NTPC
Ntpc Ltd
Historical option data for NTPC
04 Mar 2026 04:10 PM IST
| NTPC 30-MAR-2026 375 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.36
Vega: 0.36
Theta: -0.17
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 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 | |||||||||
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| 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 0.36
Historical price for 375 CE is as follows
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 | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.61
Vega: 0.37
Theta: -0.11
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 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 -0.61
Historical price for 375 PE is as follows
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
