[--[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 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