NTPC
Ntpc Ltd
Historical option data for NTPC
09 Dec 2025 04:10 PM IST
| NTPC 30-DEC-2025 355 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.02
Vega: 0.03
Theta: -0.02
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 9 Dec | 319.85 | 0.1 | -0.05 | 19.58 | 41 | -24 | 230 | |||||||||
| 8 Dec | 319.50 | 0.15 | -0.05 | 20.77 | 151 | 16 | 304 | |||||||||
| 5 Dec | 323.30 | 0.2 | -0.05 | 17.82 | 46 | -4 | 289 | |||||||||
| 4 Dec | 322.95 | 0.25 | 0 | 18.51 | 24 | -7 | 292 | |||||||||
| 3 Dec | 322.95 | 0.25 | -0.15 | 17.86 | 75 | 16 | 287 | |||||||||
| 2 Dec | 328.60 | 0.4 | 0 | 16.42 | 88 | 2 | 274 | |||||||||
| 1 Dec | 327.10 | 0.35 | 0 | 15.79 | 104 | -1 | 272 | |||||||||
| 28 Nov | 326.45 | 0.35 | -0.05 | 15.54 | 110 | 41 | 270 | |||||||||
| 27 Nov | 327.35 | 0.4 | 0 | 15.44 | 107 | 2 | 222 | |||||||||
| 26 Nov | 326.10 | 0.4 | -0.05 | 15.57 | 163 | 19 | 120 | |||||||||
| 25 Nov | 323.70 | 0.45 | -0.15 | 17.27 | 49 | 3 | 106 | |||||||||
| 24 Nov | 323.45 | 0.6 | -0.45 | 17.36 | 113 | -5 | 106 | |||||||||
| 21 Nov | 326.65 | 1.05 | -0.15 | 18.17 | 9 | -1 | 112 | |||||||||
| 20 Nov | 326.60 | 1.2 | 0.05 | 18.36 | 61 | 14 | 113 | |||||||||
| 19 Nov | 326.60 | 1.15 | -0.55 | 18.25 | 36 | 8 | 99 | |||||||||
| 18 Nov | 328.45 | 1.65 | -0.45 | 18.74 | 69 | 18 | 92 | |||||||||
| 17 Nov | 330.20 | 2.1 | 0.05 | 19.03 | 30 | 25 | 75 | |||||||||
| 14 Nov | 328.45 | 2.05 | 0.2 | 18.82 | 15 | 2 | 42 | |||||||||
| 13 Nov | 326.95 | 1.85 | -0.3 | 18.67 | 4 | 3 | 40 | |||||||||
| 12 Nov | 327.15 | 2.15 | 0.05 | 19.76 | 8 | 3 | 37 | |||||||||
| 11 Nov | 326.65 | 2.1 | -0.15 | - | 0 | 4 | 0 | |||||||||
| 10 Nov | 325.45 | 2.1 | -0.15 | 20.03 | 6 | 4 | 34 | |||||||||
| 7 Nov | 326.10 | 2.25 | 0.15 | 19.38 | 9 | 2 | 31 | |||||||||
| 6 Nov | 326.65 | 2.1 | -0.45 | 18.15 | 8 | 0 | 23 | |||||||||
| 4 Nov | 330.60 | 2.55 | -1.05 | 17.20 | 17 | -8 | 21 | |||||||||
| 3 Nov | 335.20 | 3.6 | -0.9 | 16.56 | 18 | 17 | 28 | |||||||||
| 31 Oct | 336.95 | 4.5 | -3.5 | - | 1 | 0 | 10 | |||||||||
| 30 Oct | 345.15 | 8 | -7.85 | - | 0 | 10 | 0 | |||||||||
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| 29 Oct | 347.50 | 8 | -7.85 | 13.65 | 10 | 0 | 0 | |||||||||
| 28 Oct | 339.15 | 15.85 | 0 | 2.20 | 0 | 0 | 0 | |||||||||
| 27 Oct | 341.75 | 15.85 | 0 | 1.52 | 0 | 0 | 0 | |||||||||
| 24 Oct | 339.60 | 15.85 | 0 | 1.77 | 0 | 0 | 0 | |||||||||
| 21 Oct | 342.00 | 15.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Oct | 341.50 | 15.85 | 0 | 1.31 | 0 | 0 | 0 | |||||||||
| 15 Oct | 339.25 | 15.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Oct | 339.70 | 15.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Oct | 335.85 | 15.85 | 0 | 2.13 | 0 | 0 | 0 | |||||||||
| 8 Oct | 333.80 | 15.85 | 0 | 2.42 | 0 | 0 | 0 | |||||||||
| 6 Oct | 339.10 | 15.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Oct | 342.00 | 15.85 | 0 | 1.07 | 0 | 0 | 0 | |||||||||
For Ntpc Ltd - strike price 355 expiring on 30DEC2025
Delta for 355 CE is 0.02
Historical price for 355 CE is as follows
On 9 Dec NTPC was trading at 319.85. The strike last trading price was 0.1, which was -0.05 lower than the previous day. The implied volatity was 19.58, the open interest changed by -24 which decreased total open position to 230
On 8 Dec NTPC was trading at 319.50. The strike last trading price was 0.15, which was -0.05 lower than the previous day. The implied volatity was 20.77, the open interest changed by 16 which increased total open position to 304
On 5 Dec NTPC was trading at 323.30. The strike last trading price was 0.2, which was -0.05 lower than the previous day. The implied volatity was 17.82, the open interest changed by -4 which decreased total open position to 289
On 4 Dec NTPC was trading at 322.95. The strike last trading price was 0.25, which was 0 lower than the previous day. The implied volatity was 18.51, the open interest changed by -7 which decreased total open position to 292
On 3 Dec NTPC was trading at 322.95. The strike last trading price was 0.25, which was -0.15 lower than the previous day. The implied volatity was 17.86, the open interest changed by 16 which increased total open position to 287
On 2 Dec NTPC was trading at 328.60. The strike last trading price was 0.4, which was 0 lower than the previous day. The implied volatity was 16.42, the open interest changed by 2 which increased total open position to 274
On 1 Dec NTPC was trading at 327.10. The strike last trading price was 0.35, which was 0 lower than the previous day. The implied volatity was 15.79, the open interest changed by -1 which decreased total open position to 272
On 28 Nov NTPC was trading at 326.45. The strike last trading price was 0.35, which was -0.05 lower than the previous day. The implied volatity was 15.54, the open interest changed by 41 which increased total open position to 270
On 27 Nov NTPC was trading at 327.35. The strike last trading price was 0.4, which was 0 lower than the previous day. The implied volatity was 15.44, the open interest changed by 2 which increased total open position to 222
On 26 Nov NTPC was trading at 326.10. The strike last trading price was 0.4, which was -0.05 lower than the previous day. The implied volatity was 15.57, the open interest changed by 19 which increased total open position to 120
On 25 Nov NTPC was trading at 323.70. The strike last trading price was 0.45, which was -0.15 lower than the previous day. The implied volatity was 17.27, the open interest changed by 3 which increased total open position to 106
On 24 Nov NTPC was trading at 323.45. The strike last trading price was 0.6, which was -0.45 lower than the previous day. The implied volatity was 17.36, the open interest changed by -5 which decreased total open position to 106
On 21 Nov NTPC was trading at 326.65. The strike last trading price was 1.05, which was -0.15 lower than the previous day. The implied volatity was 18.17, the open interest changed by -1 which decreased total open position to 112
On 20 Nov NTPC was trading at 326.60. The strike last trading price was 1.2, which was 0.05 higher than the previous day. The implied volatity was 18.36, the open interest changed by 14 which increased total open position to 113
On 19 Nov NTPC was trading at 326.60. The strike last trading price was 1.15, which was -0.55 lower than the previous day. The implied volatity was 18.25, the open interest changed by 8 which increased total open position to 99
On 18 Nov NTPC was trading at 328.45. The strike last trading price was 1.65, which was -0.45 lower than the previous day. The implied volatity was 18.74, the open interest changed by 18 which increased total open position to 92
On 17 Nov NTPC was trading at 330.20. The strike last trading price was 2.1, which was 0.05 higher than the previous day. The implied volatity was 19.03, the open interest changed by 25 which increased total open position to 75
On 14 Nov NTPC was trading at 328.45. The strike last trading price was 2.05, which was 0.2 higher than the previous day. The implied volatity was 18.82, the open interest changed by 2 which increased total open position to 42
On 13 Nov NTPC was trading at 326.95. The strike last trading price was 1.85, which was -0.3 lower than the previous day. The implied volatity was 18.67, the open interest changed by 3 which increased total open position to 40
On 12 Nov NTPC was trading at 327.15. The strike last trading price was 2.15, which was 0.05 higher than the previous day. The implied volatity was 19.76, the open interest changed by 3 which increased total open position to 37
On 11 Nov NTPC was trading at 326.65. The strike last trading price was 2.1, which was -0.15 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 0
On 10 Nov NTPC was trading at 325.45. The strike last trading price was 2.1, which was -0.15 lower than the previous day. The implied volatity was 20.03, the open interest changed by 4 which increased total open position to 34
On 7 Nov NTPC was trading at 326.10. The strike last trading price was 2.25, which was 0.15 higher than the previous day. The implied volatity was 19.38, the open interest changed by 2 which increased total open position to 31
On 6 Nov NTPC was trading at 326.65. The strike last trading price was 2.1, which was -0.45 lower than the previous day. The implied volatity was 18.15, the open interest changed by 0 which decreased total open position to 23
On 4 Nov NTPC was trading at 330.60. The strike last trading price was 2.55, which was -1.05 lower than the previous day. The implied volatity was 17.20, the open interest changed by -8 which decreased total open position to 21
On 3 Nov NTPC was trading at 335.20. The strike last trading price was 3.6, which was -0.9 lower than the previous day. The implied volatity was 16.56, the open interest changed by 17 which increased total open position to 28
On 31 Oct NTPC was trading at 336.95. The strike last trading price was 4.5, which was -3.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10
On 30 Oct NTPC was trading at 345.15. The strike last trading price was 8, which was -7.85 lower than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 0
On 29 Oct NTPC was trading at 347.50. The strike last trading price was 8, which was -7.85 lower than the previous day. The implied volatity was 13.65, 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 15.85, 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 27 Oct NTPC was trading at 341.75. The strike last trading price was 15.85, which was 0 lower than the previous day. The implied volatity was 1.52, 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 15.85, which was 0 lower than the previous day. The implied volatity was 1.77, 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 15.85, 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 15.85, which was 0 lower than the previous day. The implied volatity was 1.31, 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 15.85, 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 15.85, 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 15.85, which was 0 lower than the previous day. The implied volatity was 2.13, 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 15.85, 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 6 Oct NTPC was trading at 339.10. The strike last trading price was 15.85, 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 15.85, which was 0 lower than the previous day. The implied volatity was 1.07, the open interest changed by 0 which decreased total open position to 0
| NTPC 30DEC2025 355 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 9 Dec | 319.85 | 30.2 | 4.2 | - | 0 | 0 | 0 |
| 8 Dec | 319.50 | 30.2 | 4.2 | - | 0 | 0 | 11 |
| 5 Dec | 323.30 | 30.2 | 4.2 | - | 0 | 1 | 0 |
| 4 Dec | 322.95 | 30.2 | 4.2 | 21.01 | 2 | 1 | 11 |
| 3 Dec | 322.95 | 26 | -3 | - | 0 | 0 | 0 |
| 2 Dec | 328.60 | 26 | -3 | - | 0 | -1 | 0 |
| 1 Dec | 327.10 | 26 | -3 | 24.15 | 1 | 0 | 11 |
| 28 Nov | 326.45 | 29 | 3.4 | - | 0 | 0 | 0 |
| 27 Nov | 327.35 | 29 | 3.4 | - | 0 | 0 | 0 |
| 26 Nov | 326.10 | 29 | 3.4 | - | 0 | 5 | 0 |
| 25 Nov | 323.70 | 29 | 3.4 | 19.02 | 5 | 3 | 9 |
| 24 Nov | 323.45 | 25.6 | 0.55 | - | 0 | 0 | 0 |
| 21 Nov | 326.65 | 25.6 | 0.55 | - | 0 | 0 | 0 |
| 20 Nov | 326.60 | 25.6 | 0.55 | - | 0 | 0 | 0 |
| 19 Nov | 326.60 | 25.6 | 0.55 | - | 0 | 6 | 0 |
| 18 Nov | 328.45 | 25.6 | 0.55 | 23.48 | 6 | 0 | 0 |
| 17 Nov | 330.20 | 25.05 | 0 | - | 0 | 0 | 0 |
| 14 Nov | 328.45 | 25.05 | 0 | - | 0 | 0 | 0 |
| 13 Nov | 326.95 | 25.05 | 0 | - | 0 | 0 | 0 |
| 12 Nov | 327.15 | 25.05 | 0 | - | 0 | 0 | 0 |
| 11 Nov | 326.65 | 25.05 | 0 | - | 0 | 0 | 0 |
| 10 Nov | 325.45 | 25.05 | 0 | - | 0 | 0 | 0 |
| 7 Nov | 326.10 | 25.05 | 0 | - | 0 | 0 | 0 |
| 6 Nov | 326.65 | 25.05 | 0 | - | 0 | 0 | 0 |
| 4 Nov | 330.60 | 25.05 | 0 | - | 0 | 0 | 0 |
| 3 Nov | 335.20 | 25.05 | 0 | - | 0 | 0 | 0 |
| 31 Oct | 336.95 | 25.05 | 0 | - | 0 | 0 | 0 |
| 30 Oct | 345.15 | 25.05 | 0 | - | 0 | 0 | 0 |
| 29 Oct | 347.50 | 25.05 | 0 | 0.10 | 0 | 0 | 0 |
| 28 Oct | 339.15 | 25.05 | 0 | - | 0 | 0 | 0 |
| 27 Oct | 341.75 | 25.05 | 0 | - | 0 | 0 | 0 |
| 24 Oct | 339.60 | 25.05 | 0 | - | 0 | 0 | 0 |
| 21 Oct | 342.00 | 25.05 | 0 | - | 0 | 0 | 0 |
| 16 Oct | 341.50 | 25.05 | 0 | - | 0 | 0 | 0 |
| 15 Oct | 339.25 | 25.05 | 0 | - | 0 | 0 | 0 |
| 10 Oct | 339.70 | 25.05 | 0 | - | 0 | 0 | 0 |
| 9 Oct | 335.85 | 25.05 | 0 | - | 0 | 0 | 0 |
| 8 Oct | 333.80 | 25.05 | 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 355 expiring on 30DEC2025
Delta for 355 PE is -
Historical price for 355 PE is as follows
On 9 Dec NTPC was trading at 319.85. The strike last trading price was 30.2, which was 4.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 8 Dec NTPC was trading at 319.50. The strike last trading price was 30.2, which was 4.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11
On 5 Dec NTPC was trading at 323.30. The strike last trading price was 30.2, which was 4.2 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 4 Dec NTPC was trading at 322.95. The strike last trading price was 30.2, which was 4.2 higher than the previous day. The implied volatity was 21.01, the open interest changed by 1 which increased total open position to 11
On 3 Dec NTPC was trading at 322.95. The strike last trading price was 26, which was -3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 2 Dec NTPC was trading at 328.60. The strike last trading price was 26, which was -3 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 26, which was -3 lower than the previous day. The implied volatity was 24.15, the open interest changed by 0 which decreased total open position to 11
On 28 Nov NTPC was trading at 326.45. The strike last trading price was 29, which was 3.4 higher 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 29, which was 3.4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 26 Nov NTPC was trading at 326.10. The strike last trading price was 29, which was 3.4 higher than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 0
On 25 Nov NTPC was trading at 323.70. The strike last trading price was 29, which was 3.4 higher than the previous day. The implied volatity was 19.02, the open interest changed by 3 which increased total open position to 9
On 24 Nov NTPC was trading at 323.45. The strike last trading price was 25.6, which was 0.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 21 Nov NTPC was trading at 326.65. The strike last trading price was 25.6, which was 0.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 20 Nov NTPC was trading at 326.60. The strike last trading price was 25.6, which was 0.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 19 Nov NTPC was trading at 326.60. The strike last trading price was 25.6, which was 0.55 higher than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 0
On 18 Nov NTPC was trading at 328.45. The strike last trading price was 25.6, which was 0.55 higher than the previous day. The implied volatity was 23.48, the open interest changed by 0 which decreased total open position to 0
On 17 Nov NTPC was trading at 330.20. The strike last trading price was 25.05, 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 14 Nov NTPC was trading at 328.45. The strike last trading price was 25.05, 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 25.05, 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 25.05, 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 25.05, 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 Nov NTPC was trading at 325.45. The strike last trading price was 25.05, 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 25.05, 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 25.05, 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 25.05, 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 25.05, 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 25.05, 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 25.05, 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 25.05, which was 0 lower than the previous day. The implied volatity was 0.10, 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 25.05, 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 25.05, 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 25.05, 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 25.05, 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 25.05, 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 25.05, 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 25.05, 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 25.05, 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 25.05, 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































































































































































































































