[--[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 345 CE
Delta: 0.05
Vega: 0.07
Theta: -0.03
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 319.85 0.25 -0.05 17.26 46 -5 441
8 Dec 319.50 0.25 -0.3 17.32 633 -7 444
5 Dec 323.30 0.5 -0.15 15.69 118 21 451
4 Dec 322.95 0.65 -0.05 16.84 125 -11 429
3 Dec 322.95 0.7 -0.5 16.47 360 17 439
2 Dec 328.60 1.15 0.05 15.09 280 6 423
1 Dec 327.10 1.1 -0.05 14.75 130 13 420
28 Nov 326.45 1.15 -0.05 14.92 205 84 409
27 Nov 327.35 1.2 0.15 14.51 316 77 325
26 Nov 326.10 1.05 0.1 14.13 230 41 245
25 Nov 323.70 0.9 -0.35 15.10 287 34 204
24 Nov 323.45 1.3 -0.7 15.70 128 18 170
21 Nov 326.65 2 -0.4 16.33 134 44 152
20 Nov 326.60 2.35 -0.1 16.85 65 14 109
19 Nov 326.60 2.35 -0.95 17.10 67 10 94
18 Nov 328.45 3.25 -0.5 17.76 55 14 85
17 Nov 330.20 3.75 0.25 17.51 47 36 71
14 Nov 328.45 3.7 -0.15 17.53 22 20 34
13 Nov 326.95 3.85 0.1 18.63 4 0 13
12 Nov 327.15 3.75 -0.25 18.55 5 3 13
11 Nov 326.65 4 0.6 - 0 0 0
10 Nov 325.45 4 0.6 - 0 0 0
7 Nov 326.10 4 0.6 18.57 2 0 10
6 Nov 326.65 3.4 -1.35 16.26 4 3 9
4 Nov 330.60 4.75 -2.3 16.56 5 1 4
3 Nov 335.20 7.05 -13.1 - 0 3 0
31 Oct 336.95 7.05 -13.1 - 3 1 1
30 Oct 345.15 20.15 0 - 0 0 0
29 Oct 347.50 20.15 0 - 0 0 0
28 Oct 339.15 20.15 0 0.12 0 0 0
27 Oct 341.75 20.15 0 - 0 0 0
24 Oct 339.60 20.15 0 - 0 0 0
23 Oct 342.65 20.15 0 - 0 0 0
21 Oct 342.00 20.15 0 - 0 0 0
16 Oct 341.50 20.15 0 - 0 0 0
15 Oct 339.25 20.15 0 - 0 0 0
10 Oct 339.70 20.15 0 - 0 0 0
9 Oct 335.85 20.15 0 0.35 0 0 0
6 Oct 339.10 20.15 0 - 0 0 0
3 Oct 342.00 20.15 0 - 0 0 0


For Ntpc Ltd - strike price 345 expiring on 30DEC2025

Delta for 345 CE is 0.05

Historical price for 345 CE is as follows

On 9 Dec NTPC was trading at 319.85. The strike last trading price was 0.25, which was -0.05 lower than the previous day. The implied volatity was 17.26, the open interest changed by -5 which decreased total open position to 441


On 8 Dec NTPC was trading at 319.50. The strike last trading price was 0.25, which was -0.3 lower than the previous day. The implied volatity was 17.32, the open interest changed by -7 which decreased total open position to 444


On 5 Dec NTPC was trading at 323.30. The strike last trading price was 0.5, which was -0.15 lower than the previous day. The implied volatity was 15.69, the open interest changed by 21 which increased total open position to 451


On 4 Dec NTPC was trading at 322.95. The strike last trading price was 0.65, which was -0.05 lower than the previous day. The implied volatity was 16.84, the open interest changed by -11 which decreased total open position to 429


On 3 Dec NTPC was trading at 322.95. The strike last trading price was 0.7, which was -0.5 lower than the previous day. The implied volatity was 16.47, the open interest changed by 17 which increased total open position to 439


On 2 Dec NTPC was trading at 328.60. The strike last trading price was 1.15, which was 0.05 higher than the previous day. The implied volatity was 15.09, the open interest changed by 6 which increased total open position to 423


On 1 Dec NTPC was trading at 327.10. The strike last trading price was 1.1, which was -0.05 lower than the previous day. The implied volatity was 14.75, the open interest changed by 13 which increased total open position to 420


On 28 Nov NTPC was trading at 326.45. The strike last trading price was 1.15, which was -0.05 lower than the previous day. The implied volatity was 14.92, the open interest changed by 84 which increased total open position to 409


On 27 Nov NTPC was trading at 327.35. The strike last trading price was 1.2, which was 0.15 higher than the previous day. The implied volatity was 14.51, the open interest changed by 77 which increased total open position to 325


On 26 Nov NTPC was trading at 326.10. The strike last trading price was 1.05, which was 0.1 higher than the previous day. The implied volatity was 14.13, the open interest changed by 41 which increased total open position to 245


On 25 Nov NTPC was trading at 323.70. The strike last trading price was 0.9, which was -0.35 lower than the previous day. The implied volatity was 15.10, the open interest changed by 34 which increased total open position to 204


On 24 Nov NTPC was trading at 323.45. The strike last trading price was 1.3, which was -0.7 lower than the previous day. The implied volatity was 15.70, the open interest changed by 18 which increased total open position to 170


On 21 Nov NTPC was trading at 326.65. The strike last trading price was 2, which was -0.4 lower than the previous day. The implied volatity was 16.33, the open interest changed by 44 which increased total open position to 152


On 20 Nov NTPC was trading at 326.60. The strike last trading price was 2.35, which was -0.1 lower than the previous day. The implied volatity was 16.85, the open interest changed by 14 which increased total open position to 109


On 19 Nov NTPC was trading at 326.60. The strike last trading price was 2.35, which was -0.95 lower than the previous day. The implied volatity was 17.10, the open interest changed by 10 which increased total open position to 94


On 18 Nov NTPC was trading at 328.45. The strike last trading price was 3.25, which was -0.5 lower than the previous day. The implied volatity was 17.76, the open interest changed by 14 which increased total open position to 85


On 17 Nov NTPC was trading at 330.20. The strike last trading price was 3.75, which was 0.25 higher than the previous day. The implied volatity was 17.51, the open interest changed by 36 which increased total open position to 71


On 14 Nov NTPC was trading at 328.45. The strike last trading price was 3.7, which was -0.15 lower than the previous day. The implied volatity was 17.53, the open interest changed by 20 which increased total open position to 34


On 13 Nov NTPC was trading at 326.95. The strike last trading price was 3.85, which was 0.1 higher than the previous day. The implied volatity was 18.63, the open interest changed by 0 which decreased total open position to 13


On 12 Nov NTPC was trading at 327.15. The strike last trading price was 3.75, which was -0.25 lower than the previous day. The implied volatity was 18.55, the open interest changed by 3 which increased total open position to 13


On 11 Nov NTPC was trading at 326.65. The strike last trading price was 4, which was 0.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 10 Nov NTPC was trading at 325.45. The strike last trading price was 4, which was 0.6 higher 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 4, which was 0.6 higher than the previous day. The implied volatity was 18.57, the open interest changed by 0 which decreased total open position to 10


On 6 Nov NTPC was trading at 326.65. The strike last trading price was 3.4, which was -1.35 lower than the previous day. The implied volatity was 16.26, the open interest changed by 3 which increased total open position to 9


On 4 Nov NTPC was trading at 330.60. The strike last trading price was 4.75, which was -2.3 lower than the previous day. The implied volatity was 16.56, the open interest changed by 1 which increased total open position to 4


On 3 Nov NTPC was trading at 335.20. The strike last trading price was 7.05, which was -13.1 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0


On 31 Oct NTPC was trading at 336.95. The strike last trading price was 7.05, which was -13.1 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1


On 30 Oct NTPC was trading at 345.15. The strike last trading price was 20.15, 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 20.15, 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 20.15, which was 0 lower than the previous day. The implied volatity was 0.12, 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 20.15, 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 20.15, 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 23 Oct NTPC was trading at 342.65. The strike last trading price was 20.15, 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 20.15, 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 20.15, 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 20.15, 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 20.15, 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 20.15, which was 0 lower than the previous day. The implied volatity was 0.35, 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 20.15, 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 Oct NTPC was trading at 342.00. The strike last trading price was 20.15, 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


NTPC 30DEC2025 345 PE
Delta: -0.80
Vega: 0.22
Theta: -0.10
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 319.85 26.15 0.5 33.68 2 0 51
8 Dec 319.50 25.65 3.85 27.36 11 -1 51
5 Dec 323.30 21.8 4.15 - 0 0 0
4 Dec 322.95 21.8 4.15 - 0 2 0
3 Dec 322.95 21.8 4.15 25.55 46 2 52
2 Dec 328.60 17.65 -0.15 - 0 -1 0
1 Dec 327.10 17.65 -0.15 23.03 4 0 51
28 Nov 326.45 17.8 -1.75 - 0 0 0
27 Nov 327.35 17.8 -1.75 - 0 15 0
26 Nov 326.10 17.8 -1.75 19.17 22 14 50
25 Nov 323.70 19.55 -0.9 16.23 5 3 36
24 Nov 323.45 20.45 2.1 23.47 12 11 32
21 Nov 326.65 18.4 1.35 20.77 11 6 21
20 Nov 326.60 17.05 -0.45 17.67 5 3 14
19 Nov 326.60 17.5 1.2 - 0 1 0
18 Nov 328.45 17.5 1.2 21.73 1 0 10
17 Nov 330.20 16.3 -3.2 21.64 2 1 9
14 Nov 328.45 19.5 0 - 0 0 0
13 Nov 326.95 19.5 0 - 0 0 0
12 Nov 327.15 19.5 0 - 0 8 0
11 Nov 326.65 19.5 0 23.84 8 0 0
10 Nov 325.45 19.5 0 - 0 0 0
7 Nov 326.10 19.5 0 - 0 0 0
6 Nov 326.65 19.5 0 - 0 0 0
4 Nov 330.60 19.5 0 - 0 0 0
3 Nov 335.20 19.5 0 - 0 0 0
31 Oct 336.95 19.5 0 - 0 0 0
30 Oct 345.15 19.5 0 1.47 0 0 0
29 Oct 347.50 19.5 0 2.20 0 0 0
28 Oct 339.15 19.5 0 - 0 0 0
27 Oct 341.75 19.5 0 - 0 0 0
24 Oct 339.60 19.5 0 0.39 0 0 0
23 Oct 342.65 19.5 0 - 0 0 0
21 Oct 342.00 19.5 0 0.76 0 0 0
16 Oct 341.50 19.5 0 0.72 0 0 0
15 Oct 339.25 19.5 0 - 0 0 0
10 Oct 339.70 19.5 0 0.41 0 0 0
9 Oct 335.85 19.5 0 - 0 0 0
6 Oct 339.10 19.5 0 - 0 0 0
3 Oct 342.00 19.5 0 0.92 0 0 0


For Ntpc Ltd - strike price 345 expiring on 30DEC2025

Delta for 345 PE is -0.80

Historical price for 345 PE is as follows

On 9 Dec NTPC was trading at 319.85. The strike last trading price was 26.15, which was 0.5 higher than the previous day. The implied volatity was 33.68, the open interest changed by 0 which decreased total open position to 51


On 8 Dec NTPC was trading at 319.50. The strike last trading price was 25.65, which was 3.85 higher than the previous day. The implied volatity was 27.36, the open interest changed by -1 which decreased total open position to 51


On 5 Dec NTPC was trading at 323.30. The strike last trading price was 21.8, which was 4.15 higher 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 21.8, which was 4.15 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0


On 3 Dec NTPC was trading at 322.95. The strike last trading price was 21.8, which was 4.15 higher than the previous day. The implied volatity was 25.55, the open interest changed by 2 which increased total open position to 52


On 2 Dec NTPC was trading at 328.60. The strike last trading price was 17.65, which was -0.15 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0


On 1 Dec NTPC was trading at 327.10. The strike last trading price was 17.65, which was -0.15 lower than the previous day. The implied volatity was 23.03, the open interest changed by 0 which decreased total open position to 51


On 28 Nov NTPC was trading at 326.45. The strike last trading price was 17.8, which was -1.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 27 Nov NTPC was trading at 327.35. The strike last trading price was 17.8, which was -1.75 lower than the previous day. The implied volatity was -, the open interest changed by 15 which increased total open position to 0


On 26 Nov NTPC was trading at 326.10. The strike last trading price was 17.8, which was -1.75 lower than the previous day. The implied volatity was 19.17, the open interest changed by 14 which increased total open position to 50


On 25 Nov NTPC was trading at 323.70. The strike last trading price was 19.55, which was -0.9 lower than the previous day. The implied volatity was 16.23, the open interest changed by 3 which increased total open position to 36


On 24 Nov NTPC was trading at 323.45. The strike last trading price was 20.45, which was 2.1 higher than the previous day. The implied volatity was 23.47, the open interest changed by 11 which increased total open position to 32


On 21 Nov NTPC was trading at 326.65. The strike last trading price was 18.4, which was 1.35 higher than the previous day. The implied volatity was 20.77, the open interest changed by 6 which increased total open position to 21


On 20 Nov NTPC was trading at 326.60. The strike last trading price was 17.05, which was -0.45 lower than the previous day. The implied volatity was 17.67, the open interest changed by 3 which increased total open position to 14


On 19 Nov NTPC was trading at 326.60. The strike last trading price was 17.5, which was 1.2 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 18 Nov NTPC was trading at 328.45. The strike last trading price was 17.5, which was 1.2 higher than the previous day. The implied volatity was 21.73, the open interest changed by 0 which decreased total open position to 10


On 17 Nov NTPC was trading at 330.20. The strike last trading price was 16.3, which was -3.2 lower than the previous day. The implied volatity was 21.64, the open interest changed by 1 which increased total open position to 9


On 14 Nov NTPC was trading at 328.45. The strike last trading price was 19.5, 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 19.5, 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 19.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 0


On 11 Nov NTPC was trading at 326.65. The strike last trading price was 19.5, which was 0 lower than the previous day. The implied volatity was 23.84, the open interest changed by 0 which decreased total open position to 0


On 10 Nov NTPC was trading at 325.45. The strike last trading price was 19.5, 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 7 Nov NTPC was trading at 326.10. The strike last trading price was 19.5, 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 6 Nov NTPC was trading at 326.65. The strike last trading price was 19.5, 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 4 Nov NTPC was trading at 330.60. The strike last trading price was 19.5, 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 3 Nov NTPC was trading at 335.20. The strike last trading price was 19.5, 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 31 Oct NTPC was trading at 336.95. The strike last trading price was 19.5, 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 30 Oct NTPC was trading at 345.15. The strike last trading price was 19.5, which was 0 lower than the previous day. The implied volatity was 1.47, 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 19.5, which was 0 lower than the previous day. The implied volatity was 2.20, 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 19.5, 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 27 Oct NTPC was trading at 341.75. The strike last trading price was 19.5, 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 24 Oct NTPC was trading at 339.60. The strike last trading price was 19.5, which was 0 lower than the previous day. The implied volatity was 0.39, 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 19.5, 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 21 Oct NTPC was trading at 342.00. The strike last trading price was 19.5, which was 0 lower than the previous day. The implied volatity was 0.76, 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 19.5, which was 0 lower than the previous day. The implied volatity was 0.72, 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 19.5, 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 10 Oct NTPC was trading at 339.70. The strike last trading price was 19.5, which was 0 lower than the previous day. The implied volatity was 0.41, 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 19.5, 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 6 Oct NTPC was trading at 339.10. The strike last trading price was 19.5, 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 3 Oct NTPC was trading at 342.00. The strike last trading price was 19.5, which was 0 lower than the previous day. The implied volatity was 0.92, the open interest changed by 0 which decreased total open position to 0