[--[65.84.65.76]--]

NTPC

Ntpc Ltd
325.05 +2.45 (0.76%)
L: 322.9 H: 325.95

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Historical option data for NTPC

12 Dec 2025 04:10 PM IST
NTPC 30-DEC-2025 330 CE
Delta: 0.34
Vega: 0.26
Theta: -0.11
Gamma: 0.05
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 325.05 1.7 0.3 10.71 2,814 -140 4,000
11 Dec 322.60 1.3 0.05 11.21 1,938 -7 4,336
10 Dec 321.60 1.25 0.05 11.93 4,532 985 4,347
9 Dec 319.85 1.2 -0.2 13.24 2,024 195 3,364
8 Dec 319.50 1.25 -1.65 13.87 3,415 190 3,190
5 Dec 323.30 2.9 -0.2 13.89 2,427 -79 3,004
4 Dec 322.95 3.1 -0.15 14.93 2,497 148 3,085
3 Dec 322.95 3.15 -2.65 14.15 5,044 717 2,936
2 Dec 328.60 5.65 0.4 14.51 3,106 -45 2,223
1 Dec 327.10 5.4 0.2 13.88 3,007 30 2,275
28 Nov 326.45 5.15 -0.35 13.87 3,242 196 2,245
27 Nov 327.35 5.4 0.4 13.54 3,165 69 2,051
26 Nov 326.10 5 0.85 13.24 2,795 246 1,982
25 Nov 323.70 4.25 -0.55 14.58 1,964 288 1,727
24 Nov 323.45 4.95 -1.45 14.46 1,177 526 1,442
21 Nov 326.65 6.4 -0.8 15.14 817 257 907
20 Nov 326.60 7.15 -0.05 16.05 551 126 652
19 Nov 326.60 7.05 -1.8 16.41 541 217 529
18 Nov 328.45 8.8 -1.05 17.30 233 68 312
17 Nov 330.20 9.95 0.95 17.38 133 28 242
14 Nov 328.45 9.65 0.85 17.41 188 56 213
13 Nov 326.95 9.1 0.2 17.56 81 31 156
12 Nov 327.15 8.9 -0.1 17.54 46 21 129
11 Nov 326.65 9.1 0.05 17.58 20 5 106
10 Nov 325.45 9.05 -0.45 19.11 28 2 100
7 Nov 326.10 9.5 0.65 18.42 37 10 97
6 Nov 326.65 8.8 -1.8 15.68 57 27 86
4 Nov 330.60 10.6 -3.2 14.93 37 28 59
3 Nov 335.20 13.8 -0.65 14.19 1 0 30
31 Oct 336.95 14.45 -13.65 - 36 28 28
30 Oct 345.15 28.1 0 - 0 0 0
29 Oct 347.50 28.1 0 - 0 0 0
28 Oct 339.15 28.1 0 - 0 0 0
27 Oct 341.75 28.1 0 - 0 0 0
24 Oct 339.60 28.1 0 - 0 0 0
23 Oct 342.65 28.1 0 - 0 0 0
21 Oct 342.00 28.1 0 - 0 0 0
16 Oct 341.50 28.1 0 - 0 0 0
15 Oct 339.25 28.1 0 - 0 0 0
10 Oct 339.70 28.1 0 - 0 0 0
9 Oct 335.85 28.1 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 330 expiring on 30DEC2025

Delta for 330 CE is 0.34

Historical price for 330 CE is as follows

On 12 Dec NTPC was trading at 325.05. The strike last trading price was 1.7, which was 0.3 higher than the previous day. The implied volatity was 10.71, the open interest changed by -140 which decreased total open position to 4000


On 11 Dec NTPC was trading at 322.60. The strike last trading price was 1.3, which was 0.05 higher than the previous day. The implied volatity was 11.21, the open interest changed by -7 which decreased total open position to 4336


On 10 Dec NTPC was trading at 321.60. The strike last trading price was 1.25, which was 0.05 higher than the previous day. The implied volatity was 11.93, the open interest changed by 985 which increased total open position to 4347


On 9 Dec NTPC was trading at 319.85. The strike last trading price was 1.2, which was -0.2 lower than the previous day. The implied volatity was 13.24, the open interest changed by 195 which increased total open position to 3364


On 8 Dec NTPC was trading at 319.50. The strike last trading price was 1.25, which was -1.65 lower than the previous day. The implied volatity was 13.87, the open interest changed by 190 which increased total open position to 3190


On 5 Dec NTPC was trading at 323.30. The strike last trading price was 2.9, which was -0.2 lower than the previous day. The implied volatity was 13.89, the open interest changed by -79 which decreased total open position to 3004


On 4 Dec NTPC was trading at 322.95. The strike last trading price was 3.1, which was -0.15 lower than the previous day. The implied volatity was 14.93, the open interest changed by 148 which increased total open position to 3085


On 3 Dec NTPC was trading at 322.95. The strike last trading price was 3.15, which was -2.65 lower than the previous day. The implied volatity was 14.15, the open interest changed by 717 which increased total open position to 2936


On 2 Dec NTPC was trading at 328.60. The strike last trading price was 5.65, which was 0.4 higher than the previous day. The implied volatity was 14.51, the open interest changed by -45 which decreased total open position to 2223


On 1 Dec NTPC was trading at 327.10. The strike last trading price was 5.4, which was 0.2 higher than the previous day. The implied volatity was 13.88, the open interest changed by 30 which increased total open position to 2275


On 28 Nov NTPC was trading at 326.45. The strike last trading price was 5.15, which was -0.35 lower than the previous day. The implied volatity was 13.87, the open interest changed by 196 which increased total open position to 2245


On 27 Nov NTPC was trading at 327.35. The strike last trading price was 5.4, which was 0.4 higher than the previous day. The implied volatity was 13.54, the open interest changed by 69 which increased total open position to 2051


On 26 Nov NTPC was trading at 326.10. The strike last trading price was 5, which was 0.85 higher than the previous day. The implied volatity was 13.24, the open interest changed by 246 which increased total open position to 1982


On 25 Nov NTPC was trading at 323.70. The strike last trading price was 4.25, which was -0.55 lower than the previous day. The implied volatity was 14.58, the open interest changed by 288 which increased total open position to 1727


On 24 Nov NTPC was trading at 323.45. The strike last trading price was 4.95, which was -1.45 lower than the previous day. The implied volatity was 14.46, the open interest changed by 526 which increased total open position to 1442


On 21 Nov NTPC was trading at 326.65. The strike last trading price was 6.4, which was -0.8 lower than the previous day. The implied volatity was 15.14, the open interest changed by 257 which increased total open position to 907


On 20 Nov NTPC was trading at 326.60. The strike last trading price was 7.15, which was -0.05 lower than the previous day. The implied volatity was 16.05, the open interest changed by 126 which increased total open position to 652


On 19 Nov NTPC was trading at 326.60. The strike last trading price was 7.05, which was -1.8 lower than the previous day. The implied volatity was 16.41, the open interest changed by 217 which increased total open position to 529


On 18 Nov NTPC was trading at 328.45. The strike last trading price was 8.8, which was -1.05 lower than the previous day. The implied volatity was 17.30, the open interest changed by 68 which increased total open position to 312


On 17 Nov NTPC was trading at 330.20. The strike last trading price was 9.95, which was 0.95 higher than the previous day. The implied volatity was 17.38, the open interest changed by 28 which increased total open position to 242


On 14 Nov NTPC was trading at 328.45. The strike last trading price was 9.65, which was 0.85 higher than the previous day. The implied volatity was 17.41, the open interest changed by 56 which increased total open position to 213


On 13 Nov NTPC was trading at 326.95. The strike last trading price was 9.1, which was 0.2 higher than the previous day. The implied volatity was 17.56, the open interest changed by 31 which increased total open position to 156


On 12 Nov NTPC was trading at 327.15. The strike last trading price was 8.9, which was -0.1 lower than the previous day. The implied volatity was 17.54, the open interest changed by 21 which increased total open position to 129


On 11 Nov NTPC was trading at 326.65. The strike last trading price was 9.1, which was 0.05 higher than the previous day. The implied volatity was 17.58, the open interest changed by 5 which increased total open position to 106


On 10 Nov NTPC was trading at 325.45. The strike last trading price was 9.05, which was -0.45 lower than the previous day. The implied volatity was 19.11, the open interest changed by 2 which increased total open position to 100


On 7 Nov NTPC was trading at 326.10. The strike last trading price was 9.5, which was 0.65 higher than the previous day. The implied volatity was 18.42, the open interest changed by 10 which increased total open position to 97


On 6 Nov NTPC was trading at 326.65. The strike last trading price was 8.8, which was -1.8 lower than the previous day. The implied volatity was 15.68, the open interest changed by 27 which increased total open position to 86


On 4 Nov NTPC was trading at 330.60. The strike last trading price was 10.6, which was -3.2 lower than the previous day. The implied volatity was 14.93, the open interest changed by 28 which increased total open position to 59


On 3 Nov NTPC was trading at 335.20. The strike last trading price was 13.8, which was -0.65 lower than the previous day. The implied volatity was 14.19, the open interest changed by 0 which decreased total open position to 30


On 31 Oct NTPC was trading at 336.95. The strike last trading price was 14.45, which was -13.65 lower than the previous day. The implied volatity was -, the open interest changed by 28 which increased total open position to 28


On 30 Oct NTPC was trading at 345.15. The strike last trading price was 28.1, 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 28.1, 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 28.1, 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 28.1, 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 28.1, 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 23 Oct NTPC was trading at 342.65. The strike last trading price was 28.1, 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 28.1, 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 28.1, 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 28.1, 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 28.1, 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 28.1, 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 330 PE
Delta: -0.62
Vega: 0.28
Theta: -0.06
Gamma: 0.04
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 325.05 6.15 -1.4 14.69 726 7 949
11 Dec 322.60 7.5 -1 14.44 158 -19 945
10 Dec 321.60 8.5 -2.15 14.79 253 -77 963
9 Dec 319.85 10.6 -0.55 17.38 156 -48 1,051
8 Dec 319.50 12 4.4 20.20 226 -89 1,098
5 Dec 323.30 7.6 -0.85 15.30 182 -6 1,186
4 Dec 322.95 8.45 -0.25 16.45 187 10 1,196
3 Dec 322.95 8.75 3.6 18.10 826 -15 1,190
2 Dec 328.60 5.25 -0.75 15.54 1,451 -75 1,220
1 Dec 327.10 5.85 -0.55 16.63 494 18 1,294
28 Nov 326.45 6.3 0.4 15.77 636 34 1,281
27 Nov 327.35 6 -0.5 15.51 955 -26 1,247
26 Nov 326.10 6.35 -2.1 15.28 674 55 1,263
25 Nov 323.70 8.4 -0.5 16.11 578 188 1,207
24 Nov 323.45 8.3 0.45 17.77 518 260 1,013
21 Nov 326.65 7.95 0.25 18.57 454 174 747
20 Nov 326.60 7.6 -0.9 18.13 142 61 571
19 Nov 326.60 8.35 0.75 18.90 180 53 509
18 Nov 328.45 7.5 0.6 19.29 151 119 456
17 Nov 330.20 6.85 -0.95 19.34 70 31 337
14 Nov 328.45 7.75 -1.3 19.77 34 2 306
13 Nov 326.95 9.1 0.3 21.26 26 2 304
12 Nov 327.15 8.8 -0.35 19.90 23 8 302
11 Nov 326.65 9.25 -0.25 20.83 17 5 295
10 Nov 325.45 9.5 -0.7 19.56 8 2 289
7 Nov 326.10 10.2 -0.75 21.37 19 3 287
6 Nov 326.65 10.95 1.8 23.69 20 1 284
4 Nov 330.60 9.15 2.2 22.70 35 25 283
3 Nov 335.20 6.9 0.05 21.90 31 11 258
31 Oct 336.95 6.9 1.75 - 286 192 248
30 Oct 345.15 5.05 0.5 23.55 27 -2 55
29 Oct 347.50 4.2 -2.6 23.39 133 43 56
28 Oct 339.15 6.8 1.2 - 0 0 0
27 Oct 341.75 6.8 1.2 - 0 2 0
24 Oct 339.60 6.8 1.2 23.51 2 1 12
23 Oct 342.65 5.6 -1.25 22.11 9 8 10
21 Oct 342.00 6.85 -5.8 - 0 0 0
16 Oct 341.50 12.65 0 3.61 0 0 0
15 Oct 339.25 12.65 0 - 0 0 0
10 Oct 339.70 12.65 0 - 0 0 0
9 Oct 335.85 12.65 0 2.59 0 0 0
6 Oct 339.10 12.65 0 - 0 0 0
3 Oct 342.00 12.65 0 3.33 0 0 0


For Ntpc Ltd - strike price 330 expiring on 30DEC2025

Delta for 330 PE is -0.62

Historical price for 330 PE is as follows

On 12 Dec NTPC was trading at 325.05. The strike last trading price was 6.15, which was -1.4 lower than the previous day. The implied volatity was 14.69, the open interest changed by 7 which increased total open position to 949


On 11 Dec NTPC was trading at 322.60. The strike last trading price was 7.5, which was -1 lower than the previous day. The implied volatity was 14.44, the open interest changed by -19 which decreased total open position to 945


On 10 Dec NTPC was trading at 321.60. The strike last trading price was 8.5, which was -2.15 lower than the previous day. The implied volatity was 14.79, the open interest changed by -77 which decreased total open position to 963


On 9 Dec NTPC was trading at 319.85. The strike last trading price was 10.6, which was -0.55 lower than the previous day. The implied volatity was 17.38, the open interest changed by -48 which decreased total open position to 1051


On 8 Dec NTPC was trading at 319.50. The strike last trading price was 12, which was 4.4 higher than the previous day. The implied volatity was 20.20, the open interest changed by -89 which decreased total open position to 1098


On 5 Dec NTPC was trading at 323.30. The strike last trading price was 7.6, which was -0.85 lower than the previous day. The implied volatity was 15.30, the open interest changed by -6 which decreased total open position to 1186


On 4 Dec NTPC was trading at 322.95. The strike last trading price was 8.45, which was -0.25 lower than the previous day. The implied volatity was 16.45, the open interest changed by 10 which increased total open position to 1196


On 3 Dec NTPC was trading at 322.95. The strike last trading price was 8.75, which was 3.6 higher than the previous day. The implied volatity was 18.10, the open interest changed by -15 which decreased total open position to 1190


On 2 Dec NTPC was trading at 328.60. The strike last trading price was 5.25, which was -0.75 lower than the previous day. The implied volatity was 15.54, the open interest changed by -75 which decreased total open position to 1220


On 1 Dec NTPC was trading at 327.10. The strike last trading price was 5.85, which was -0.55 lower than the previous day. The implied volatity was 16.63, the open interest changed by 18 which increased total open position to 1294


On 28 Nov NTPC was trading at 326.45. The strike last trading price was 6.3, which was 0.4 higher than the previous day. The implied volatity was 15.77, the open interest changed by 34 which increased total open position to 1281


On 27 Nov NTPC was trading at 327.35. The strike last trading price was 6, which was -0.5 lower than the previous day. The implied volatity was 15.51, the open interest changed by -26 which decreased total open position to 1247


On 26 Nov NTPC was trading at 326.10. The strike last trading price was 6.35, which was -2.1 lower than the previous day. The implied volatity was 15.28, the open interest changed by 55 which increased total open position to 1263


On 25 Nov NTPC was trading at 323.70. The strike last trading price was 8.4, which was -0.5 lower than the previous day. The implied volatity was 16.11, the open interest changed by 188 which increased total open position to 1207


On 24 Nov NTPC was trading at 323.45. The strike last trading price was 8.3, which was 0.45 higher than the previous day. The implied volatity was 17.77, the open interest changed by 260 which increased total open position to 1013


On 21 Nov NTPC was trading at 326.65. The strike last trading price was 7.95, which was 0.25 higher than the previous day. The implied volatity was 18.57, the open interest changed by 174 which increased total open position to 747


On 20 Nov NTPC was trading at 326.60. The strike last trading price was 7.6, which was -0.9 lower than the previous day. The implied volatity was 18.13, the open interest changed by 61 which increased total open position to 571


On 19 Nov NTPC was trading at 326.60. The strike last trading price was 8.35, which was 0.75 higher than the previous day. The implied volatity was 18.90, the open interest changed by 53 which increased total open position to 509


On 18 Nov NTPC was trading at 328.45. The strike last trading price was 7.5, which was 0.6 higher than the previous day. The implied volatity was 19.29, the open interest changed by 119 which increased total open position to 456


On 17 Nov NTPC was trading at 330.20. The strike last trading price was 6.85, which was -0.95 lower than the previous day. The implied volatity was 19.34, the open interest changed by 31 which increased total open position to 337


On 14 Nov NTPC was trading at 328.45. The strike last trading price was 7.75, which was -1.3 lower than the previous day. The implied volatity was 19.77, the open interest changed by 2 which increased total open position to 306


On 13 Nov NTPC was trading at 326.95. The strike last trading price was 9.1, which was 0.3 higher than the previous day. The implied volatity was 21.26, the open interest changed by 2 which increased total open position to 304


On 12 Nov NTPC was trading at 327.15. The strike last trading price was 8.8, which was -0.35 lower than the previous day. The implied volatity was 19.90, the open interest changed by 8 which increased total open position to 302


On 11 Nov NTPC was trading at 326.65. The strike last trading price was 9.25, which was -0.25 lower than the previous day. The implied volatity was 20.83, the open interest changed by 5 which increased total open position to 295


On 10 Nov NTPC was trading at 325.45. The strike last trading price was 9.5, which was -0.7 lower than the previous day. The implied volatity was 19.56, the open interest changed by 2 which increased total open position to 289


On 7 Nov NTPC was trading at 326.10. The strike last trading price was 10.2, which was -0.75 lower than the previous day. The implied volatity was 21.37, the open interest changed by 3 which increased total open position to 287


On 6 Nov NTPC was trading at 326.65. The strike last trading price was 10.95, which was 1.8 higher than the previous day. The implied volatity was 23.69, the open interest changed by 1 which increased total open position to 284


On 4 Nov NTPC was trading at 330.60. The strike last trading price was 9.15, which was 2.2 higher than the previous day. The implied volatity was 22.70, the open interest changed by 25 which increased total open position to 283


On 3 Nov NTPC was trading at 335.20. The strike last trading price was 6.9, which was 0.05 higher than the previous day. The implied volatity was 21.90, the open interest changed by 11 which increased total open position to 258


On 31 Oct NTPC was trading at 336.95. The strike last trading price was 6.9, which was 1.75 higher than the previous day. The implied volatity was -, the open interest changed by 192 which increased total open position to 248


On 30 Oct NTPC was trading at 345.15. The strike last trading price was 5.05, which was 0.5 higher than the previous day. The implied volatity was 23.55, the open interest changed by -2 which decreased total open position to 55


On 29 Oct NTPC was trading at 347.50. The strike last trading price was 4.2, which was -2.6 lower than the previous day. The implied volatity was 23.39, the open interest changed by 43 which increased total open position to 56


On 28 Oct NTPC was trading at 339.15. The strike last trading price was 6.8, which was 1.2 higher 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 6.8, which was 1.2 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0


On 24 Oct NTPC was trading at 339.60. The strike last trading price was 6.8, which was 1.2 higher than the previous day. The implied volatity was 23.51, the open interest changed by 1 which increased total open position to 12


On 23 Oct NTPC was trading at 342.65. The strike last trading price was 5.6, which was -1.25 lower than the previous day. The implied volatity was 22.11, the open interest changed by 8 which increased total open position to 10


On 21 Oct NTPC was trading at 342.00. The strike last trading price was 6.85, which was -5.8 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 12.65, which was 0 lower than the previous day. The implied volatity was 3.61, 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 12.65, 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 10 Oct NTPC was trading at 339.70. The strike last trading price was 12.65, 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 9 Oct NTPC was trading at 335.85. The strike last trading price was 12.65, which was 0 lower than the previous day. The implied volatity was 2.59, 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 12.65, 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 Oct NTPC was trading at 342.00. The strike last trading price was 12.65, which was 0 lower than the previous day. The implied volatity was 3.33, the open interest changed by 0 which decreased total open position to 0