[--[65.84.65.76]--]

NTPC

Ntpc Ltd
358.15 +10.10 (2.90%)
L: 347.3 H: 360.5

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Historical option data for NTPC

29 Jan 2026 04:10 PM IST
NTPC 24-FEB-2026 350 CE
Delta: 0.72
Vega: 0.32
Theta: -0.2
Gamma: 0.02
Date Close Ltp Change IV Volume OI Chg OI
29 Jan 358.15 14.65 6.1 21.25 8,059 -2 2,254
28 Jan 348.05 8.95 2.2 21.54 6,642 424 2,256
27 Jan 344.70 6.85 2.7 21.18 4,245 233 1,833
23 Jan 336.70 4.2 -1.25 20.39 1,539 378 1,596
22 Jan 342.45 5.5 1.25 17.77 1,212 205 1,201
21 Jan 338.70 4.3 0.05 18.55 821 62 995
20 Jan 338.75 4.45 -1.55 18.14 1,271 137 930
19 Jan 343.35 5.8 -2.05 16.88 606 151 791
16 Jan 346.35 7.75 -1.15 17.26 601 280 642
14 Jan 349.10 8.75 4.25 15.5 633 161 339
13 Jan 337.90 4.5 -0.4 17.03 51 21 177
12 Jan 337.45 4.9 0.75 17.72 46 19 154
9 Jan 336.00 4.15 -2.5 16.33 66 51 135
8 Jan 344.40 6.25 -2.65 15.57 96 30 85
7 Jan 348.85 8.9 -1.3 13.87 95 2 55
6 Jan 350.80 10.35 0 14.72 40 24 53
5 Jan 350.60 9.9 -1.1 13.54 30 19 28
2 Jan 352.10 11 1.3 13.52 21 10 10
1 Jan 336.30 9.7 0 1.99 0 0 0
31 Dec 329.55 9.7 0 3.58 0 0 0
30 Dec 324.90 9.7 0 4.48 0 0 0
29 Dec 325.50 9.7 0 - 0 0 0
26 Dec 324.10 9.7 0 - 0 0 0
24 Dec 322.55 9.7 0 - 0 0 0
23 Dec 323.25 9.7 - - 0 0 0
22 Dec 320.70 9.7 0 - 0 0 0
19 Dec 319.90 9.7 0 - 0 0 0
18 Dec 318.50 9.7 0 - 0 0 0
17 Dec 321.25 9.7 0 4.62 0 0 0
16 Dec 321.00 9.7 0 - 0 0 0
15 Dec 323.95 9.7 - - 0 0 0
12 Dec 325.05 9.7 0 3.62 0 0 0
11 Dec 322.60 9.7 0 4.11 0 0 0
10 Dec 321.60 9.7 0 4.27 0 0 0
9 Dec 319.85 9.7 - - 0 0 0
8 Dec 319.50 9.7 0 4.64 0 0 0
4 Dec 322.95 - - - 0 0 0
3 Dec 322.95 - - - 0 0 0
2 Dec 328.60 9.7 0 2.57 0 0 0
1 Dec 327.10 9.7 0 2.76 0 0 0
28 Nov 326.45 9.7 0 2.8 0 0 0
27 Nov 327.35 9.7 0 2.67 0 0 0


For Ntpc Ltd - strike price 350 expiring on 24FEB2026

Delta for 350 CE is 0.72

Historical price for 350 CE is as follows

On 29 Jan NTPC was trading at 358.15. The strike last trading price was 14.65, which was 6.1 higher than the previous day. The implied volatity was 21.25, the open interest changed by -2 which decreased total open position to 2254


On 28 Jan NTPC was trading at 348.05. The strike last trading price was 8.95, which was 2.2 higher than the previous day. The implied volatity was 21.54, the open interest changed by 424 which increased total open position to 2256


On 27 Jan NTPC was trading at 344.70. The strike last trading price was 6.85, which was 2.7 higher than the previous day. The implied volatity was 21.18, the open interest changed by 233 which increased total open position to 1833


On 23 Jan NTPC was trading at 336.70. The strike last trading price was 4.2, which was -1.25 lower than the previous day. The implied volatity was 20.39, the open interest changed by 378 which increased total open position to 1596


On 22 Jan NTPC was trading at 342.45. The strike last trading price was 5.5, which was 1.25 higher than the previous day. The implied volatity was 17.77, the open interest changed by 205 which increased total open position to 1201


On 21 Jan NTPC was trading at 338.70. The strike last trading price was 4.3, which was 0.05 higher than the previous day. The implied volatity was 18.55, the open interest changed by 62 which increased total open position to 995


On 20 Jan NTPC was trading at 338.75. The strike last trading price was 4.45, which was -1.55 lower than the previous day. The implied volatity was 18.14, the open interest changed by 137 which increased total open position to 930


On 19 Jan NTPC was trading at 343.35. The strike last trading price was 5.8, which was -2.05 lower than the previous day. The implied volatity was 16.88, the open interest changed by 151 which increased total open position to 791


On 16 Jan NTPC was trading at 346.35. The strike last trading price was 7.75, which was -1.15 lower than the previous day. The implied volatity was 17.26, the open interest changed by 280 which increased total open position to 642


On 14 Jan NTPC was trading at 349.10. The strike last trading price was 8.75, which was 4.25 higher than the previous day. The implied volatity was 15.5, the open interest changed by 161 which increased total open position to 339


On 13 Jan NTPC was trading at 337.90. The strike last trading price was 4.5, which was -0.4 lower than the previous day. The implied volatity was 17.03, the open interest changed by 21 which increased total open position to 177


On 12 Jan NTPC was trading at 337.45. The strike last trading price was 4.9, which was 0.75 higher than the previous day. The implied volatity was 17.72, the open interest changed by 19 which increased total open position to 154


On 9 Jan NTPC was trading at 336.00. The strike last trading price was 4.15, which was -2.5 lower than the previous day. The implied volatity was 16.33, the open interest changed by 51 which increased total open position to 135


On 8 Jan NTPC was trading at 344.40. The strike last trading price was 6.25, which was -2.65 lower than the previous day. The implied volatity was 15.57, the open interest changed by 30 which increased total open position to 85


On 7 Jan NTPC was trading at 348.85. The strike last trading price was 8.9, which was -1.3 lower than the previous day. The implied volatity was 13.87, the open interest changed by 2 which increased total open position to 55


On 6 Jan NTPC was trading at 350.80. The strike last trading price was 10.35, which was 0 lower than the previous day. The implied volatity was 14.72, the open interest changed by 24 which increased total open position to 53


On 5 Jan NTPC was trading at 350.60. The strike last trading price was 9.9, which was -1.1 lower than the previous day. The implied volatity was 13.54, the open interest changed by 19 which increased total open position to 28


On 2 Jan NTPC was trading at 352.10. The strike last trading price was 11, which was 1.3 higher than the previous day. The implied volatity was 13.52, the open interest changed by 10 which increased total open position to 10


On 1 Jan NTPC was trading at 336.30. The strike last trading price was 9.7, which was 0 lower than the previous day. The implied volatity was 1.99, the open interest changed by 0 which decreased total open position to 0


On 31 Dec NTPC was trading at 329.55. The strike last trading price was 9.7, which was 0 lower than the previous day. The implied volatity was 3.58, the open interest changed by 0 which decreased total open position to 0


On 30 Dec NTPC was trading at 324.90. The strike last trading price was 9.7, which was 0 lower than the previous day. The implied volatity was 4.48, the open interest changed by 0 which decreased total open position to 0


On 29 Dec NTPC was trading at 325.50. The strike last trading price was 9.7, 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 Dec NTPC was trading at 324.10. The strike last trading price was 9.7, 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 24 Dec NTPC was trading at 322.55. The strike last trading price was 9.7, 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 23 Dec NTPC was trading at 323.25. The strike last trading price was 9.7, 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 Dec NTPC was trading at 320.70. The strike last trading price was 9.7, 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 9.7, 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 9.7, 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 9.7, which was 0 lower than the previous day. The implied volatity was 4.62, 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 9.7, 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 9.7, 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 Dec NTPC was trading at 325.05. The strike last trading price was 9.7, which was 0 lower than the previous day. The implied volatity was 3.62, 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 9.7, which was 0 lower than the previous day. The implied volatity was 4.11, 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 9.7, 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 9 Dec NTPC was trading at 319.85. The strike last trading price was 9.7, 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 8 Dec NTPC was trading at 319.50. The strike last trading price was 9.7, which was 0 lower than the previous day. The implied volatity was 4.64, 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 -, 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 3 Dec NTPC was trading at 322.95. 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 2 Dec NTPC was trading at 328.60. The strike last trading price was 9.7, which was 0 lower than the previous day. The implied volatity was 2.57, 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 9.7, which was 0 lower than the previous day. The implied volatity was 2.76, 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 9.7, which was 0 lower than the previous day. The implied volatity was 2.8, 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 9.7, 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


NTPC 24FEB2026 350 PE
Delta: -0.34
Vega: 0.35
Theta: -0.18
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
29 Jan 358.15 7.05 -3.95 31.23 2,849 182 1,067
28 Jan 348.05 10.75 -1.9 30.38 1,871 115 885
27 Jan 344.70 12.4 -5.25 30.62 347 -102 789
23 Jan 336.70 17.8 4.75 30.18 447 183 892
22 Jan 342.45 12.9 -3.05 26.01 161 5 710
21 Jan 338.70 16.4 1.05 28.34 32 0 704
20 Jan 338.75 15.05 3.05 25.49 203 50 703
19 Jan 343.35 12.5 1.7 25.03 278 141 653
16 Jan 346.35 10.75 0.75 23.72 442 283 513
14 Jan 349.10 10.1 -6.4 24.75 171 98 218
13 Jan 337.90 16.5 0.35 - 0 0 0
12 Jan 337.45 16.5 0.35 25.81 3 0 117
9 Jan 336.00 16.15 3.45 22.77 47 22 116
8 Jan 344.40 12.7 3.75 22.59 78 58 94
7 Jan 348.85 8.65 0.95 20.59 13 6 35
6 Jan 350.80 7.7 -0.7 19.81 12 4 28
5 Jan 350.60 8.35 -22.4 20.99 36 23 23
2 Jan 352.10 30.75 0 1.56 0 0 0
1 Jan 336.30 30.75 0 - 0 0 0
31 Dec 329.55 30.75 0 - 0 0 0
30 Dec 324.90 30.75 0 - 0 0 0
29 Dec 325.50 30.75 0 - 0 0 0
26 Dec 324.10 30.75 0 - 0 0 0
24 Dec 322.55 30.75 0 - 0 0 0
23 Dec 323.25 30.75 - - 0 0 0
22 Dec 320.70 30.75 0 - 0 0 0
19 Dec 319.90 30.75 0 - 0 0 0
18 Dec 318.50 30.75 0 - 0 0 0
17 Dec 321.25 30.75 0 - 0 0 0
16 Dec 321.00 30.75 0 - 0 0 0
15 Dec 323.95 30.75 - - 0 0 0
12 Dec 325.05 30.75 0 - 0 0 0
11 Dec 322.60 30.75 0 - 0 0 0
10 Dec 321.60 30.75 0 - 0 0 0
9 Dec 319.85 30.75 - - 0 0 0
8 Dec 319.50 30.75 0 - 0 0 0
4 Dec 322.95 - - - 0 0 0
3 Dec 322.95 - - - 0 0 0
2 Dec 328.60 30.75 0 - 0 0 0
1 Dec 327.10 30.75 0 - 0 0 0
28 Nov 326.45 30.75 0 - 0 0 0
27 Nov 327.35 30.75 0 - 0 0 0


For Ntpc Ltd - strike price 350 expiring on 24FEB2026

Delta for 350 PE is -0.34

Historical price for 350 PE is as follows

On 29 Jan NTPC was trading at 358.15. The strike last trading price was 7.05, which was -3.95 lower than the previous day. The implied volatity was 31.23, the open interest changed by 182 which increased total open position to 1067


On 28 Jan NTPC was trading at 348.05. The strike last trading price was 10.75, which was -1.9 lower than the previous day. The implied volatity was 30.38, the open interest changed by 115 which increased total open position to 885


On 27 Jan NTPC was trading at 344.70. The strike last trading price was 12.4, which was -5.25 lower than the previous day. The implied volatity was 30.62, the open interest changed by -102 which decreased total open position to 789


On 23 Jan NTPC was trading at 336.70. The strike last trading price was 17.8, which was 4.75 higher than the previous day. The implied volatity was 30.18, the open interest changed by 183 which increased total open position to 892


On 22 Jan NTPC was trading at 342.45. The strike last trading price was 12.9, which was -3.05 lower than the previous day. The implied volatity was 26.01, the open interest changed by 5 which increased total open position to 710


On 21 Jan NTPC was trading at 338.70. The strike last trading price was 16.4, which was 1.05 higher than the previous day. The implied volatity was 28.34, the open interest changed by 0 which decreased total open position to 704


On 20 Jan NTPC was trading at 338.75. The strike last trading price was 15.05, which was 3.05 higher than the previous day. The implied volatity was 25.49, the open interest changed by 50 which increased total open position to 703


On 19 Jan NTPC was trading at 343.35. The strike last trading price was 12.5, which was 1.7 higher than the previous day. The implied volatity was 25.03, the open interest changed by 141 which increased total open position to 653


On 16 Jan NTPC was trading at 346.35. The strike last trading price was 10.75, which was 0.75 higher than the previous day. The implied volatity was 23.72, the open interest changed by 283 which increased total open position to 513


On 14 Jan NTPC was trading at 349.10. The strike last trading price was 10.1, which was -6.4 lower than the previous day. The implied volatity was 24.75, the open interest changed by 98 which increased total open position to 218


On 13 Jan NTPC was trading at 337.90. The strike last trading price was 16.5, which was 0.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 12 Jan NTPC was trading at 337.45. The strike last trading price was 16.5, which was 0.35 higher than the previous day. The implied volatity was 25.81, the open interest changed by 0 which decreased total open position to 117


On 9 Jan NTPC was trading at 336.00. The strike last trading price was 16.15, which was 3.45 higher than the previous day. The implied volatity was 22.77, the open interest changed by 22 which increased total open position to 116


On 8 Jan NTPC was trading at 344.40. The strike last trading price was 12.7, which was 3.75 higher than the previous day. The implied volatity was 22.59, the open interest changed by 58 which increased total open position to 94


On 7 Jan NTPC was trading at 348.85. The strike last trading price was 8.65, which was 0.95 higher than the previous day. The implied volatity was 20.59, the open interest changed by 6 which increased total open position to 35


On 6 Jan NTPC was trading at 350.80. The strike last trading price was 7.7, which was -0.7 lower than the previous day. The implied volatity was 19.81, the open interest changed by 4 which increased total open position to 28


On 5 Jan NTPC was trading at 350.60. The strike last trading price was 8.35, which was -22.4 lower than the previous day. The implied volatity was 20.99, the open interest changed by 23 which increased total open position to 23


On 2 Jan NTPC was trading at 352.10. The strike last trading price was 30.75, which was 0 lower than the previous day. The implied volatity was 1.56, the open interest changed by 0 which decreased total open position to 0


On 1 Jan NTPC was trading at 336.30. The strike last trading price was 30.75, 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 31 Dec NTPC was trading at 329.55. The strike last trading price was 30.75, 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 Dec NTPC was trading at 324.90. The strike last trading price was 30.75, 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 Dec NTPC was trading at 325.50. The strike last trading price was 30.75, 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 Dec NTPC was trading at 324.10. The strike last trading price was 30.75, 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 Dec NTPC was trading at 322.55. The strike last trading price was 30.75, 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 23 Dec NTPC was trading at 323.25. The strike last trading price was 30.75, 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 Dec NTPC was trading at 320.70. The strike last trading price was 30.75, 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 30.75, 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 30.75, 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 30.75, 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 30.75, 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 30.75, 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 Dec NTPC was trading at 325.05. The strike last trading price was 30.75, 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 30.75, 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 30.75, 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 30.75, 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 8 Dec NTPC was trading at 319.50. The strike last trading price was 30.75, 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 -, 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 3 Dec NTPC was trading at 322.95. 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 2 Dec NTPC was trading at 328.60. The strike last trading price was 30.75, 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 30.75, 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 30.75, 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 30.75, 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