[--[65.84.65.76]--]

NTPC

Ntpc Ltd
390.55 +10.65 (2.80%)
L: 375.65 H: 392.4

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Historical option data for NTPC

12 Mar 2026 04:10 PM IST
NTPC 30-MAR-2026 360 CE
Delta: 0.97
Vega: 0.05
Theta: -0.12
Gamma: 0
Date Close Ltp Change IV Volume OI Chg OI
12 Mar 390.55 31.8 9.3 20.13 184 -60 572
11 Mar 379.90 22.5 1.7 25.33 14 -4 631
10 Mar 377.30 20.8 -0.8 21.19 54 10 635
9 Mar 376.25 22.3 -1 31.69 205 5 623
6 Mar 380.60 23.6 2.85 12.23 62 -7 618
5 Mar 378.05 20.6 7.7 15.9 248 -71 626
4 Mar 365.80 12.5 -6.15 21.34 820 144 698
2 Mar 377.55 18.65 -6.95 11.14 117 4 554
27 Feb 381.90 25.6 -0.75 15.97 67 -52 551
26 Feb 381.90 26.35 -2.25 16.39 122 88 602
25 Feb 384.90 28.9 2.45 15.83 82 -46 515
24 Feb 382.75 27.5 6.85 15.49 184 -13 563
23 Feb 375.45 20.7 1.75 17.53 612 371 577
20 Feb 372.95 19 6.65 17.54 343 70 203
19 Feb 363.20 12.3 -4 17.74 137 29 134
18 Feb 368.40 16.2 -0.2 18.85 105 3 105
17 Feb 368.40 16.5 -1.3 18.75 179 -76 102
16 Feb 369.10 17.5 4.35 19.63 172 97 178
13 Feb 363.00 13 -3.55 16.09 73 -21 79
12 Feb 368.25 16.55 0.45 17.45 37 6 106
11 Feb 368.45 16.1 0.55 16.08 35 4 100
10 Feb 366.90 15.35 2.8 16.43 75 -4 95
9 Feb 361.90 12.5 -1.7 17.31 34 6 98
6 Feb 365.05 14.5 0 17.49 12 2 91
5 Feb 367.00 14.5 -0.05 13.54 77 -7 89
4 Feb 367.25 14.65 4.55 12.67 99 6 95
3 Feb 358.55 10 3.75 14.75 61 -23 88
2 Feb 350.35 6.3 0.9 13.24 181 83 110
1 Feb 344.75 5.4 -5.6 19.8 12 8 26
30 Jan 356.00 11 -3.1 19.48 21 14 16
29 Jan 358.15 14.1 7.45 20.46 2 1 1
28 Jan 348.05 6.65 0 1.25 0 0 0
27 Jan 344.70 6.65 0 1.68 0 0 0
23 Jan 336.70 6.65 0 3.47 0 0 0
22 Jan 342.45 6.65 0 2.23 0 0 0
21 Jan 338.70 6.65 0 3.04 0 0 0
20 Jan 338.75 6.65 0 2.9 0 0 0
19 Jan 343.35 6.65 0 1.98 0 0 0
16 Jan 346.35 6.65 0 1.27 0 0 0
14 Jan 349.10 6.65 0 0.79 0 0 0
13 Jan 337.90 6.65 0 2.86 0 0 0
12 Jan 337.45 6.65 0 2.85 0 0 0
9 Jan 336.00 6.65 0 - 0 0 0
8 Jan 344.40 6.65 0 1.8 0 0 0
7 Jan 348.85 6.65 0 - 0 0 0
6 Jan 350.80 6.65 0 0.31 0 0 0


For Ntpc Ltd - strike price 360 expiring on 30MAR2026

Delta for 360 CE is 0.97

Historical price for 360 CE is as follows

On 12 Mar NTPC was trading at 390.55. The strike last trading price was 31.8, which was 9.3 higher than the previous day. The implied volatity was 20.13, the open interest changed by -60 which decreased total open position to 572


On 11 Mar NTPC was trading at 379.90. The strike last trading price was 22.5, which was 1.7 higher than the previous day. The implied volatity was 25.33, the open interest changed by -4 which decreased total open position to 631


On 10 Mar NTPC was trading at 377.30. The strike last trading price was 20.8, which was -0.8 lower than the previous day. The implied volatity was 21.19, the open interest changed by 10 which increased total open position to 635


On 9 Mar NTPC was trading at 376.25. The strike last trading price was 22.3, which was -1 lower than the previous day. The implied volatity was 31.69, the open interest changed by 5 which increased total open position to 623


On 6 Mar NTPC was trading at 380.60. The strike last trading price was 23.6, which was 2.85 higher than the previous day. The implied volatity was 12.23, the open interest changed by -7 which decreased total open position to 618


On 5 Mar NTPC was trading at 378.05. The strike last trading price was 20.6, which was 7.7 higher than the previous day. The implied volatity was 15.9, the open interest changed by -71 which decreased total open position to 626


On 4 Mar NTPC was trading at 365.80. The strike last trading price was 12.5, which was -6.15 lower than the previous day. The implied volatity was 21.34, the open interest changed by 144 which increased total open position to 698


On 2 Mar NTPC was trading at 377.55. The strike last trading price was 18.65, which was -6.95 lower than the previous day. The implied volatity was 11.14, the open interest changed by 4 which increased total open position to 554


On 27 Feb NTPC was trading at 381.90. The strike last trading price was 25.6, which was -0.75 lower than the previous day. The implied volatity was 15.97, the open interest changed by -52 which decreased total open position to 551


On 26 Feb NTPC was trading at 381.90. The strike last trading price was 26.35, which was -2.25 lower than the previous day. The implied volatity was 16.39, the open interest changed by 88 which increased total open position to 602


On 25 Feb NTPC was trading at 384.90. The strike last trading price was 28.9, which was 2.45 higher than the previous day. The implied volatity was 15.83, the open interest changed by -46 which decreased total open position to 515


On 24 Feb NTPC was trading at 382.75. The strike last trading price was 27.5, which was 6.85 higher than the previous day. The implied volatity was 15.49, the open interest changed by -13 which decreased total open position to 563


On 23 Feb NTPC was trading at 375.45. The strike last trading price was 20.7, which was 1.75 higher than the previous day. The implied volatity was 17.53, the open interest changed by 371 which increased total open position to 577


On 20 Feb NTPC was trading at 372.95. The strike last trading price was 19, which was 6.65 higher than the previous day. The implied volatity was 17.54, the open interest changed by 70 which increased total open position to 203


On 19 Feb NTPC was trading at 363.20. The strike last trading price was 12.3, which was -4 lower than the previous day. The implied volatity was 17.74, the open interest changed by 29 which increased total open position to 134


On 18 Feb NTPC was trading at 368.40. The strike last trading price was 16.2, which was -0.2 lower than the previous day. The implied volatity was 18.85, the open interest changed by 3 which increased total open position to 105


On 17 Feb NTPC was trading at 368.40. The strike last trading price was 16.5, which was -1.3 lower than the previous day. The implied volatity was 18.75, the open interest changed by -76 which decreased total open position to 102


On 16 Feb NTPC was trading at 369.10. The strike last trading price was 17.5, which was 4.35 higher than the previous day. The implied volatity was 19.63, the open interest changed by 97 which increased total open position to 178


On 13 Feb NTPC was trading at 363.00. The strike last trading price was 13, which was -3.55 lower than the previous day. The implied volatity was 16.09, the open interest changed by -21 which decreased total open position to 79


On 12 Feb NTPC was trading at 368.25. The strike last trading price was 16.55, which was 0.45 higher than the previous day. The implied volatity was 17.45, the open interest changed by 6 which increased total open position to 106


On 11 Feb NTPC was trading at 368.45. The strike last trading price was 16.1, which was 0.55 higher than the previous day. The implied volatity was 16.08, the open interest changed by 4 which increased total open position to 100


On 10 Feb NTPC was trading at 366.90. The strike last trading price was 15.35, which was 2.8 higher than the previous day. The implied volatity was 16.43, the open interest changed by -4 which decreased total open position to 95


On 9 Feb NTPC was trading at 361.90. The strike last trading price was 12.5, which was -1.7 lower than the previous day. The implied volatity was 17.31, the open interest changed by 6 which increased total open position to 98


On 6 Feb NTPC was trading at 365.05. The strike last trading price was 14.5, which was 0 lower than the previous day. The implied volatity was 17.49, the open interest changed by 2 which increased total open position to 91


On 5 Feb NTPC was trading at 367.00. The strike last trading price was 14.5, which was -0.05 lower than the previous day. The implied volatity was 13.54, the open interest changed by -7 which decreased total open position to 89


On 4 Feb NTPC was trading at 367.25. The strike last trading price was 14.65, which was 4.55 higher than the previous day. The implied volatity was 12.67, the open interest changed by 6 which increased total open position to 95


On 3 Feb NTPC was trading at 358.55. The strike last trading price was 10, which was 3.75 higher than the previous day. The implied volatity was 14.75, the open interest changed by -23 which decreased total open position to 88


On 2 Feb NTPC was trading at 350.35. The strike last trading price was 6.3, which was 0.9 higher than the previous day. The implied volatity was 13.24, the open interest changed by 83 which increased total open position to 110


On 1 Feb NTPC was trading at 344.75. The strike last trading price was 5.4, which was -5.6 lower than the previous day. The implied volatity was 19.8, the open interest changed by 8 which increased total open position to 26


On 30 Jan NTPC was trading at 356.00. The strike last trading price was 11, which was -3.1 lower than the previous day. The implied volatity was 19.48, the open interest changed by 14 which increased total open position to 16


On 29 Jan NTPC was trading at 358.15. The strike last trading price was 14.1, which was 7.45 higher than the previous day. The implied volatity was 20.46, the open interest changed by 1 which increased total open position to 1


On 28 Jan NTPC was trading at 348.05. The strike last trading price was 6.65, which was 0 lower than the previous day. The implied volatity was 1.25, the open interest changed by 0 which decreased total open position to 0


On 27 Jan NTPC was trading at 344.70. The strike last trading price was 6.65, which was 0 lower than the previous day. The implied volatity was 1.68, the open interest changed by 0 which decreased total open position to 0


On 23 Jan NTPC was trading at 336.70. The strike last trading price was 6.65, which was 0 lower than the previous day. The implied volatity was 3.47, the open interest changed by 0 which decreased total open position to 0


On 22 Jan NTPC was trading at 342.45. The strike last trading price was 6.65, which was 0 lower than the previous day. The implied volatity was 2.23, the open interest changed by 0 which decreased total open position to 0


On 21 Jan NTPC was trading at 338.70. The strike last trading price was 6.65, which was 0 lower than the previous day. The implied volatity was 3.04, the open interest changed by 0 which decreased total open position to 0


On 20 Jan NTPC was trading at 338.75. The strike last trading price was 6.65, which was 0 lower than the previous day. The implied volatity was 2.9, the open interest changed by 0 which decreased total open position to 0


On 19 Jan NTPC was trading at 343.35. The strike last trading price was 6.65, which was 0 lower than the previous day. The implied volatity was 1.98, the open interest changed by 0 which decreased total open position to 0


On 16 Jan NTPC was trading at 346.35. The strike last trading price was 6.65, which was 0 lower than the previous day. The implied volatity was 1.27, the open interest changed by 0 which decreased total open position to 0


On 14 Jan NTPC was trading at 349.10. The strike last trading price was 6.65, which was 0 lower than the previous day. The implied volatity was 0.79, the open interest changed by 0 which decreased total open position to 0


On 13 Jan NTPC was trading at 337.90. The strike last trading price was 6.65, which was 0 lower than the previous day. The implied volatity was 2.86, 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 6.65, which was 0 lower than the previous day. The implied volatity was 2.85, the open interest changed by 0 which decreased total open position to 0


On 9 Jan NTPC was trading at 336.00. The strike last trading price was 6.65, 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 Jan NTPC was trading at 344.40. The strike last trading price was 6.65, which was 0 lower than the previous day. The implied volatity was 1.8, the open interest changed by 0 which decreased total open position to 0


On 7 Jan NTPC was trading at 348.85. The strike last trading price was 6.65, 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 Jan NTPC was trading at 350.80. The strike last trading price was 6.65, which was 0 lower than the previous day. The implied volatity was 0.31, the open interest changed by 0 which decreased total open position to 0


NTPC 30MAR2026 360 PE
Delta: -0.1
Vega: 0.15
Theta: -0.12
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
12 Mar 390.55 1.35 -1.25 31.66 2,154 535 2,566
11 Mar 379.90 2.65 -0.2 28.79 630 -5 2,036
10 Mar 377.30 2.8 -1.15 27.77 780 -160 2,041
9 Mar 376.25 4 1.65 30.33 2,642 10 2,208
6 Mar 380.60 2.15 -0.4 25.66 1,437 136 2,200
5 Mar 378.05 2.5 -3.7 24.08 2,392 93 2,064
4 Mar 365.80 6.45 3.7 25.35 1,857 18 1,965
2 Mar 377.55 2.9 0.7 24.06 1,953 41 1,950
27 Feb 381.90 2.2 0.05 23.7 1,193 526 1,907
26 Feb 381.90 2.1 -0.05 23.36 902 -83 1,380
25 Feb 384.90 2 -0.9 24.48 1,061 24 1,462
24 Feb 382.75 2.9 -1.25 26.67 1,843 798 1,434
23 Feb 375.45 4.1 -0.55 24.5 584 88 640
20 Feb 372.95 4.65 -2 23.44 665 92 551
19 Feb 363.20 6.7 1.8 20.93 809 52 456
18 Feb 368.40 4.95 -0.45 20.45 449 128 406
17 Feb 368.40 5.3 0.1 21.27 113 39 278
16 Feb 369.10 5.15 -1.55 21.19 168 94 237
13 Feb 363.00 6.5 1.65 20.16 52 7 143
12 Feb 368.25 4.75 -0.1 19.05 55 4 136
11 Feb 368.45 4.9 -0.65 19.24 75 47 131
10 Feb 366.90 5.65 -1.25 19.76 45 20 82
9 Feb 361.90 6.95 1.15 18.6 71 50 62
6 Feb 365.05 5.8 -1.2 17.67 10 7 10
5 Feb 367.00 7 -3.8 - 0 0 3
4 Feb 367.25 7 -3.8 21.86 1 0 2
3 Feb 358.55 10.8 -5.4 22.59 1 0 1
2 Feb 350.35 16.2 -20.2 - 0 0 1
1 Feb 344.75 16.2 -20.2 - 0 0 1
30 Jan 356.00 16.2 -20.2 28.42 1 0 0
29 Jan 358.15 36.4 0 1.04 0 0 0
28 Jan 348.05 36.4 0 - 0 0 0
27 Jan 344.70 36.4 0 - 0 0 0
23 Jan 336.70 36.4 0 - 0 0 0
22 Jan 342.45 36.4 0 - 0 0 0
21 Jan 338.70 36.4 0 - 0 0 0
20 Jan 338.75 36.4 0 - 0 0 0
19 Jan 343.35 36.4 0 - 0 0 0
16 Jan 346.35 36.4 0 - 0 0 0
14 Jan 349.10 36.4 0 - 0 0 0
13 Jan 337.90 36.4 0 - 0 0 0
12 Jan 337.45 36.4 0 - 0 0 0
9 Jan 336.00 36.4 0 - 0 0 0
8 Jan 344.40 36.4 0 - 0 0 0
7 Jan 348.85 36.4 0 - 0 0 0
6 Jan 350.80 36.4 0 - 0 0 0


For Ntpc Ltd - strike price 360 expiring on 30MAR2026

Delta for 360 PE is -0.1

Historical price for 360 PE is as follows

On 12 Mar NTPC was trading at 390.55. The strike last trading price was 1.35, which was -1.25 lower than the previous day. The implied volatity was 31.66, the open interest changed by 535 which increased total open position to 2566


On 11 Mar NTPC was trading at 379.90. The strike last trading price was 2.65, which was -0.2 lower than the previous day. The implied volatity was 28.79, the open interest changed by -5 which decreased total open position to 2036


On 10 Mar NTPC was trading at 377.30. The strike last trading price was 2.8, which was -1.15 lower than the previous day. The implied volatity was 27.77, the open interest changed by -160 which decreased total open position to 2041


On 9 Mar NTPC was trading at 376.25. The strike last trading price was 4, which was 1.65 higher than the previous day. The implied volatity was 30.33, the open interest changed by 10 which increased total open position to 2208


On 6 Mar NTPC was trading at 380.60. The strike last trading price was 2.15, which was -0.4 lower than the previous day. The implied volatity was 25.66, the open interest changed by 136 which increased total open position to 2200


On 5 Mar NTPC was trading at 378.05. The strike last trading price was 2.5, which was -3.7 lower than the previous day. The implied volatity was 24.08, the open interest changed by 93 which increased total open position to 2064


On 4 Mar NTPC was trading at 365.80. The strike last trading price was 6.45, which was 3.7 higher than the previous day. The implied volatity was 25.35, the open interest changed by 18 which increased total open position to 1965


On 2 Mar NTPC was trading at 377.55. The strike last trading price was 2.9, which was 0.7 higher than the previous day. The implied volatity was 24.06, the open interest changed by 41 which increased total open position to 1950


On 27 Feb NTPC was trading at 381.90. The strike last trading price was 2.2, which was 0.05 higher than the previous day. The implied volatity was 23.7, the open interest changed by 526 which increased total open position to 1907


On 26 Feb NTPC was trading at 381.90. The strike last trading price was 2.1, which was -0.05 lower than the previous day. The implied volatity was 23.36, the open interest changed by -83 which decreased total open position to 1380


On 25 Feb NTPC was trading at 384.90. The strike last trading price was 2, which was -0.9 lower than the previous day. The implied volatity was 24.48, the open interest changed by 24 which increased total open position to 1462


On 24 Feb NTPC was trading at 382.75. The strike last trading price was 2.9, which was -1.25 lower than the previous day. The implied volatity was 26.67, the open interest changed by 798 which increased total open position to 1434


On 23 Feb NTPC was trading at 375.45. The strike last trading price was 4.1, which was -0.55 lower than the previous day. The implied volatity was 24.5, the open interest changed by 88 which increased total open position to 640


On 20 Feb NTPC was trading at 372.95. The strike last trading price was 4.65, which was -2 lower than the previous day. The implied volatity was 23.44, the open interest changed by 92 which increased total open position to 551


On 19 Feb NTPC was trading at 363.20. The strike last trading price was 6.7, which was 1.8 higher than the previous day. The implied volatity was 20.93, the open interest changed by 52 which increased total open position to 456


On 18 Feb NTPC was trading at 368.40. The strike last trading price was 4.95, which was -0.45 lower than the previous day. The implied volatity was 20.45, the open interest changed by 128 which increased total open position to 406


On 17 Feb NTPC was trading at 368.40. The strike last trading price was 5.3, which was 0.1 higher than the previous day. The implied volatity was 21.27, the open interest changed by 39 which increased total open position to 278


On 16 Feb NTPC was trading at 369.10. The strike last trading price was 5.15, which was -1.55 lower than the previous day. The implied volatity was 21.19, the open interest changed by 94 which increased total open position to 237


On 13 Feb NTPC was trading at 363.00. The strike last trading price was 6.5, which was 1.65 higher than the previous day. The implied volatity was 20.16, the open interest changed by 7 which increased total open position to 143


On 12 Feb NTPC was trading at 368.25. The strike last trading price was 4.75, which was -0.1 lower than the previous day. The implied volatity was 19.05, the open interest changed by 4 which increased total open position to 136


On 11 Feb NTPC was trading at 368.45. The strike last trading price was 4.9, which was -0.65 lower than the previous day. The implied volatity was 19.24, the open interest changed by 47 which increased total open position to 131


On 10 Feb NTPC was trading at 366.90. The strike last trading price was 5.65, which was -1.25 lower than the previous day. The implied volatity was 19.76, the open interest changed by 20 which increased total open position to 82


On 9 Feb NTPC was trading at 361.90. The strike last trading price was 6.95, which was 1.15 higher than the previous day. The implied volatity was 18.6, the open interest changed by 50 which increased total open position to 62


On 6 Feb NTPC was trading at 365.05. The strike last trading price was 5.8, which was -1.2 lower than the previous day. The implied volatity was 17.67, the open interest changed by 7 which increased total open position to 10


On 5 Feb NTPC was trading at 367.00. The strike last trading price was 7, which was -3.8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3


On 4 Feb NTPC was trading at 367.25. The strike last trading price was 7, which was -3.8 lower than the previous day. The implied volatity was 21.86, the open interest changed by 0 which decreased total open position to 2


On 3 Feb NTPC was trading at 358.55. The strike last trading price was 10.8, which was -5.4 lower than the previous day. The implied volatity was 22.59, the open interest changed by 0 which decreased total open position to 1


On 2 Feb NTPC was trading at 350.35. The strike last trading price was 16.2, which was -20.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 1 Feb NTPC was trading at 344.75. The strike last trading price was 16.2, which was -20.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 30 Jan NTPC was trading at 356.00. The strike last trading price was 16.2, which was -20.2 lower than the previous day. The implied volatity was 28.42, 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 36.4, which was 0 lower than the previous day. The implied volatity was 1.04, the open interest changed by 0 which decreased total open position to 0


On 28 Jan NTPC was trading at 348.05. The strike last trading price was 36.4, 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 Jan NTPC was trading at 344.70. The strike last trading price was 36.4, 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 23 Jan NTPC was trading at 336.70. The strike last trading price was 36.4, 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 22 Jan NTPC was trading at 342.45. The strike last trading price was 36.4, 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 21 Jan NTPC was trading at 338.70. The strike last trading price was 36.4, 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 20 Jan NTPC was trading at 338.75. The strike last trading price was 36.4, 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 19 Jan NTPC was trading at 343.35. The strike last trading price was 36.4, 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 16 Jan NTPC was trading at 346.35. The strike last trading price was 36.4, 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 14 Jan NTPC was trading at 349.10. The strike last trading price was 36.4, 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 13 Jan NTPC was trading at 337.90. The strike last trading price was 36.4, 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 12 Jan NTPC was trading at 337.45. The strike last trading price was 36.4, 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 Jan NTPC was trading at 336.00. The strike last trading price was 36.4, 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 8 Jan NTPC was trading at 344.40. The strike last trading price was 36.4, 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 7 Jan NTPC was trading at 348.85. The strike last trading price was 36.4, 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 Jan NTPC was trading at 350.80. The strike last trading price was 36.4, 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