NTPC
Ntpc Ltd
Historical option data for NTPC
13 Mar 2026 04:10 PM IST
| NTPC 30-MAR-2026 380 CE | ||||||||||||||||
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Delta: 0.64
Vega: 0.31
Theta: -0.26
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 13 Mar | 384.45 | 10.4 | -4.1 | 21.69 | 2,932 | -85 | 6,483 | |||||||||
| 12 Mar | 390.55 | 14.6 | 6.85 | 18.17 | 10,457 | -21 | 6,580 | |||||||||
| 11 Mar | 379.90 | 7.3 | 0.2 | 20.13 | 5,627 | -157 | 6,601 | |||||||||
| 10 Mar | 377.30 | 6.95 | -0.5 | 20.3 | 6,078 | 6 | 6,771 | |||||||||
| 9 Mar | 376.25 | 7.2 | -1.05 | 22.6 | 6,921 | 569 | 6,766 | |||||||||
| 6 Mar | 380.60 | 8.6 | 2.25 | 17.06 | 7,193 | -77 | 6,197 | |||||||||
| 5 Mar | 378.05 | 6.1 | 2.95 | 15.1 | 7,465 | -86 | 6,285 | |||||||||
| 4 Mar | 365.80 | 2.95 | -3.6 | 19.18 | 6,751 | 83 | 6,370 | |||||||||
| 2 Mar | 377.55 | 6.3 | -3.65 | 15.24 | 12,633 | 5,093 | 6,289 | |||||||||
| 27 Feb | 381.90 | 9.95 | -1.15 | 15.96 | 2,428 | 103 | 1,198 | |||||||||
| 26 Feb | 381.90 | 11.4 | -1.35 | 18.06 | 2,401 | -48 | 1,101 | |||||||||
| 25 Feb | 384.90 | 12.95 | 0.85 | 16.12 | 2,665 | -200 | 1,152 | |||||||||
| 24 Feb | 382.75 | 12.4 | 3.9 | 16.7 | 8,963 | -563 | 1,345 | |||||||||
| 23 Feb | 375.45 | 8.45 | 0.85 | 19.18 | 4,692 | 775 | 1,942 | |||||||||
| 20 Feb | 372.95 | 7.65 | 3.4 | 19.07 | 2,751 | 493 | 1,143 | |||||||||
| 19 Feb | 363.20 | 4.25 | -1.9 | 19.23 | 1,193 | 39 | 646 | |||||||||
| 18 Feb | 368.40 | 6.15 | -0.35 | 19.49 | 934 | 237 | 605 | |||||||||
| 17 Feb | 368.40 | 6.55 | -0.4 | 19.81 | 218 | 32 | 366 | |||||||||
| 16 Feb | 369.10 | 6.95 | 2.5 | 19.78 | 729 | 121 | 335 | |||||||||
| 13 Feb | 363.00 | 4.4 | -1.65 | 17.29 | 138 | 28 | 215 | |||||||||
| 12 Feb | 368.25 | 6 | 0.5 | 17.43 | 204 | 16 | 189 | |||||||||
| 11 Feb | 368.45 | 5.45 | 0.15 | 16.07 | 104 | 25 | 168 | |||||||||
| 10 Feb | 366.90 | 5.25 | 1.25 | 16.51 | 59 | 4 | 142 | |||||||||
| 9 Feb | 361.90 | 3.95 | -0.6 | 17.05 | 42 | 7 | 138 | |||||||||
| 6 Feb | 365.05 | 4.35 | -0.2 | 15.74 | 59 | 6 | 132 | |||||||||
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| 5 Feb | 367.00 | 4.55 | -0.8 | 14.24 | 50 | 3 | 126 | |||||||||
| 4 Feb | 367.25 | 5.2 | 1.9 | 14.9 | 165 | 16 | 121 | |||||||||
| 3 Feb | 358.55 | 3.25 | 1.1 | 16.17 | 202 | -16 | 103 | |||||||||
| 2 Feb | 350.35 | 2.15 | -1.15 | 16.28 | 91 | 37 | 118 | |||||||||
| 1 Feb | 344.75 | 3.3 | -1.2 | 25.05 | 37 | 9 | 80 | |||||||||
| 30 Jan | 356.00 | 4.5 | -1.5 | 20.34 | 74 | 48 | 72 | |||||||||
| 29 Jan | 358.15 | 5.95 | 2.75 | 20.43 | 27 | 24 | 24 | |||||||||
For Ntpc Ltd - strike price 380 expiring on 30MAR2026
Delta for 380 CE is 0.64
Historical price for 380 CE is as follows
On 13 Mar NTPC was trading at 384.45. The strike last trading price was 10.4, which was -4.1 lower than the previous day. The implied volatity was 21.69, the open interest changed by -85 which decreased total open position to 6483
On 12 Mar NTPC was trading at 390.55. The strike last trading price was 14.6, which was 6.85 higher than the previous day. The implied volatity was 18.17, the open interest changed by -21 which decreased total open position to 6580
On 11 Mar NTPC was trading at 379.90. The strike last trading price was 7.3, which was 0.2 higher than the previous day. The implied volatity was 20.13, the open interest changed by -157 which decreased total open position to 6601
On 10 Mar NTPC was trading at 377.30. The strike last trading price was 6.95, which was -0.5 lower than the previous day. The implied volatity was 20.3, the open interest changed by 6 which increased total open position to 6771
On 9 Mar NTPC was trading at 376.25. The strike last trading price was 7.2, which was -1.05 lower than the previous day. The implied volatity was 22.6, the open interest changed by 569 which increased total open position to 6766
On 6 Mar NTPC was trading at 380.60. The strike last trading price was 8.6, which was 2.25 higher than the previous day. The implied volatity was 17.06, the open interest changed by -77 which decreased total open position to 6197
On 5 Mar NTPC was trading at 378.05. The strike last trading price was 6.1, which was 2.95 higher than the previous day. The implied volatity was 15.1, the open interest changed by -86 which decreased total open position to 6285
On 4 Mar NTPC was trading at 365.80. The strike last trading price was 2.95, which was -3.6 lower than the previous day. The implied volatity was 19.18, the open interest changed by 83 which increased total open position to 6370
On 2 Mar NTPC was trading at 377.55. The strike last trading price was 6.3, which was -3.65 lower than the previous day. The implied volatity was 15.24, the open interest changed by 5093 which increased total open position to 6289
On 27 Feb NTPC was trading at 381.90. The strike last trading price was 9.95, which was -1.15 lower than the previous day. The implied volatity was 15.96, the open interest changed by 103 which increased total open position to 1198
On 26 Feb NTPC was trading at 381.90. The strike last trading price was 11.4, which was -1.35 lower than the previous day. The implied volatity was 18.06, the open interest changed by -48 which decreased total open position to 1101
On 25 Feb NTPC was trading at 384.90. The strike last trading price was 12.95, which was 0.85 higher than the previous day. The implied volatity was 16.12, the open interest changed by -200 which decreased total open position to 1152
On 24 Feb NTPC was trading at 382.75. The strike last trading price was 12.4, which was 3.9 higher than the previous day. The implied volatity was 16.7, the open interest changed by -563 which decreased total open position to 1345
On 23 Feb NTPC was trading at 375.45. The strike last trading price was 8.45, which was 0.85 higher than the previous day. The implied volatity was 19.18, the open interest changed by 775 which increased total open position to 1942
On 20 Feb NTPC was trading at 372.95. The strike last trading price was 7.65, which was 3.4 higher than the previous day. The implied volatity was 19.07, the open interest changed by 493 which increased total open position to 1143
On 19 Feb NTPC was trading at 363.20. The strike last trading price was 4.25, which was -1.9 lower than the previous day. The implied volatity was 19.23, the open interest changed by 39 which increased total open position to 646
On 18 Feb NTPC was trading at 368.40. The strike last trading price was 6.15, which was -0.35 lower than the previous day. The implied volatity was 19.49, the open interest changed by 237 which increased total open position to 605
On 17 Feb NTPC was trading at 368.40. The strike last trading price was 6.55, which was -0.4 lower than the previous day. The implied volatity was 19.81, the open interest changed by 32 which increased total open position to 366
On 16 Feb NTPC was trading at 369.10. The strike last trading price was 6.95, which was 2.5 higher than the previous day. The implied volatity was 19.78, the open interest changed by 121 which increased total open position to 335
On 13 Feb NTPC was trading at 363.00. The strike last trading price was 4.4, which was -1.65 lower than the previous day. The implied volatity was 17.29, the open interest changed by 28 which increased total open position to 215
On 12 Feb NTPC was trading at 368.25. The strike last trading price was 6, which was 0.5 higher than the previous day. The implied volatity was 17.43, the open interest changed by 16 which increased total open position to 189
On 11 Feb NTPC was trading at 368.45. The strike last trading price was 5.45, which was 0.15 higher than the previous day. The implied volatity was 16.07, the open interest changed by 25 which increased total open position to 168
On 10 Feb NTPC was trading at 366.90. The strike last trading price was 5.25, which was 1.25 higher than the previous day. The implied volatity was 16.51, the open interest changed by 4 which increased total open position to 142
On 9 Feb NTPC was trading at 361.90. The strike last trading price was 3.95, which was -0.6 lower than the previous day. The implied volatity was 17.05, the open interest changed by 7 which increased total open position to 138
On 6 Feb NTPC was trading at 365.05. The strike last trading price was 4.35, which was -0.2 lower than the previous day. The implied volatity was 15.74, the open interest changed by 6 which increased total open position to 132
On 5 Feb NTPC was trading at 367.00. The strike last trading price was 4.55, which was -0.8 lower than the previous day. The implied volatity was 14.24, the open interest changed by 3 which increased total open position to 126
On 4 Feb NTPC was trading at 367.25. The strike last trading price was 5.2, which was 1.9 higher than the previous day. The implied volatity was 14.9, the open interest changed by 16 which increased total open position to 121
On 3 Feb NTPC was trading at 358.55. The strike last trading price was 3.25, which was 1.1 higher than the previous day. The implied volatity was 16.17, the open interest changed by -16 which decreased total open position to 103
On 2 Feb NTPC was trading at 350.35. The strike last trading price was 2.15, which was -1.15 lower than the previous day. The implied volatity was 16.28, the open interest changed by 37 which increased total open position to 118
On 1 Feb NTPC was trading at 344.75. The strike last trading price was 3.3, which was -1.2 lower than the previous day. The implied volatity was 25.05, the open interest changed by 9 which increased total open position to 80
On 30 Jan NTPC was trading at 356.00. The strike last trading price was 4.5, which was -1.5 lower than the previous day. The implied volatity was 20.34, the open interest changed by 48 which increased total open position to 72
On 29 Jan NTPC was trading at 358.15. The strike last trading price was 5.95, which was 2.75 higher than the previous day. The implied volatity was 20.43, the open interest changed by 24 which increased total open position to 24
| NTPC 30MAR2026 380 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.38
Vega: 0.31
Theta: -0.19
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 13 Mar | 384.45 | 5.55 | 1.5 | 24.78 | 6,906 | -150 | 3,682 |
| 12 Mar | 390.55 | 4 | -3.7 | 26.41 | 5,533 | 684 | 3,829 |
| 11 Mar | 379.90 | 7.9 | -0.4 | 23.98 | 4,140 | 310 | 3,148 |
| 10 Mar | 377.30 | 8.25 | -1.55 | 22.79 | 2,093 | 64 | 2,845 |
| 9 Mar | 376.25 | 10.2 | 3.1 | 25.47 | 1,820 | -182 | 2,793 |
| 6 Mar | 380.60 | 6.7 | -1.3 | 21.64 | 5,871 | 947 | 2,975 |
| 5 Mar | 378.05 | 8.15 | -8.2 | 20.74 | 1,316 | 179 | 2,028 |
| 4 Mar | 365.80 | 16.3 | 7.75 | 22.21 | 440 | -21 | 1,851 |
| 2 Mar | 377.55 | 8.95 | 2.05 | 21.37 | 2,352 | 233 | 1,871 |
| 27 Feb | 381.90 | 6.9 | 0 | 21.03 | 2,532 | 50 | 1,639 |
| 26 Feb | 381.90 | 6.6 | 0.2 | 20.65 | 2,989 | -118 | 1,601 |
| 25 Feb | 384.90 | 6 | -2 | 21.82 | 2,291 | 92 | 1,719 |
| 24 Feb | 382.75 | 7.85 | -3.95 | 24.65 | 2,663 | 462 | 1,641 |
| 23 Feb | 375.45 | 11.85 | -1.4 | 24.52 | 675 | 89 | 1,179 |
| 20 Feb | 372.95 | 13.35 | -4.75 | 24.17 | 479 | 214 | 1,090 |
| 19 Feb | 363.20 | 18.35 | 3.85 | 22.4 | 894 | 773 | 876 |
| 18 Feb | 368.40 | 14.5 | -0.65 | 20.54 | 25 | 11 | 103 |
| 17 Feb | 368.40 | 14.85 | 0.2 | 21.48 | 32 | -21 | 91 |
| 16 Feb | 369.10 | 14.7 | -1.75 | 21.83 | 140 | 102 | 111 |
| 13 Feb | 363.00 | 16.45 | 1.65 | 18.83 | 10 | 6 | 8 |
| 12 Feb | 368.25 | 14.8 | -3.45 | 20.52 | 1 | 0 | 2 |
| 11 Feb | 368.45 | 18.25 | -14.9 | - | 0 | 0 | 2 |
| 10 Feb | 366.90 | 18.25 | -14.9 | - | 0 | 0 | 2 |
| 9 Feb | 361.90 | 18.25 | -14.9 | - | 0 | 0 | 2 |
| 6 Feb | 365.05 | 18.25 | -14.9 | - | 0 | 0 | 2 |
| 5 Feb | 367.00 | 18.25 | -14.9 | - | 0 | 0 | 2 |
| 4 Feb | 367.25 | 18.25 | -14.9 | 24.83 | 1 | 0 | 1 |
| 3 Feb | 358.55 | 33.15 | -19.55 | - | 0 | 0 | 1 |
| 2 Feb | 350.35 | 33.15 | -19.55 | - | 0 | 0 | 1 |
| 1 Feb | 344.75 | 33.15 | -19.55 | - | 0 | 0 | 1 |
| 30 Jan | 356.00 | 33.15 | -19.55 | - | 0 | 0 | 1 |
| 29 Jan | 358.15 | 33.15 | -19.55 | - | 0 | 0 | 0 |
For Ntpc Ltd - strike price 380 expiring on 30MAR2026
Delta for 380 PE is -0.38
Historical price for 380 PE is as follows
On 13 Mar NTPC was trading at 384.45. The strike last trading price was 5.55, which was 1.5 higher than the previous day. The implied volatity was 24.78, the open interest changed by -150 which decreased total open position to 3682
On 12 Mar NTPC was trading at 390.55. The strike last trading price was 4, which was -3.7 lower than the previous day. The implied volatity was 26.41, the open interest changed by 684 which increased total open position to 3829
On 11 Mar NTPC was trading at 379.90. The strike last trading price was 7.9, which was -0.4 lower than the previous day. The implied volatity was 23.98, the open interest changed by 310 which increased total open position to 3148
On 10 Mar NTPC was trading at 377.30. The strike last trading price was 8.25, which was -1.55 lower than the previous day. The implied volatity was 22.79, the open interest changed by 64 which increased total open position to 2845
On 9 Mar NTPC was trading at 376.25. The strike last trading price was 10.2, which was 3.1 higher than the previous day. The implied volatity was 25.47, the open interest changed by -182 which decreased total open position to 2793
On 6 Mar NTPC was trading at 380.60. The strike last trading price was 6.7, which was -1.3 lower than the previous day. The implied volatity was 21.64, the open interest changed by 947 which increased total open position to 2975
On 5 Mar NTPC was trading at 378.05. The strike last trading price was 8.15, which was -8.2 lower than the previous day. The implied volatity was 20.74, the open interest changed by 179 which increased total open position to 2028
On 4 Mar NTPC was trading at 365.80. The strike last trading price was 16.3, which was 7.75 higher than the previous day. The implied volatity was 22.21, the open interest changed by -21 which decreased total open position to 1851
On 2 Mar NTPC was trading at 377.55. The strike last trading price was 8.95, which was 2.05 higher than the previous day. The implied volatity was 21.37, the open interest changed by 233 which increased total open position to 1871
On 27 Feb NTPC was trading at 381.90. The strike last trading price was 6.9, which was 0 lower than the previous day. The implied volatity was 21.03, the open interest changed by 50 which increased total open position to 1639
On 26 Feb NTPC was trading at 381.90. The strike last trading price was 6.6, which was 0.2 higher than the previous day. The implied volatity was 20.65, the open interest changed by -118 which decreased total open position to 1601
On 25 Feb NTPC was trading at 384.90. The strike last trading price was 6, which was -2 lower than the previous day. The implied volatity was 21.82, the open interest changed by 92 which increased total open position to 1719
On 24 Feb NTPC was trading at 382.75. The strike last trading price was 7.85, which was -3.95 lower than the previous day. The implied volatity was 24.65, the open interest changed by 462 which increased total open position to 1641
On 23 Feb NTPC was trading at 375.45. The strike last trading price was 11.85, which was -1.4 lower than the previous day. The implied volatity was 24.52, the open interest changed by 89 which increased total open position to 1179
On 20 Feb NTPC was trading at 372.95. The strike last trading price was 13.35, which was -4.75 lower than the previous day. The implied volatity was 24.17, the open interest changed by 214 which increased total open position to 1090
On 19 Feb NTPC was trading at 363.20. The strike last trading price was 18.35, which was 3.85 higher than the previous day. The implied volatity was 22.4, the open interest changed by 773 which increased total open position to 876
On 18 Feb NTPC was trading at 368.40. The strike last trading price was 14.5, which was -0.65 lower than the previous day. The implied volatity was 20.54, the open interest changed by 11 which increased total open position to 103
On 17 Feb NTPC was trading at 368.40. The strike last trading price was 14.85, which was 0.2 higher than the previous day. The implied volatity was 21.48, the open interest changed by -21 which decreased total open position to 91
On 16 Feb NTPC was trading at 369.10. The strike last trading price was 14.7, which was -1.75 lower than the previous day. The implied volatity was 21.83, the open interest changed by 102 which increased total open position to 111
On 13 Feb NTPC was trading at 363.00. The strike last trading price was 16.45, which was 1.65 higher than the previous day. The implied volatity was 18.83, the open interest changed by 6 which increased total open position to 8
On 12 Feb NTPC was trading at 368.25. The strike last trading price was 14.8, which was -3.45 lower than the previous day. The implied volatity was 20.52, the open interest changed by 0 which decreased total open position to 2
On 11 Feb NTPC was trading at 368.45. The strike last trading price was 18.25, which was -14.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 10 Feb NTPC was trading at 366.90. The strike last trading price was 18.25, which was -14.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 9 Feb NTPC was trading at 361.90. The strike last trading price was 18.25, which was -14.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 6 Feb NTPC was trading at 365.05. The strike last trading price was 18.25, which was -14.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 5 Feb NTPC was trading at 367.00. The strike last trading price was 18.25, which was -14.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 4 Feb NTPC was trading at 367.25. The strike last trading price was 18.25, which was -14.9 lower than the previous day. The implied volatity was 24.83, the open interest changed by 0 which decreased total open position to 1
On 3 Feb NTPC was trading at 358.55. The strike last trading price was 33.15, which was -19.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 2 Feb NTPC was trading at 350.35. The strike last trading price was 33.15, which was -19.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 1 Feb NTPC was trading at 344.75. The strike last trading price was 33.15, which was -19.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 30 Jan NTPC was trading at 356.00. The strike last trading price was 33.15, which was -19.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 29 Jan NTPC was trading at 358.15. The strike last trading price was 33.15, which was -19.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
