Difference between close price and LTP

Hello Team,

Can you help me to understand what is difference between LTP and close price?
I am fetching the complete options chain at the end of the day, and then I need to calculate the Day change and %change for the previous day, so should I take the close price or LTP?

As I take aftermarket, so I guess LTP and Close price should be same? any thoughts?

     "expiry": "2024-02-15",
      "pcr": 1684.0638,
      "strike_price": 19500,
      "underlying_key": "NSE_INDEX|Nifty 50",
      "underlying_spot_price": 22122.25,
      "call_options": {
        "instrument_key": "NSE_FO|37263",
        "market_data": {
          "ltp": 2291.8,
          "close_price": 2259.9,
          "volume": 1200,
          "oi": 2350,
          "bid_price": 2292.85,
          "bid_qty": 50,
          "ask_price": 2302.25,
          "ask_qty": 800,
          "prev_oi": 0
        "option_greeks": {
          "vega": 0,
          "theta": 0,
          "gamma": 0,
          "delta": 1,
          "iv": 0

As per NSE closing price for a futures contract shall be calculated on the basis of the last half an hour weighted average price where as last traded price is the price traded at 3:29:59 PM.

For more information please refer https://www.nseindia.com/products-services/equity-derivatives-settlement-price

1 Like

@Jigar_Patel, in continuation of @Ketan’s reply, you should go ahead with the close price.

@Pradeep_Jaiswar , When i used LTP it given me correct calculation compared to close price, because I am calculating Long Buildup, Short Buildup for options strike price, which are compared to previous day LTP,