[--[65.84.65.76]--]

NTPC

Ntpc Ltd
378.65 +4.50 (1.20%)
L: 376.5 H: 384.2

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Historical option data for NTPC

09 Apr 2026 04:14 PM IST
NTPC 28-Apr-2026 (18d) 370 CE
Delta: 0.78
Vega: 0.26
Theta: -0.2
Gamma: 0.02
Date Close Ltp Change IV Volume OI Chg OI
9 Apr 378.65 13.75 2.9 18.54 6,529 7 2,435
8 Apr 374.15 10.55 2.2 22.5 6,055 9 2,430
7 Apr 368.85 8.2 0.7 22.82 4,998 251 2,427
6 Apr 366.10 7.6 2.05 22.67 2,735 40 2,178
2 Apr 359.65 5.5 -4.15 23.59 4,894 1,634 2,138
1 Apr 364.65 9.75 -3.4 26.15 2,359 215 502
30 Mar 370.65 12.95 -3.75 26.97 549 50 288
27 Mar 375.65 17.6 0.1 27.62 58 23 238
25 Mar 378.40 17.3 0.3 23.68 197 70 213
24 Mar 375.55 17 0.7 26.79 164 8 145
23 Mar 372.40 16.55 -3.65 30.38 124 69 137
20 Mar 380.95 20.2 2.2 22.97 84 0 28
19 Mar 374.05 18 -3.45 26.69 26 21 27
18 Mar 378.50 21.45 -2.45 - 0 0 6
17 Mar 383.35 21.45 -2.45 20.66 1 0 5
16 Mar 382.40 23.9 -1.1 29.08 1 0 4
13 Mar 384.45 25 -2 25.78 1 2 0
12 Mar 390.55 27 5.5 16.21 2 1 2
11 Mar 379.90 21.5 10.65 25.37 1 0 0
10 Mar 377.30 10.85 0 - 0 0 0
9 Mar 376.25 10.85 0 - 0 0 0
6 Mar 380.60 10.85 0 - 0 0 0
5 Mar 378.05 10.85 0 - 0 0 0
4 Mar 365.80 10.85 0 - 0 0 0
2 Mar 377.55 10.85 0 - 0 0 0
27 Feb 381.90 10.85 0 - 0 0 0
26 Feb 381.90 10.85 0 - 0 0 0
25 Feb 384.90 10.85 0 - 0 0 0
24 Feb 382.75 - - - 0 0 0
23 Feb 375.45 - - - 0 0 0
20 Feb 372.95 - - - 0 0 0
19 Feb 363.20 - - - 0 0 0
18 Feb 368.40 - - - 0 0 0
17 Feb 368.40 - - - 0 0 0
16 Feb 369.10 - - - 0 0 0
13 Feb 363.00 - - - 0 0 0
12 Feb 368.25 - - - 0 0 0
11 Feb 368.45 - - - 0 0 0
10 Feb 366.90 - - - 0 0 0
9 Feb 361.90 10.85 0 - 0 0 0
6 Feb 365.05 10.85 0 - 0 0 0
5 Feb 367.00 10.85 0 - 0 0 0
4 Feb 367.25 10.85 0 0.62 0 0 0
3 Feb 358.55 10.85 0 1.11 0 0 0
2 Feb 350.35 10.85 0 - 0 0 0
1 Feb 344.75 10.85 0 2.23 0 0 0
30 Jan 356.00 0 0 1.09 0 0 0
29 Jan 358.15 0 0 0.7 0 0 0


For Ntpc Ltd - strike price 370 expiring on 28APR2026

Delta for 370 CE is 0.78

Historical price for 370 CE is as follows

On 9 Apr NTPC was trading at 378.65. The strike last trading price was 13.75, which was 2.9 higher than the previous day. The implied volatity was 18.54, the open interest changed by 7 which increased total open position to 2435


On 8 Apr NTPC was trading at 374.15. The strike last trading price was 10.55, which was 2.2 higher than the previous day. The implied volatity was 22.5, the open interest changed by 9 which increased total open position to 2430


On 7 Apr NTPC was trading at 368.85. The strike last trading price was 8.2, which was 0.7 higher than the previous day. The implied volatity was 22.82, the open interest changed by 251 which increased total open position to 2427


On 6 Apr NTPC was trading at 366.10. The strike last trading price was 7.6, which was 2.05 higher than the previous day. The implied volatity was 22.67, the open interest changed by 40 which increased total open position to 2178


On 2 Apr NTPC was trading at 359.65. The strike last trading price was 5.5, which was -4.15 lower than the previous day. The implied volatity was 23.59, the open interest changed by 1634 which increased total open position to 2138


On 1 Apr NTPC was trading at 364.65. The strike last trading price was 9.75, which was -3.4 lower than the previous day. The implied volatity was 26.15, the open interest changed by 215 which increased total open position to 502


On 30 Mar NTPC was trading at 370.65. The strike last trading price was 12.95, which was -3.75 lower than the previous day. The implied volatity was 26.97, the open interest changed by 50 which increased total open position to 288


On 27 Mar NTPC was trading at 375.65. The strike last trading price was 17.6, which was 0.1 higher than the previous day. The implied volatity was 27.62, the open interest changed by 23 which increased total open position to 238


On 25 Mar NTPC was trading at 378.40. The strike last trading price was 17.3, which was 0.3 higher than the previous day. The implied volatity was 23.68, the open interest changed by 70 which increased total open position to 213


On 24 Mar NTPC was trading at 375.55. The strike last trading price was 17, which was 0.7 higher than the previous day. The implied volatity was 26.79, the open interest changed by 8 which increased total open position to 145


On 23 Mar NTPC was trading at 372.40. The strike last trading price was 16.55, which was -3.65 lower than the previous day. The implied volatity was 30.38, the open interest changed by 69 which increased total open position to 137


On 20 Mar NTPC was trading at 380.95. The strike last trading price was 20.2, which was 2.2 higher than the previous day. The implied volatity was 22.97, the open interest changed by 0 which decreased total open position to 28


On 19 Mar NTPC was trading at 374.05. The strike last trading price was 18, which was -3.45 lower than the previous day. The implied volatity was 26.69, the open interest changed by 21 which increased total open position to 27


On 18 Mar NTPC was trading at 378.50. The strike last trading price was 21.45, which was -2.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6


On 17 Mar NTPC was trading at 383.35. The strike last trading price was 21.45, which was -2.45 lower than the previous day. The implied volatity was 20.66, the open interest changed by 0 which decreased total open position to 5


On 16 Mar NTPC was trading at 382.40. The strike last trading price was 23.9, which was -1.1 lower than the previous day. The implied volatity was 29.08, the open interest changed by 0 which decreased total open position to 4


On 13 Mar NTPC was trading at 384.45. The strike last trading price was 25, which was -2 lower than the previous day. The implied volatity was 25.78, the open interest changed by 2 which increased total open position to 0


On 12 Mar NTPC was trading at 390.55. The strike last trading price was 27, which was 5.5 higher than the previous day. The implied volatity was 16.21, the open interest changed by 1 which increased total open position to 2


On 11 Mar NTPC was trading at 379.90. The strike last trading price was 21.5, which was 10.65 higher than the previous day. The implied volatity was 25.37, the open interest changed by 0 which decreased total open position to 0


On 10 Mar NTPC was trading at 377.30. The strike last trading price was 10.85, 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 Mar NTPC was trading at 376.25. The strike last trading price was 10.85, 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 Mar NTPC was trading at 380.60. The strike last trading price was 10.85, 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 Mar NTPC was trading at 378.05. The strike last trading price was 10.85, 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 Mar NTPC was trading at 365.80. The strike last trading price was 10.85, 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 Mar NTPC was trading at 377.55. The strike last trading price was 10.85, 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 Feb NTPC was trading at 381.90. The strike last trading price was 10.85, 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 Feb NTPC was trading at 381.90. The strike last trading price was 10.85, 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 25 Feb NTPC was trading at 384.90. The strike last trading price was 10.85, 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 Feb NTPC was trading at 382.75. 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 23 Feb NTPC was trading at 375.45. 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 20 Feb NTPC was trading at 372.95. 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 19 Feb NTPC was trading at 363.20. 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 18 Feb NTPC was trading at 368.40. 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 Feb NTPC was trading at 368.40. 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 16 Feb NTPC was trading at 369.10. 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 Feb NTPC was trading at 363.00. 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 12 Feb NTPC was trading at 368.25. 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 11 Feb NTPC was trading at 368.45. 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 10 Feb NTPC was trading at 366.90. 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 9 Feb NTPC was trading at 361.90. The strike last trading price was 10.85, 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 Feb NTPC was trading at 365.05. The strike last trading price was 10.85, 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 Feb NTPC was trading at 367.00. The strike last trading price was 10.85, 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 Feb NTPC was trading at 367.25. The strike last trading price was 10.85, which was 0 lower than the previous day. The implied volatity was 0.62, the open interest changed by 0 which decreased total open position to 0


On 3 Feb NTPC was trading at 358.55. The strike last trading price was 10.85, which was 0 lower than the previous day. The implied volatity was 1.11, the open interest changed by 0 which decreased total open position to 0


On 2 Feb NTPC was trading at 350.35. The strike last trading price was 10.85, 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 Feb NTPC was trading at 344.75. The strike last trading price was 10.85, 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 30 Jan NTPC was trading at 356.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.09, 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 0, which was 0 lower than the previous day. The implied volatity was 0.7, the open interest changed by 0 which decreased total open position to 0


NTPC 28-Apr-2026 (18d) 370 PE
Delta: -0.28
Vega: 0.29
Theta: -0.16
Gamma: 0.02
Date Close Ltp Change IV Volume OI Chg OI
9 Apr 378.65 3.7 -1.55 24.22 3,710 307 1,245
8 Apr 374.15 5.2 -3.9 21.52 2,432 171 938
7 Apr 368.85 9.1 -1.75 26.3 971 140 770
6 Apr 366.10 10.65 -3.55 28.09 293 7 630
2 Apr 359.65 14.9 2.1 26.14 318 -16 622
1 Apr 364.65 12.35 1.7 29.36 1,995 -16 638
30 Mar 370.65 10.85 2.55 30.07 1,634 105 658
27 Mar 375.65 8.2 0.6 28.41 376 20 553
25 Mar 378.40 7.8 -2.1 27.92 773 220 533
24 Mar 375.55 9.8 -2.4 29.8 177 46 312
23 Mar 372.40 12.6 5.5 32.2 311 -17 269
20 Mar 380.95 7.2 -2.3 27.44 67 6 285
19 Mar 374.05 9.25 2.15 27.07 245 100 279
18 Mar 378.50 7.25 1.1 26.16 75 19 180
17 Mar 383.35 6.15 -1.55 25.81 80 29 161
16 Mar 382.40 7.7 0.9 27.65 133 35 113
13 Mar 384.45 6.75 1.85 26.73 46 28 77
12 Mar 390.55 4.9 -2.15 26.25 46 29 48
11 Mar 379.90 7.2 -1.4 23.92 9 5 19
10 Mar 377.30 8.6 1.1 25.64 12 5 13
9 Mar 376.25 7.5 -3.1 - 0 0 8
6 Mar 380.60 7.5 -3.1 - 0 0 8
5 Mar 378.05 7.5 -3.1 22.95 2 0 7
4 Mar 365.80 10.6 5.05 19.2 1 0 6
2 Mar 377.55 5.55 -0.55 - 0 2 0
27 Feb 381.90 5.55 -0.55 20.83 2 1 5
26 Feb 381.90 6.1 0.45 22.09 2 1 5
25 Feb 384.90 5.65 -24.85 22.77 6 4 4
24 Feb 382.75 - - - 0 0 0
23 Feb 375.45 - - - 0 0 0
20 Feb 372.95 - - - 0 0 0
19 Feb 363.20 - - - 0 0 0
18 Feb 368.40 - - - 0 0 0
17 Feb 368.40 - - - 0 0 0
16 Feb 369.10 - - - 0 0 0
13 Feb 363.00 - - - 0 0 0
12 Feb 368.25 - - - 0 0 0
11 Feb 368.45 - - - 0 0 0
10 Feb 366.90 - - - 0 0 0
9 Feb 361.90 30.5 0 - 0 0 0
6 Feb 365.05 30.5 0 0.15 0 0 0
5 Feb 367.00 30.5 0 1.3 0 0 0
4 Feb 367.25 0 0 1.09 0 0 0
3 Feb 358.55 0 0 - 0 0 0
2 Feb 350.35 0 0 - 0 0 0
1 Feb 344.75 0 0 - 0 0 0
30 Jan 356.00 0 0 - 0 0 0
29 Jan 358.15 0 0 - 0 0 0


For Ntpc Ltd - strike price 370 expiring on 28APR2026

Delta for 370 PE is -0.28

Historical price for 370 PE is as follows

On 9 Apr NTPC was trading at 378.65. The strike last trading price was 3.7, which was -1.55 lower than the previous day. The implied volatity was 24.22, the open interest changed by 307 which increased total open position to 1245


On 8 Apr NTPC was trading at 374.15. The strike last trading price was 5.2, which was -3.9 lower than the previous day. The implied volatity was 21.52, the open interest changed by 171 which increased total open position to 938


On 7 Apr NTPC was trading at 368.85. The strike last trading price was 9.1, which was -1.75 lower than the previous day. The implied volatity was 26.3, the open interest changed by 140 which increased total open position to 770


On 6 Apr NTPC was trading at 366.10. The strike last trading price was 10.65, which was -3.55 lower than the previous day. The implied volatity was 28.09, the open interest changed by 7 which increased total open position to 630


On 2 Apr NTPC was trading at 359.65. The strike last trading price was 14.9, which was 2.1 higher than the previous day. The implied volatity was 26.14, the open interest changed by -16 which decreased total open position to 622


On 1 Apr NTPC was trading at 364.65. The strike last trading price was 12.35, which was 1.7 higher than the previous day. The implied volatity was 29.36, the open interest changed by -16 which decreased total open position to 638


On 30 Mar NTPC was trading at 370.65. The strike last trading price was 10.85, which was 2.55 higher than the previous day. The implied volatity was 30.07, the open interest changed by 105 which increased total open position to 658


On 27 Mar NTPC was trading at 375.65. The strike last trading price was 8.2, which was 0.6 higher than the previous day. The implied volatity was 28.41, the open interest changed by 20 which increased total open position to 553


On 25 Mar NTPC was trading at 378.40. The strike last trading price was 7.8, which was -2.1 lower than the previous day. The implied volatity was 27.92, the open interest changed by 220 which increased total open position to 533


On 24 Mar NTPC was trading at 375.55. The strike last trading price was 9.8, which was -2.4 lower than the previous day. The implied volatity was 29.8, the open interest changed by 46 which increased total open position to 312


On 23 Mar NTPC was trading at 372.40. The strike last trading price was 12.6, which was 5.5 higher than the previous day. The implied volatity was 32.2, the open interest changed by -17 which decreased total open position to 269


On 20 Mar NTPC was trading at 380.95. The strike last trading price was 7.2, which was -2.3 lower than the previous day. The implied volatity was 27.44, the open interest changed by 6 which increased total open position to 285


On 19 Mar NTPC was trading at 374.05. The strike last trading price was 9.25, which was 2.15 higher than the previous day. The implied volatity was 27.07, the open interest changed by 100 which increased total open position to 279


On 18 Mar NTPC was trading at 378.50. The strike last trading price was 7.25, which was 1.1 higher than the previous day. The implied volatity was 26.16, the open interest changed by 19 which increased total open position to 180


On 17 Mar NTPC was trading at 383.35. The strike last trading price was 6.15, which was -1.55 lower than the previous day. The implied volatity was 25.81, the open interest changed by 29 which increased total open position to 161


On 16 Mar NTPC was trading at 382.40. The strike last trading price was 7.7, which was 0.9 higher than the previous day. The implied volatity was 27.65, the open interest changed by 35 which increased total open position to 113


On 13 Mar NTPC was trading at 384.45. The strike last trading price was 6.75, which was 1.85 higher than the previous day. The implied volatity was 26.73, the open interest changed by 28 which increased total open position to 77


On 12 Mar NTPC was trading at 390.55. The strike last trading price was 4.9, which was -2.15 lower than the previous day. The implied volatity was 26.25, the open interest changed by 29 which increased total open position to 48


On 11 Mar NTPC was trading at 379.90. The strike last trading price was 7.2, which was -1.4 lower than the previous day. The implied volatity was 23.92, the open interest changed by 5 which increased total open position to 19


On 10 Mar NTPC was trading at 377.30. The strike last trading price was 8.6, which was 1.1 higher than the previous day. The implied volatity was 25.64, the open interest changed by 5 which increased total open position to 13


On 9 Mar NTPC was trading at 376.25. The strike last trading price was 7.5, which was -3.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8


On 6 Mar NTPC was trading at 380.60. The strike last trading price was 7.5, which was -3.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8


On 5 Mar NTPC was trading at 378.05. The strike last trading price was 7.5, which was -3.1 lower than the previous day. The implied volatity was 22.95, the open interest changed by 0 which decreased total open position to 7


On 4 Mar NTPC was trading at 365.80. The strike last trading price was 10.6, which was 5.05 higher than the previous day. The implied volatity was 19.2, the open interest changed by 0 which decreased total open position to 6


On 2 Mar NTPC was trading at 377.55. The strike last trading price was 5.55, which was -0.55 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0


On 27 Feb NTPC was trading at 381.90. The strike last trading price was 5.55, which was -0.55 lower than the previous day. The implied volatity was 20.83, the open interest changed by 1 which increased total open position to 5


On 26 Feb NTPC was trading at 381.90. The strike last trading price was 6.1, which was 0.45 higher than the previous day. The implied volatity was 22.09, the open interest changed by 1 which increased total open position to 5


On 25 Feb NTPC was trading at 384.90. The strike last trading price was 5.65, which was -24.85 lower than the previous day. The implied volatity was 22.77, the open interest changed by 4 which increased total open position to 4


On 24 Feb NTPC was trading at 382.75. 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 23 Feb NTPC was trading at 375.45. 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 20 Feb NTPC was trading at 372.95. 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 19 Feb NTPC was trading at 363.20. 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 18 Feb NTPC was trading at 368.40. 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 Feb NTPC was trading at 368.40. 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 16 Feb NTPC was trading at 369.10. 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 Feb NTPC was trading at 363.00. 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 12 Feb NTPC was trading at 368.25. 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 11 Feb NTPC was trading at 368.45. 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 10 Feb NTPC was trading at 366.90. 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 9 Feb NTPC was trading at 361.90. The strike last trading price was 30.5, 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 Feb NTPC was trading at 365.05. The strike last trading price was 30.5, which was 0 lower than the previous day. The implied volatity was 0.15, the open interest changed by 0 which decreased total open position to 0


On 5 Feb NTPC was trading at 367.00. The strike last trading price was 30.5, which was 0 lower than the previous day. The implied volatity was 1.3, the open interest changed by 0 which decreased total open position to 0


On 4 Feb NTPC was trading at 367.25. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.09, the open interest changed by 0 which decreased total open position to 0


On 3 Feb NTPC was trading at 358.55. 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 Feb NTPC was trading at 350.35. 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 1 Feb NTPC was trading at 344.75. 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 Jan NTPC was trading at 356.00. 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 Jan NTPC was trading at 358.15. 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