Historical option data for NTPC
25 Jun 2026 04:10 PM IST
| NTPC 30-Jun-2026 (3d) 380 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.01
Vega: 0
Theta: -0.04
Gamma: 0.00279
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 25 Jun | 352.05 | 0.05 | -0.05 (-50.00%) | 27.24 | 1,214 | -102 | 4,297 | |||||||||
| 24 Jun | 357.05 | 0.1 | -0.2 (-66.67%) | 23.8 | 1,349 | -82 | 4,399 | |||||||||
| 23 Jun | 364.60 | 0.3 | -0.5 (-62.50%) | 19.75 | 3,194 | -110 | 4,481 | |||||||||
| 22 Jun | 367.05 | 0.7 | -0.3 (-30.00%) | 20.29 | 3,435 | 8 | 4,591 | |||||||||
| 19 Jun | 365.80 | 1 | 0.15 (17.65%) | 19.87 | 5,872 | 123 | 4,586 | |||||||||
| 18 Jun | 361.95 | 0.85 | 0.1 (13.33%) | 21.47 | 6,355 | -404 | 4,463 | |||||||||
| 17 Jun | 355.55 | 0.75 | -0.05 (-6.25%) | 25.2 | 1,740 | 273 | 4,866 | |||||||||
| 16 Jun | 355.55 | 0.85 | 0.25 (41.67%) | 24.87 | 3,518 | 103 | 5,713 | |||||||||
| 15 Jun | 348.10 | 0.6 | -0.2 (-25.00%) | 27.78 | 1,781 | 122 | 5,604 | |||||||||
| 12 Jun | 353.90 | 0.75 | -0.05 (-6.25%) | 22.19 | 2,301 | 30 | 5,482 | |||||||||
| 11 Jun | 351.85 | 0.85 | -0.2 (-19.05%) | 23.99 | 2,271 | -55 | 5,452 | |||||||||
| 10 Jun | 351.65 | 1.05 | -0.35 (-25.00%) | 24.89 | 2,991 | 97 | 5,509 | |||||||||
| 9 Jun | 355.65 | 1.4 | -0.95 (-40.43%) | 23.25 | 2,486 | 92 | 5,413 | |||||||||
| 8 Jun | 362.40 | 2.15 | -0.8 (-27.12%) | 21.83 | 6,254 | 1,998 | 5,325 | |||||||||
| 5 Jun | 361.65 | 2.85 | -1.6 (-35.96%) | 22.88 | 3,240 | 72 | 3,328 | |||||||||
| 4 Jun | 366.40 | 4.2 | -0.8 (-16.00%) | 23.74 | 2,128 | 30 | 3,256 | |||||||||
| 3 Jun | 366.80 | 4.95 | -0.05 (-1.00%) | 24.24 | 3,671 | -22 | 3,225 | |||||||||
| 2 Jun | 367.40 | 4.65 | -4.35 (-48.33%) | 21.89 | 10,595 | 2,731 | 3,263 | |||||||||
| 1 Jun | 378.70 | 9 | -6.65 (-42.49%) | 21.42 | 2,472 | 423 | 542 | |||||||||
| 29 May | 386.90 | 16 | -6.65 (-29.36%) | 23.12 | 63 | 2 | 119 | |||||||||
| 27 May | 398.15 | 22.75 | 5.55 (32.27%) | 20.83 | 69 | -6 | 117 | |||||||||
| 26 May | 389.70 | 17.45 | 0.15 (0.87%) | 20.73 | 107 | 54 | 124 | |||||||||
| 25 May | 390.05 | 17.5 | 0.25 (1.45%) | 20.64 | 77 | 14 | 69 | |||||||||
| 22 May | 388.65 | 17.25 | -1.75 (-9.21%) | 21.24 | 17 | 5 | 55 | |||||||||
| 21 May | 388.80 | 19 | -1.6 (-7.77%) | 25.1 | 30 | 14 | 49 | |||||||||
| 20 May | 392.45 | 20.5 | 0.25 (1.23%) | 22.81 | 51 | 7 | 23 | |||||||||
| 19 May | 389.40 | 20.25 | 1.65 (8.87%) | 25.14 | 16 | 4 | 16 | |||||||||
| 18 May | 388.30 | 18.6 | -13.4 (-41.87%) | 24.29 | 2 | 1 | 12 | |||||||||
| 15 May | 395.25 | 32 | 0 (0.00%) | - | 0 | 0 | 11 | |||||||||
| 14 May | 396.30 | 32 | 0 (0.00%) | 0 | 0 | 0 | 11 | |||||||||
| 13 May | 390.45 | 32 | 0 (0.00%) | 0 | 0 | 0 | 11 | |||||||||
| 12 May | 392.70 | 32 | 0 (0.00%) | 0 | 0 | 0 | 11 | |||||||||
| 11 May | 392.95 | 32 | 0 (0.00%) | 0 | 0 | 0 | 11 | |||||||||
| 8 May | 402.15 | 32 | 6 (23.08%) | 25.51 | 3 | 1 | 10 | |||||||||
| 7 May | 400.35 | 26 | 0 (0.00%) | 26.89 | 0 | 0 | 9 | |||||||||
| 6 May | 394.85 | 26 | -5 (-16.13%) | 26.89 | 8 | 0 | 1 | |||||||||
| 5 May | 398.65 | 31 | -0.25 (-0.80%) | - | 0 | 0 | 1 | |||||||||
| 4 May | 400.05 | 31 | -0.25 (-0.80%) | - | 0 | 0 | 1 | |||||||||
| 30 Apr | 399.15 | 31 | 11.8 (61.46%) | 26.3 | 1 | 0 | 0 | |||||||||
| 29 Apr | 401.30 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 28 Apr | 406.85 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Apr | 410.20 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Apr | 401.85 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 23 Apr | 402.25 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 22 Apr | 405.40 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 Apr | 396.20 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Apr | 398.00 | 0 | 0 | - | 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 | 19.2 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 8 Apr | 374.15 | 19.2 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 7 Apr | 368.85 | 19.2 | 0 (0.00%) | 0.69 | 0 | 0 | 0 | |||||||||
| 6 Apr | 366.10 | 19.2 | 0 (0.00%) | 0.95 | 0 | 0 | 0 | |||||||||
| 2 Apr | 359.65 | 19.2 | 0 (0.00%) | 1.68 | 0 | 0 | 0 | |||||||||
For Ntpc Ltd - strike price 380 expiring on 30JUN2026
Delta for 380 CE is 0.01
Historical price for 380 CE is as follows
On 25 Jun NTPC was trading at 352.05. The strike last trading price was 0.05, which was -0.05 lower than the previous day. The implied volatity was 27.24, the open interest changed by -102 which decreased total open position to 4297
On 24 Jun NTPC was trading at 357.05. The strike last trading price was 0.1, which was -0.2 lower than the previous day. The implied volatity was 23.8, the open interest changed by -82 which decreased total open position to 4399
On 23 Jun NTPC was trading at 364.60. The strike last trading price was 0.3, which was -0.5 lower than the previous day. The implied volatity was 19.75, the open interest changed by -110 which decreased total open position to 4481
On 22 Jun NTPC was trading at 367.05. The strike last trading price was 0.7, which was -0.3 lower than the previous day. The implied volatity was 20.29, the open interest changed by 8 which increased total open position to 4591
On 19 Jun NTPC was trading at 365.80. The strike last trading price was 1, which was 0.15 higher than the previous day. The implied volatity was 19.87, the open interest changed by 123 which increased total open position to 4586
On 18 Jun NTPC was trading at 361.95. The strike last trading price was 0.85, which was 0.1 higher than the previous day. The implied volatity was 21.47, the open interest changed by -404 which decreased total open position to 4463
On 17 Jun NTPC was trading at 355.55. The strike last trading price was 0.75, which was -0.05 lower than the previous day. The implied volatity was 25.2, the open interest changed by 273 which increased total open position to 4866
On 16 Jun NTPC was trading at 355.55. The strike last trading price was 0.85, which was 0.25 higher than the previous day. The implied volatity was 24.87, the open interest changed by 103 which increased total open position to 5713
On 15 Jun NTPC was trading at 348.10. The strike last trading price was 0.6, which was -0.2 lower than the previous day. The implied volatity was 27.78, the open interest changed by 122 which increased total open position to 5604
On 12 Jun NTPC was trading at 353.90. The strike last trading price was 0.75, which was -0.05 lower than the previous day. The implied volatity was 22.19, the open interest changed by 30 which increased total open position to 5482
On 11 Jun NTPC was trading at 351.85. The strike last trading price was 0.85, which was -0.2 lower than the previous day. The implied volatity was 23.99, the open interest changed by -55 which decreased total open position to 5452
On 10 Jun NTPC was trading at 351.65. The strike last trading price was 1.05, which was -0.35 lower than the previous day. The implied volatity was 24.89, the open interest changed by 97 which increased total open position to 5509
On 9 Jun NTPC was trading at 355.65. The strike last trading price was 1.4, which was -0.95 lower than the previous day. The implied volatity was 23.25, the open interest changed by 92 which increased total open position to 5413
On 8 Jun NTPC was trading at 362.40. The strike last trading price was 2.15, which was -0.8 lower than the previous day. The implied volatity was 21.83, the open interest changed by 1998 which increased total open position to 5325
On 5 Jun NTPC was trading at 361.65. The strike last trading price was 2.85, which was -1.6 lower than the previous day. The implied volatity was 22.88, the open interest changed by 72 which increased total open position to 3328
On 4 Jun NTPC was trading at 366.40. The strike last trading price was 4.2, which was -0.8 lower than the previous day. The implied volatity was 23.74, the open interest changed by 30 which increased total open position to 3256
On 3 Jun NTPC was trading at 366.80. The strike last trading price was 4.95, which was -0.05 lower than the previous day. The implied volatity was 24.24, the open interest changed by -22 which decreased total open position to 3225
On 2 Jun NTPC was trading at 367.40. The strike last trading price was 4.65, which was -4.35 lower than the previous day. The implied volatity was 21.89, the open interest changed by 2731 which increased total open position to 3263
On 1 Jun NTPC was trading at 378.70. The strike last trading price was 9, which was -6.65 lower than the previous day. The implied volatity was 21.42, the open interest changed by 423 which increased total open position to 542
On 29 May NTPC was trading at 386.90. The strike last trading price was 16, which was -6.65 lower than the previous day. The implied volatity was 23.12, the open interest changed by 2 which increased total open position to 119
On 27 May NTPC was trading at 398.15. The strike last trading price was 22.75, which was 5.55 higher than the previous day. The implied volatity was 20.83, the open interest changed by -6 which decreased total open position to 117
On 26 May NTPC was trading at 389.70. The strike last trading price was 17.45, which was 0.15 higher than the previous day. The implied volatity was 20.73, the open interest changed by 54 which increased total open position to 124
On 25 May NTPC was trading at 390.05. The strike last trading price was 17.5, which was 0.25 higher than the previous day. The implied volatity was 20.64, the open interest changed by 14 which increased total open position to 69
On 22 May NTPC was trading at 388.65. The strike last trading price was 17.25, which was -1.75 lower than the previous day. The implied volatity was 21.24, the open interest changed by 5 which increased total open position to 55
On 21 May NTPC was trading at 388.80. The strike last trading price was 19, which was -1.6 lower than the previous day. The implied volatity was 25.1, the open interest changed by 14 which increased total open position to 49
On 20 May NTPC was trading at 392.45. The strike last trading price was 20.5, which was 0.25 higher than the previous day. The implied volatity was 22.81, the open interest changed by 7 which increased total open position to 23
On 19 May NTPC was trading at 389.40. The strike last trading price was 20.25, which was 1.65 higher than the previous day. The implied volatity was 25.14, the open interest changed by 4 which increased total open position to 16
On 18 May NTPC was trading at 388.30. The strike last trading price was 18.6, which was -13.4 lower than the previous day. The implied volatity was 24.29, the open interest changed by 1 which increased total open position to 12
On 15 May NTPC was trading at 395.25. The strike last trading price was 32, 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 14 May NTPC was trading at 396.30. The strike last trading price was 32, 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 11
On 13 May NTPC was trading at 390.45. The strike last trading price was 32, 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 11
On 12 May NTPC was trading at 392.70. The strike last trading price was 32, 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 11
On 11 May NTPC was trading at 392.95. The strike last trading price was 32, 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 11
On 8 May NTPC was trading at 402.15. The strike last trading price was 32, which was 6 higher than the previous day. The implied volatity was 25.51, the open interest changed by 1 which increased total open position to 10
On 7 May NTPC was trading at 400.35. The strike last trading price was 26, which was 0 lower than the previous day. The implied volatity was 26.89, the open interest changed by 0 which decreased total open position to 9
On 6 May NTPC was trading at 394.85. The strike last trading price was 26, which was -5 lower than the previous day. The implied volatity was 26.89, the open interest changed by 0 which decreased total open position to 1
On 5 May NTPC was trading at 398.65. The strike last trading price was 31, which was -0.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 4 May NTPC was trading at 400.05. The strike last trading price was 31, which was -0.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 30 Apr NTPC was trading at 399.15. The strike last trading price was 31, which was 11.8 higher than the previous day. The implied volatity was 26.3, 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 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 28 Apr NTPC was trading at 406.85. 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 27 Apr NTPC was trading at 410.20. 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 24 Apr NTPC was trading at 401.85. 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 23 Apr NTPC was trading at 402.25. 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 22 Apr NTPC was trading at 405.40. 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 21 Apr NTPC was trading at 396.20. 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 Apr NTPC was trading at 398.00. 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 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 19.2, 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 19.2, 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 19.2, which was 0 lower than the previous day. The implied volatity was 0.69, 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 19.2, which was 0 lower than the previous day. The implied volatity was 0.95, 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 19.2, which was 0 lower than the previous day. The implied volatity was 1.68, the open interest changed by 0 which decreased total open position to 0
| NTPC 30-Jun-2026 (3d) 380 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.94
Vega: 0
Theta: -0.15
Gamma: 0.00741
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 25 Jun | 352.05 | 28 | 9 (47.37%) | 39.36 | 25 | -16 | 513 |
| 24 Jun | 357.05 | 19 | 3 (18.75%) | 18.77 | 18 | -15 | 530 |
| 23 Jun | 364.60 | 17 | 3 (21.43%) | 27.65 | 35 | 19 | 544 |
| 22 Jun | 367.05 | 14 | -1 (-6.67%) | 24.88 | 59 | -10 | 525 |
| 19 Jun | 365.80 | 15 | -3 (-16.67%) | 23.88 | 275 | -145 | 535 |
| 18 Jun | 361.95 | 18 | -6 (-25.00%) | 19.13 | 86 | -12 | 680 |
| 17 Jun | 355.55 | 24 | -1 (-4.00%) | 18.22 | 5 | 0 | 692 |
| 16 Jun | 355.55 | 25 | -5 (-16.67%) | 25.15 | 5 | -2 | 692 |
| 15 Jun | 348.10 | 30 | 4 (15.38%) | 27.81 | 10 | -5 | 695 |
| 12 Jun | 353.90 | 26 | -2 (-7.14%) | 22.44 | 11 | -1 | 700 |
| 11 Jun | 351.85 | 27.5 | 0.5 (1.85%) | 19.76 | 18 | 0 | 701 |
| 10 Jun | 351.65 | 26.75 | 3.75 (16.30%) | 15.45 | 27 | 2 | 702 |
| 9 Jun | 355.65 | 22.95 | 4.95 (27.50%) | 10.42 | 19 | -10 | 700 |
| 8 Jun | 362.40 | 18.55 | -0.45 (-2.37%) | 18.32 | 78 | 12 | 713 |
| 5 Jun | 361.65 | 18.55 | 3.8 (25.76%) | 17.82 | 90 | 4 | 701 |
| 4 Jun | 366.40 | 15.3 | 0.55 (3.73%) | 16.12 | 51 | 15 | 697 |
| 3 Jun | 366.80 | 14.7 | 1.2 (8.89%) | 17.63 | 116 | 6 | 688 |
| 2 Jun | 367.40 | 13.4 | 5.9 (78.67%) | 15.87 | 1,102 | -100 | 686 |
| 1 Jun | 378.70 | 7.75 | 3.55 (84.52%) | 17.74 | 3,597 | 276 | 784 |
| 29 May | 386.90 | 4.2 | 1.95 (86.67%) | 17.92 | 1,292 | -31 | 507 |
| 27 May | 398.15 | 2.3 | -1.95 (-45.88%) | 18.79 | 818 | -64 | 538 |
| 26 May | 389.70 | 4.55 | 0.7 (18.18%) | 19.85 | 706 | 102 | 602 |
| 25 May | 390.05 | 3.65 | -1.15 (-23.96%) | 18.1 | 414 | 72 | 500 |
| 22 May | 388.65 | 5 | -2 (-28.57%) | 18.08 | 410 | 44 | 429 |
| 21 May | 388.80 | 7 | 1 (16.67%) | 22.4 | 133 | 47 | 384 |
| 20 May | 392.45 | 6 | -1 (-14.29%) | 23.2 | 129 | 61 | 338 |
| 19 May | 389.40 | 8 | 0 (0.00%) | 23.04 | 92 | 24 | 275 |
| 18 May | 388.30 | 8 | 2 (33.33%) | 23.85 | 89 | 14 | 251 |
| 15 May | 395.25 | 6 | 0 (0.00%) | 23.76 | 92 | 82 | 237 |
| 14 May | 396.30 | 6 | -1.4 (-18.92%) | 24.15 | 22 | 10 | 155 |
| 13 May | 390.45 | 7.35 | 0.7 (10.53%) | 0 | 36 | 4 | 145 |
| 12 May | 392.70 | 6.7 | 0.1 (1.52%) | 0 | 52 | 0 | 141 |
| 11 May | 392.95 | 6.8 | 1.8 (36.00%) | 0 | 129 | 90 | 140 |
| 8 May | 402.15 | 5 | -1.4 (-21.88%) | 23.35 | 18 | 5 | 50 |
| 7 May | 400.35 | 7.05 | 7.05 (0.71%) | 23.09 | 0 | 0 | 45 |
| 6 May | 394.85 | 7.05 | 0.05 (0.71%) | 23.09 | 16 | 9 | 45 |
| 5 May | 398.65 | 7 | 0 (0.00%) | 24.4 | 1 | 0 | 35 |
| 4 May | 400.05 | 7 | 0 (0.00%) | 25.08 | 1 | 5 | 34 |
| 30 Apr | 399.15 | 7 | 0.05 (0.72%) | 24.91 | 8 | 5 | 34 |
| 29 Apr | 401.30 | 7 | -1.1 (-13.58%) | 25.17 | 33 | 6 | 30 |
| 28 Apr | 406.85 | 8.1 | -1.8 (-18.18%) | - | 0 | 0 | 24 |
| 27 Apr | 410.20 | 8.1 | -1.8 (-18.18%) | - | 0 | 0 | 24 |
| 24 Apr | 401.85 | 8.1 | -1.8 (-18.18%) | - | 0 | 0 | 24 |
| 23 Apr | 402.25 | 8.1 | -1.8 (-18.18%) | - | 0 | 0 | 24 |
| 22 Apr | 405.40 | 8.1 | -1.8 (-18.18%) | 24.01 | 0 | 0 | 24 |
| 21 Apr | 396.20 | 8.1 | 0.5 (6.58%) | 24.01 | 2 | 1 | 24 |
| 20 Apr | 398.00 | 7.8 | 0.2 (2.63%) | - | 0 | 0 | 23 |
| 17 Apr | 393.60 | 7.8 | -13.95 (-64.14%) | 21.79 | 24 | 22 | 22 |
| 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%) | 1.61 | 0 | 0 | 0 |
| 9 Apr | 378.65 | 21.75 | 0 (0.00%) | 1.45 | 0 | 0 | 0 |
| 8 Apr | 374.15 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 7 Apr | 368.85 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 6 Apr | 366.10 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 2 Apr | 359.65 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
For Ntpc Ltd - strike price 380 expiring on 30JUN2026
Delta for 380 PE is -0.94
Historical price for 380 PE is as follows
On 25 Jun NTPC was trading at 352.05. The strike last trading price was 28, which was 9 higher than the previous day. The implied volatity was 39.36, the open interest changed by -16 which decreased total open position to 513
On 24 Jun NTPC was trading at 357.05. The strike last trading price was 19, which was 3 higher than the previous day. The implied volatity was 18.77, the open interest changed by -15 which decreased total open position to 530
On 23 Jun NTPC was trading at 364.60. The strike last trading price was 17, which was 3 higher than the previous day. The implied volatity was 27.65, the open interest changed by 19 which increased total open position to 544
On 22 Jun NTPC was trading at 367.05. The strike last trading price was 14, which was -1 lower than the previous day. The implied volatity was 24.88, the open interest changed by -10 which decreased total open position to 525
On 19 Jun NTPC was trading at 365.80. The strike last trading price was 15, which was -3 lower than the previous day. The implied volatity was 23.88, the open interest changed by -145 which decreased total open position to 535
On 18 Jun NTPC was trading at 361.95. The strike last trading price was 18, which was -6 lower than the previous day. The implied volatity was 19.13, the open interest changed by -12 which decreased total open position to 680
On 17 Jun NTPC was trading at 355.55. The strike last trading price was 24, which was -1 lower than the previous day. The implied volatity was 18.22, the open interest changed by 0 which decreased total open position to 692
On 16 Jun NTPC was trading at 355.55. The strike last trading price was 25, which was -5 lower than the previous day. The implied volatity was 25.15, the open interest changed by -2 which decreased total open position to 692
On 15 Jun NTPC was trading at 348.10. The strike last trading price was 30, which was 4 higher than the previous day. The implied volatity was 27.81, the open interest changed by -5 which decreased total open position to 695
On 12 Jun NTPC was trading at 353.90. The strike last trading price was 26, which was -2 lower than the previous day. The implied volatity was 22.44, the open interest changed by -1 which decreased total open position to 700
On 11 Jun NTPC was trading at 351.85. The strike last trading price was 27.5, which was 0.5 higher than the previous day. The implied volatity was 19.76, the open interest changed by 0 which decreased total open position to 701
On 10 Jun NTPC was trading at 351.65. The strike last trading price was 26.75, which was 3.75 higher than the previous day. The implied volatity was 15.45, the open interest changed by 2 which increased total open position to 702
On 9 Jun NTPC was trading at 355.65. The strike last trading price was 22.95, which was 4.95 higher than the previous day. The implied volatity was 10.42, the open interest changed by -10 which decreased total open position to 700
On 8 Jun NTPC was trading at 362.40. The strike last trading price was 18.55, which was -0.45 lower than the previous day. The implied volatity was 18.32, the open interest changed by 12 which increased total open position to 713
On 5 Jun NTPC was trading at 361.65. The strike last trading price was 18.55, which was 3.8 higher than the previous day. The implied volatity was 17.82, the open interest changed by 4 which increased total open position to 701
On 4 Jun NTPC was trading at 366.40. The strike last trading price was 15.3, which was 0.55 higher than the previous day. The implied volatity was 16.12, the open interest changed by 15 which increased total open position to 697
On 3 Jun NTPC was trading at 366.80. The strike last trading price was 14.7, which was 1.2 higher than the previous day. The implied volatity was 17.63, the open interest changed by 6 which increased total open position to 688
On 2 Jun NTPC was trading at 367.40. The strike last trading price was 13.4, which was 5.9 higher than the previous day. The implied volatity was 15.87, the open interest changed by -100 which decreased total open position to 686
On 1 Jun NTPC was trading at 378.70. The strike last trading price was 7.75, which was 3.55 higher than the previous day. The implied volatity was 17.74, the open interest changed by 276 which increased total open position to 784
On 29 May NTPC was trading at 386.90. The strike last trading price was 4.2, which was 1.95 higher than the previous day. The implied volatity was 17.92, the open interest changed by -31 which decreased total open position to 507
On 27 May NTPC was trading at 398.15. The strike last trading price was 2.3, which was -1.95 lower than the previous day. The implied volatity was 18.79, the open interest changed by -64 which decreased total open position to 538
On 26 May NTPC was trading at 389.70. The strike last trading price was 4.55, which was 0.7 higher than the previous day. The implied volatity was 19.85, the open interest changed by 102 which increased total open position to 602
On 25 May NTPC was trading at 390.05. The strike last trading price was 3.65, which was -1.15 lower than the previous day. The implied volatity was 18.1, the open interest changed by 72 which increased total open position to 500
On 22 May NTPC was trading at 388.65. The strike last trading price was 5, which was -2 lower than the previous day. The implied volatity was 18.08, the open interest changed by 44 which increased total open position to 429
On 21 May NTPC was trading at 388.80. The strike last trading price was 7, which was 1 higher than the previous day. The implied volatity was 22.4, the open interest changed by 47 which increased total open position to 384
On 20 May NTPC was trading at 392.45. The strike last trading price was 6, which was -1 lower than the previous day. The implied volatity was 23.2, the open interest changed by 61 which increased total open position to 338
On 19 May NTPC was trading at 389.40. The strike last trading price was 8, which was 0 lower than the previous day. The implied volatity was 23.04, the open interest changed by 24 which increased total open position to 275
On 18 May NTPC was trading at 388.30. The strike last trading price was 8, which was 2 higher than the previous day. The implied volatity was 23.85, the open interest changed by 14 which increased total open position to 251
On 15 May NTPC was trading at 395.25. The strike last trading price was 6, which was 0 lower than the previous day. The implied volatity was 23.76, the open interest changed by 82 which increased total open position to 237
On 14 May NTPC was trading at 396.30. The strike last trading price was 6, which was -1.4 lower than the previous day. The implied volatity was 24.15, the open interest changed by 10 which increased total open position to 155
On 13 May NTPC was trading at 390.45. The strike last trading price was 7.35, which was 0.7 higher than the previous day. The implied volatity was 0, the open interest changed by 4 which increased total open position to 145
On 12 May NTPC was trading at 392.70. The strike last trading price was 6.7, which was 0.1 higher than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 141
On 11 May NTPC was trading at 392.95. The strike last trading price was 6.8, which was 1.8 higher than the previous day. The implied volatity was 0, the open interest changed by 90 which increased total open position to 140
On 8 May NTPC was trading at 402.15. The strike last trading price was 5, which was -1.4 lower than the previous day. The implied volatity was 23.35, the open interest changed by 5 which increased total open position to 50
On 7 May NTPC was trading at 400.35. The strike last trading price was 7.05, which was 7.05 higher than the previous day. The implied volatity was 23.09, the open interest changed by 0 which decreased total open position to 45
On 6 May NTPC was trading at 394.85. The strike last trading price was 7.05, which was 0.05 higher than the previous day. The implied volatity was 23.09, the open interest changed by 9 which increased total open position to 45
On 5 May NTPC was trading at 398.65. The strike last trading price was 7, which was 0 lower than the previous day. The implied volatity was 24.4, the open interest changed by 0 which decreased total open position to 35
On 4 May NTPC was trading at 400.05. The strike last trading price was 7, which was 0 lower than the previous day. The implied volatity was 25.08, the open interest changed by 5 which increased total open position to 34
On 30 Apr NTPC was trading at 399.15. The strike last trading price was 7, which was 0.05 higher than the previous day. The implied volatity was 24.91, the open interest changed by 5 which increased total open position to 34
On 29 Apr NTPC was trading at 401.30. The strike last trading price was 7, which was -1.1 lower than the previous day. The implied volatity was 25.17, the open interest changed by 6 which increased total open position to 30
On 28 Apr NTPC was trading at 406.85. The strike last trading price was 8.1, which was -1.8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 24
On 27 Apr NTPC was trading at 410.20. The strike last trading price was 8.1, which was -1.8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 24
On 24 Apr NTPC was trading at 401.85. The strike last trading price was 8.1, which was -1.8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 24
On 23 Apr NTPC was trading at 402.25. The strike last trading price was 8.1, which was -1.8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 24
On 22 Apr NTPC was trading at 405.40. The strike last trading price was 8.1, which was -1.8 lower than the previous day. The implied volatity was 24.01, the open interest changed by 0 which decreased total open position to 24
On 21 Apr NTPC was trading at 396.20. The strike last trading price was 8.1, which was 0.5 higher than the previous day. The implied volatity was 24.01, the open interest changed by 1 which increased total open position to 24
On 20 Apr NTPC was trading at 398.00. The strike last trading price was 7.8, which was 0.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 23
On 17 Apr NTPC was trading at 393.60. The strike last trading price was 7.8, which was -13.95 lower than the previous day. The implied volatity was 21.79, the open interest changed by 22 which increased total open position to 22
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 1.61, 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 21.75, which was 0 lower than the previous day. The implied volatity was 1.45, 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 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 Apr NTPC was trading at 368.85. 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 6 Apr NTPC was trading at 366.10. 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 2 Apr NTPC was trading at 359.65. 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
