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Historical option data for NTPC

10 Jun 2026 10:19 AM IST
NTPC 30-Jun-2026 (20d) 370 CE
Delta: 0.28
Vega: 0
Theta: -0.18
Gamma: 0.01728
Date Close Ltp Change IV Volume OI Chg OI
10 Jun 356.85 3.3 0.15 (4.76%) 23.03 1,740 162 3,367
9 Jun 355.65 3.2 -2.15 (-40.19%) 23.08 4,333 614 3,200
8 Jun 362.40 4.85 -1.05 (-17.80%) 22.09 3,683 -265 2,592
5 Jun 361.65 5.6 -2.75 (-32.93%) 22.65 6,427 309 2,865
4 Jun 366.40 8.05 -0.95 (-10.56%) 24.72 6,000 1,076 2,554
3 Jun 366.80 9.1 0.1 (1.11%) 25.32 4,403 795 1,464
2 Jun 367.40 8.9 -7.1 (-44.38%) 22.88 4,216 669 677
1 Jun 378.70 15.4 -9.6 (-38.40%) 23.33 8 4 8
29 May 386.90 25 0 (0.00%) - 3 0 4
27 May 398.15 25 0 (0.00%) 20.99 3 0 4
26 May 389.70 25 -1 (-3.85%) 20.99 3 1 2
25 May 390.05 36 0 (0.00%) 22.66 1 0 1
22 May 388.65 36 0 (0.00%) - 1 0 1
21 May 388.80 36 0 (0.00%) - 1 0 1
20 May 392.45 36 0 (0.00%) - 1 0 1
19 May 389.40 36 0 (0.00%) - 1 0 1
18 May 388.30 36 0 (0.00%) - 1 0 1
15 May 395.25 36 0 (0.00%) - 0 0 1
14 May 396.30 36 0 (0.00%) 0 0 0 1
13 May 390.45 36 0 (0.00%) 0 0 0 1
12 May 392.70 36 12 (50.00%) 35.86 1 1 1
11 May 392.95 0 -24 (-100.00%) 0 0 0 0
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
29 Apr 401.30 - - - 0 0 0
28 Apr 406.85 - - - 0 0 0
27 Apr 410.20 - - - 0 0 0
24 Apr 401.85 - - - 0 0 0
23 Apr 402.25 - - - 0 0 0
22 Apr 405.40 - - - 0 0 0
21 Apr 396.20 - - - 0 0 0
20 Apr 398.00 - - - 0 0 0
17 Apr 393.60 0 0 - 0 0 0
16 Apr 390.80 0 0 - 0 0 0
15 Apr 392.60 0 0 - 0 0 0
13 Apr 386.25 0 0 - 0 0 0
10 Apr 380.15 0 0 (0.00%) - 0 0 0
9 Apr 378.65 24 0 (0.00%) - 0 0 0
8 Apr 374.15 24 0 (0.00%) - 0 0 0
7 Apr 368.85 24 0 (0.00%) - 0 0 0
6 Apr 366.10 24 0 (0.00%) 0.25 0 0 0
2 Apr 359.65 24 0 (0.00%) 0.01 0 0 0


For Ntpc Ltd - strike price 370 expiring on 30JUN2026

Delta for 370 CE is 0.28

Historical price for 370 CE is as follows

On 10 Jun NTPC was trading at 356.85. The strike last trading price was 3.3, which was 0.15 higher than the previous day. The implied volatity was 23.03, the open interest changed by 162 which increased total open position to 3367


On 9 Jun NTPC was trading at 355.65. The strike last trading price was 3.2, which was -2.15 lower than the previous day. The implied volatity was 23.08, the open interest changed by 614 which increased total open position to 3200


On 8 Jun NTPC was trading at 362.40. The strike last trading price was 4.85, which was -1.05 lower than the previous day. The implied volatity was 22.09, the open interest changed by -265 which decreased total open position to 2592


On 5 Jun NTPC was trading at 361.65. The strike last trading price was 5.6, which was -2.75 lower than the previous day. The implied volatity was 22.65, the open interest changed by 309 which increased total open position to 2865


On 4 Jun NTPC was trading at 366.40. The strike last trading price was 8.05, which was -0.95 lower than the previous day. The implied volatity was 24.72, the open interest changed by 1076 which increased total open position to 2554


On 3 Jun NTPC was trading at 366.80. The strike last trading price was 9.1, which was 0.1 higher than the previous day. The implied volatity was 25.32, the open interest changed by 795 which increased total open position to 1464


On 2 Jun NTPC was trading at 367.40. The strike last trading price was 8.9, which was -7.1 lower than the previous day. The implied volatity was 22.88, the open interest changed by 669 which increased total open position to 677


On 1 Jun NTPC was trading at 378.70. The strike last trading price was 15.4, which was -9.6 lower than the previous day. The implied volatity was 23.33, the open interest changed by 4 which increased total open position to 8


On 29 May NTPC was trading at 386.90. The strike last trading price was 25, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4


On 27 May NTPC was trading at 398.15. The strike last trading price was 25, which was 0 lower than the previous day. The implied volatity was 20.99, the open interest changed by 0 which decreased total open position to 4


On 26 May NTPC was trading at 389.70. The strike last trading price was 25, which was -1 lower than the previous day. The implied volatity was 20.99, the open interest changed by 1 which increased total open position to 2


On 25 May NTPC was trading at 390.05. The strike last trading price was 36, which was 0 lower than the previous day. The implied volatity was 22.66, the open interest changed by 0 which decreased total open position to 1


On 22 May NTPC was trading at 388.65. The strike last trading price was 36, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 21 May NTPC was trading at 388.80. The strike last trading price was 36, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 20 May NTPC was trading at 392.45. The strike last trading price was 36, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 19 May NTPC was trading at 389.40. The strike last trading price was 36, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 18 May NTPC was trading at 388.30. The strike last trading price was 36, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 15 May NTPC was trading at 395.25. The strike last trading price was 36, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 14 May NTPC was trading at 396.30. The strike last trading price was 36, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 1


On 13 May NTPC was trading at 390.45. The strike last trading price was 36, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 1


On 12 May NTPC was trading at 392.70. The strike last trading price was 36, which was 12 higher than the previous day. The implied volatity was 35.86, 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 -24 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0


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 29 Apr NTPC was trading at 401.30. 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 28 Apr NTPC was trading at 406.85. 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 27 Apr NTPC was trading at 410.20. 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 24 Apr NTPC was trading at 401.85. 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 Apr NTPC was trading at 402.25. 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 22 Apr NTPC was trading at 405.40. 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 21 Apr NTPC was trading at 396.20. 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 20 Apr NTPC was trading at 398.00. 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 17 Apr NTPC was trading at 393.60. 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 16 Apr NTPC was trading at 390.80. 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 15 Apr NTPC was trading at 392.60. 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 13 Apr NTPC was trading at 386.25. 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 10 Apr NTPC was trading at 380.15. 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 9 Apr NTPC was trading at 378.65. The strike last trading price was 24, 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 Apr NTPC was trading at 374.15. The strike last trading price was 24, 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 Apr NTPC was trading at 368.85. The strike last trading price was 24, 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 Apr NTPC was trading at 366.10. The strike last trading price was 24, which was 0 lower than the previous day. The implied volatity was 0.25, the open interest changed by 0 which decreased total open position to 0


On 2 Apr NTPC was trading at 359.65. The strike last trading price was 24, which was 0 lower than the previous day. The implied volatity was 0.01, the open interest changed by 0 which decreased total open position to 0


NTPC 30-Jun-2026 (20d) 370 PE
Delta: -0.78
Vega: 0
Theta: -0.08
Gamma: 0.01906
Date Close Ltp Change IV Volume OI Chg OI
10 Jun 356.85 14.45 -0.55 (-3.67%) 18.58 65 -3 1,196
9 Jun 355.65 15.1 5.1 (51.00%) 19.39 157 -48 1,199
8 Jun 362.40 11.3 0.3 (2.73%) 19.67 522 -3 1,247
5 Jun 361.65 11.6 2.75 (31.07%) 18.25 969 66 1,249
4 Jun 366.40 9.25 0.8 (9.47%) 18.7 2,041 759 1,183
3 Jun 366.80 8.9 1.15 (14.84%) 19.35 1,117 13 422
2 Jun 367.40 7.65 3.7 (93.67%) 17.55 2,676 150 410
1 Jun 378.70 4.05 1.9 (88.37%) 18.86 1,313 -114 260
29 May 386.90 2.35 1.15 (95.83%) 19.87 446 202 373
27 May 398.15 1.2 -1.2 (-50.00%) 20.28 319 3 172
26 May 389.70 2.5 0.45 (21.95%) 20.61 164 74 169
25 May 390.05 1.9 -0.65 (-25.49%) 19.36 247 47 94
22 May 388.65 2 -15 (-88.24%) 19.07 100 45 45
21 May 388.80 0 0 - 0 0 0
20 May 392.45 0 0 - 0 0 0
19 May 389.40 0 0 - 0 0 0
18 May 388.30 0 0 (-100.00%) - 0 0 0
15 May 395.25 0 -16.75 (-100.00%) - 0 0 0
14 May 396.30 0 -16.75 (-100.00%) 0 0 0 0
13 May 390.45 0 -16.75 (-100.00%) 0 0 0 0
12 May 392.70 0 -16.75 (-100.00%) 0 0 0 0
11 May 392.95 0 -16.75 (-100.00%) 0 0 0 0
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
29 Apr 401.30 - - - 0 0 0
28 Apr 406.85 - - - 0 0 0
27 Apr 410.20 - - - 0 0 0
24 Apr 401.85 - - - 0 0 0
23 Apr 402.25 - - - 0 0 0
22 Apr 405.40 - - - 0 0 0
21 Apr 396.20 - - - 0 0 0
20 Apr 398.00 - - - 0 0 0
17 Apr 393.60 0 0 - 0 0 0
16 Apr 390.80 0 0 - 0 0 0
15 Apr 392.60 0 0 - 0 0 0
13 Apr 386.25 0 0 - 0 0 0
10 Apr 380.15 0 0 (0.00%) 3.22 0 0 0
9 Apr 378.65 16.75 0 (0.00%) 2.77 0 0 0
8 Apr 374.15 16.75 0 (0.00%) 1.69 0 0 0
7 Apr 368.85 16.75 0 (0.00%) 0.9 0 0 0
6 Apr 366.10 16.75 0 (0.00%) - 0 0 0
2 Apr 359.65 16.75 0 (0.00%) - 0 0 0


For Ntpc Ltd - strike price 370 expiring on 30JUN2026

Delta for 370 PE is -0.78

Historical price for 370 PE is as follows

On 10 Jun NTPC was trading at 356.85. The strike last trading price was 14.45, which was -0.55 lower than the previous day. The implied volatity was 18.58, the open interest changed by -3 which decreased total open position to 1196


On 9 Jun NTPC was trading at 355.65. The strike last trading price was 15.1, which was 5.1 higher than the previous day. The implied volatity was 19.39, the open interest changed by -48 which decreased total open position to 1199


On 8 Jun NTPC was trading at 362.40. The strike last trading price was 11.3, which was 0.3 higher than the previous day. The implied volatity was 19.67, the open interest changed by -3 which decreased total open position to 1247


On 5 Jun NTPC was trading at 361.65. The strike last trading price was 11.6, which was 2.75 higher than the previous day. The implied volatity was 18.25, the open interest changed by 66 which increased total open position to 1249


On 4 Jun NTPC was trading at 366.40. The strike last trading price was 9.25, which was 0.8 higher than the previous day. The implied volatity was 18.7, the open interest changed by 759 which increased total open position to 1183


On 3 Jun NTPC was trading at 366.80. The strike last trading price was 8.9, which was 1.15 higher than the previous day. The implied volatity was 19.35, the open interest changed by 13 which increased total open position to 422


On 2 Jun NTPC was trading at 367.40. The strike last trading price was 7.65, which was 3.7 higher than the previous day. The implied volatity was 17.55, the open interest changed by 150 which increased total open position to 410


On 1 Jun NTPC was trading at 378.70. The strike last trading price was 4.05, which was 1.9 higher than the previous day. The implied volatity was 18.86, the open interest changed by -114 which decreased total open position to 260


On 29 May NTPC was trading at 386.90. The strike last trading price was 2.35, which was 1.15 higher than the previous day. The implied volatity was 19.87, the open interest changed by 202 which increased total open position to 373


On 27 May NTPC was trading at 398.15. The strike last trading price was 1.2, which was -1.2 lower than the previous day. The implied volatity was 20.28, the open interest changed by 3 which increased total open position to 172


On 26 May NTPC was trading at 389.70. The strike last trading price was 2.5, which was 0.45 higher than the previous day. The implied volatity was 20.61, the open interest changed by 74 which increased total open position to 169


On 25 May NTPC was trading at 390.05. The strike last trading price was 1.9, which was -0.65 lower than the previous day. The implied volatity was 19.36, the open interest changed by 47 which increased total open position to 94


On 22 May NTPC was trading at 388.65. The strike last trading price was 2, which was -15 lower than the previous day. The implied volatity was 19.07, the open interest changed by 45 which increased total open position to 45


On 21 May NTPC was trading at 388.80. 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 20 May NTPC was trading at 392.45. 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 19 May NTPC was trading at 389.40. 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 18 May NTPC was trading at 388.30. 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


On 15 May NTPC was trading at 395.25. The strike last trading price was 0, which was -16.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 14 May NTPC was trading at 396.30. The strike last trading price was 0, which was -16.75 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0


On 13 May NTPC was trading at 390.45. The strike last trading price was 0, which was -16.75 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0


On 12 May NTPC was trading at 392.70. The strike last trading price was 0, which was -16.75 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0


On 11 May NTPC was trading at 392.95. The strike last trading price was 0, which was -16.75 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0


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 29 Apr NTPC was trading at 401.30. 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 28 Apr NTPC was trading at 406.85. 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 27 Apr NTPC was trading at 410.20. 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 24 Apr NTPC was trading at 401.85. 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 Apr NTPC was trading at 402.25. 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 22 Apr NTPC was trading at 405.40. 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 21 Apr NTPC was trading at 396.20. 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 20 Apr NTPC was trading at 398.00. 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 17 Apr NTPC was trading at 393.60. 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 16 Apr NTPC was trading at 390.80. 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 15 Apr NTPC was trading at 392.60. 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 13 Apr NTPC was trading at 386.25. 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 10 Apr NTPC was trading at 380.15. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 3.22, the open interest changed by 0 which decreased total open position to 0


On 9 Apr NTPC was trading at 378.65. The strike last trading price was 16.75, which was 0 lower than the previous day. The implied volatity was 2.77, the open interest changed by 0 which decreased total open position to 0


On 8 Apr NTPC was trading at 374.15. The strike last trading price was 16.75, which was 0 lower than the previous day. The implied volatity was 1.69, the open interest changed by 0 which decreased total open position to 0


On 7 Apr NTPC was trading at 368.85. The strike last trading price was 16.75, which was 0 lower than the previous day. The implied volatity was 0.9, the open interest changed by 0 which decreased total open position to 0


On 6 Apr NTPC was trading at 366.10. The strike last trading price was 16.75, 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 2 Apr NTPC was trading at 359.65. The strike last trading price was 16.75, 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