[--[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 380 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 319.85 0.05 0 - 0 0 0
8 Dec 319.50 0.05 0 27.81 2 0 505
4 Dec 322.95 0.05 0 23.78 13 -2 506
3 Dec 322.95 0.05 -0.05 23.11 6 -3 509
2 Dec 328.60 0.1 0 - 0 0 0
1 Dec 327.10 0.1 0 22.22 1 0 512
28 Nov 326.45 0.1 0 21.55 6 5 511
27 Nov 327.35 0.1 0 21.01 3 0 506
26 Nov 326.10 0.1 0 20.99 15 0 506
25 Nov 323.70 0.1 -0.05 21.63 67 7 506
24 Nov 323.45 0.15 0 22.17 6 0 499
21 Nov 326.65 0.15 -0.15 20.70 509 484 490
20 Nov 326.60 0.3 -0.05 22.43 5 4 5
19 Nov 326.60 0.35 -7.8 23.01 2 1 1
18 Nov 328.45 8.15 0 10.77 0 0 0
17 Nov 330.20 8.15 0 10.30 0 0 0
13 Nov 326.95 8.15 0 10.45 0 0 0
31 Oct 336.95 8.15 0 - 0 0 0


For Ntpc Ltd - strike price 380 expiring on 30DEC2025

Delta for 380 CE is -

Historical price for 380 CE is as follows

On 9 Dec NTPC was trading at 319.85. The strike last trading price was 0.05, 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 Dec NTPC was trading at 319.50. The strike last trading price was 0.05, which was 0 lower than the previous day. The implied volatity was 27.81, the open interest changed by 0 which decreased total open position to 505


On 4 Dec NTPC was trading at 322.95. The strike last trading price was 0.05, which was 0 lower than the previous day. The implied volatity was 23.78, the open interest changed by -2 which decreased total open position to 506


On 3 Dec NTPC was trading at 322.95. The strike last trading price was 0.05, which was -0.05 lower than the previous day. The implied volatity was 23.11, the open interest changed by -3 which decreased total open position to 509


On 2 Dec NTPC was trading at 328.60. The strike last trading price was 0.1, 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 1 Dec NTPC was trading at 327.10. The strike last trading price was 0.1, which was 0 lower than the previous day. The implied volatity was 22.22, the open interest changed by 0 which decreased total open position to 512


On 28 Nov NTPC was trading at 326.45. The strike last trading price was 0.1, which was 0 lower than the previous day. The implied volatity was 21.55, the open interest changed by 5 which increased total open position to 511


On 27 Nov NTPC was trading at 327.35. The strike last trading price was 0.1, which was 0 lower than the previous day. The implied volatity was 21.01, the open interest changed by 0 which decreased total open position to 506


On 26 Nov NTPC was trading at 326.10. The strike last trading price was 0.1, which was 0 lower than the previous day. The implied volatity was 20.99, the open interest changed by 0 which decreased total open position to 506


On 25 Nov NTPC was trading at 323.70. The strike last trading price was 0.1, which was -0.05 lower than the previous day. The implied volatity was 21.63, the open interest changed by 7 which increased total open position to 506


On 24 Nov NTPC was trading at 323.45. The strike last trading price was 0.15, which was 0 lower than the previous day. The implied volatity was 22.17, the open interest changed by 0 which decreased total open position to 499


On 21 Nov NTPC was trading at 326.65. The strike last trading price was 0.15, which was -0.15 lower than the previous day. The implied volatity was 20.70, the open interest changed by 484 which increased total open position to 490


On 20 Nov NTPC was trading at 326.60. The strike last trading price was 0.3, which was -0.05 lower than the previous day. The implied volatity was 22.43, the open interest changed by 4 which increased total open position to 5


On 19 Nov NTPC was trading at 326.60. The strike last trading price was 0.35, which was -7.8 lower than the previous day. The implied volatity was 23.01, the open interest changed by 1 which increased total open position to 1


On 18 Nov NTPC was trading at 328.45. The strike last trading price was 8.15, which was 0 lower than the previous day. The implied volatity was 10.77, 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 8.15, which was 0 lower than the previous day. The implied volatity was 10.30, 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 8.15, which was 0 lower than the previous day. The implied volatity was 10.45, 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 8.15, 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 380 PE
Delta: -0.83
Vega: 0.19
Theta: -0.22
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 319.85 62.5 8.5 67.38 1 0 1,173
8 Dec 319.50 54 1.5 - 0 0 1,173
4 Dec 322.95 54 1.5 - 0 0 0
3 Dec 322.95 54 1.5 - 0 0 0
2 Dec 328.60 54 1.5 - 0 0 0
1 Dec 327.10 54 1.5 - 0 0 0
28 Nov 326.45 54 1.5 - 0 0 0
27 Nov 327.35 54 1.5 - 0 0 0
26 Nov 326.10 54 1.5 - 0 13 0
25 Nov 323.70 54 1.5 31.93 32 12 1,172
24 Nov 323.45 52.5 1.5 31.08 17 7 1,156
21 Nov 326.65 51 0 31.70 1,347 1,146 1,149
20 Nov 326.60 51 2 - 0 1 0
19 Nov 326.60 51 2 30.47 1 0 2
18 Nov 328.45 49 4 30.51 1 0 1
17 Nov 330.20 45 3.05 - 0 1 0
13 Nov 326.95 41.95 0 - 0 0 0
31 Oct 336.95 41.95 0 - 0 0 0


For Ntpc Ltd - strike price 380 expiring on 30DEC2025

Delta for 380 PE is -0.83

Historical price for 380 PE is as follows

On 9 Dec NTPC was trading at 319.85. The strike last trading price was 62.5, which was 8.5 higher than the previous day. The implied volatity was 67.38, the open interest changed by 0 which decreased total open position to 1173


On 8 Dec NTPC was trading at 319.50. The strike last trading price was 54, which was 1.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1173


On 4 Dec NTPC was trading at 322.95. The strike last trading price was 54, which was 1.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 3 Dec NTPC was trading at 322.95. The strike last trading price was 54, which was 1.5 higher 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 54, which was 1.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 1 Dec NTPC was trading at 327.10. The strike last trading price was 54, which was 1.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 28 Nov NTPC was trading at 326.45. The strike last trading price was 54, which was 1.5 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 54, which was 1.5 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 54, which was 1.5 higher than the previous day. The implied volatity was -, the open interest changed by 13 which increased total open position to 0


On 25 Nov NTPC was trading at 323.70. The strike last trading price was 54, which was 1.5 higher than the previous day. The implied volatity was 31.93, the open interest changed by 12 which increased total open position to 1172


On 24 Nov NTPC was trading at 323.45. The strike last trading price was 52.5, which was 1.5 higher than the previous day. The implied volatity was 31.08, the open interest changed by 7 which increased total open position to 1156


On 21 Nov NTPC was trading at 326.65. The strike last trading price was 51, which was 0 lower than the previous day. The implied volatity was 31.70, the open interest changed by 1146 which increased total open position to 1149


On 20 Nov NTPC was trading at 326.60. The strike last trading price was 51, which was 2 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 19 Nov NTPC was trading at 326.60. The strike last trading price was 51, which was 2 higher than the previous day. The implied volatity was 30.47, the open interest changed by 0 which decreased total open position to 2


On 18 Nov NTPC was trading at 328.45. The strike last trading price was 49, which was 4 higher than the previous day. The implied volatity was 30.51, the open interest changed by 0 which decreased total open position to 1


On 17 Nov NTPC was trading at 330.20. The strike last trading price was 45, which was 3.05 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 13 Nov NTPC was trading at 326.95. The strike last trading price was 41.95, 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 41.95, 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