[--[65.84.65.76]--]

NTPC

Ntpc Ltd
364.65 -6.00 (-1.62%)
L: 361.45 H: 381.9

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Historical option data for NTPC

01 Apr 2026 04:10 PM IST
NTPC 28-Apr-2026 (27d) 375 CE
Delta: 0.42
Vega: 0.39
Theta: -0.23
Gamma: 0.02
Date Close Ltp Change IV Volume OI Chg OI
1 Apr 364.65 7.5 -2.8 25.83 3,560 338 652
30 Mar 370.65 10.2 -3.4 26.29 2,052 147 314
27 Mar 375.65 14.15 -0.1 23.37 192 85 164
25 Mar 378.40 14.25 0.35 23.66 135 -5 79
24 Mar 375.55 13.75 0.05 25.76 115 21 84
23 Mar 372.40 13.65 -4.25 29.54 66 32 62
20 Mar 380.95 17.9 3.9 25.02 29 1 30
19 Mar 374.05 14.65 -4.6 25.5 28 26 28
18 Mar 378.50 19.25 1.75 28.59 1 0 1
17 Mar 383.35 17.5 8.1 - 0 0 1
16 Mar 382.40 17.5 8.1 - 0 0 0
13 Mar 384.45 17.5 8.1 - 0 0 0
12 Mar 390.55 17.5 8.1 - 0 1 0
11 Mar 379.90 17.5 8.1 23.47 1 0 0
10 Mar 377.30 9.4 0 - 0 0 0
9 Mar 376.25 9.4 0 - 0 0 0
6 Mar 380.60 9.4 0 - 0 0 0
5 Mar 378.05 9.4 0 0.1 0 0 0
4 Mar 365.80 9.4 0 1.07 0 0 0
2 Mar 377.55 9.4 0 - 0 0 0
27 Feb 381.90 9.4 0 - 0 0 0
26 Feb 381.90 9.4 0 - 0 0 0
25 Feb 384.90 9.4 0 - 0 0 0
24 Feb 382.75 - - - 0 0 0
23 Feb 375.45 - - - 0 0 0
20 Feb 372.95 - - - 0 0 0
19 Feb 363.20 - - - 0 0 0
18 Feb 368.40 - - - 0 0 0
17 Feb 368.40 - - - 0 0 0
16 Feb 369.10 - - - 0 0 0
13 Feb 363.00 - - - 0 0 0
12 Feb 368.25 - - - 0 0 0
11 Feb 368.45 - - - 0 0 0
10 Feb 366.90 - - - 0 0 0
9 Feb 361.90 9.4 0 - 0 0 0
6 Feb 365.05 9.4 0 1.01 0 0 0
5 Feb 367.00 9.4 0 - 0 0 0
4 Feb 367.25 9.4 0 0.32 0 0 0
3 Feb 358.55 9.4 0 1.97 0 0 0
2 Feb 350.35 9.4 0 - 0 0 0
1 Feb 344.75 0 0 1.81 0 0 0
30 Jan 356.00 0 0 1.82 0 0 0
29 Jan 358.15 0 0 1.48 0 0 0


For Ntpc Ltd - strike price 375 expiring on 28APR2026

Delta for 375 CE is 0.42

Historical price for 375 CE is as follows

On 1 Apr NTPC was trading at 364.65. The strike last trading price was 7.5, which was -2.8 lower than the previous day. The implied volatity was 25.83, the open interest changed by 338 which increased total open position to 652


On 30 Mar NTPC was trading at 370.65. The strike last trading price was 10.2, which was -3.4 lower than the previous day. The implied volatity was 26.29, the open interest changed by 147 which increased total open position to 314


On 27 Mar NTPC was trading at 375.65. The strike last trading price was 14.15, which was -0.1 lower than the previous day. The implied volatity was 23.37, the open interest changed by 85 which increased total open position to 164


On 25 Mar NTPC was trading at 378.40. The strike last trading price was 14.25, which was 0.35 higher than the previous day. The implied volatity was 23.66, the open interest changed by -5 which decreased total open position to 79


On 24 Mar NTPC was trading at 375.55. The strike last trading price was 13.75, which was 0.05 higher than the previous day. The implied volatity was 25.76, the open interest changed by 21 which increased total open position to 84


On 23 Mar NTPC was trading at 372.40. The strike last trading price was 13.65, which was -4.25 lower than the previous day. The implied volatity was 29.54, the open interest changed by 32 which increased total open position to 62


On 20 Mar NTPC was trading at 380.95. The strike last trading price was 17.9, which was 3.9 higher than the previous day. The implied volatity was 25.02, the open interest changed by 1 which increased total open position to 30


On 19 Mar NTPC was trading at 374.05. The strike last trading price was 14.65, which was -4.6 lower than the previous day. The implied volatity was 25.5, the open interest changed by 26 which increased total open position to 28


On 18 Mar NTPC was trading at 378.50. The strike last trading price was 19.25, which was 1.75 higher than the previous day. The implied volatity was 28.59, the open interest changed by 0 which decreased total open position to 1


On 17 Mar NTPC was trading at 383.35. The strike last trading price was 17.5, which was 8.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 16 Mar NTPC was trading at 382.40. The strike last trading price was 17.5, which was 8.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 13 Mar NTPC was trading at 384.45. The strike last trading price was 17.5, which was 8.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 12 Mar NTPC was trading at 390.55. The strike last trading price was 17.5, which was 8.1 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 11 Mar NTPC was trading at 379.90. The strike last trading price was 17.5, which was 8.1 higher than the previous day. The implied volatity was 23.47, the open interest changed by 0 which decreased total open position to 0


On 10 Mar NTPC was trading at 377.30. The strike last trading price was 9.4, 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 9 Mar NTPC was trading at 376.25. The strike last trading price was 9.4, 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 6 Mar NTPC was trading at 380.60. The strike last trading price was 9.4, 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 5 Mar NTPC was trading at 378.05. The strike last trading price was 9.4, which was 0 lower than the previous day. The implied volatity was 0.1, the open interest changed by 0 which decreased total open position to 0


On 4 Mar NTPC was trading at 365.80. The strike last trading price was 9.4, which was 0 lower than the previous day. The implied volatity was 1.07, the open interest changed by 0 which decreased total open position to 0


On 2 Mar NTPC was trading at 377.55. The strike last trading price was 9.4, 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 27 Feb NTPC was trading at 381.90. The strike last trading price was 9.4, 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 26 Feb NTPC was trading at 381.90. The strike last trading price was 9.4, 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 25 Feb NTPC was trading at 384.90. The strike last trading price was 9.4, 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 24 Feb NTPC was trading at 382.75. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 23 Feb NTPC was trading at 375.45. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 20 Feb NTPC was trading at 372.95. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 19 Feb NTPC was trading at 363.20. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 18 Feb NTPC was trading at 368.40. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 17 Feb NTPC was trading at 368.40. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 16 Feb NTPC was trading at 369.10. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 13 Feb NTPC was trading at 363.00. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 12 Feb NTPC was trading at 368.25. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 11 Feb NTPC was trading at 368.45. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 10 Feb NTPC was trading at 366.90. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 9 Feb NTPC was trading at 361.90. The strike last trading price was 9.4, 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 6 Feb NTPC was trading at 365.05. The strike last trading price was 9.4, which was 0 lower than the previous day. The implied volatity was 1.01, the open interest changed by 0 which decreased total open position to 0


On 5 Feb NTPC was trading at 367.00. The strike last trading price was 9.4, 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 4 Feb NTPC was trading at 367.25. The strike last trading price was 9.4, which was 0 lower than the previous day. The implied volatity was 0.32, the open interest changed by 0 which decreased total open position to 0


On 3 Feb NTPC was trading at 358.55. The strike last trading price was 9.4, which was 0 lower than the previous day. The implied volatity was 1.97, the open interest changed by 0 which decreased total open position to 0


On 2 Feb NTPC was trading at 350.35. The strike last trading price was 9.4, 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 Feb NTPC was trading at 344.75. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.81, the open interest changed by 0 which decreased total open position to 0


On 30 Jan NTPC was trading at 356.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.82, the open interest changed by 0 which decreased total open position to 0


On 29 Jan NTPC was trading at 358.15. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.48, the open interest changed by 0 which decreased total open position to 0


NTPC 28-Apr-2026 (27d) 375 PE
Delta: -0.57
Vega: 0.39
Theta: -0.15
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
1 Apr 364.65 15.05 2.3 29.07 875 38 363
30 Mar 370.65 12.8 2.25 28.73 1,657 94 333
27 Mar 375.65 9.95 0.6 27.59 341 149 232
25 Mar 378.40 9.45 -2.2 27.09 102 47 84
24 Mar 375.55 11.9 -2.7 29.54 36 11 38
23 Mar 372.40 14.8 5.35 31.65 39 21 25
20 Mar 380.95 9.45 3.15 - 0 0 4
19 Mar 374.05 9.45 3.15 - 0 0 4
18 Mar 378.50 9.45 3.15 - 0 0 4
17 Mar 383.35 9.45 3.15 - 6 0 4
16 Mar 382.40 9.45 3.15 27.29 6 3 5
13 Mar 384.45 6.3 -1.7 - 0 0 0
12 Mar 390.55 6.3 -1.7 26.36 2 1 3
11 Mar 379.90 8 -1.75 - 0 0 2
10 Mar 377.30 8 -1.75 - 0 0 2
9 Mar 376.25 8 -1.75 - 0 0 2
6 Mar 380.60 8 -1.75 - 0 0 2
5 Mar 378.05 8 -1.75 20.39 1 0 1
4 Mar 365.80 9.75 -24.2 - 1 0 1
2 Mar 377.55 9.75 -24.2 22.61 1 0 0
27 Feb 381.90 33.95 0 2.56 0 0 0
26 Feb 381.90 33.95 0 2.73 0 0 0
25 Feb 384.90 33.95 0 3.37 0 0 0
24 Feb 382.75 - - - 0 0 0
23 Feb 375.45 - - - 0 0 0
20 Feb 372.95 - - - 0 0 0
19 Feb 363.20 - - - 0 0 0
18 Feb 368.40 - - - 0 0 0
17 Feb 368.40 - - - 0 0 0
16 Feb 369.10 - - - 0 0 0
13 Feb 363.00 - - - 0 0 0
12 Feb 368.25 - - - 0 0 0
11 Feb 368.45 - - - 0 0 0
10 Feb 366.90 - - - 0 0 0
9 Feb 361.90 0 0 - 0 0 0
6 Feb 365.05 0 0 - 0 0 0
5 Feb 367.00 0 0 0.23 0 0 0
4 Feb 367.25 0 0 0.26 0 0 0
3 Feb 358.55 0 0 - 0 0 0
2 Feb 350.35 0 0 - 0 0 0
1 Feb 344.75 0 0 - 0 0 0
30 Jan 356.00 0 0 - 0 0 0
29 Jan 358.15 0 0 - 0 0 0


For Ntpc Ltd - strike price 375 expiring on 28APR2026

Delta for 375 PE is -0.57

Historical price for 375 PE is as follows

On 1 Apr NTPC was trading at 364.65. The strike last trading price was 15.05, which was 2.3 higher than the previous day. The implied volatity was 29.07, the open interest changed by 38 which increased total open position to 363


On 30 Mar NTPC was trading at 370.65. The strike last trading price was 12.8, which was 2.25 higher than the previous day. The implied volatity was 28.73, the open interest changed by 94 which increased total open position to 333


On 27 Mar NTPC was trading at 375.65. The strike last trading price was 9.95, which was 0.6 higher than the previous day. The implied volatity was 27.59, the open interest changed by 149 which increased total open position to 232


On 25 Mar NTPC was trading at 378.40. The strike last trading price was 9.45, which was -2.2 lower than the previous day. The implied volatity was 27.09, the open interest changed by 47 which increased total open position to 84


On 24 Mar NTPC was trading at 375.55. The strike last trading price was 11.9, which was -2.7 lower than the previous day. The implied volatity was 29.54, the open interest changed by 11 which increased total open position to 38


On 23 Mar NTPC was trading at 372.40. The strike last trading price was 14.8, which was 5.35 higher than the previous day. The implied volatity was 31.65, the open interest changed by 21 which increased total open position to 25


On 20 Mar NTPC was trading at 380.95. The strike last trading price was 9.45, which was 3.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4


On 19 Mar NTPC was trading at 374.05. The strike last trading price was 9.45, which was 3.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4


On 18 Mar NTPC was trading at 378.50. The strike last trading price was 9.45, which was 3.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4


On 17 Mar NTPC was trading at 383.35. The strike last trading price was 9.45, which was 3.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4


On 16 Mar NTPC was trading at 382.40. The strike last trading price was 9.45, which was 3.15 higher than the previous day. The implied volatity was 27.29, the open interest changed by 3 which increased total open position to 5


On 13 Mar NTPC was trading at 384.45. The strike last trading price was 6.3, which was -1.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 12 Mar NTPC was trading at 390.55. The strike last trading price was 6.3, which was -1.7 lower than the previous day. The implied volatity was 26.36, the open interest changed by 1 which increased total open position to 3


On 11 Mar NTPC was trading at 379.90. The strike last trading price was 8, which was -1.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 10 Mar NTPC was trading at 377.30. The strike last trading price was 8, which was -1.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 9 Mar NTPC was trading at 376.25. The strike last trading price was 8, which was -1.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 6 Mar NTPC was trading at 380.60. The strike last trading price was 8, which was -1.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 5 Mar NTPC was trading at 378.05. The strike last trading price was 8, which was -1.75 lower than the previous day. The implied volatity was 20.39, the open interest changed by 0 which decreased total open position to 1


On 4 Mar NTPC was trading at 365.80. The strike last trading price was 9.75, which was -24.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 2 Mar NTPC was trading at 377.55. The strike last trading price was 9.75, which was -24.2 lower than the previous day. The implied volatity was 22.61, the open interest changed by 0 which decreased total open position to 0


On 27 Feb NTPC was trading at 381.90. The strike last trading price was 33.95, which was 0 lower than the previous day. The implied volatity was 2.56, the open interest changed by 0 which decreased total open position to 0


On 26 Feb NTPC was trading at 381.90. The strike last trading price was 33.95, which was 0 lower than the previous day. The implied volatity was 2.73, the open interest changed by 0 which decreased total open position to 0


On 25 Feb NTPC was trading at 384.90. The strike last trading price was 33.95, which was 0 lower than the previous day. The implied volatity was 3.37, the open interest changed by 0 which decreased total open position to 0


On 24 Feb NTPC was trading at 382.75. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 23 Feb NTPC was trading at 375.45. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 20 Feb NTPC was trading at 372.95. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 19 Feb NTPC was trading at 363.20. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 18 Feb NTPC was trading at 368.40. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 17 Feb NTPC was trading at 368.40. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 16 Feb NTPC was trading at 369.10. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 13 Feb NTPC was trading at 363.00. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 12 Feb NTPC was trading at 368.25. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 11 Feb NTPC was trading at 368.45. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 10 Feb NTPC was trading at 366.90. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 9 Feb NTPC was trading at 361.90. The strike last trading price was 0, 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 6 Feb NTPC was trading at 365.05. The strike last trading price was 0, 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 5 Feb NTPC was trading at 367.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.23, the open interest changed by 0 which decreased total open position to 0


On 4 Feb NTPC was trading at 367.25. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.26, the open interest changed by 0 which decreased total open position to 0


On 3 Feb NTPC was trading at 358.55. The strike last trading price was 0, 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 2 Feb NTPC was trading at 350.35. The strike last trading price was 0, 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 Feb NTPC was trading at 344.75. The strike last trading price was 0, 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 30 Jan NTPC was trading at 356.00. The strike last trading price was 0, 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 29 Jan NTPC was trading at 358.15. The strike last trading price was 0, 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