Historical option data for NTPC
26 May 2026 04:10 PM IST
| NTPC 30-Jun-2026 (34d) 395 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.47
Vega: 0
Theta: -0.16
Gamma: 0.01658
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 26 May | 389.70 | 8.45 | 0.35 (4.32%) | 19.76 | 1,409 | 226 | 399 | |||||||||
| 25 May | 390.05 | 8.4 | 0.1 (1.20%) | 18.5 | 402 | 42 | 173 | |||||||||
| 22 May | 388.65 | 8 | -2.65 (-24.88%) | 19.44 | 275 | 72 | 131 | |||||||||
| 21 May | 388.80 | 10.85 | -1.4 (-11.43%) | 24.54 | 62 | 12 | 58 | |||||||||
| 20 May | 392.45 | 12.25 | 0.85 (7.46%) | 23.25 | 72 | 40 | 45 | |||||||||
| 19 May | 389.40 | 11.4 | 0.8 (7.55%) | 23.65 | 6 | 4 | 5 | |||||||||
| 18 May | 388.30 | 10.6 | -2.75 (-20.60%) | 26.3 | 1 | 1 | 1 | |||||||||
| 15 May | 395.25 | 0 | -13.35 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 14 May | 396.30 | 0 | -13.35 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 13 May | 390.45 | 0 | -13.35 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 12 May | 392.70 | 0 | -13.35 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 11 May | 392.95 | 0 | -13.35 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 8 May | 402.15 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 May | 400.35 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 May | 394.85 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 May | 398.65 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 May | 400.05 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Apr | 399.15 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Apr | 401.30 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 28 Apr | 406.85 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Apr | 410.20 | - | - | - | 0 | 0 | 0 | |||||||||
| 24 Apr | 401.85 | - | - | - | 0 | 0 | 0 | |||||||||
| 23 Apr | 402.25 | - | - | - | 0 | 0 | 0 | |||||||||
| 22 Apr | 405.40 | - | - | - | 0 | 0 | 0 | |||||||||
| 21 Apr | 396.20 | - | - | - | 0 | 0 | 0 | |||||||||
| 20 Apr | 398.00 | - | - | - | 0 | 0 | 0 | |||||||||
| 17 Apr | 393.60 | - | - | - | 0 | 0 | 0 | |||||||||
| 16 Apr | 390.80 | - | - | - | 0 | 0 | 0 | |||||||||
| 15 Apr | 392.60 | - | - | - | 0 | 0 | 0 | |||||||||
| 13 Apr | 386.25 | - | - | - | 0 | 0 | 0 | |||||||||
| 10 Apr | 380.15 | 13.35 | 0 (0.00%) | 1.03 | 0 | 0 | 0 | |||||||||
| 9 Apr | 378.65 | 13.35 | 0 (0.00%) | 0.8 | 0 | 0 | 0 | |||||||||
| 8 Apr | 374.15 | 13.35 | 0 (0.00%) | 2.56 | 0 | 0 | 0 | |||||||||
For Ntpc Ltd - strike price 395 expiring on 30JUN2026
Delta for 395 CE is 0.47
Historical price for 395 CE is as follows
On 26 May NTPC was trading at 389.70. The strike last trading price was 8.45, which was 0.35 higher than the previous day. The implied volatity was 19.76, the open interest changed by 226 which increased total open position to 399
On 25 May NTPC was trading at 390.05. The strike last trading price was 8.4, which was 0.1 higher than the previous day. The implied volatity was 18.5, the open interest changed by 42 which increased total open position to 173
On 22 May NTPC was trading at 388.65. The strike last trading price was 8, which was -2.65 lower than the previous day. The implied volatity was 19.44, the open interest changed by 72 which increased total open position to 131
On 21 May NTPC was trading at 388.80. The strike last trading price was 10.85, which was -1.4 lower than the previous day. The implied volatity was 24.54, the open interest changed by 12 which increased total open position to 58
On 20 May NTPC was trading at 392.45. The strike last trading price was 12.25, which was 0.85 higher than the previous day. The implied volatity was 23.25, the open interest changed by 40 which increased total open position to 45
On 19 May NTPC was trading at 389.40. The strike last trading price was 11.4, which was 0.8 higher than the previous day. The implied volatity was 23.65, the open interest changed by 4 which increased total open position to 5
On 18 May NTPC was trading at 388.30. The strike last trading price was 10.6, which was -2.75 lower than the previous day. The implied volatity was 26.3, the open interest changed by 1 which increased total open position to 1
On 15 May NTPC was trading at 395.25. The strike last trading price was 0, which was -13.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 May NTPC was trading at 396.30. The strike last trading price was 0, which was -13.35 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 13 May NTPC was trading at 390.45. The strike last trading price was 0, which was -13.35 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 12 May NTPC was trading at 392.70. The strike last trading price was 0, which was -13.35 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 11 May NTPC was trading at 392.95. The strike last trading price was 0, which was -13.35 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 8 May NTPC was trading at 402.15. 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
On 7 May NTPC was trading at 400.35. 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 6 May NTPC was trading at 394.85. 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 May NTPC was trading at 398.65. 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 4 May NTPC was trading at 400.05. 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 30 Apr NTPC was trading at 399.15. 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
On 29 Apr NTPC was trading at 401.30. 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 28 Apr NTPC was trading at 406.85. 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 27 Apr NTPC was trading at 410.20. 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 24 Apr NTPC was trading at 401.85. 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 Apr NTPC was trading at 402.25. 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 22 Apr NTPC was trading at 405.40. 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 21 Apr NTPC was trading at 396.20. 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 20 Apr NTPC was trading at 398.00. 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 17 Apr NTPC was trading at 393.60. 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 Apr NTPC was trading at 390.80. 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 15 Apr NTPC was trading at 392.60. 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 Apr NTPC was trading at 386.25. 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 10 Apr NTPC was trading at 380.15. The strike last trading price was 13.35, which was 0 lower than the previous day. The implied volatity was 1.03, the open interest changed by 0 which decreased total open position to 0
On 9 Apr NTPC was trading at 378.65. The strike last trading price was 13.35, which was 0 lower than the previous day. The implied volatity was 0.8, the open interest changed by 0 which decreased total open position to 0
On 8 Apr NTPC was trading at 374.15. The strike last trading price was 13.35, 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
| NTPC 30-Jun-2026 (34d) 395 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.53
Vega: 0
Theta: -0.09
Gamma: 0.01798
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 26 May | 389.70 | 10.1 | 0.8 (8.60%) | 18.2 | 853 | 116 | 340 |
| 25 May | 390.05 | 8.95 | -1.85 (-17.13%) | 16.42 | 148 | 17 | 222 |
| 22 May | 388.65 | 11 | -3 (-21.43%) | 16.4 | 340 | 169 | 201 |
| 21 May | 388.80 | 14 | 2 (16.67%) | 22.66 | 10 | 2 | 32 |
| 20 May | 392.45 | 12 | -2 (-14.29%) | 22.54 | 3 | 1 | 28 |
| 19 May | 389.40 | 14 | -17 (-54.84%) | 21.63 | 31 | 26 | 26 |
| 18 May | 388.30 | 0 | 0 (-100.00%) | - | 0 | 0 | 0 |
| 15 May | 395.25 | 0 | -30.6 (-100.00%) | - | 0 | 0 | 0 |
| 14 May | 396.30 | 0 | -30.6 (-100.00%) | 0 | 0 | 0 | 0 |
| 13 May | 390.45 | 0 | -30.6 (-100.00%) | 0 | 0 | 0 | 0 |
| 12 May | 392.70 | 0 | -30.6 (-100.00%) | 0 | 0 | 0 | 0 |
| 11 May | 392.95 | 0 | -30.6 (-100.00%) | 0 | 0 | 0 | 0 |
| 8 May | 402.15 | 0 | 0 | - | 0 | 0 | 0 |
| 7 May | 400.35 | 0 | 0 | - | 0 | 0 | 0 |
| 6 May | 394.85 | 0 | 0 | - | 0 | 0 | 0 |
| 5 May | 398.65 | 0 | 0 | - | 0 | 0 | 0 |
| 4 May | 400.05 | 0 | 0 | - | 0 | 0 | 0 |
| 30 Apr | 399.15 | 0 | 0 | - | 0 | 0 | 0 |
| 29 Apr | 401.30 | 0 | 0 | - | 0 | 0 | 0 |
| 28 Apr | 406.85 | 0 | 0 | - | 0 | 0 | 0 |
| 27 Apr | 410.20 | - | - | - | 0 | 0 | 0 |
| 24 Apr | 401.85 | - | - | - | 0 | 0 | 0 |
| 23 Apr | 402.25 | - | - | - | 0 | 0 | 0 |
| 22 Apr | 405.40 | - | - | - | 0 | 0 | 0 |
| 21 Apr | 396.20 | - | - | - | 0 | 0 | 0 |
| 20 Apr | 398.00 | - | - | - | 0 | 0 | 0 |
| 17 Apr | 393.60 | - | - | - | 0 | 0 | 0 |
| 16 Apr | 390.80 | - | - | - | 0 | 0 | 0 |
| 15 Apr | 392.60 | - | - | - | 0 | 0 | 0 |
| 13 Apr | 386.25 | - | - | - | 0 | 0 | 0 |
| 10 Apr | 380.15 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 9 Apr | 378.65 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 8 Apr | 374.15 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
For Ntpc Ltd - strike price 395 expiring on 30JUN2026
Delta for 395 PE is -0.53
Historical price for 395 PE is as follows
On 26 May NTPC was trading at 389.70. The strike last trading price was 10.1, which was 0.8 higher than the previous day. The implied volatity was 18.2, the open interest changed by 116 which increased total open position to 340
On 25 May NTPC was trading at 390.05. The strike last trading price was 8.95, which was -1.85 lower than the previous day. The implied volatity was 16.42, the open interest changed by 17 which increased total open position to 222
On 22 May NTPC was trading at 388.65. The strike last trading price was 11, which was -3 lower than the previous day. The implied volatity was 16.4, the open interest changed by 169 which increased total open position to 201
On 21 May NTPC was trading at 388.80. The strike last trading price was 14, which was 2 higher than the previous day. The implied volatity was 22.66, the open interest changed by 2 which increased total open position to 32
On 20 May NTPC was trading at 392.45. The strike last trading price was 12, which was -2 lower than the previous day. The implied volatity was 22.54, the open interest changed by 1 which increased total open position to 28
On 19 May NTPC was trading at 389.40. The strike last trading price was 14, which was -17 lower than the previous day. The implied volatity was 21.63, the open interest changed by 26 which increased total open position to 26
On 18 May NTPC was trading at 388.30. 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 15 May NTPC was trading at 395.25. The strike last trading price was 0, which was -30.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 May NTPC was trading at 396.30. The strike last trading price was 0, which was -30.6 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 13 May NTPC was trading at 390.45. The strike last trading price was 0, which was -30.6 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 12 May NTPC was trading at 392.70. The strike last trading price was 0, which was -30.6 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 11 May NTPC was trading at 392.95. The strike last trading price was 0, which was -30.6 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 8 May NTPC was trading at 402.15. 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
On 7 May NTPC was trading at 400.35. 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 6 May NTPC was trading at 394.85. 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 May NTPC was trading at 398.65. 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 4 May NTPC was trading at 400.05. 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 30 Apr NTPC was trading at 399.15. 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
On 29 Apr NTPC was trading at 401.30. 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 28 Apr NTPC was trading at 406.85. 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 27 Apr NTPC was trading at 410.20. 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 24 Apr NTPC was trading at 401.85. 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 Apr NTPC was trading at 402.25. 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 22 Apr NTPC was trading at 405.40. 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 21 Apr NTPC was trading at 396.20. 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 20 Apr NTPC was trading at 398.00. 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 17 Apr NTPC was trading at 393.60. 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 Apr NTPC was trading at 390.80. 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 15 Apr NTPC was trading at 392.60. 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 Apr NTPC was trading at 386.25. 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 10 Apr NTPC was trading at 380.15. 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
On 9 Apr NTPC was trading at 378.65. 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 8 Apr NTPC was trading at 374.15. 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
