[--[65.84.65.76]--]

NTPC

Ntpc Ltd
375.65 -2.75 (-0.73%)
L: 374.65 H: 379.9

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Historical option data for NTPC

27 Mar 2026 04:10 PM IST
NTPC 30-MAR-2026 375 CE
Delta: 0.71
Vega: 0.12
Theta: -0.26
Gamma: 0.1
Date Close Ltp Change IV Volume OI Chg OI
27 Mar 375.65 2.4 -2.05 9.58 2,880 -14 3,800
25 Mar 378.40 4.35 0.8 13.02 3,827 96 4,385
24 Mar 375.55 3.45 -0.45 16.34 6,295 -5 4,288
23 Mar 372.40 3.65 -4.65 24.59 7,072 1,002 4,304
20 Mar 380.95 8.05 2.5 13.88 2,667 -86 3,306
19 Mar 374.05 5.55 -2.7 19.36 3,330 51 3,395
18 Mar 378.50 8.9 -2.8 19.78 747 0 3,347
17 Mar 383.35 11.75 0.55 20.11 555 14 3,348
16 Mar 382.40 11 -2.95 21.98 1,400 33 3,333
13 Mar 384.45 13.9 -4.5 22.29 641 -39 3,299
12 Mar 390.55 18.6 7.9 17.32 4,458 32 3,358
11 Mar 379.90 10.4 0.35 21.03 1,174 -5 3,326
10 Mar 377.30 9.95 -0.35 21.28 2,109 -38 3,332
9 Mar 376.25 10.05 -1.35 23.63 4,704 64 3,361
6 Mar 380.60 11.9 2.75 17.49 1,430 -44 3,309
5 Mar 378.05 9.1 4.35 16.04 4,508 -78 3,355
4 Mar 365.80 4.5 -4.9 19.45 7,839 2,725 3,433
2 Mar 377.55 9.2 -3.8 15.65 3,500 274 708
27 Feb 381.90 13 -1.3 15.35 173 -20 435
26 Feb 381.90 14.7 -1.45 18.26 324 -77 456
25 Feb 384.90 16.3 1.2 15.3 643 -176 534
24 Feb 382.75 15.65 4.7 16.14 4,232 -424 715
23 Feb 375.45 10.8 1.05 18.72 3,931 512 1,131
20 Feb 372.95 9.7 4.1 18.45 1,329 321 620
19 Feb 363.20 5.5 -2.4 18.52 212 29 299
18 Feb 368.40 7.9 -0.3 19.03 367 166 271
17 Feb 368.40 8.2 -0.8 19.08 65 17 109
16 Feb 369.10 9.35 3.75 20.45 41 24 93
13 Feb 363.00 5.6 -2.25 16.37 3 2 69
12 Feb 368.25 7.85 0.85 17.13 21 17 67
11 Feb 368.45 7 1.3 15.24 4 -2 49
10 Feb 366.90 5.7 -2.3 13.77 1 0 51
9 Feb 361.90 8 1.25 22.17 1 0 50
6 Feb 365.05 6.75 1.05 - 0 0 50
5 Feb 367.00 6.75 1.05 14.87 3 -1 52
4 Feb 367.25 5.7 1.3 12.33 13 1 52
3 Feb 358.55 4.4 1.85 15.86 34 -3 51
2 Feb 350.35 2.55 -0.35 14.97 42 -5 54
1 Feb 344.75 2.45 -3.15 20.45 15 7 60
30 Jan 356.00 5.65 -1.6 20.02 31 2 53
29 Jan 358.15 7.25 2.95 19.93 6 0 0
28 Jan 348.05 4.3 0.4 19.9 60 47 47


For Ntpc Ltd - strike price 375 expiring on 30MAR2026

Delta for 375 CE is 0.71

Historical price for 375 CE is as follows

On 27 Mar NTPC was trading at 375.65. The strike last trading price was 2.4, which was -2.05 lower than the previous day. The implied volatity was 9.58, the open interest changed by -14 which decreased total open position to 3800


On 25 Mar NTPC was trading at 378.40. The strike last trading price was 4.35, which was 0.8 higher than the previous day. The implied volatity was 13.02, the open interest changed by 96 which increased total open position to 4385


On 24 Mar NTPC was trading at 375.55. The strike last trading price was 3.45, which was -0.45 lower than the previous day. The implied volatity was 16.34, the open interest changed by -5 which decreased total open position to 4288


On 23 Mar NTPC was trading at 372.40. The strike last trading price was 3.65, which was -4.65 lower than the previous day. The implied volatity was 24.59, the open interest changed by 1002 which increased total open position to 4304


On 20 Mar NTPC was trading at 380.95. The strike last trading price was 8.05, which was 2.5 higher than the previous day. The implied volatity was 13.88, the open interest changed by -86 which decreased total open position to 3306


On 19 Mar NTPC was trading at 374.05. The strike last trading price was 5.55, which was -2.7 lower than the previous day. The implied volatity was 19.36, the open interest changed by 51 which increased total open position to 3395


On 18 Mar NTPC was trading at 378.50. The strike last trading price was 8.9, which was -2.8 lower than the previous day. The implied volatity was 19.78, the open interest changed by 0 which decreased total open position to 3347


On 17 Mar NTPC was trading at 383.35. The strike last trading price was 11.75, which was 0.55 higher than the previous day. The implied volatity was 20.11, the open interest changed by 14 which increased total open position to 3348


On 16 Mar NTPC was trading at 382.40. The strike last trading price was 11, which was -2.95 lower than the previous day. The implied volatity was 21.98, the open interest changed by 33 which increased total open position to 3333


On 13 Mar NTPC was trading at 384.45. The strike last trading price was 13.9, which was -4.5 lower than the previous day. The implied volatity was 22.29, the open interest changed by -39 which decreased total open position to 3299


On 12 Mar NTPC was trading at 390.55. The strike last trading price was 18.6, which was 7.9 higher than the previous day. The implied volatity was 17.32, the open interest changed by 32 which increased total open position to 3358


On 11 Mar NTPC was trading at 379.90. The strike last trading price was 10.4, which was 0.35 higher than the previous day. The implied volatity was 21.03, the open interest changed by -5 which decreased total open position to 3326


On 10 Mar NTPC was trading at 377.30. The strike last trading price was 9.95, which was -0.35 lower than the previous day. The implied volatity was 21.28, the open interest changed by -38 which decreased total open position to 3332


On 9 Mar NTPC was trading at 376.25. The strike last trading price was 10.05, which was -1.35 lower than the previous day. The implied volatity was 23.63, the open interest changed by 64 which increased total open position to 3361


On 6 Mar NTPC was trading at 380.60. The strike last trading price was 11.9, which was 2.75 higher than the previous day. The implied volatity was 17.49, the open interest changed by -44 which decreased total open position to 3309


On 5 Mar NTPC was trading at 378.05. The strike last trading price was 9.1, which was 4.35 higher than the previous day. The implied volatity was 16.04, the open interest changed by -78 which decreased total open position to 3355


On 4 Mar NTPC was trading at 365.80. The strike last trading price was 4.5, which was -4.9 lower than the previous day. The implied volatity was 19.45, the open interest changed by 2725 which increased total open position to 3433


On 2 Mar NTPC was trading at 377.55. The strike last trading price was 9.2, which was -3.8 lower than the previous day. The implied volatity was 15.65, the open interest changed by 274 which increased total open position to 708


On 27 Feb NTPC was trading at 381.90. The strike last trading price was 13, which was -1.3 lower than the previous day. The implied volatity was 15.35, the open interest changed by -20 which decreased total open position to 435


On 26 Feb NTPC was trading at 381.90. The strike last trading price was 14.7, which was -1.45 lower than the previous day. The implied volatity was 18.26, the open interest changed by -77 which decreased total open position to 456


On 25 Feb NTPC was trading at 384.90. The strike last trading price was 16.3, which was 1.2 higher than the previous day. The implied volatity was 15.3, the open interest changed by -176 which decreased total open position to 534


On 24 Feb NTPC was trading at 382.75. The strike last trading price was 15.65, which was 4.7 higher than the previous day. The implied volatity was 16.14, the open interest changed by -424 which decreased total open position to 715


On 23 Feb NTPC was trading at 375.45. The strike last trading price was 10.8, which was 1.05 higher than the previous day. The implied volatity was 18.72, the open interest changed by 512 which increased total open position to 1131


On 20 Feb NTPC was trading at 372.95. The strike last trading price was 9.7, which was 4.1 higher than the previous day. The implied volatity was 18.45, the open interest changed by 321 which increased total open position to 620


On 19 Feb NTPC was trading at 363.20. The strike last trading price was 5.5, which was -2.4 lower than the previous day. The implied volatity was 18.52, the open interest changed by 29 which increased total open position to 299


On 18 Feb NTPC was trading at 368.40. The strike last trading price was 7.9, which was -0.3 lower than the previous day. The implied volatity was 19.03, the open interest changed by 166 which increased total open position to 271


On 17 Feb NTPC was trading at 368.40. The strike last trading price was 8.2, which was -0.8 lower than the previous day. The implied volatity was 19.08, the open interest changed by 17 which increased total open position to 109


On 16 Feb NTPC was trading at 369.10. The strike last trading price was 9.35, which was 3.75 higher than the previous day. The implied volatity was 20.45, the open interest changed by 24 which increased total open position to 93


On 13 Feb NTPC was trading at 363.00. The strike last trading price was 5.6, which was -2.25 lower than the previous day. The implied volatity was 16.37, the open interest changed by 2 which increased total open position to 69


On 12 Feb NTPC was trading at 368.25. The strike last trading price was 7.85, which was 0.85 higher than the previous day. The implied volatity was 17.13, the open interest changed by 17 which increased total open position to 67


On 11 Feb NTPC was trading at 368.45. The strike last trading price was 7, which was 1.3 higher than the previous day. The implied volatity was 15.24, the open interest changed by -2 which decreased total open position to 49


On 10 Feb NTPC was trading at 366.90. The strike last trading price was 5.7, which was -2.3 lower than the previous day. The implied volatity was 13.77, the open interest changed by 0 which decreased total open position to 51


On 9 Feb NTPC was trading at 361.90. The strike last trading price was 8, which was 1.25 higher than the previous day. The implied volatity was 22.17, the open interest changed by 0 which decreased total open position to 50


On 6 Feb NTPC was trading at 365.05. The strike last trading price was 6.75, which was 1.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 50


On 5 Feb NTPC was trading at 367.00. The strike last trading price was 6.75, which was 1.05 higher than the previous day. The implied volatity was 14.87, the open interest changed by -1 which decreased total open position to 52


On 4 Feb NTPC was trading at 367.25. The strike last trading price was 5.7, which was 1.3 higher than the previous day. The implied volatity was 12.33, the open interest changed by 1 which increased total open position to 52


On 3 Feb NTPC was trading at 358.55. The strike last trading price was 4.4, which was 1.85 higher than the previous day. The implied volatity was 15.86, the open interest changed by -3 which decreased total open position to 51


On 2 Feb NTPC was trading at 350.35. The strike last trading price was 2.55, which was -0.35 lower than the previous day. The implied volatity was 14.97, the open interest changed by -5 which decreased total open position to 54


On 1 Feb NTPC was trading at 344.75. The strike last trading price was 2.45, which was -3.15 lower than the previous day. The implied volatity was 20.45, the open interest changed by 7 which increased total open position to 60


On 30 Jan NTPC was trading at 356.00. The strike last trading price was 5.65, which was -1.6 lower than the previous day. The implied volatity was 20.02, the open interest changed by 2 which increased total open position to 53


On 29 Jan NTPC was trading at 358.15. The strike last trading price was 7.25, which was 2.95 higher than the previous day. The implied volatity was 19.93, 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 4.3, which was 0.4 higher than the previous day. The implied volatity was 19.9, the open interest changed by 47 which increased total open position to 47


NTPC 30MAR2026 375 PE
Delta: -0.3
Vega: 0.12
Theta: -0.18
Gamma: 0.1
Date Close Ltp Change IV Volume OI Chg OI
27 Mar 375.65 0.7 -1.25 10.5 6,319 -226 1,487
25 Mar 378.40 2.2 -1.5 20.71 6,650 447 1,722
24 Mar 375.55 3.85 -3.45 21.66 5,214 76 1,269
23 Mar 372.40 7.65 4.7 28.92 5,055 -854 1,198
20 Mar 380.95 2.9 -2.95 23.04 4,261 605 2,056
19 Mar 374.05 5.8 1.95 24.3 4,959 -271 1,469
18 Mar 378.50 3.25 0.15 21.11 2,456 45 1,728
17 Mar 383.35 3 -1.35 23.64 3,531 2 1,688
16 Mar 382.40 4.5 0.5 26.2 5,153 24 1,696
13 Mar 384.45 4.05 1 25.65 3,116 12 1,676
12 Mar 390.55 2.9 -2.95 27.14 3,250 237 1,664
11 Mar 379.90 6 -0.4 24.99 1,914 113 1,429
10 Mar 377.30 6.25 -1.55 23.77 2,097 -18 1,314
9 Mar 376.25 8.15 2.85 26.74 3,129 55 1,332
6 Mar 380.60 4.9 -1 22.11 2,711 258 1,277
5 Mar 378.05 6.05 -6.65 21.25 3,044 541 1,018
4 Mar 365.80 13.55 7.15 23.95 1,044 -162 484
2 Mar 377.55 6.65 1.45 21.44 3,031 249 644
27 Feb 381.90 5.15 0.05 21.39 900 -15 399
26 Feb 381.90 4.9 0.1 20.99 788 -39 414
25 Feb 384.90 4.55 -1.6 22.3 1,470 -45 452
24 Feb 382.75 6.15 -3.15 24.98 2,167 42 494
23 Feb 375.45 9.3 -1.2 24.28 842 292 450
20 Feb 372.95 10.45 -38 23.55 250 157 157
19 Feb 363.20 48.45 0 - 0 0 0
18 Feb 368.40 48.45 0 - 0 0 0
17 Feb 368.40 48.45 0 - 0 0 0
16 Feb 369.10 48.45 0 - 0 0 0
13 Feb 363.00 48.45 0 - 0 0 0
12 Feb 368.25 48.45 0 0.07 0 0 0
11 Feb 368.45 48.45 0 - 0 0 0
10 Feb 366.90 48.45 0 - 0 0 0
9 Feb 361.90 48.45 0 - 0 0 0
6 Feb 365.05 48.45 0 - 0 0 0
5 Feb 367.00 48.45 0 0.09 0 0 0
4 Feb 367.25 48.45 0 - 0 0 0
3 Feb 358.55 48.45 0 - 0 0 0
2 Feb 350.35 48.45 0 - 0 0 0
1 Feb 344.75 48.45 0 - 0 0 0
30 Jan 356.00 48.45 0 - 0 0 0
29 Jan 358.15 48.45 0 - 0 0 0
28 Jan 348.05 48.45 0 - 0 0 0


For Ntpc Ltd - strike price 375 expiring on 30MAR2026

Delta for 375 PE is -0.3

Historical price for 375 PE is as follows

On 27 Mar NTPC was trading at 375.65. The strike last trading price was 0.7, which was -1.25 lower than the previous day. The implied volatity was 10.5, the open interest changed by -226 which decreased total open position to 1487


On 25 Mar NTPC was trading at 378.40. The strike last trading price was 2.2, which was -1.5 lower than the previous day. The implied volatity was 20.71, the open interest changed by 447 which increased total open position to 1722


On 24 Mar NTPC was trading at 375.55. The strike last trading price was 3.85, which was -3.45 lower than the previous day. The implied volatity was 21.66, the open interest changed by 76 which increased total open position to 1269


On 23 Mar NTPC was trading at 372.40. The strike last trading price was 7.65, which was 4.7 higher than the previous day. The implied volatity was 28.92, the open interest changed by -854 which decreased total open position to 1198


On 20 Mar NTPC was trading at 380.95. The strike last trading price was 2.9, which was -2.95 lower than the previous day. The implied volatity was 23.04, the open interest changed by 605 which increased total open position to 2056


On 19 Mar NTPC was trading at 374.05. The strike last trading price was 5.8, which was 1.95 higher than the previous day. The implied volatity was 24.3, the open interest changed by -271 which decreased total open position to 1469


On 18 Mar NTPC was trading at 378.50. The strike last trading price was 3.25, which was 0.15 higher than the previous day. The implied volatity was 21.11, the open interest changed by 45 which increased total open position to 1728


On 17 Mar NTPC was trading at 383.35. The strike last trading price was 3, which was -1.35 lower than the previous day. The implied volatity was 23.64, the open interest changed by 2 which increased total open position to 1688


On 16 Mar NTPC was trading at 382.40. The strike last trading price was 4.5, which was 0.5 higher than the previous day. The implied volatity was 26.2, the open interest changed by 24 which increased total open position to 1696


On 13 Mar NTPC was trading at 384.45. The strike last trading price was 4.05, which was 1 higher than the previous day. The implied volatity was 25.65, the open interest changed by 12 which increased total open position to 1676


On 12 Mar NTPC was trading at 390.55. The strike last trading price was 2.9, which was -2.95 lower than the previous day. The implied volatity was 27.14, the open interest changed by 237 which increased total open position to 1664


On 11 Mar NTPC was trading at 379.90. The strike last trading price was 6, which was -0.4 lower than the previous day. The implied volatity was 24.99, the open interest changed by 113 which increased total open position to 1429


On 10 Mar NTPC was trading at 377.30. The strike last trading price was 6.25, which was -1.55 lower than the previous day. The implied volatity was 23.77, the open interest changed by -18 which decreased total open position to 1314


On 9 Mar NTPC was trading at 376.25. The strike last trading price was 8.15, which was 2.85 higher than the previous day. The implied volatity was 26.74, the open interest changed by 55 which increased total open position to 1332


On 6 Mar NTPC was trading at 380.60. The strike last trading price was 4.9, which was -1 lower than the previous day. The implied volatity was 22.11, the open interest changed by 258 which increased total open position to 1277


On 5 Mar NTPC was trading at 378.05. The strike last trading price was 6.05, which was -6.65 lower than the previous day. The implied volatity was 21.25, the open interest changed by 541 which increased total open position to 1018


On 4 Mar NTPC was trading at 365.80. The strike last trading price was 13.55, which was 7.15 higher than the previous day. The implied volatity was 23.95, the open interest changed by -162 which decreased total open position to 484


On 2 Mar NTPC was trading at 377.55. The strike last trading price was 6.65, which was 1.45 higher than the previous day. The implied volatity was 21.44, the open interest changed by 249 which increased total open position to 644


On 27 Feb NTPC was trading at 381.90. The strike last trading price was 5.15, which was 0.05 higher than the previous day. The implied volatity was 21.39, the open interest changed by -15 which decreased total open position to 399


On 26 Feb NTPC was trading at 381.90. The strike last trading price was 4.9, which was 0.1 higher than the previous day. The implied volatity was 20.99, the open interest changed by -39 which decreased total open position to 414


On 25 Feb NTPC was trading at 384.90. The strike last trading price was 4.55, which was -1.6 lower than the previous day. The implied volatity was 22.3, the open interest changed by -45 which decreased total open position to 452


On 24 Feb NTPC was trading at 382.75. The strike last trading price was 6.15, which was -3.15 lower than the previous day. The implied volatity was 24.98, the open interest changed by 42 which increased total open position to 494


On 23 Feb NTPC was trading at 375.45. The strike last trading price was 9.3, which was -1.2 lower than the previous day. The implied volatity was 24.28, the open interest changed by 292 which increased total open position to 450


On 20 Feb NTPC was trading at 372.95. The strike last trading price was 10.45, which was -38 lower than the previous day. The implied volatity was 23.55, the open interest changed by 157 which increased total open position to 157


On 19 Feb NTPC was trading at 363.20. The strike last trading price was 48.45, 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 Feb NTPC was trading at 368.40. The strike last trading price was 48.45, 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 Feb NTPC was trading at 368.40. The strike last trading price was 48.45, 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 Feb NTPC was trading at 369.10. The strike last trading price was 48.45, 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 Feb NTPC was trading at 363.00. The strike last trading price was 48.45, 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 Feb NTPC was trading at 368.25. The strike last trading price was 48.45, which was 0 lower than the previous day. The implied volatity was 0.07, 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 48.45, 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 Feb NTPC was trading at 366.90. The strike last trading price was 48.45, 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 Feb NTPC was trading at 361.90. The strike last trading price was 48.45, 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 48.45, 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 48.45, which was 0 lower than the previous day. The implied volatity was 0.09, 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 48.45, 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 3 Feb NTPC was trading at 358.55. The strike last trading price was 48.45, 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 48.45, 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 48.45, 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 48.45, 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 48.45, 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 Jan NTPC was trading at 348.05. The strike last trading price was 48.45, 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