[--[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 350 CE
Delta: 0.03
Vega: 0.06
Theta: -0.03
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 319.85 0.2 -0.05 19.24 270 -38 1,486
8 Dec 319.50 0.25 -0.1 20.04 797 84 1,526
5 Dec 323.30 0.35 -0.05 17.17 309 -6 1,442
4 Dec 322.95 0.35 -0.05 17.19 269 95 1,448
3 Dec 322.95 0.4 -0.3 17.21 676 42 1,357
2 Dec 328.60 0.7 0 15.89 437 -43 1,314
1 Dec 327.10 0.65 0 15.44 363 -29 1,357
28 Nov 326.45 0.7 0 15.57 488 1 1,387
27 Nov 327.35 0.7 0 14.99 803 251 1,392
26 Nov 326.10 0.7 0.1 15.18 688 49 1,140
25 Nov 323.70 0.65 -0.15 16.34 501 178 1,092
24 Nov 323.45 0.85 -0.5 16.39 748 26 916
21 Nov 326.65 1.4 -0.2 17.10 306 120 883
20 Nov 326.60 1.65 -0.05 17.54 491 113 763
19 Nov 326.60 1.65 -0.7 17.70 407 74 648
18 Nov 328.45 2.3 -0.55 18.18 410 11 574
17 Nov 330.20 2.9 0.1 18.56 297 38 563
14 Nov 328.45 2.85 0.1 18.45 448 116 529
13 Nov 326.95 2.75 -0.05 18.78 177 75 412
12 Nov 327.15 2.75 -0.05 18.91 322 47 337
11 Nov 326.65 2.8 -0.05 18.74 41 11 290
10 Nov 325.45 2.85 -0.1 19.69 43 9 276
7 Nov 326.10 2.95 0.3 18.82 71 31 266
6 Nov 326.65 2.65 -0.95 17.20 64 28 234
4 Nov 330.60 3.6 -1.55 17.12 87 59 205
3 Nov 335.20 5.15 -0.45 16.80 64 28 144
31 Oct 336.95 5.55 -4.15 - 114 91 115
30 Oct 345.15 9.7 -2.3 16.26 25 9 23
29 Oct 347.50 12.05 5.15 16.50 14 2 14
28 Oct 339.15 6.9 -2.1 16.28 3 1 12
27 Oct 341.75 9 2 17.55 1 0 11
24 Oct 339.60 7 -2.55 14.81 9 7 10
23 Oct 342.65 9.55 2.35 17.37 3 1 2
21 Oct 342.00 7.2 -2 - 0 0 0
16 Oct 341.50 7.2 -2 - 0 0 0
15 Oct 339.25 7.2 -2 - 0 0 0
10 Oct 339.70 7.2 -2 - 0 0 0
9 Oct 335.85 7.2 -2 - 0 0 0
8 Oct 333.80 7.2 -2 16.77 1 0 1
6 Oct 339.10 9.2 -8.7 16.08 1 0 0
3 Oct 342.00 17.9 0 - 0 0 0


For Ntpc Ltd - strike price 350 expiring on 30DEC2025

Delta for 350 CE is 0.03

Historical price for 350 CE is as follows

On 9 Dec NTPC was trading at 319.85. The strike last trading price was 0.2, which was -0.05 lower than the previous day. The implied volatity was 19.24, the open interest changed by -38 which decreased total open position to 1486


On 8 Dec NTPC was trading at 319.50. The strike last trading price was 0.25, which was -0.1 lower than the previous day. The implied volatity was 20.04, the open interest changed by 84 which increased total open position to 1526


On 5 Dec NTPC was trading at 323.30. The strike last trading price was 0.35, which was -0.05 lower than the previous day. The implied volatity was 17.17, the open interest changed by -6 which decreased total open position to 1442


On 4 Dec NTPC was trading at 322.95. The strike last trading price was 0.35, which was -0.05 lower than the previous day. The implied volatity was 17.19, the open interest changed by 95 which increased total open position to 1448


On 3 Dec NTPC was trading at 322.95. The strike last trading price was 0.4, which was -0.3 lower than the previous day. The implied volatity was 17.21, the open interest changed by 42 which increased total open position to 1357


On 2 Dec NTPC was trading at 328.60. The strike last trading price was 0.7, which was 0 lower than the previous day. The implied volatity was 15.89, the open interest changed by -43 which decreased total open position to 1314


On 1 Dec NTPC was trading at 327.10. The strike last trading price was 0.65, which was 0 lower than the previous day. The implied volatity was 15.44, the open interest changed by -29 which decreased total open position to 1357


On 28 Nov NTPC was trading at 326.45. The strike last trading price was 0.7, which was 0 lower than the previous day. The implied volatity was 15.57, the open interest changed by 1 which increased total open position to 1387


On 27 Nov NTPC was trading at 327.35. The strike last trading price was 0.7, which was 0 lower than the previous day. The implied volatity was 14.99, the open interest changed by 251 which increased total open position to 1392


On 26 Nov NTPC was trading at 326.10. The strike last trading price was 0.7, which was 0.1 higher than the previous day. The implied volatity was 15.18, the open interest changed by 49 which increased total open position to 1140


On 25 Nov NTPC was trading at 323.70. The strike last trading price was 0.65, which was -0.15 lower than the previous day. The implied volatity was 16.34, the open interest changed by 178 which increased total open position to 1092


On 24 Nov NTPC was trading at 323.45. The strike last trading price was 0.85, which was -0.5 lower than the previous day. The implied volatity was 16.39, the open interest changed by 26 which increased total open position to 916


On 21 Nov NTPC was trading at 326.65. The strike last trading price was 1.4, which was -0.2 lower than the previous day. The implied volatity was 17.10, the open interest changed by 120 which increased total open position to 883


On 20 Nov NTPC was trading at 326.60. The strike last trading price was 1.65, which was -0.05 lower than the previous day. The implied volatity was 17.54, the open interest changed by 113 which increased total open position to 763


On 19 Nov NTPC was trading at 326.60. The strike last trading price was 1.65, which was -0.7 lower than the previous day. The implied volatity was 17.70, the open interest changed by 74 which increased total open position to 648


On 18 Nov NTPC was trading at 328.45. The strike last trading price was 2.3, which was -0.55 lower than the previous day. The implied volatity was 18.18, the open interest changed by 11 which increased total open position to 574


On 17 Nov NTPC was trading at 330.20. The strike last trading price was 2.9, which was 0.1 higher than the previous day. The implied volatity was 18.56, the open interest changed by 38 which increased total open position to 563


On 14 Nov NTPC was trading at 328.45. The strike last trading price was 2.85, which was 0.1 higher than the previous day. The implied volatity was 18.45, the open interest changed by 116 which increased total open position to 529


On 13 Nov NTPC was trading at 326.95. The strike last trading price was 2.75, which was -0.05 lower than the previous day. The implied volatity was 18.78, the open interest changed by 75 which increased total open position to 412


On 12 Nov NTPC was trading at 327.15. The strike last trading price was 2.75, which was -0.05 lower than the previous day. The implied volatity was 18.91, the open interest changed by 47 which increased total open position to 337


On 11 Nov NTPC was trading at 326.65. The strike last trading price was 2.8, which was -0.05 lower than the previous day. The implied volatity was 18.74, the open interest changed by 11 which increased total open position to 290


On 10 Nov NTPC was trading at 325.45. The strike last trading price was 2.85, which was -0.1 lower than the previous day. The implied volatity was 19.69, the open interest changed by 9 which increased total open position to 276


On 7 Nov NTPC was trading at 326.10. The strike last trading price was 2.95, which was 0.3 higher than the previous day. The implied volatity was 18.82, the open interest changed by 31 which increased total open position to 266


On 6 Nov NTPC was trading at 326.65. The strike last trading price was 2.65, which was -0.95 lower than the previous day. The implied volatity was 17.20, the open interest changed by 28 which increased total open position to 234


On 4 Nov NTPC was trading at 330.60. The strike last trading price was 3.6, which was -1.55 lower than the previous day. The implied volatity was 17.12, the open interest changed by 59 which increased total open position to 205


On 3 Nov NTPC was trading at 335.20. The strike last trading price was 5.15, which was -0.45 lower than the previous day. The implied volatity was 16.80, the open interest changed by 28 which increased total open position to 144


On 31 Oct NTPC was trading at 336.95. The strike last trading price was 5.55, which was -4.15 lower than the previous day. The implied volatity was -, the open interest changed by 91 which increased total open position to 115


On 30 Oct NTPC was trading at 345.15. The strike last trading price was 9.7, which was -2.3 lower than the previous day. The implied volatity was 16.26, the open interest changed by 9 which increased total open position to 23


On 29 Oct NTPC was trading at 347.50. The strike last trading price was 12.05, which was 5.15 higher than the previous day. The implied volatity was 16.50, the open interest changed by 2 which increased total open position to 14


On 28 Oct NTPC was trading at 339.15. The strike last trading price was 6.9, which was -2.1 lower than the previous day. The implied volatity was 16.28, the open interest changed by 1 which increased total open position to 12


On 27 Oct NTPC was trading at 341.75. The strike last trading price was 9, which was 2 higher than the previous day. The implied volatity was 17.55, the open interest changed by 0 which decreased total open position to 11


On 24 Oct NTPC was trading at 339.60. The strike last trading price was 7, which was -2.55 lower than the previous day. The implied volatity was 14.81, the open interest changed by 7 which increased total open position to 10


On 23 Oct NTPC was trading at 342.65. The strike last trading price was 9.55, which was 2.35 higher than the previous day. The implied volatity was 17.37, the open interest changed by 1 which increased total open position to 2


On 21 Oct NTPC was trading at 342.00. The strike last trading price was 7.2, which was -2 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 7.2, which was -2 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 7.2, which was -2 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 7.2, which was -2 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 7.2, which was -2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 8 Oct NTPC was trading at 333.80. The strike last trading price was 7.2, which was -2 lower than the previous day. The implied volatity was 16.77, the open interest changed by 0 which decreased total open position to 1


On 6 Oct NTPC was trading at 339.10. The strike last trading price was 9.2, which was -8.7 lower than the previous day. The implied volatity was 16.08, 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 17.9, 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 350 PE
Delta: -0.88
Vega: 0.15
Theta: -0.02
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 319.85 29.55 0.25 29.04 16 -8 439
8 Dec 319.50 29.3 4.4 20.09 44 -19 448
5 Dec 323.30 24.9 -1.3 20.76 3 2 467
4 Dec 322.95 26.2 0.05 24.84 1 0 464
3 Dec 322.95 26.15 6.35 26.55 59 -40 464
2 Dec 328.60 19.75 -1.7 15.73 54 1 504
1 Dec 327.10 21.45 -0.5 22.60 9 -5 502
28 Nov 326.45 21.95 0.65 20.38 12 6 507
27 Nov 327.35 21.3 -0.8 19.45 34 11 500
26 Nov 326.10 22.1 -2.85 20.02 35 25 489
25 Nov 323.70 24.8 0.25 20.41 17 0 463
24 Nov 323.45 24 2.3 22.10 372 354 464
21 Nov 326.65 21.7 -0.3 18.70 7 5 110
20 Nov 326.60 22 -0.8 20.95 10 4 104
19 Nov 326.60 22.8 0.7 21.59 15 2 91
18 Nov 328.45 22.1 2.1 24.29 1 0 89
17 Nov 330.20 20 -2.75 22.08 1 0 88
14 Nov 328.45 22.75 0.7 26.47 9 3 85
13 Nov 326.95 22.05 -1.45 22.25 7 5 81
12 Nov 327.15 23.5 -2.8 - 0 0 0
11 Nov 326.65 23.5 -2.8 - 0 43 0
10 Nov 325.45 23.5 -2.8 21.64 46 42 75
7 Nov 326.10 26.3 5.05 29.34 3 0 31
6 Nov 326.65 21.25 -0.9 - 0 31 0
4 Nov 330.60 21.25 -0.9 24.29 32 30 30
3 Nov 335.20 22.15 0 - 0 0 0
31 Oct 336.95 22.15 0 - 0 0 0
30 Oct 345.15 22.15 0 0.30 0 0 0
29 Oct 347.50 22.15 0 1.25 0 0 0
28 Oct 339.15 22.15 0 - 0 0 0
27 Oct 341.75 22.15 0 - 0 0 0
24 Oct 339.60 22.15 0 - 0 0 0
23 Oct 342.65 22.15 0 - 0 0 0
21 Oct 342.00 22.15 0 - 0 0 0
16 Oct 341.50 22.15 0 - 0 0 0
15 Oct 339.25 22.15 0 - 0 0 0
10 Oct 339.70 22.15 0 - 0 0 0
9 Oct 335.85 22.15 0 - 0 0 0
8 Oct 333.80 22.15 0 - 0 0 0
6 Oct 339.10 0 0 - 0 0 0
3 Oct 342.00 0 0 0.11 0 0 0


For Ntpc Ltd - strike price 350 expiring on 30DEC2025

Delta for 350 PE is -0.88

Historical price for 350 PE is as follows

On 9 Dec NTPC was trading at 319.85. The strike last trading price was 29.55, which was 0.25 higher than the previous day. The implied volatity was 29.04, the open interest changed by -8 which decreased total open position to 439


On 8 Dec NTPC was trading at 319.50. The strike last trading price was 29.3, which was 4.4 higher than the previous day. The implied volatity was 20.09, the open interest changed by -19 which decreased total open position to 448


On 5 Dec NTPC was trading at 323.30. The strike last trading price was 24.9, which was -1.3 lower than the previous day. The implied volatity was 20.76, the open interest changed by 2 which increased total open position to 467


On 4 Dec NTPC was trading at 322.95. The strike last trading price was 26.2, which was 0.05 higher than the previous day. The implied volatity was 24.84, the open interest changed by 0 which decreased total open position to 464


On 3 Dec NTPC was trading at 322.95. The strike last trading price was 26.15, which was 6.35 higher than the previous day. The implied volatity was 26.55, the open interest changed by -40 which decreased total open position to 464


On 2 Dec NTPC was trading at 328.60. The strike last trading price was 19.75, which was -1.7 lower than the previous day. The implied volatity was 15.73, the open interest changed by 1 which increased total open position to 504


On 1 Dec NTPC was trading at 327.10. The strike last trading price was 21.45, which was -0.5 lower than the previous day. The implied volatity was 22.60, the open interest changed by -5 which decreased total open position to 502


On 28 Nov NTPC was trading at 326.45. The strike last trading price was 21.95, which was 0.65 higher than the previous day. The implied volatity was 20.38, the open interest changed by 6 which increased total open position to 507


On 27 Nov NTPC was trading at 327.35. The strike last trading price was 21.3, which was -0.8 lower than the previous day. The implied volatity was 19.45, the open interest changed by 11 which increased total open position to 500


On 26 Nov NTPC was trading at 326.10. The strike last trading price was 22.1, which was -2.85 lower than the previous day. The implied volatity was 20.02, the open interest changed by 25 which increased total open position to 489


On 25 Nov NTPC was trading at 323.70. The strike last trading price was 24.8, which was 0.25 higher than the previous day. The implied volatity was 20.41, the open interest changed by 0 which decreased total open position to 463


On 24 Nov NTPC was trading at 323.45. The strike last trading price was 24, which was 2.3 higher than the previous day. The implied volatity was 22.10, the open interest changed by 354 which increased total open position to 464


On 21 Nov NTPC was trading at 326.65. The strike last trading price was 21.7, which was -0.3 lower than the previous day. The implied volatity was 18.70, the open interest changed by 5 which increased total open position to 110


On 20 Nov NTPC was trading at 326.60. The strike last trading price was 22, which was -0.8 lower than the previous day. The implied volatity was 20.95, the open interest changed by 4 which increased total open position to 104


On 19 Nov NTPC was trading at 326.60. The strike last trading price was 22.8, which was 0.7 higher than the previous day. The implied volatity was 21.59, the open interest changed by 2 which increased total open position to 91


On 18 Nov NTPC was trading at 328.45. The strike last trading price was 22.1, which was 2.1 higher than the previous day. The implied volatity was 24.29, the open interest changed by 0 which decreased total open position to 89


On 17 Nov NTPC was trading at 330.20. The strike last trading price was 20, which was -2.75 lower than the previous day. The implied volatity was 22.08, the open interest changed by 0 which decreased total open position to 88


On 14 Nov NTPC was trading at 328.45. The strike last trading price was 22.75, which was 0.7 higher than the previous day. The implied volatity was 26.47, the open interest changed by 3 which increased total open position to 85


On 13 Nov NTPC was trading at 326.95. The strike last trading price was 22.05, which was -1.45 lower than the previous day. The implied volatity was 22.25, the open interest changed by 5 which increased total open position to 81


On 12 Nov NTPC was trading at 327.15. The strike last trading price was 23.5, which was -2.8 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 23.5, which was -2.8 lower than the previous day. The implied volatity was -, the open interest changed by 43 which increased total open position to 0


On 10 Nov NTPC was trading at 325.45. The strike last trading price was 23.5, which was -2.8 lower than the previous day. The implied volatity was 21.64, the open interest changed by 42 which increased total open position to 75


On 7 Nov NTPC was trading at 326.10. The strike last trading price was 26.3, which was 5.05 higher than the previous day. The implied volatity was 29.34, the open interest changed by 0 which decreased total open position to 31


On 6 Nov NTPC was trading at 326.65. The strike last trading price was 21.25, which was -0.9 lower than the previous day. The implied volatity was -, the open interest changed by 31 which increased total open position to 0


On 4 Nov NTPC was trading at 330.60. The strike last trading price was 21.25, which was -0.9 lower than the previous day. The implied volatity was 24.29, the open interest changed by 30 which increased total open position to 30


On 3 Nov NTPC was trading at 335.20. The strike last trading price was 22.15, 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 22.15, 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 22.15, which was 0 lower than the previous day. The implied volatity was 0.30, 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 22.15, which was 0 lower than the previous day. The implied volatity was 1.25, 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 22.15, 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 22.15, 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 22.15, 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 22.15, 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 22.15, 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 22.15, 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 22.15, 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 22.15, 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 22.15, 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 8 Oct NTPC was trading at 333.80. The strike last trading price was 22.15, 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 0.11, the open interest changed by 0 which decreased total open position to 0