NTPC
Ntpc Ltd
Historical option data for NTPC
09 Dec 2025 04:10 PM IST
| NTPC 30-DEC-2025 380 CE | ||||||||||||||||
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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 | 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 | |||||||||
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| 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 | |||||||
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Delta: -0.83
Vega: 0.19
Theta: -0.22
Gamma: 0.00
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| 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































































































































































































































