Historical option data for NTPC
11 Jun 2026 04:11 PM IST
| NTPC 30-Jun-2026 (18d) 320 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 11 Jun | 351.85 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Jun | 351.65 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Jun | 355.65 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 8 Jun | 362.40 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Jun | 361.65 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Jun | 366.40 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Jun | 366.80 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Jun | 367.40 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Apr | 398.00 | - | - | - | 0 | 0 | 0 | |||||||||
| 17 Apr | 393.60 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Apr | 390.80 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 15 Apr | 392.60 | - | - | - | 0 | 0 | 0 | |||||||||
| 13 Apr | 386.25 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Ntpc Ltd - strike price 320 expiring on 30JUN2026
Delta for 320 CE is -
Historical price for 320 CE is as follows
On 11 Jun NTPC was trading at 351.85. 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 10 Jun NTPC was trading at 351.65. 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 9 Jun NTPC was trading at 355.65. 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 Jun NTPC was trading at 362.40. 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 Jun NTPC was trading at 361.65. 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 Jun NTPC was trading at 366.40. 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 3 Jun NTPC was trading at 366.80. 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 Jun NTPC was trading at 367.40. 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 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 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 16 Apr NTPC was trading at 390.80. 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 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 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
| NTPC 30-Jun-2026 (18d) 320 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.04
Vega: 0
Theta: 0
Gamma: 0.00413
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 11 Jun | 351.85 | 0.3 | 0.3 | 24.33 | 307 | 187 | 364 |
| 10 Jun | 351.65 | 0.55 | 0.55 | 26.62 | 173 | 127 | 177 |
| 9 Jun | 355.65 | 0.45 | 0.45 | 27.01 | 44 | 14 | 52 |
| 8 Jun | 362.40 | 0.45 | 0.45 | 30.19 | 53 | 29 | 38 |
| 5 Jun | 361.65 | 0.45 | 0.05 (12.50%) | 27.68 | 16 | 4 | 8 |
| 4 Jun | 366.40 | 0.4 | 0.05 (14.29%) | 29.16 | 1 | 0 | 4 |
| 3 Jun | 366.80 | 0.3 | 0 (0.00%) | 27.94 | 12 | 0 | 4 |
| 2 Jun | 367.40 | 0.35 | -2.3 (-86.79%) | 27.94 | 12 | 4 | 4 |
| 20 Apr | 398.00 | - | - | - | 0 | 0 | 0 |
| 17 Apr | 393.60 | 0 | 0 | - | 0 | 0 | 0 |
| 16 Apr | 390.80 | 0 | 0 | - | 0 | 0 | 0 |
| 15 Apr | 392.60 | - | - | - | 0 | 0 | 0 |
| 13 Apr | 386.25 | 0 | 0 | - | 0 | 0 | 0 |
For Ntpc Ltd - strike price 320 expiring on 30JUN2026
Delta for 320 PE is -0.04
Historical price for 320 PE is as follows
On 11 Jun NTPC was trading at 351.85. The strike last trading price was 0.3, which was 0.3 higher than the previous day. The implied volatity was 24.33, the open interest changed by 187 which increased total open position to 364
On 10 Jun NTPC was trading at 351.65. The strike last trading price was 0.55, which was 0.55 higher than the previous day. The implied volatity was 26.62, the open interest changed by 127 which increased total open position to 177
On 9 Jun NTPC was trading at 355.65. The strike last trading price was 0.45, which was 0.45 higher than the previous day. The implied volatity was 27.01, the open interest changed by 14 which increased total open position to 52
On 8 Jun NTPC was trading at 362.40. The strike last trading price was 0.45, which was 0.45 higher than the previous day. The implied volatity was 30.19, the open interest changed by 29 which increased total open position to 38
On 5 Jun NTPC was trading at 361.65. The strike last trading price was 0.45, which was 0.05 higher than the previous day. The implied volatity was 27.68, the open interest changed by 4 which increased total open position to 8
On 4 Jun NTPC was trading at 366.40. The strike last trading price was 0.4, which was 0.05 higher than the previous day. The implied volatity was 29.16, the open interest changed by 0 which decreased total open position to 4
On 3 Jun NTPC was trading at 366.80. The strike last trading price was 0.3, which was 0 lower than the previous day. The implied volatity was 27.94, the open interest changed by 0 which decreased total open position to 4
On 2 Jun NTPC was trading at 367.40. The strike last trading price was 0.35, which was -2.3 lower than the previous day. The implied volatity was 27.94, the open interest changed by 4 which increased total open position to 4
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 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 16 Apr NTPC was trading at 390.80. 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 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 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
