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Historical option data for NTPC

05 Jun 2026 04:10 PM IST
NTPC 30-Jun-2026 (24d) 375 CE
Delta: 0.3
Vega: 0
Theta: -0.17
Gamma: 0.01608
Date Close Ltp Change IV Volume OI Chg OI
5 Jun 361.65 4.05 -2.1 (-34.15%) 22.79 1,834 232 757
4 Jun 366.40 5.95 -1.05 (-15.00%) 24.3 1,355 3 521
3 Jun 366.80 6.75 0.75 (12.50%) 24.58 1,722 -6 511
2 Jun 367.40 6.4 -5.6 (-46.67%) 21.97 3,642 464 520
1 Jun 378.70 12.1 -7.3 (-37.63%) 22.66 150 45 56
29 May 386.90 19.35 -1.65 (-7.86%) 24.68 7 0 11
27 May 398.15 21 0 (0.00%) - 1 0 11
26 May 389.70 21 0 (0.00%) - 1 0 11
25 May 390.05 21 0 (0.00%) 22.72 1 0 11
22 May 388.65 21 -1.65 (-7.28%) 22.72 1 1 11
21 May 388.80 22.65 0 (0.00%) - 0 0 10
20 May 392.45 22.65 0 (0.00%) - 0 0 10
19 May 389.40 22.65 0 (0.00%) 24.95 0 0 10
18 May 388.30 22.65 -5.35 (-19.11%) 24.95 7 3 9
15 May 395.25 28 -0.9 (-3.11%) 24.64 2 0 4
14 May 396.30 28.9 7.4 (34.42%) 24.85 4 4 4
13 May 390.45 0 -21.5 (-100.00%) 0 0 0 0
12 May 392.70 0 -21.5 (-100.00%) 0 0 0 0
11 May 392.95 0 -21.5 (-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
30 Apr 399.15 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
16 Apr 390.80 - - - 0 0 0
15 Apr 392.60 - - - 0 0 0
13 Apr 386.25 - - - 0 0 0
10 Apr 380.15 21.5 0 (0.00%) - 0 0 0
9 Apr 378.65 21.5 0 (0.00%) - 0 0 0
8 Apr 374.15 21.5 0 (0.00%) - 0 0 0
7 Apr 368.85 21.5 0 (0.00%) - 0 0 0
6 Apr 366.10 21.5 0 (0.00%) 1.36 0 0 0
2 Apr 359.65 21.5 0 (0.00%) 2.14 0 0 0


For Ntpc Ltd - strike price 375 expiring on 30JUN2026

Delta for 375 CE is 0.3

Historical price for 375 CE is as follows

On 5 Jun NTPC was trading at 361.65. The strike last trading price was 4.05, which was -2.1 lower than the previous day. The implied volatity was 22.79, the open interest changed by 232 which increased total open position to 757


On 4 Jun NTPC was trading at 366.40. The strike last trading price was 5.95, which was -1.05 lower than the previous day. The implied volatity was 24.3, the open interest changed by 3 which increased total open position to 521


On 3 Jun NTPC was trading at 366.80. The strike last trading price was 6.75, which was 0.75 higher than the previous day. The implied volatity was 24.58, the open interest changed by -6 which decreased total open position to 511


On 2 Jun NTPC was trading at 367.40. The strike last trading price was 6.4, which was -5.6 lower than the previous day. The implied volatity was 21.97, the open interest changed by 464 which increased total open position to 520


On 1 Jun NTPC was trading at 378.70. The strike last trading price was 12.1, which was -7.3 lower than the previous day. The implied volatity was 22.66, the open interest changed by 45 which increased total open position to 56


On 29 May NTPC was trading at 386.90. The strike last trading price was 19.35, which was -1.65 lower than the previous day. The implied volatity was 24.68, the open interest changed by 0 which decreased total open position to 11


On 27 May NTPC was trading at 398.15. The strike last trading price was 21, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11


On 26 May NTPC was trading at 389.70. The strike last trading price was 21, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11


On 25 May NTPC was trading at 390.05. The strike last trading price was 21, which was 0 lower than the previous day. The implied volatity was 22.72, the open interest changed by 0 which decreased total open position to 11


On 22 May NTPC was trading at 388.65. The strike last trading price was 21, which was -1.65 lower than the previous day. The implied volatity was 22.72, the open interest changed by 1 which increased total open position to 11


On 21 May NTPC was trading at 388.80. The strike last trading price was 22.65, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10


On 20 May NTPC was trading at 392.45. The strike last trading price was 22.65, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10


On 19 May NTPC was trading at 389.40. The strike last trading price was 22.65, which was 0 lower than the previous day. The implied volatity was 24.95, the open interest changed by 0 which decreased total open position to 10


On 18 May NTPC was trading at 388.30. The strike last trading price was 22.65, which was -5.35 lower than the previous day. The implied volatity was 24.95, the open interest changed by 3 which increased total open position to 9


On 15 May NTPC was trading at 395.25. The strike last trading price was 28, which was -0.9 lower than the previous day. The implied volatity was 24.64, the open interest changed by 0 which decreased total open position to 4


On 14 May NTPC was trading at 396.30. The strike last trading price was 28.9, which was 7.4 higher than the previous day. The implied volatity was 24.85, the open interest changed by 4 which increased total open position to 4


On 13 May NTPC was trading at 390.45. The strike last trading price was 0, which was -21.5 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 -21.5 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 -21.5 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 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 -, 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 -, 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 Apr NTPC was trading at 390.80. 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 15 Apr NTPC was trading at 392.60. 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 Apr NTPC was trading at 386.25. 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 10 Apr NTPC was trading at 380.15. The strike last trading price was 21.5, 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 9 Apr NTPC was trading at 378.65. The strike last trading price was 21.5, 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 8 Apr NTPC was trading at 374.15. The strike last trading price was 21.5, 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 7 Apr NTPC was trading at 368.85. The strike last trading price was 21.5, 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 Apr NTPC was trading at 366.10. The strike last trading price was 21.5, which was 0 lower than the previous day. The implied volatity was 1.36, 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 21.5, which was 0 lower than the previous day. The implied volatity was 2.14, the open interest changed by 0 which decreased total open position to 0


NTPC 30-Jun-2026 (24d) 375 PE
Delta: -0.75
Vega: 0
Theta: -0.07
Gamma: 0.01824
Date Close Ltp Change IV Volume OI Chg OI
5 Jun 361.65 14.95 3.35 (28.88%) 18.19 208 38 483
4 Jun 366.40 12 0.75 (6.67%) 17.51 293 25 445
3 Jun 366.80 11.5 1.1 (10.58%) 18.52 417 -3 419
2 Jun 367.40 10.25 4.75 (86.36%) 16.76 2,212 -236 421
1 Jun 378.70 5.75 2.7 (88.52%) 18.5 3,207 -395 654
29 May 386.90 3.15 1.55 (96.87%) 20.04 2,354 876 1,051
27 May 398.15 1.6 -1.45 (-47.54%) 19.25 230 112 177
26 May 389.70 2.95 0.15 (5.36%) 19.18 85 20 65
25 May 390.05 2.7 -0.7 (-20.59%) 18.72 90 14 42
22 May 388.65 3 -3 (-50.00%) 18.64 40 7 27
21 May 388.80 6 1 (20.00%) 23.44 18 17 20
20 May 392.45 5 -1 (-16.67%) 23.4 1 0 3
19 May 389.40 6 1 (20.00%) 24.28 1 0 2
18 May 388.30 6 6 (0.00%) - 2 0 2
15 May 395.25 5 0 (0.00%) - 0 0 2
14 May 396.30 5 0 (0.00%) 0 0 0 2
13 May 390.45 5 0 (0.00%) 0 0 0 2
12 May 392.70 5 0 (0.00%) 0 0 0 2
11 May 392.95 5 0 (0.00%) 0 0 0 2
8 May 402.15 5 -1.3 (-20.63%) - 0 0 2
7 May 400.35 5 -1.3 (-20.63%) - 0 0 2
6 May 394.85 5 -1.3 (-20.63%) - 0 0 2
5 May 398.65 5 -1.3 (-20.63%) - 0 0 2
4 May 400.05 5 -1.3 (-20.63%) - 0 0 2
30 Apr 399.15 5 -1.3 (-20.63%) 23.91 0 0 2
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
16 Apr 390.80 - - - 0 0 0
15 Apr 392.60 - - - 0 0 0
13 Apr 386.25 - - - 0 0 0
10 Apr 380.15 19.15 0 (0.00%) 2.46 0 0 0
9 Apr 378.65 19.15 0 (0.00%) 2.64 0 0 0
8 Apr 374.15 19.15 0 (0.00%) 0.87 0 0 0
7 Apr 368.85 19.15 0 (0.00%) 0.52 0 0 0
6 Apr 366.10 19.15 0 (0.00%) 0.08 0 0 0
2 Apr 359.65 19.15 0 (0.00%) - 0 0 0


For Ntpc Ltd - strike price 375 expiring on 30JUN2026

Delta for 375 PE is -0.75

Historical price for 375 PE is as follows

On 5 Jun NTPC was trading at 361.65. The strike last trading price was 14.95, which was 3.35 higher than the previous day. The implied volatity was 18.19, the open interest changed by 38 which increased total open position to 483


On 4 Jun NTPC was trading at 366.40. The strike last trading price was 12, which was 0.75 higher than the previous day. The implied volatity was 17.51, the open interest changed by 25 which increased total open position to 445


On 3 Jun NTPC was trading at 366.80. The strike last trading price was 11.5, which was 1.1 higher than the previous day. The implied volatity was 18.52, the open interest changed by -3 which decreased total open position to 419


On 2 Jun NTPC was trading at 367.40. The strike last trading price was 10.25, which was 4.75 higher than the previous day. The implied volatity was 16.76, the open interest changed by -236 which decreased total open position to 421


On 1 Jun NTPC was trading at 378.70. The strike last trading price was 5.75, which was 2.7 higher than the previous day. The implied volatity was 18.5, the open interest changed by -395 which decreased total open position to 654


On 29 May NTPC was trading at 386.90. The strike last trading price was 3.15, which was 1.55 higher than the previous day. The implied volatity was 20.04, the open interest changed by 876 which increased total open position to 1051


On 27 May NTPC was trading at 398.15. The strike last trading price was 1.6, which was -1.45 lower than the previous day. The implied volatity was 19.25, the open interest changed by 112 which increased total open position to 177


On 26 May NTPC was trading at 389.70. The strike last trading price was 2.95, which was 0.15 higher than the previous day. The implied volatity was 19.18, the open interest changed by 20 which increased total open position to 65


On 25 May NTPC was trading at 390.05. The strike last trading price was 2.7, which was -0.7 lower than the previous day. The implied volatity was 18.72, the open interest changed by 14 which increased total open position to 42


On 22 May NTPC was trading at 388.65. The strike last trading price was 3, which was -3 lower than the previous day. The implied volatity was 18.64, the open interest changed by 7 which increased total open position to 27


On 21 May NTPC was trading at 388.80. The strike last trading price was 6, which was 1 higher than the previous day. The implied volatity was 23.44, the open interest changed by 17 which increased total open position to 20


On 20 May NTPC was trading at 392.45. The strike last trading price was 5, which was -1 lower than the previous day. The implied volatity was 23.4, the open interest changed by 0 which decreased total open position to 3


On 19 May NTPC was trading at 389.40. The strike last trading price was 6, which was 1 higher than the previous day. The implied volatity was 24.28, the open interest changed by 0 which decreased total open position to 2


On 18 May NTPC was trading at 388.30. The strike last trading price was 6, which was 6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 15 May NTPC was trading at 395.25. The strike last trading price was 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 2


On 14 May NTPC was trading at 396.30. The strike last trading price was 5, 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 2


On 13 May NTPC was trading at 390.45. The strike last trading price was 5, 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 2


On 12 May NTPC was trading at 392.70. The strike last trading price was 5, 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 2


On 11 May NTPC was trading at 392.95. The strike last trading price was 5, 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 2


On 8 May NTPC was trading at 402.15. The strike last trading price was 5, which was -1.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 7 May NTPC was trading at 400.35. The strike last trading price was 5, which was -1.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 6 May NTPC was trading at 394.85. The strike last trading price was 5, which was -1.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 5 May NTPC was trading at 398.65. The strike last trading price was 5, which was -1.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 4 May NTPC was trading at 400.05. The strike last trading price was 5, which was -1.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 30 Apr NTPC was trading at 399.15. The strike last trading price was 5, which was -1.3 lower than the previous day. The implied volatity was 23.91, the open interest changed by 0 which decreased total open position to 2


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 -, 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 Apr NTPC was trading at 390.80. 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 15 Apr NTPC was trading at 392.60. 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 Apr NTPC was trading at 386.25. 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 10 Apr NTPC was trading at 380.15. The strike last trading price was 19.15, which was 0 lower than the previous day. The implied volatity was 2.46, 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 19.15, which was 0 lower than the previous day. The implied volatity was 2.64, 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 19.15, which was 0 lower than the previous day. The implied volatity was 0.87, 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 19.15, which was 0 lower than the previous day. The implied volatity was 0.52, 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 19.15, which was 0 lower than the previous day. The implied volatity was 0.08, 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 19.15, 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