading price was 6, which was 0.55 higher than the previous day. The implied volatity was 18.83, the open interest changed by 29 which increased total open position to 142


On 18 Nov NTPC was trading at 328.45. The strike last trading price was 5.45, which was 0.65 higher than the previous day. The implied volatity was 19.43, the open interest changed by 29 which increased total open position to 110


On 17 Nov NTPC was trading at 330.20. The strike last trading price was 4.8, which was -1.1 lower than the previous day. The implied volatity was 19.12, the open interest changed by 23 which increased total open position to 80


On 14 Nov NTPC was trading at 328.45. The strike last trading price was 5.9, which was -0.3 lower than the previous day. The implied volatity was 20.28, the open interest changed by 3 which increased total open position to 60


On 13 Nov NTPC was trading at 326.95. The strike last trading price was 6.15, which was -0.4 lower than the previous day. The implied volatity was 19.60, the open interest changed by 26 which increased total open position to 56


On 12 Nov NTPC was trading at 327.15. The strike last trading price was 6.55, which was -0.55 lower than the previous day. The implied volatity was 19.69, the open interest changed by 7 which increased total open position to 30


On 11 Nov NTPC was trading at 326.65. The strike last trading price was 7.1, which was -0.1 lower than the previous day. The implied volatity was 21.06, the open interest changed by 3 which increased total open position to 23


On 10 Nov NTPC was trading at 325.45. The strike last trading price was 7.2, which was 0.45 higher than the previous day. The implied volatity was 19.62, the open interest changed by 5 which increased total open position to 19


On 7 Nov NTPC was trading at 326.10. The strike last trading price was 6.75, which was 1.7 higher 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 6.75, which was 1.7 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 4 Nov NTPC was trading at 330.60. The strike last trading price was 6.75, which was 1.7 higher than the previous day. The implied volatity was 21.92, the open interest changed by 0 which decreased total open position to 13


On 3 Nov NTPC was trading at 335.20. The strike last trading price was 5.05, which was 0.15 higher than the previous day. The implied volatity was 21.50, the open interest changed by 11 which increased total open position to 12


On 31 Oct NTPC was trading at 336.95. The strike last trading price was 4.9, which was -5.85 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 10.75, which was 0 lower than the previous day. The implied volatity was 5.59, 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 10.75, which was 0 lower than the previous day. The implied volatity was 6.33, 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 10.75, which was 0 lower than the previous day. The implied volatity was 4.24, 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 10.75, 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 10.75, which was 0 lower than the previous day. The implied volatity was 4.46, 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 10.75, 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 10.75, which was 0 lower than the previous day. The implied volatity was 4.57, 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 10.75, 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 10.75, 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 10.75, which was 0 lower than the previous day. The implied volatity was 3.55, 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 10.75, 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 10.75, which was 0 lower than the previous day. The implied volatity was 4.45, the open interest changed by 0 which decreased total open position to 0