[--[65.84.65.76]--]

NTPC

Ntpc Ltd
319.85 +0.35 (0.11%)
L: 315.55 H: 321.4

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Historical option data for NTPC

09 Dec 2025 04:10 PM IST
NTPC 30-DEC-2025 340 CE
Delta: 0.07
Vega: 0.11
Theta: -0.05
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 319.85 0.4 -0.05 15.91 1,116 194 2,090
8 Dec 319.50 0.45 -0.5 16.51 1,353 45 1,892
5 Dec 323.30 0.95 -0.1 15.25 418 -1 1,846
4 Dec 322.95 1 -0.15 15.66 641 111 1,902
3 Dec 322.95 1.1 -1 15.41 1,963 399 1,799
2 Dec 328.60 2 0.05 14.64 1,037 -137 1,391
1 Dec 327.10 1.95 0 14.40 835 161 1,523
28 Nov 326.45 1.9 -0.1 14.33 735 55 1,361
27 Nov 327.35 1.95 0.1 13.82 814 52 1,305
26 Nov 326.10 1.8 0.2 13.68 881 345 1,250
25 Nov 323.70 1.55 -0.5 14.81 630 111 903
24 Nov 323.45 2.1 -0.9 15.35 629 133 758
21 Nov 326.65 2.9 -0.6 15.62 365 72 621
20 Nov 326.60 3.5 0 16.64 294 75 551
19 Nov 326.60 3.45 -1.2 16.80 379 113 471
18 Nov 328.45 4.7 -0.7 17.73 321 135 354
17 Nov 330.20 5.5 0.15 17.80 154 17 218
14 Nov 328.45 5.2 0.35 17.40 83 46 201
13 Nov 326.95 4.9 -0.05 17.59 100 31 155
12 Nov 327.15 4.95 -0.3 18.10 82 18 124
11 Nov 326.65 5.3 0.2 18.39 19 9 106
10 Nov 325.45 5.15 -0.1 19.14 26 12 97
7 Nov 326.10 5.25 0.3 18.08 46 9 85
6 Nov 326.65 4.8 -1.1 16.12 55 27 74
4 Nov 330.60 5.9 -2.6 15.32 37 19 48
3 Nov 335.20 8.5 -1 15.45 10 6 31
31 Oct 336.95 9.45 -6.45 - 36 24 25
30 Oct 345.15 15.9 -6.7 17.04 1 0 0
29 Oct 347.50 22.6 0 - 0 0 0
28 Oct 339.15 22.6 0 - 0 0 0
27 Oct 341.75 22.6 0 - 0 0 0
24 Oct 339.60 22.6 0 - 0 0 0
23 Oct 342.65 22.6 0 - 0 0 0
21 Oct 342.00 22.6 0 - 0 0 0
16 Oct 341.50 22.6 0 - 0 0 0
15 Oct 339.25 22.6 0 - 0 0 0
10 Oct 339.70 22.6 0 - 0 0 0
9 Oct 335.85 22.6 0 - 0 0 0
6 Oct 339.10 22.6 0 - 0 0 0
3 Oct 342.00 22.6 0 - 0 0 0


For Ntpc Ltd - strike price 340 expiring on 30DEC2025

Delta for 340 CE is 0.07

Historical price for 340 CE is as follows

On 9 Dec NTPC was trading at 319.85. The strike last trading price was 0.4, which was -0.05 lower than the previous day. The implied volatity was 15.91, the open interest changed by 194 which increased total open position to 2090


On 8 Dec NTPC was trading at 319.50. The strike last trading price was 0.45, which was -0.5 lower than the previous day. The implied volatity was 16.51, the open interest changed by 45 which increased total open position to 1892


On 5 Dec NTPC was trading at 323.30. The strike last trading price was 0.95, which was -0.1 lower than the previous day. The implied volatity was 15.25, the open interest changed by -1 which decreased total open position to 1846


On 4 Dec NTPC was trading at 322.95. The strike last trading price was 1, which was -0.15 lower than the previous day. The implied volatity was 15.66, the open interest changed by 111 which increased total open position to 1902


On 3 Dec NTPC was trading at 322.95. The strike last trading price was 1.1, which was -1 lower than the previous day. The implied volatity was 15.41, the open interest changed by 399 which increased total open position to 1799


On 2 Dec NTPC was trading at 328.60. The strike last trading price was 2, which was 0.05 higher than the previous day. The implied volatity was 14.64, the open interest changed by -137 which decreased total open position to 1391


On 1 Dec NTPC was trading at 327.10. The strike last trading price was 1.95, which was 0 lower than the previous day. The implied volatity was 14.40, the open interest changed by 161 which increased total open position to 1523


On 28 Nov NTPC was trading at 326.45. The strike last trading price was 1.9, which was -0.1 lower than the previous day. The implied volatity was 14.33, the open interest changed by 55 which increased total open position to 1361


On 27 Nov NTPC was trading at 327.35. The strike last trading price was 1.95, which was 0.1 higher than the previous day. The implied volatity was 13.82, the open interest changed by 52 which increased total open position to 1305


On 26 Nov NTPC was trading at 326.10. The strike last trading price was 1.8, which was 0.2 higher than the previous day. The implied volatity was 13.68, the open interest changed by 345 which increased total open position to 1250


On 25 Nov NTPC was trading at 323.70. The strike last trading price was 1.55, which was -0.5 lower than the previous day. The implied volatity was 14.81, the open interest changed by 111 which increased total open position to 903


On 24 Nov NTPC was trading at 323.45. The strike last trading price was 2.1, which was -0.9 lower than the previous day. The implied volatity was 15.35, the open interest changed by 133 which increased total open position to 758


On 21 Nov NTPC was trading at 326.65. The strike last trading price was 2.9, which was -0.6 lower than the previous day. The implied volatity was 15.62, the open interest changed by 72 which increased total open position to 621


On 20 Nov NTPC was trading at 326.60. The strike last trading price was 3.5, which was 0 lower than the previous day. The implied volatity was 16.64, the open interest changed by 75 which increased total open position to 551


On 19 Nov NTPC was trading at 326.60. The strike last trading price was 3.45, which was -1.2 lower than the previous day. The implied volatity was 16.80, the open interest changed by 113 which increased total open position to 471


On 18 Nov NTPC was trading at 328.45. The strike last trading price was 4.7, which was -0.7 lower than the previous day. The implied volatity was 17.73, the open interest changed by 135 which increased total open position to 354


On 17 Nov NTPC was trading at 330.20. The strike last trading price was 5.5, which was 0.15 higher than the previous day. The implied volatity was 17.80, the open interest changed by 17 which increased total open position to 218


On 14 Nov NTPC was trading at 328.45. The strike last trading price was 5.2, which was 0.35 higher than the previous day. The implied volatity was 17.40, the open interest changed by 46 which increased total open position to 201


On 13 Nov NTPC was trading at 326.95. The strike last trading price was 4.9, which was -0.05 lower than the previous day. The implied volatity was 17.59, the open interest changed by 31 which increased total open position to 155


On 12 Nov NTPC was trading at 327.15. The strike last trading price was 4.95, which was -0.3 lower than the previous day. The implied volatity was 18.10, the open interest changed by 18 which increased total open position to 124


On 11 Nov NTPC was trading at 326.65. The strike last trading price was 5.3, which was 0.2 higher than the previous day. The implied volatity was 18.39, the open interest changed by 9 which increased total open position to 106


On 10 Nov NTPC was trading at 325.45. The strike last trading price was 5.15, which was -0.1 lower than the previous day. The implied volatity was 19.14, the open interest changed by 12 which increased total open position to 97


On 7 Nov NTPC was trading at 326.10. The strike last trading price was 5.25, which was 0.3 higher than the previous day. The implied volatity was 18.08, the open interest changed by 9 which increased total open position to 85


On 6 Nov NTPC was trading at 326.65. The strike last trading price was 4.8, which was -1.1 lower than the previous day. The implied volatity was 16.12, the open interest changed by 27 which increased total open position to 74


On 4 Nov NTPC was trading at 330.60. The strike last trading price was 5.9, which was -2.6 lower than the previous day. The implied volatity was 15.32, the open interest changed by 19 which increased total open position to 48


On 3 Nov NTPC was trading at 335.20. The strike last trading price was 8.5, which was -1 lower than the previous day. The implied volatity was 15.45, the open interest changed by 6 which increased total open position to 31


On 31 Oct NTPC was trading at 336.95. The strike last trading price was 9.45, which was -6.45 lower than the previous day. The implied volatity was -, the open interest changed by 24 which increased total open position to 25


On 30 Oct NTPC was trading at 345.15. The strike last trading price was 15.9, which was -6.7 lower than the previous day. The implied volatity was 17.04, 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 22.6, 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 28 Oct NTPC was trading at 339.15. The strike last trading price was 22.6, 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 27 Oct NTPC was trading at 341.75. The strike last trading price was 22.6, 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 Oct NTPC was trading at 339.60. The strike last trading price was 22.6, 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 23 Oct NTPC was trading at 342.65. The strike last trading price was 22.6, 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 21 Oct NTPC was trading at 342.00. The strike last trading price was 22.6, 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 16 Oct NTPC was trading at 341.50. The strike last trading price was 22.6, 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 15 Oct NTPC was trading at 339.25. The strike last trading price was 22.6, 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 10 Oct NTPC was trading at 339.70. The strike last trading price was 22.6, 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 9 Oct NTPC was trading at 335.85. The strike last trading price was 22.6, 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 6 Oct NTPC was trading at 339.10. The strike last trading price was 22.6, 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 3 Oct NTPC was trading at 342.00. The strike last trading price was 22.6, 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


NTPC 30DEC2025 340 PE
Delta: -0.85
Vega: 0.18
Theta: -0.02
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 319.85 19.7 -0.45 22.32 54 -15 380
8 Dec 319.50 20.8 5 24.23 38 -9 399
5 Dec 323.30 15.8 -0.85 18.38 3 0 408
4 Dec 322.95 16.65 0.3 19.54 9 -1 407
3 Dec 322.95 16.35 5.1 19.84 44 2 407
2 Dec 328.60 11.25 -1.05 14.97 55 -3 405
1 Dec 327.10 12.3 -0.85 17.62 37 4 407
28 Nov 326.45 13 0.4 16.80 19 2 403
27 Nov 327.35 12.6 -0.75 16.63 27 4 402
26 Nov 326.10 13.35 -2.6 17.10 43 -1 397
25 Nov 323.70 15.95 0.25 18.02 100 81 396
24 Nov 323.45 16 1.65 21.22 191 162 316
21 Nov 326.65 14.55 0.55 20.03 68 47 153
20 Nov 326.60 14 -0.8 19.31 19 11 105
19 Nov 326.60 14.75 1.1 19.86 31 5 86
18 Nov 328.45 13.65 1.2 20.67 7 0 82
17 Nov 330.20 12.35 -3.15 19.93 13 9 81
14 Nov 328.45 15.5 0 - 0 0 0
13 Nov 326.95 15.5 0 - 0 0 0
12 Nov 327.15 15.5 0 - 0 0 0
11 Nov 326.65 15.5 0 - 0 1 0
10 Nov 325.45 15.5 0 19.76 1 0 71
7 Nov 326.10 15.5 -1.7 20.54 2 1 70
6 Nov 326.65 17.2 3.6 25.21 3 1 68
4 Nov 330.60 13.6 1.9 21.55 1 0 66
3 Nov 335.20 11.7 0.25 22.78 5 2 65
31 Oct 336.95 11.45 2.45 - 47 29 62
30 Oct 345.15 9 1.55 24.88 30 18 28
29 Oct 347.50 7.7 -1.2 24.64 5 0 10
28 Oct 339.15 8.9 -8.1 - 0 0 0
27 Oct 341.75 8.9 -8.1 - 0 10 0
24 Oct 339.60 8.9 -8.1 20.52 10 0 0
23 Oct 342.65 17 0 1.78 0 0 0
21 Oct 342.00 17 0 - 0 0 0
16 Oct 341.50 17 0 1.64 0 0 0
15 Oct 339.25 17 0 - 0 0 0
10 Oct 339.70 17 0 1.37 0 0 0
9 Oct 335.85 17 0 0.74 0 0 0
6 Oct 339.10 17 0 - 0 0 0
3 Oct 342.00 17 0 1.51 0 0 0


For Ntpc Ltd - strike price 340 expiring on 30DEC2025

Delta for 340 PE is -0.85

Historical price for 340 PE is as follows

On 9 Dec NTPC was trading at 319.85. The strike last trading price was 19.7, which was -0.45 lower than the previous day. The implied volatity was 22.32, the open interest changed by -15 which decreased total open position to 380


On 8 Dec NTPC was trading at 319.50. The strike last trading price was 20.8, which was 5 higher than the previous day. The implied volatity was 24.23, the open interest changed by -9 which decreased total open position to 399


On 5 Dec NTPC was trading at 323.30. The strike last trading price was 15.8, which was -0.85 lower than the previous day. The implied volatity was 18.38, the open interest changed by 0 which decreased total open position to 408


On 4 Dec NTPC was trading at 322.95. The strike last trading price was 16.65, which was 0.3 higher than the previous day. The implied volatity was 19.54, the open interest changed by -1 which decreased total open position to 407


On 3 Dec NTPC was trading at 322.95. The strike last trading price was 16.35, which was 5.1 higher than the previous day. The implied volatity was 19.84, the open interest changed by 2 which increased total open position to 407


On 2 Dec NTPC was trading at 328.60. The strike last trading price was 11.25, which was -1.05 lower than the previous day. The implied volatity was 14.97, the open interest changed by -3 which decreased total open position to 405


On 1 Dec NTPC was trading at 327.10. The strike last trading price was 12.3, which was -0.85 lower than the previous day. The implied volatity was 17.62, the open interest changed by 4 which increased total open position to 407


On 28 Nov NTPC was trading at 326.45. The strike last trading price was 13, which was 0.4 higher than the previous day. The implied volatity was 16.80, the open interest changed by 2 which increased total open position to 403


On 27 Nov NTPC was trading at 327.35. The strike last trading price was 12.6, which was -0.75 lower than the previous day. The implied volatity was 16.63, the open interest changed by 4 which increased total open position to 402


On 26 Nov NTPC was trading at 326.10. The strike last trading price was 13.35, which was -2.6 lower than the previous day. The implied volatity was 17.10, the open interest changed by -1 which decreased total open position to 397


On 25 Nov NTPC was trading at 323.70. The strike last trading price was 15.95, which was 0.25 higher than the previous day. The implied volatity was 18.02, the open interest changed by 81 which increased total open position to 396


On 24 Nov NTPC was trading at 323.45. The strike last trading price was 16, which was 1.65 higher than the previous day. The implied volatity was 21.22, the open interest changed by 162 which increased total open position to 316


On 21 Nov NTPC was trading at 326.65. The strike last trading price was 14.55, which was 0.55 higher than the previous day. The implied volatity was 20.03, the open interest changed by 47 which increased total open position to 153


On 20 Nov NTPC was trading at 326.60. The strike last trading price was 14, which was -0.8 lower than the previous day. The implied volatity was 19.31, the open interest changed by 11 which increased total open position to 105


On 19 Nov NTPC was trading at 326.60. The strike last trading price was 14.75, which was 1.1 higher than the previous day. The implied volatity was 19.86, the open interest changed by 5 which increased total open position to 86


On 18 Nov NTPC was trading at 328.45. The strike last trading price was 13.65, which was 1.2 higher than the previous day. The implied volatity was 20.67, the open interest changed by 0 which decreased total open position to 82


On 17 Nov NTPC was trading at 330.20. The strike last trading price was 12.35, which was -3.15 lower than the previous day. The implied volatity was 19.93, the open interest changed by 9 which increased total open position to 81


On 14 Nov NTPC was trading at 328.45. The strike last trading price was 15.5, 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 15.5, 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 12 Nov NTPC was trading at 327.15. The strike last trading price was 15.5, 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 15.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 10 Nov NTPC was trading at 325.45. The strike last trading price was 15.5, which was 0 lower than the previous day. The implied volatity was 19.76, the open interest changed by 0 which decreased total open position to 71


On 7 Nov NTPC was trading at 326.10. The strike last trading price was 15.5, which was -1.7 lower than the previous day. The implied volatity was 20.54, the open interest changed by 1 which increased total open position to 70


On 6 Nov NTPC was trading at 326.65. The strike last trading price was 17.2, which was 3.6 higher than the previous day. The implied volatity was 25.21, the open interest changed by 1 which increased total open position to 68


On 4 Nov NTPC was trading at 330.60. The strike last trading price was 13.6, which was 1.9 higher than the previous day. The implied volatity was 21.55, the open interest changed by 0 which decreased total open position to 66


On 3 Nov NTPC was trading at 335.20. The strike last trading price was 11.7, which was 0.25 higher than the previous day. The implied volatity was 22.78, the open interest changed by 2 which increased total open position to 65


On 31 Oct NTPC was trading at 336.95. The strike last trading price was 11.45, which was 2.45 higher than the previous day. The implied volatity was -, the open interest changed by 29 which increased total open position to 62


On 30 Oct NTPC was trading at 345.15. The strike last trading price was 9, which was 1.55 higher than the previous day. The implied volatity was 24.88, the open interest changed by 18 which increased total open position to 28


On 29 Oct NTPC was trading at 347.50. The strike last trading price was 7.7, which was -1.2 lower than the previous day. The implied volatity was 24.64, the open interest changed by 0 which decreased total open position to 10


On 28 Oct NTPC was trading at 339.15. The strike last trading price was 8.9, which was -8.1 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 8.9, which was -8.1 lower than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 0


On 24 Oct NTPC was trading at 339.60. The strike last trading price was 8.9, which was -8.1 lower than the previous day. The implied volatity was 20.52, 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 17, which was 0 lower than the previous day. The implied volatity was 1.78, 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 17, 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 17, 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 15 Oct NTPC was trading at 339.25. The strike last trading price was 17, 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 17, which was 0 lower than the previous day. The implied volatity was 1.37, 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 17, which was 0 lower than the previous day. The implied volatity was 0.74, 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 17, 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 17, which was 0 lower than the previous day. The implied volatity was 1.51, the open interest changed by 0 which decreased total open position to 0