NTPC

Ntpc Ltd

336 -8.40 (-2.44%)

L: 334.4 H: 344.4

Back to Option Chain

Historical option data for NTPC
09 Jan 2026 04:10 PM IST

Strike Price

Expiry

Ltp Ltp OI Open Interest (OI) OI Chg Change Open Interest Volume Volume IV IV

Call
Put

Per Lot

NTPC 27-JAN-2026 337.5 CE
Delta: 0.53 Vega: 0.30 Theta: -0.17 Gamma: 0.04
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Jan	336.00	4.75 ₹ 7,125	-4.6 -6900.00	14.82	1,624 24,36,000	120 1,80,000	332 4,98,000
8 Jan	344.40	8.55 ₹ 12,825	-5 -7500.00	14.15	93 1,39,500	-11 -16,500	211 3,16,500
7 Jan	348.85	13.5 ₹ 20,250	-1.15 -1725.00	9.96	31 46,500	-18 -27,000	224 3,36,000
6 Jan	350.80	14.65 ₹ 21,975	-0.35 -525.00	-	10 15,000	-4 -6,000	241 3,61,500
5 Jan	350.60	15 ₹ 22,500	-0.95 -1425.00	-	51 76,500	-18 -27,000	246 3,69,000
2 Jan	352.10	16.2 ₹ 24,300	11.4 17100.00	-	1,799 26,98,500	-80 -1,20,000	264 3,96,000
1 Jan	336.30	4.85 ₹ 7,275	2 3000.00	12.13	1,653 24,79,500	243 3,64,500	344 5,16,000
31 Dec	329.55	2.8 ₹ 4,200	0.7 1050.00	13.70	319 4,78,500	50 75,000	99 1,48,500
30 Dec	324.90	2.15 ₹ 3,225	-0.45 -675.00	15.72	57 85,500	27 40,500	48 72,000
29 Dec	325.50	2.6 ₹ 3,900	-0.05 -75.00	16.50	28 42,000	12 18,000	20 30,000
26 Dec	324.10	2.6 ₹ 3,900	-7.85 -11775.00	16.69	12 18,000	6 9,000	6 9,000
24 Dec	322.55	10.45 ₹ 15,675	0 0.00	3.59	0 0	0 0	0 0
23 Dec	323.25	10.45 ₹ 15,675	0 0.00	3.24	0 0	0 0	0 0
22 Dec	320.70	10.45 ₹ 15,675	0 0.00	3.90	0 0	0 0	0 0
19 Dec	319.90	10.45 ₹ 15,675	0 0.00	3.92	0 0	0 0	0 0
18 Dec	318.50	10.45 ₹ 15,675	0 0.00	4.27	0 0	0 0	0 0
17 Dec	321.25	10.45 ₹ 15,675	0 0.00	3.48	0 0	0 0	0 0
16 Dec	321.00	10.45 ₹ 15,675	0 0.00	3.56	0 0	0 0	0 0
15 Dec	323.95	10.45 ₹ 15,675	0 0.00	2.67	0 0	0 0	0 0
12 Dec	325.05	10.45 ₹ 15,675	0 0.00	2.17	0 0	0 0	0 0
11 Dec	322.60	10.45 ₹ 15,675	0 0.00	2.78	0 0	0 0	0 0
10 Dec	321.60	10.45 ₹ 15,675	0 0.00	2.94	0 0	0 0	0 0
9 Dec	319.85	10.45 ₹ 15,675	0 0.00	3.38	0 0	0 0	0 0
8 Dec	319.50	10.45 ₹ 15,675	0 0.00	3.52	0 0	0 0	0 0
5 Dec	323.30	10.45 ₹ 15,675	0 0.00	2.27	0 0	0 0	0 0
4 Dec	322.95	10.45 ₹ 15,675	0 0.00	2.38	0 0	0 0	0 0
3 Dec	322.95	10.45 ₹ 15,675	0 0.00	2.29	0 0	0 0	0 0
2 Dec	328.60	10.45 ₹ 15,675	0 0.00	1.05	0 0	0 0	0 0
1 Dec	327.10	10.45 ₹ 15,675	0 0.00	1.13	0 0	0 0	0 0
28 Nov	326.45	10.45 ₹ 15,675	0 0.00	1.38	0 0	0 0	0 0
27 Nov	327.35	10.45 ₹ 15,675	0 0.00	1.19	0 0	0 0	0 0

26 Nov	326.10	10.45 ₹ 15,675	0 0.00	1.36	0 0	0 0	0 0

For Ntpc Ltd - strike price 337.5 expiring on 27JAN2026

Delta for 337.5 CE is 0.53

Historical price for 337.5 CE is as follows

On 9 Jan NTPC was trading at 336.00. The strike last trading price was 4.75, which was -4.6 lower than the previous day. The implied volatity was 14.82, the open interest changed by 120 which increased total open position to 332

On 8 Jan NTPC was trading at 344.40. The strike last trading price was 8.55, which was -5 lower than the previous day. The implied volatity was 14.15, the open interest changed by -11 which decreased total open position to 211

On 7 Jan NTPC was trading at 348.85. The strike last trading price was 13.5, which was -1.15 lower than the previous day. The implied volatity was 9.96, the open interest changed by -18 which decreased total open position to 224

On 6 Jan NTPC was trading at 350.80. The strike last trading price was 14.65, which was -0.35 lower than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 241

On 5 Jan NTPC was trading at 350.60. The strike last trading price was 15, which was -0.95 lower than the previous day. The implied volatity was -, the open interest changed by -18 which decreased total open position to 246

On 2 Jan NTPC was trading at 352.10. The strike last trading price was 16.2, which was 11.4 higher than the previous day. The implied volatity was -, the open interest changed by -80 which decreased total open position to 264

On 1 Jan NTPC was trading at 336.30. The strike last trading price was 4.85, which was 2 higher than the previous day. The implied volatity was 12.13, the open interest changed by 243 which increased total open position to 344

On 31 Dec NTPC was trading at 329.55. The strike last trading price was 2.8, which was 0.7 higher than the previous day. The implied volatity was 13.70, the open interest changed by 50 which increased total open position to 99

On 30 Dec NTPC was trading at 324.90. The strike last trading price was 2.15, which was -0.45 lower than the previous day. The implied volatity was 15.72, the open interest changed by 27 which increased total open position to 48

On 29 Dec NTPC was trading at 325.50. The strike last trading price was 2.6, which was -0.05 lower than the previous day. The implied volatity was 16.50, the open interest changed by 12 which increased total open position to 20

On 26 Dec NTPC was trading at 324.10. The strike last trading price was 2.6, which was -7.85 lower than the previous day. The implied volatity was 16.69, the open interest changed by 6 which increased total open position to 6

On 24 Dec NTPC was trading at 322.55. The strike last trading price was 10.45, which was 0 lower than the previous day. The implied volatity was 3.59, the open interest changed by 0 which decreased total open position to 0

On 23 Dec NTPC was trading at 323.25. The strike last trading price was 10.45, which was 0 lower than the previous day. The implied volatity was 3.24, the open interest changed by 0 which decreased total open position to 0

On 22 Dec NTPC was trading at 320.70. The strike last trading price was 10.45, which was 0 lower than the previous day. The implied volatity was 3.90, the open interest changed by 0 which decreased total open position to 0

On 19 Dec NTPC was trading at 319.90. The strike last trading price was 10.45, which was 0 lower than the previous day. The implied volatity was 3.92, the open interest changed by 0 which decreased total open position to 0

On 18 Dec NTPC was trading at 318.50. The strike last trading price was 10.45, which was 0 lower than the previous day. The implied volatity was 4.27, the open interest changed by 0 which decreased total open position to 0

On 17 Dec NTPC was trading at 321.25. The strike last trading price was 10.45, which was 0 lower than the previous day. The implied volatity was 3.48, the open interest changed by 0 which decreased total open position to 0

On 16 Dec NTPC was trading at 321.00. The strike last trading price was 10.45, which was 0 lower than the previous day. The implied volatity was 3.56, the open interest changed by 0 which decreased total open position to 0

On 15 Dec NTPC was trading at 323.95. The strike last trading price was 10.45, which was 0 lower than the previous day. The implied volatity was 2.67, the open interest changed by 0 which decreased total open position to 0

On 12 Dec NTPC was trading at 325.05. The strike last trading price was 10.45, which was 0 lower than the previous day. The implied volatity was 2.17, the open interest changed by 0 which decreased total open position to 0

On 11 Dec NTPC was trading at 322.60. The strike last trading price was 10.45, which was 0 lower than the previous day. The implied volatity was 2.78, the open interest changed by 0 which decreased total open position to 0

On 10 Dec NTPC was trading at 321.60. The strike last trading price was 10.45, which was 0 lower than the previous day. The implied volatity was 2.94, the open interest changed by 0 which decreased total open position to 0

On 9 Dec NTPC was trading at 319.85. The strike last trading price was 10.45, which was 0 lower than the previous day. The implied volatity was 3.38, 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 10.45, which was 0 lower than the previous day. The implied volatity was 3.52, the open interest changed by 0 which decreased total open position to 0

On 5 Dec NTPC was trading at 323.30. The strike last trading price was 10.45, which was 0 lower than the previous day. The implied volatity was 2.27, the open interest changed by 0 which decreased total open position to 0

On 4 Dec NTPC was trading at 322.95. The strike last trading price was 10.45, which was 0 lower than the previous day. The implied volatity was 2.38, 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 10.45, which was 0 lower than the previous day. The implied volatity was 2.29, 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 10.45, which was 0 lower than the previous day. The implied volatity was 1.05, 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 10.45, which was 0 lower than the previous day. The implied volatity was 1.13, 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 10.45, which was 0 lower than the previous day. The implied volatity was 1.38, 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 10.45, which was 0 lower than the previous day. The implied volatity was 1.19, the open interest changed by 0 which decreased total open position to 0

On 26 Nov NTPC was trading at 326.10. The strike last trading price was 10.45, which was 0 lower than the previous day. The implied volatity was 1.36, the open interest changed by 0 which decreased total open position to 0

NTPC 27JAN2026 337.5 PE
Delta: -0.47 Vega: 0.30 Theta: -0.11 Gamma: 0.03
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Jan	336.00	5.3 ₹ 7,950	2.4 3600.00	18.89	2,990 44,85,000	-52 -78,000	265 3,97,500
8 Jan	344.40	3.1 ₹ 4,650	1.5 2250.00	19.01	574 8,61,000	-83 -1,24,500	317 4,75,500
7 Jan	348.85	1.55 ₹ 2,325	0.05 75.00	18.79	69 1,03,500	-7 -10,500	399 5,98,500
6 Jan	350.80	1.5 ₹ 2,250	0 0.00	19.40	259 3,88,500	6 9,000	408 6,12,000
5 Jan	350.60	1.5 ₹ 2,250	-0.2 -300.00	19.03	593 8,89,500	79 1,18,500	402 6,03,000
2 Jan	352.10	1.55 ₹ 2,325	-3.8 -5700.00	19.12	1,772 26,58,000	250 3,75,000	322 4,83,000
1 Jan	336.30	5.25 ₹ 7,875	-8.45 -12675.00	16.05	176 2,64,000	52 78,000	66 99,000
31 Dec	329.55	13.7 ₹ 20,550	0.1 150.00	-	0 0	10 15,000	0 0
30 Dec	324.90	13.7 ₹ 20,550	0.1 150.00	21.79	10 15,000	9 13,500	13 19,500
29 Dec	325.50	13.6 ₹ 20,400	-7.1 -10650.00	-	0 0	0 0	4 6,000
26 Dec	324.10	13.6 ₹ 20,400	-7.1 -10650.00	-	0 0	0 0	4 6,000
24 Dec	322.55	13.6 ₹ 20,400	-7.1 -10650.00	-	0 0	0 0	4 6,000
23 Dec	323.25	13.6 ₹ 20,400	-7.1 -10650.00	16.91	4 6,000	1 1,500	1 1,500
22 Dec	320.70	20.7 ₹ 31,050	0 0.00	-	0 0	0 0	0 0
19 Dec	319.90	20.7 ₹ 31,050	0 0.00	-	0 0	0 0	0 0
18 Dec	318.50	20.7 ₹ 31,050	0 0.00	-	0 0	0 0	0 0
17 Dec	321.25	20.7 ₹ 31,050	0 0.00	-	0 0	0 0	0 0
16 Dec	321.00	20.7 ₹ 31,050	0 0.00	-	0 0	0 0	0 0
15 Dec	323.95	20.7 ₹ 31,050	0 0.00	-	0 0	0 0	0 0
12 Dec	325.05	20.7 ₹ 31,050	0 0.00	-	0 0	0 0	0 0
11 Dec	322.60	20.7 ₹ 31,050	0 0.00	-	0 0	0 0	0 0
10 Dec	321.60	20.7 ₹ 31,050	0 0.00	-	0 0	0 0	0 0
9 Dec	319.85	20.7 ₹ 31,050	0 0.00	-	0 0	0 0	0 0
8 Dec	319.50	20.7 ₹ 31,050	0 0.00	-	0 0	0 0	0 0
5 Dec	323.30	20.7 ₹ 31,050	0 0.00	-	0 0	0 0	0 0
4 Dec	322.95	20.7 ₹ 31,050	0 0.00	-	0 0	0 0	0 0
3 Dec	322.95	20.7 ₹ 31,050	0 0.00	-	0 0	0 0	0 0
2 Dec	328.60	20.7 ₹ 31,050	0 0.00	-	0 0	0 0	0 0
1 Dec	327.10	20.7 ₹ 31,050	0 0.00	-	0 0	0 0	0 0
28 Nov	326.45	20.7 ₹ 31,050	0 0.00	-	0 0	0 0	0 0
27 Nov	327.35	20.7 ₹ 31,050	0 0.00	-	0 0	0 0	0 0
26 Nov	326.10	20.7 ₹ 31,050	0 0.00	-	0 0	0 0	0 0

For Ntpc Ltd - strike price 337.5 expiring on 27JAN2026

Delta for 337.5 PE is -0.47

Historical price for 337.5 PE is as follows

On 9 Jan NTPC was trading at 336.00. The strike last trading price was 5.3, which was 2.4 higher than the previous day. The implied volatity was 18.89, the open interest changed by -52 which decreased total open position to 265

On 8 Jan NTPC was trading at 344.40. The strike last trading price was 3.1, which was 1.5 higher than the previous day. The implied volatity was 19.01, the open interest changed by -83 which decreased total open position to 317

On 7 Jan NTPC was trading at 348.85. The strike last trading price was 1.55, which was 0.05 higher than the previous day. The implied volatity was 18.79, the open interest changed by -7 which decreased total open position to 399

On 6 Jan NTPC was trading at 350.80. The strike last trading price was 1.5, which was 0 lower than the previous day. The implied volatity was 19.40, the open interest changed by 6 which increased total open position to 408

On 5 Jan NTPC was trading at 350.60. The strike last trading price was 1.5, which was -0.2 lower than the previous day. The implied volatity was 19.03, the open interest changed by 79 which increased total open position to 402

On 2 Jan NTPC was trading at 352.10. The strike last trading price was 1.55, which was -3.8 lower than the previous day. The implied volatity was 19.12, the open interest changed by 250 which increased total open position to 322

On 1 Jan NTPC was trading at 336.30. The strike last trading price was 5.25, which was -8.45 lower than the previous day. The implied volatity was 16.05, the open interest changed by 52 which increased total open position to 66

On 31 Dec NTPC was trading at 329.55. The strike last trading price was 13.7, which was 0.1 higher than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 0

On 30 Dec NTPC was trading at 324.90. The strike last trading price was 13.7, which was 0.1 higher than the previous day. The implied volatity was 21.79, the open interest changed by 9 which increased total open position to 13

On 29 Dec NTPC was trading at 325.50. The strike last trading price was 13.6, which was -7.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4

On 26 Dec NTPC was trading at 324.10. The strike last trading price was 13.6, which was -7.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4

On 24 Dec NTPC was trading at 322.55. The strike last trading price was 13.6, which was -7.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4

On 23 Dec NTPC was trading at 323.25. The strike last trading price was 13.6, which was -7.1 lower than the previous day. The implied volatity was 16.91, the open interest changed by 1 which increased total open position to 1

On 22 Dec NTPC was trading at 320.70. The strike last trading price was 20.7, 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 19 Dec NTPC was trading at 319.90. The strike last trading price was 20.7, 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 18 Dec NTPC was trading at 318.50. The strike last trading price was 20.7, 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 17 Dec NTPC was trading at 321.25. The strike last trading price was 20.7, 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 Dec NTPC was trading at 321.00. The strike last trading price was 20.7, 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 Dec NTPC was trading at 323.95. The strike last trading price was 20.7, 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 12 Dec NTPC was trading at 325.05. The strike last trading price was 20.7, 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 11 Dec NTPC was trading at 322.60. The strike last trading price was 20.7, 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 Dec NTPC was trading at 321.60. The strike last trading price was 20.7, 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 Dec NTPC was trading at 319.85. The strike last trading price was 20.7, 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 20.7, 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 Dec NTPC was trading at 323.30. The strike last trading price was 20.7, 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 Dec NTPC was trading at 322.95. The strike last trading price was 20.7, 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 Dec NTPC was trading at 322.95. The strike last trading price was 20.7, 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 Dec NTPC was trading at 328.60. The strike last trading price was 20.7, 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 Dec NTPC was trading at 327.10. The strike last trading price was 20.7, 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 Nov NTPC was trading at 326.45. The strike last trading price was 20.7, 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 Nov NTPC was trading at 327.35. The strike last trading price was 20.7, 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 Nov NTPC was trading at 326.10. The strike last trading price was 20.7, 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

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