NTPC
Ntpc Ltd
Historical option data for NTPC
25 Feb 2026 02:25 PM IST
| NTPC 30-MAR-2026 380 CE | ||||||||||||||||
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Delta: 0.71
Vega: 0.4
Theta: -0.17
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 25 Feb | 386.30 | 13.45 | 1.35 | 16.49 | 2,358 | -164 | 1,188 | |||||||||
| 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 0.71
Historical price for 380 CE is as follows
On 25 Feb NTPC was trading at 386.30. The strike last trading price was 13.45, which was 1.35 higher than the previous day. The implied volatity was 16.49, the open interest changed by -164 which decreased total open position to 1188
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: -0.34
Vega: 0.43
Theta: -0.11
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 25 Feb | 386.30 | 6.15 | -1.85 | 22.44 | 2,013 | 97 | 1,724 |
| 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 -0.34
Historical price for 380 PE is as follows
On 25 Feb NTPC was trading at 386.30. The strike last trading price was 6.15, which was -1.85 lower than the previous day. The implied volatity was 22.44, the open interest changed by 97 which increased total open position to 1724
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
