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Historical option data for NTPC

02 Jun 2026 04:00 PM IST
NTPC 30-Jun-2026 (28d) 380 CE
Delta: 0.33
Vega: 0
Theta: -0.16
Gamma: 0.0161
Date Close Ltp Change IV Volume OI Chg OI
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 0.33

Historical price for 380 CE is as follows

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 (28d) 380 PE
Delta: -0.74
Vega: 0
Theta: -0.05
Gamma: 0.02004
Date Close Ltp Change IV Volume OI Chg OI
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 -0.74

Historical price for 380 PE is as follows

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