Historical option data for NTPC
22 Jun 2026 02:07 PM IST
| NTPC 28-Jul-2026 (36d) 360 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.65
Vega: 0
Theta: -0.15
Gamma: 0.01405
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 22 Jun | 367.10 | 15.55 | 0.55 (3.67%) | 22.75 | 61 | 25 | 438 | |||||||||
| 19 Jun | 365.80 | 15 | 1 (7.14%) | 22.3 | 145 | -17 | 414 | |||||||||
| 18 Jun | 361.95 | 13.6 | 3.6 (36.00%) | 23.86 | 562 | 18 | 432 | |||||||||
| 17 Jun | 355.55 | 10.3 | 0.3 (3.00%) | 23.96 | 254 | 136 | 413 | |||||||||
| 16 Jun | 355.55 | 10.8 | 2.8 (35.00%) | 24.11 | 165 | -9 | 277 | |||||||||
| 15 Jun | 348.10 | 8.35 | -1.65 (-16.50%) | 25.76 | 280 | 147 | 285 | |||||||||
| 12 Jun | 353.90 | 10.35 | 0.35 (3.50%) | 23.77 | 127 | 81 | 140 | |||||||||
| 11 Jun | 351.85 | 9.7 | -0.3 (-3.00%) | 24.09 | 18 | 6 | 59 | |||||||||
| 10 Jun | 351.65 | 10.15 | -1.85 (-15.42%) | 25.08 | 46 | 25 | 49 | |||||||||
| 9 Jun | 355.65 | 12.3 | -4.7 (-27.65%) | 24.82 | 26 | 21 | 23 | |||||||||
| 8 Jun | 362.40 | 16.65 | 0.65 (4.06%) | 24.06 | 2 | 1 | 2 | |||||||||
| 5 Jun | 361.65 | 16 | -40 (-71.43%) | 25.32 | 2 | 1 | 1 | |||||||||
| 11 May | 392.95 | 0 | 0 | - | 0 | 10 | 10 | |||||||||
| 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 | |||||||||
For Ntpc Ltd - strike price 360 expiring on 28JUL2026
Delta for 360 CE is 0.65
Historical price for 360 CE is as follows
On 22 Jun NTPC was trading at 367.10. The strike last trading price was 15.55, which was 0.55 higher than the previous day. The implied volatity was 22.75, the open interest changed by 25 which increased total open position to 438
On 19 Jun NTPC was trading at 365.80. The strike last trading price was 15, which was 1 higher than the previous day. The implied volatity was 22.3, the open interest changed by -17 which decreased total open position to 414
On 18 Jun NTPC was trading at 361.95. The strike last trading price was 13.6, which was 3.6 higher than the previous day. The implied volatity was 23.86, the open interest changed by 18 which increased total open position to 432
On 17 Jun NTPC was trading at 355.55. The strike last trading price was 10.3, which was 0.3 higher than the previous day. The implied volatity was 23.96, the open interest changed by 136 which increased total open position to 413
On 16 Jun NTPC was trading at 355.55. The strike last trading price was 10.8, which was 2.8 higher than the previous day. The implied volatity was 24.11, the open interest changed by -9 which decreased total open position to 277
On 15 Jun NTPC was trading at 348.10. The strike last trading price was 8.35, which was -1.65 lower than the previous day. The implied volatity was 25.76, the open interest changed by 147 which increased total open position to 285
On 12 Jun NTPC was trading at 353.90. The strike last trading price was 10.35, which was 0.35 higher than the previous day. The implied volatity was 23.77, the open interest changed by 81 which increased total open position to 140
On 11 Jun NTPC was trading at 351.85. The strike last trading price was 9.7, which was -0.3 lower than the previous day. The implied volatity was 24.09, the open interest changed by 6 which increased total open position to 59
On 10 Jun NTPC was trading at 351.65. The strike last trading price was 10.15, which was -1.85 lower than the previous day. The implied volatity was 25.08, the open interest changed by 25 which increased total open position to 49
On 9 Jun NTPC was trading at 355.65. The strike last trading price was 12.3, which was -4.7 lower than the previous day. The implied volatity was 24.82, the open interest changed by 21 which increased total open position to 23
On 8 Jun NTPC was trading at 362.40. The strike last trading price was 16.65, which was 0.65 higher than the previous day. The implied volatity was 24.06, the open interest changed by 1 which increased total open position to 2
On 5 Jun NTPC was trading at 361.65. The strike last trading price was 16, which was -40 lower than the previous day. The implied volatity was 25.32, the open interest changed by 1 which increased total open position to 1
On 11 May NTPC was trading at 392.95. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 10
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
| NTPC 28-Jul-2026 (36d) 360 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.35
Vega: 0
Theta: -0.09
Gamma: 0.01458
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 22 Jun | 367.10 | 6.1 | -0.75 (-10.95%) | 21.82 | 160 | 59 | 383 |
| 19 Jun | 365.80 | 6.85 | -1.4 (-16.97%) | 21.4 | 279 | 94 | 323 |
| 18 Jun | 361.95 | 8.4 | -2.65 (-23.98%) | 22.06 | 161 | 98 | 228 |
| 17 Jun | 355.55 | 11.05 | -1.15 (-9.43%) | 20.96 | 30 | 23 | 130 |
| 16 Jun | 355.55 | 12.3 | -3.95 (-24.31%) | 22.28 | 23 | 7 | 106 |
| 15 Jun | 348.10 | 16.3 | 4.2 (34.71%) | 22.33 | 96 | 81 | 98 |
| 12 Jun | 353.90 | 12.3 | -1.2 (-8.89%) | 20.69 | 10 | 3 | 14 |
| 11 Jun | 351.85 | 13.5 | 0.55 (4.25%) | 20.02 | 1 | 1 | 11 |
| 10 Jun | 351.65 | 12.95 | 1.5 (13.10%) | 20.57 | 3 | 2 | 9 |
| 9 Jun | 355.65 | 11.45 | 0.45 (4.09%) | 20.95 | 5 | 0 | 3 |
| 8 Jun | 362.40 | 11 | 11 | - | 3 | 0 | 3 |
| 5 Jun | 361.65 | 11 | 6.65 (152.87%) | 23.63 | 3 | 3 | 3 |
| 11 May | 392.95 | 0 | 0 | - | 0 | 10 | 10 |
| 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 |
For Ntpc Ltd - strike price 360 expiring on 28JUL2026
Delta for 360 PE is -0.35
Historical price for 360 PE is as follows
On 22 Jun NTPC was trading at 367.10. The strike last trading price was 6.1, which was -0.75 lower than the previous day. The implied volatity was 21.82, the open interest changed by 59 which increased total open position to 383
On 19 Jun NTPC was trading at 365.80. The strike last trading price was 6.85, which was -1.4 lower than the previous day. The implied volatity was 21.4, the open interest changed by 94 which increased total open position to 323
On 18 Jun NTPC was trading at 361.95. The strike last trading price was 8.4, which was -2.65 lower than the previous day. The implied volatity was 22.06, the open interest changed by 98 which increased total open position to 228
On 17 Jun NTPC was trading at 355.55. The strike last trading price was 11.05, which was -1.15 lower than the previous day. The implied volatity was 20.96, the open interest changed by 23 which increased total open position to 130
On 16 Jun NTPC was trading at 355.55. The strike last trading price was 12.3, which was -3.95 lower than the previous day. The implied volatity was 22.28, the open interest changed by 7 which increased total open position to 106
On 15 Jun NTPC was trading at 348.10. The strike last trading price was 16.3, which was 4.2 higher than the previous day. The implied volatity was 22.33, the open interest changed by 81 which increased total open position to 98
On 12 Jun NTPC was trading at 353.90. The strike last trading price was 12.3, which was -1.2 lower than the previous day. The implied volatity was 20.69, the open interest changed by 3 which increased total open position to 14
On 11 Jun NTPC was trading at 351.85. The strike last trading price was 13.5, which was 0.55 higher than the previous day. The implied volatity was 20.02, the open interest changed by 1 which increased total open position to 11
On 10 Jun NTPC was trading at 351.65. The strike last trading price was 12.95, which was 1.5 higher than the previous day. The implied volatity was 20.57, the open interest changed by 2 which increased total open position to 9
On 9 Jun NTPC was trading at 355.65. The strike last trading price was 11.45, which was 0.45 higher than the previous day. The implied volatity was 20.95, the open interest changed by 0 which decreased total open position to 3
On 8 Jun NTPC was trading at 362.40. The strike last trading price was 11, which was 11 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 5 Jun NTPC was trading at 361.65. The strike last trading price was 11, which was 6.65 higher than the previous day. The implied volatity was 23.63, the open interest changed by 3 which increased total open position to 3
On 11 May NTPC was trading at 392.95. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 10
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
