NTPC
Ntpc Ltd
Historical option data for NTPC
09 Dec 2025 04:10 PM IST
| NTPC 30-DEC-2025 390 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 | 31.50 | 1 | 0 | 204 | |||||||||
| 4 Dec | 322.95 | 0.05 | 0 | 27.22 | 2 | 0 | 204 | |||||||||
| 3 Dec | 322.95 | 0.05 | 0 | 26.43 | 5 | 0 | 200 | |||||||||
| 2 Dec | 328.60 | 0.05 | 0 | 23.90 | 11 | 2 | 200 | |||||||||
| 1 Dec | 327.10 | 0.05 | 0 | 23.65 | 9 | 0 | 194 | |||||||||
| 28 Nov | 326.45 | 0.05 | 0 | 22.85 | 9 | 0 | 193 | |||||||||
| 27 Nov | 327.35 | 0.05 | 0 | 22.31 | 141 | 4 | 193 | |||||||||
| 26 Nov | 326.10 | 0.05 | -0.05 | 22.25 | 51 | 9 | 188 | |||||||||
| 25 Nov | 323.70 | 0.1 | 0.05 | 24.80 | 5 | 0 | 179 | |||||||||
| 24 Nov | 323.45 | 0.05 | 0 | 22.11 | 47 | -1 | 179 | |||||||||
| 21 Nov | 326.65 | 0.05 | -0.15 | 20.48 | 177 | 150 | 179 | |||||||||
| 20 Nov | 326.60 | 0.2 | -5.9 | 24.21 | 29 | 23 | 23 | |||||||||
| 19 Nov | 326.60 | 6.1 | 0 | 13.79 | 0 | 0 | 0 | |||||||||
| 17 Nov | 330.20 | 6.1 | 0 | 12.82 | 0 | 0 | 0 | |||||||||
| 13 Nov | 326.95 | 6.1 | 0 | 12.88 | 0 | 0 | 0 | |||||||||
|
|
||||||||||||||||
| 31 Oct | 336.95 | 6.1 | 0 | - | 0 | 0 | 0 | |||||||||
For Ntpc Ltd - strike price 390 expiring on 30DEC2025
Delta for 390 CE is -
Historical price for 390 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 31.50, the open interest changed by 0 which decreased total open position to 204
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 27.22, the open interest changed by 0 which decreased total open position to 204
On 3 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 26.43, the open interest changed by 0 which decreased total open position to 200
On 2 Dec NTPC was trading at 328.60. The strike last trading price was 0.05, which was 0 lower than the previous day. The implied volatity was 23.90, the open interest changed by 2 which increased total open position to 200
On 1 Dec NTPC was trading at 327.10. The strike last trading price was 0.05, which was 0 lower than the previous day. The implied volatity was 23.65, the open interest changed by 0 which decreased total open position to 194
On 28 Nov NTPC was trading at 326.45. The strike last trading price was 0.05, which was 0 lower than the previous day. The implied volatity was 22.85, the open interest changed by 0 which decreased total open position to 193
On 27 Nov NTPC was trading at 327.35. The strike last trading price was 0.05, which was 0 lower than the previous day. The implied volatity was 22.31, the open interest changed by 4 which increased total open position to 193
On 26 Nov NTPC was trading at 326.10. The strike last trading price was 0.05, which was -0.05 lower than the previous day. The implied volatity was 22.25, the open interest changed by 9 which increased total open position to 188
On 25 Nov NTPC was trading at 323.70. The strike last trading price was 0.1, which was 0.05 higher than the previous day. The implied volatity was 24.80, the open interest changed by 0 which decreased total open position to 179
On 24 Nov NTPC was trading at 323.45. The strike last trading price was 0.05, which was 0 lower than the previous day. The implied volatity was 22.11, the open interest changed by -1 which decreased total open position to 179
On 21 Nov NTPC was trading at 326.65. The strike last trading price was 0.05, which was -0.15 lower than the previous day. The implied volatity was 20.48, the open interest changed by 150 which increased total open position to 179
On 20 Nov NTPC was trading at 326.60. The strike last trading price was 0.2, which was -5.9 lower than the previous day. The implied volatity was 24.21, the open interest changed by 23 which increased total open position to 23
On 19 Nov NTPC was trading at 326.60. The strike last trading price was 6.1, which was 0 lower than the previous day. The implied volatity was 13.79, 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 6.1, which was 0 lower than the previous day. The implied volatity was 12.82, 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 6.1, which was 0 lower than the previous day. The implied volatity was 12.88, 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 6.1, 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
| NTPC 30DEC2025 390 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.84
Vega: 0.19
Theta: -0.24
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 9 Dec | 319.85 | 72.5 | 11 | 74.28 | 2 | 1 | 310 |
| 8 Dec | 319.50 | 61.5 | -0.6 | - | 0 | 0 | 309 |
| 4 Dec | 322.95 | 61.5 | -0.6 | - | 0 | 0 | 0 |
| 3 Dec | 322.95 | 61.5 | -0.6 | - | 0 | 0 | 0 |
| 2 Dec | 328.60 | 61.5 | -0.6 | - | 0 | 0 | 0 |
| 1 Dec | 327.10 | 61.5 | -0.6 | - | 0 | 0 | 0 |
| 28 Nov | 326.45 | 61.5 | -0.6 | - | 0 | 0 | 0 |
| 27 Nov | 327.35 | 61.5 | -0.6 | - | 0 | 1 | 0 |
| 26 Nov | 326.10 | 61.5 | -0.6 | 39.17 | 1 | 0 | 308 |
| 25 Nov | 323.70 | 62.1 | 1.5 | - | 0 | 3 | 0 |
| 24 Nov | 323.45 | 62.1 | 1.5 | 32.63 | 3 | 2 | 307 |
| 21 Nov | 326.65 | 60.55 | 0.05 | 33.70 | 317 | 301 | 305 |
| 20 Nov | 326.60 | 60.5 | 10.75 | - | 0 | 4 | 0 |
| 19 Nov | 326.60 | 60.5 | 10.75 | 31.96 | 4 | 2 | 2 |
| 17 Nov | 330.20 | 49.75 | 0 | - | 0 | 0 | 0 |
| 13 Nov | 326.95 | 49.75 | 0 | - | 0 | 0 | 0 |
| 31 Oct | 336.95 | 49.75 | 0 | - | 0 | 0 | 0 |
For Ntpc Ltd - strike price 390 expiring on 30DEC2025
Delta for 390 PE is -0.84
Historical price for 390 PE is as follows
On 9 Dec NTPC was trading at 319.85. The strike last trading price was 72.5, which was 11 higher than the previous day. The implied volatity was 74.28, the open interest changed by 1 which increased total open position to 310
On 8 Dec NTPC was trading at 319.50. The strike last trading price was 61.5, which was -0.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 309
On 4 Dec NTPC was trading at 322.95. The strike last trading price was 61.5, which was -0.6 lower 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 61.5, which was -0.6 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 61.5, which was -0.6 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 61.5, which was -0.6 lower 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 61.5, which was -0.6 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 61.5, which was -0.6 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 26 Nov NTPC was trading at 326.10. The strike last trading price was 61.5, which was -0.6 lower than the previous day. The implied volatity was 39.17, the open interest changed by 0 which decreased total open position to 308
On 25 Nov NTPC was trading at 323.70. The strike last trading price was 62.1, which was 1.5 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0
On 24 Nov NTPC was trading at 323.45. The strike last trading price was 62.1, which was 1.5 higher than the previous day. The implied volatity was 32.63, the open interest changed by 2 which increased total open position to 307
On 21 Nov NTPC was trading at 326.65. The strike last trading price was 60.55, which was 0.05 higher than the previous day. The implied volatity was 33.70, the open interest changed by 301 which increased total open position to 305
On 20 Nov NTPC was trading at 326.60. The strike last trading price was 60.5, which was 10.75 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 0
On 19 Nov NTPC was trading at 326.60. The strike last trading price was 60.5, which was 10.75 higher than the previous day. The implied volatity was 31.96, the open interest changed by 2 which increased total open position to 2
On 17 Nov NTPC was trading at 330.20. The strike last trading price was 49.75, 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 49.75, 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 49.75, 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































































































































































































































