[--[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 335 CE
Delta: 0.17
Vega: 0.18
Theta: -0.07
Gamma: 0.03
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 325.05 0.75 0.15 11.73 613 7 1,428
11 Dec 322.60 0.6 -0.05 12.30 422 -40 1,427
10 Dec 321.60 0.65 -0.05 13.25 484 19 1,468
9 Dec 319.85 0.65 -0.1 14.40 1,351 -129 1,450
8 Dec 319.50 0.7 -0.9 14.98 1,275 56 1,573
5 Dec 323.30 1.6 -0.2 14.26 742 -37 1,521
4 Dec 322.95 1.8 -0.15 15.29 613 15 1,557
3 Dec 322.95 1.9 -1.7 14.85 1,797 40 1,541
2 Dec 328.60 3.4 0.2 14.33 1,123 56 1,500
1 Dec 327.10 3.3 0.1 14.03 952 31 1,446
28 Nov 326.45 3.15 -0.2 13.93 870 51 1,415
27 Nov 327.35 3.2 0.15 13.28 1,931 639 1,368
26 Nov 326.10 3 0.45 13.23 706 115 735
25 Nov 323.70 2.45 -0.65 14.15 669 64 623
24 Nov 323.45 3.25 -1.15 14.86 314 86 559
21 Nov 326.65 4.4 -0.65 15.43 145 -6 477
20 Nov 326.60 5 -0.1 16.21 175 62 484
19 Nov 326.60 5.05 -1.35 16.71 246 144 420
18 Nov 328.45 6.35 -0.85 17.15 261 200 271
17 Nov 330.20 7.2 0.2 16.96 35 26 70
14 Nov 328.45 7.1 0.35 17.21 12 -1 42
13 Nov 326.95 6.75 -0.05 17.72 13 0 43
12 Nov 327.15 6.8 -0.2 18.13 36 15 43
11 Nov 326.65 7 -0.15 18.01 13 7 28
10 Nov 325.45 7.15 0.3 19.67 6 3 22
7 Nov 326.10 6.85 0.45 17.60 7 5 18
6 Nov 326.65 6.4 -2.1 15.56 10 5 13
4 Nov 330.60 8.5 -3.55 16.09 7 1 3
3 Nov 335.20 12.05 -13.2 - 0 2 0
31 Oct 336.95 12.05 -13.2 - 4 2 2
30 Oct 345.15 25.25 0 - 0 0 0
29 Oct 347.50 25.25 0 - 0 0 0
28 Oct 339.15 25.25 0 - 0 0 0
27 Oct 341.75 25.25 0 - 0 0 0
24 Oct 339.60 25.25 0 - 0 0 0
23 Oct 342.65 25.25 0 - 0 0 0
21 Oct 342.00 25.25 0 - 0 0 0
16 Oct 341.50 25.25 0 - 0 0 0
15 Oct 339.25 25.25 0 - 0 0 0
10 Oct 339.70 25.25 0 - 0 0 0
9 Oct 335.85 25.25 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 335 expiring on 30DEC2025

Delta for 335 CE is 0.17

Historical price for 335 CE is as follows

On 12 Dec NTPC was trading at 325.05. The strike last trading price was 0.75, which was 0.15 higher than the previous day. The implied volatity was 11.73, the open interest changed by 7 which increased total open position to 1428


On 11 Dec NTPC was trading at 322.60. The strike last trading price was 0.6, which was -0.05 lower than the previous day. The implied volatity was 12.30, the open interest changed by -40 which decreased total open position to 1427


On 10 Dec NTPC was trading at 321.60. The strike last trading price was 0.65, which was -0.05 lower than the previous day. The implied volatity was 13.25, the open interest changed by 19 which increased total open position to 1468


On 9 Dec NTPC was trading at 319.85. The strike last trading price was 0.65, which was -0.1 lower than the previous day. The implied volatity was 14.40, the open interest changed by -129 which decreased total open position to 1450


On 8 Dec NTPC was trading at 319.50. The strike last trading price was 0.7, which was -0.9 lower than the previous day. The implied volatity was 14.98, the open interest changed by 56 which increased total open position to 1573


On 5 Dec NTPC was trading at 323.30. The strike last trading price was 1.6, which was -0.2 lower than the previous day. The implied volatity was 14.26, the open interest changed by -37 which decreased total open position to 1521


On 4 Dec NTPC was trading at 322.95. The strike last trading price was 1.8, which was -0.15 lower than the previous day. The implied volatity was 15.29, the open interest changed by 15 which increased total open position to 1557


On 3 Dec NTPC was trading at 322.95. The strike last trading price was 1.9, which was -1.7 lower than the previous day. The implied volatity was 14.85, the open interest changed by 40 which increased total open position to 1541


On 2 Dec NTPC was trading at 328.60. The strike last trading price was 3.4, which was 0.2 higher than the previous day. The implied volatity was 14.33, the open interest changed by 56 which increased total open position to 1500


On 1 Dec NTPC was trading at 327.10. The strike last trading price was 3.3, which was 0.1 higher than the previous day. The implied volatity was 14.03, the open interest changed by 31 which increased total open position to 1446


On 28 Nov NTPC was trading at 326.45. The strike last trading price was 3.15, which was -0.2 lower than the previous day. The implied volatity was 13.93, the open interest changed by 51 which increased total open position to 1415


On 27 Nov NTPC was trading at 327.35. The strike last trading price was 3.2, which was 0.15 higher than the previous day. The implied volatity was 13.28, the open interest changed by 639 which increased total open position to 1368


On 26 Nov NTPC was trading at 326.10. The strike last trading price was 3, which was 0.45 higher than the previous day. The implied volatity was 13.23, the open interest changed by 115 which increased total open position to 735


On 25 Nov NTPC was trading at 323.70. The strike last trading price was 2.45, which was -0.65 lower than the previous day. The implied volatity was 14.15, the open interest changed by 64 which increased total open position to 623


On 24 Nov NTPC was trading at 323.45. The strike last trading price was 3.25, which was -1.15 lower than the previous day. The implied volatity was 14.86, the open interest changed by 86 which increased total open position to 559


On 21 Nov NTPC was trading at 326.65. The strike last trading price was 4.4, which was -0.65 lower than the previous day. The implied volatity was 15.43, the open interest changed by -6 which decreased total open position to 477


On 20 Nov NTPC was trading at 326.60. The strike last trading price was 5, which was -0.1 lower than the previous day. The implied volatity was 16.21, the open interest changed by 62 which increased total open position to 484


On 19 Nov NTPC was trading at 326.60. The strike last trading price was 5.05, which was -1.35 lower than the previous day. The implied volatity was 16.71, the open interest changed by 144 which increased total open position to 420


On 18 Nov NTPC was trading at 328.45. The strike last trading price was 6.35, which was -0.85 lower than the previous day. The implied volatity was 17.15, the open interest changed by 200 which increased total open position to 271


On 17 Nov NTPC was trading at 330.20. The strike last trading price was 7.2, which was 0.2 higher than the previous day. The implied volatity was 16.96, the open interest changed by 26 which increased total open position to 70


On 14 Nov NTPC was trading at 328.45. The strike last trading price was 7.1, which was 0.35 higher than the previous day. The implied volatity was 17.21, the open interest changed by -1 which decreased total open position to 42


On 13 Nov NTPC was trading at 326.95. The strike last trading price was 6.75, which was -0.05 lower than the previous day. The implied volatity was 17.72, the open interest changed by 0 which decreased total open position to 43


On 12 Nov NTPC was trading at 327.15. The strike last trading price was 6.8, which was -0.2 lower than the previous day. The implied volatity was 18.13, the open interest changed by 15 which increased total open position to 43


On 11 Nov NTPC was trading at 326.65. The strike last trading price was 7, which was -0.15 lower than the previous day. The implied volatity was 18.01, the open interest changed by 7 which increased total open position to 28


On 10 Nov NTPC was trading at 325.45. The strike last trading price was 7.15, which was 0.3 higher than the previous day. The implied volatity was 19.67, the open interest changed by 3 which increased total open position to 22


On 7 Nov NTPC was trading at 326.10. The strike last trading price was 6.85, which was 0.45 higher than the previous day. The implied volatity was 17.60, the open interest changed by 5 which increased total open position to 18


On 6 Nov NTPC was trading at 326.65. The strike last trading price was 6.4, which was -2.1 lower than the previous day. The implied volatity was 15.56, the open interest changed by 5 which increased total open position to 13


On 4 Nov NTPC was trading at 330.60. The strike last trading price was 8.5, which was -3.55 lower than the previous day. The implied volatity was 16.09, the open interest changed by 1 which increased total open position to 3


On 3 Nov NTPC was trading at 335.20. The strike last trading price was 12.05, which was -13.2 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0


On 31 Oct NTPC was trading at 336.95. The strike last trading price was 12.05, which was -13.2 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 2


On 30 Oct NTPC was trading at 345.15. The strike last trading price was 25.25, 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 25.25, 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 25.25, 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 25.25, 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 25.25, 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 25.25, 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 25.25, 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 25.25, 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 25.25, 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 25.25, 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 25.25, 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 335 PE
Delta: -0.75
Vega: 0.23
Theta: -0.04
Gamma: 0.03
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 325.05 10.1 -1.65 16.51 51 -19 160
11 Dec 322.60 11.75 -1.7 16.52 13 1 179
10 Dec 321.60 13.45 -1.7 19.68 32 2 178
9 Dec 319.85 15.2 -0.6 20.52 42 -2 173
8 Dec 319.50 16.1 4.55 21.39 48 -18 178
5 Dec 323.30 11.55 -0.6 16.99 24 -1 196
4 Dec 322.95 12.15 -0.15 17.21 9 -2 197
3 Dec 322.95 12.45 4.55 19.31 98 1 199
2 Dec 328.60 7.95 -0.9 15.36 122 9 199
1 Dec 327.10 8.8 -0.8 17.13 61 9 191
28 Nov 326.45 9.6 0.8 16.87 27 7 182
27 Nov 327.35 8.8 -0.9 15.46 69 -4 175
26 Nov 326.10 9.55 -2.4 16.05 24 3 179
25 Nov 323.70 11.95 0.25 17.00 24 6 175
24 Nov 323.45 11.7 0.9 18.79 78 67 168
21 Nov 326.65 10.8 0.2 18.72 28 17 99
20 Nov 326.60 10.6 -0.75 18.76 14 7 82
19 Nov 326.60 11.2 0.65 19.05 86 56 74
18 Nov 328.45 10.55 -0.95 20.39 2 0 17
17 Nov 330.20 11.5 -2.45 - 0 0 0
14 Nov 328.45 11.5 -2.45 - 0 0 0
13 Nov 326.95 11.5 -2.45 - 0 1 0
12 Nov 327.15 11.5 -2.45 19.79 1 0 16
11 Nov 326.65 13.95 1.65 25.19 1 0 16
10 Nov 325.45 12.3 0.1 19.65 2 -1 16
7 Nov 326.10 12.2 0.65 20.01 1 0 16
6 Nov 326.65 11.55 2.35 - 0 4 0
4 Nov 330.60 11.55 2.35 22.78 4 3 15
3 Nov 335.20 9.15 0.2 22.39 3 2 11
31 Oct 336.95 8.95 2.65 - 2 0 8
30 Oct 345.15 6.3 0.3 23.06 8 4 7
29 Oct 347.50 6 -8.75 24.45 7 2 2
28 Oct 339.15 14.75 0 2.10 0 0 0
27 Oct 341.75 14.75 0 2.74 0 0 0
24 Oct 339.60 14.75 0 2.42 0 0 0
23 Oct 342.65 14.75 0 2.81 0 0 0
21 Oct 342.00 14.75 0 - 0 0 0
16 Oct 341.50 14.75 0 2.63 0 0 0
15 Oct 339.25 14.75 0 - 0 0 0
10 Oct 339.70 14.75 0 - 0 0 0
9 Oct 335.85 14.75 0 1.63 0 0 0
6 Oct 339.10 14.75 0 - 0 0 0
3 Oct 342.00 14.75 0 2.66 0 0 0


For Ntpc Ltd - strike price 335 expiring on 30DEC2025

Delta for 335 PE is -0.75

Historical price for 335 PE is as follows

On 12 Dec NTPC was trading at 325.05. The strike last trading price was 10.1, which was -1.65 lower than the previous day. The implied volatity was 16.51, the open interest changed by -19 which decreased total open position to 160


On 11 Dec NTPC was trading at 322.60. The strike last trading price was 11.75, which was -1.7 lower than the previous day. The implied volatity was 16.52, the open interest changed by 1 which increased total open position to 179


On 10 Dec NTPC was trading at 321.60. The strike last trading price was 13.45, which was -1.7 lower than the previous day. The implied volatity was 19.68, the open interest changed by 2 which increased total open position to 178


On 9 Dec NTPC was trading at 319.85. The strike last trading price was 15.2, which was -0.6 lower than the previous day. The implied volatity was 20.52, the open interest changed by -2 which decreased total open position to 173


On 8 Dec NTPC was trading at 319.50. The strike last trading price was 16.1, which was 4.55 higher than the previous day. The implied volatity was 21.39, the open interest changed by -18 which decreased total open position to 178


On 5 Dec NTPC was trading at 323.30. The strike last trading price was 11.55, which was -0.6 lower than the previous day. The implied volatity was 16.99, the open interest changed by -1 which decreased total open position to 196


On 4 Dec NTPC was trading at 322.95. The strike last trading price was 12.15, which was -0.15 lower than the previous day. The implied volatity was 17.21, the open interest changed by -2 which decreased total open position to 197


On 3 Dec NTPC was trading at 322.95. The strike last trading price was 12.45, which was 4.55 higher than the previous day. The implied volatity was 19.31, the open interest changed by 1 which increased total open position to 199


On 2 Dec NTPC was trading at 328.60. The strike last trading price was 7.95, which was -0.9 lower than the previous day. The implied volatity was 15.36, the open interest changed by 9 which increased total open position to 199


On 1 Dec NTPC was trading at 327.10. The strike last trading price was 8.8, which was -0.8 lower than the previous day. The implied volatity was 17.13, the open interest changed by 9 which increased total open position to 191


On 28 Nov NTPC was trading at 326.45. The strike last trading price was 9.6, which was 0.8 higher than the previous day. The implied volatity was 16.87, the open interest changed by 7 which increased total open position to 182


On 27 Nov NTPC was trading at 327.35. The strike last trading price was 8.8, which was -0.9 lower than the previous day. The implied volatity was 15.46, the open interest changed by -4 which decreased total open position to 175


On 26 Nov NTPC was trading at 326.10. The strike last trading price was 9.55, which was -2.4 lower than the previous day. The implied volatity was 16.05, the open interest changed by 3 which increased total open position to 179


On 25 Nov NTPC was trading at 323.70. The strike last trading price was 11.95, which was 0.25 higher than the previous day. The implied volatity was 17.00, the open interest changed by 6 which increased total open position to 175


On 24 Nov NTPC was trading at 323.45. The strike last trading price was 11.7, which was 0.9 higher than the previous day. The implied volatity was 18.79, the open interest changed by 67 which increased total open position to 168


On 21 Nov NTPC was trading at 326.65. The strike last trading price was 10.8, which was 0.2 higher than the previous day. The implied volatity was 18.72, the open interest changed by 17 which increased total open position to 99


On 20 Nov NTPC was trading at 326.60. The strike last trading price was 10.6, which was -0.75 lower than the previous day. The implied volatity was 18.76, the open interest changed by 7 which increased total open position to 82


On 19 Nov NTPC was trading at 326.60. The strike last trading price was 11.2, which was 0.65 higher than the previous day. The implied volatity was 19.05, the open interest changed by 56 which increased total open position to 74


On 18 Nov NTPC was trading at 328.45. The strike last trading price was 10.55, which was -0.95 lower than the previous day. The implied volatity was 20.39, the open interest changed by 0 which decreased total open position to 17


On 17 Nov NTPC was trading at 330.20. The strike last trading price was 11.5, which was -2.45 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 11.5, which was -2.45 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 11.5, which was -2.45 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 12 Nov NTPC was trading at 327.15. The strike last trading price was 11.5, which was -2.45 lower than the previous day. The implied volatity was 19.79, the open interest changed by 0 which decreased total open position to 16


On 11 Nov NTPC was trading at 326.65. The strike last trading price was 13.95, which was 1.65 higher than the previous day. The implied volatity was 25.19, the open interest changed by 0 which decreased total open position to 16


On 10 Nov NTPC was trading at 325.45. The strike last trading price was 12.3, which was 0.1 higher than the previous day. The implied volatity was 19.65, the open interest changed by -1 which decreased total open position to 16


On 7 Nov NTPC was trading at 326.10. The strike last trading price was 12.2, which was 0.65 higher than the previous day. The implied volatity was 20.01, the open interest changed by 0 which decreased total open position to 16


On 6 Nov NTPC was trading at 326.65. The strike last trading price was 11.55, which was 2.35 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 0


On 4 Nov NTPC was trading at 330.60. The strike last trading price was 11.55, which was 2.35 higher than the previous day. The implied volatity was 22.78, the open interest changed by 3 which increased total open position to 15


On 3 Nov NTPC was trading at 335.20. The strike last trading price was 9.15, which was 0.2 higher than the previous day. The implied volatity was 22.39, the open interest changed by 2 which increased total open position to 11


On 31 Oct NTPC was trading at 336.95. The strike last trading price was 8.95, which was 2.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8


On 30 Oct NTPC was trading at 345.15. The strike last trading price was 6.3, which was 0.3 higher than the previous day. The implied volatity was 23.06, the open interest changed by 4 which increased total open position to 7


On 29 Oct NTPC was trading at 347.50. The strike last trading price was 6, which was -8.75 lower than the previous day. The implied volatity was 24.45, the open interest changed by 2 which increased total open position to 2


On 28 Oct NTPC was trading at 339.15. The strike last trading price was 14.75, which was 0 lower than the previous day. The implied volatity was 2.10, 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 14.75, which was 0 lower than the previous day. The implied volatity was 2.74, 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 14.75, which was 0 lower than the previous day. The implied volatity was 2.42, 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 14.75, which was 0 lower than the previous day. The implied volatity was 2.81, 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 14.75, 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 14.75, which was 0 lower than the previous day. The implied volatity was 2.63, 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 14.75, 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 14.75, 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 14.75, which was 0 lower than the previous day. The implied volatity was 1.63, 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 14.75, 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 14.75, which was 0 lower than the previous day. The implied volatity was 2.66, the open interest changed by 0 which decreased total open position to 0