NTPC
Ntpc Ltd
Historical option data for NTPC
24 Apr 2026 01:31 PM IST
| NTPC 28-Apr-2026 (4d) 395 CE | ||||||||||||||||
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Delta: 0.85
Vega: 0
Theta: -0.11
Gamma: 0.04174
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 400.40 | 4.65 | -2.3999999999999995 | 12.81 | 1,219 | -11 | 5,437 | |||||||||
| 23 Apr | 402.25 | 7.3 | -2.6000000000000005 | 16.71 | 662 | -11 | 5,448 | |||||||||
| 22 Apr | 405.40 | 10.1 | 5.1 | 18.11 | 2,354 | -45 | 5,461 | |||||||||
| 21 Apr | 396.20 | 5 | -1.25 | 18.73 | 2,458 | 3 | 5,512 | |||||||||
| 20 Apr | 398.00 | 6.2 | 1.0499999999999998 | 17.68 | 8,154 | -65 | 5,509 | |||||||||
| 17 Apr | 393.60 | 4.8 | 0.4500000000000002 | 18.44 | 13,367 | 2,988 | 5,575 | |||||||||
| 16 Apr | 390.80 | 4.55 | -0.25 | 20.77 | 6,984 | 103 | 2,587 | |||||||||
| 15 Apr | 392.60 | 4.7 | 0.8500000000000001 | 19.14 | 7,557 | 1,651 | 2,512 | |||||||||
| 13 Apr | 386.25 | 3.8 | 1.7999999999999998 | 22.17 | 3,655 | 447 | 866 | |||||||||
| 10 Apr | 380.15 | 2 | -0.2999999999999998 | 19.56 | 1,575 | 61 | 419 | |||||||||
| 9 Apr | 378.65 | 2.4 | 0.5 | 20.36 | 1,615 | 121 | 359 | |||||||||
| 8 Apr | 374.15 | 1.75 | 0.25 | 22.59 | 511 | -63 | 238 | |||||||||
| 7 Apr | 368.85 | 1.55 | 0.1 | 24.55 | 275 | 45 | 300 | |||||||||
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| 6 Apr | 366.10 | 1.4 | 0.3 | 24.23 | 179 | 2 | 256 | |||||||||
| 2 Apr | 359.65 | 1.15 | -1.2 | 25.48 | 422 | 8 | 254 | |||||||||
| 1 Apr | 364.65 | 2.3 | -1.2 | 25.86 | 495 | 135 | 250 | |||||||||
| 30 Mar | 370.65 | 3.55 | -1.9 | 25.99 | 416 | -20 | 113 | |||||||||
| 27 Mar | 375.65 | 5.45 | 0.05 | 25.22 | 258 | -80 | 130 | |||||||||
| 25 Mar | 378.40 | 5.35 | -0.35 | 23.02 | 249 | 160 | 210 | |||||||||
| 24 Mar | 375.55 | 5.85 | -0.15 | 26 | 76 | 26 | 49 | |||||||||
| 23 Mar | 372.40 | 6 | 0.35 | 28.79 | 7 | 4 | 22 | |||||||||
| 20 Mar | 380.95 | 5.65 | -3.15 | - | 0 | 0 | 18 | |||||||||
| 19 Mar | 374.05 | 5.65 | -3.15 | 23.59 | 23 | 8 | 17 | |||||||||
| 18 Mar | 378.50 | 8.8 | 0.55 | - | 0 | 0 | 9 | |||||||||
| 17 Mar | 383.35 | 8.8 | 0.55 | 23.07 | 9 | -3 | 5 | |||||||||
| 16 Mar | 382.40 | 8.25 | -2.1 | 23.44 | 5 | 0 | 5 | |||||||||
| 13 Mar | 384.45 | 10.5 | 5.45 | 24.25 | 11 | 5 | 5 | |||||||||
| 12 Mar | 390.55 | 5.05 | 0 | 0.07 | 0 | 0 | 0 | |||||||||
| 11 Mar | 379.90 | 5.05 | 0 | 2.44 | 0 | 0 | 0 | |||||||||
| 10 Mar | 377.30 | 5.05 | 0 | 2.68 | 0 | 0 | 0 | |||||||||
| 9 Mar | 376.25 | 5.05 | 0 | 2.97 | 0 | 0 | 0 | |||||||||
| 6 Mar | 380.60 | 5.05 | 0 | 1.72 | 0 | 0 | 0 | |||||||||
| 5 Mar | 378.05 | 5.05 | 0 | 2.37 | 0 | 0 | 0 | |||||||||
| 4 Mar | 365.80 | 5.05 | 0 | 5.02 | 0 | 0 | 0 | |||||||||
| 2 Mar | 377.55 | 5.05 | 0 | 2.41 | 0 | 0 | 0 | |||||||||
| 27 Feb | 381.90 | 5.05 | 0 | 1.3 | 0 | 0 | 0 | |||||||||
| 26 Feb | 381.90 | 5.05 | 0 | 1.17 | 0 | 0 | 0 | |||||||||
| 25 Feb | 384.90 | 5.05 | 0 | 0.53 | 0 | 0 | 0 | |||||||||
For Ntpc Ltd - strike price 395 expiring on 28APR2026
Delta for 395 CE is 0.85
Historical price for 395 CE is as follows
On 24 Apr NTPC was trading at 400.40. The strike last trading price was 4.65, which was -2.3999999999999995 lower than the previous day. The implied volatity was 12.81, the open interest changed by -11 which decreased total open position to 5437
On 23 Apr NTPC was trading at 402.25. The strike last trading price was 7.3, which was -2.6000000000000005 lower than the previous day. The implied volatity was 16.71, the open interest changed by -11 which decreased total open position to 5448
On 22 Apr NTPC was trading at 405.40. The strike last trading price was 10.1, which was 5.1 higher than the previous day. The implied volatity was 18.11, the open interest changed by -45 which decreased total open position to 5461
On 21 Apr NTPC was trading at 396.20. The strike last trading price was 5, which was -1.25 lower than the previous day. The implied volatity was 18.73, the open interest changed by 3 which increased total open position to 5512
On 20 Apr NTPC was trading at 398.00. The strike last trading price was 6.2, which was 1.0499999999999998 higher than the previous day. The implied volatity was 17.68, the open interest changed by -65 which decreased total open position to 5509
On 17 Apr NTPC was trading at 393.60. The strike last trading price was 4.8, which was 0.4500000000000002 higher than the previous day. The implied volatity was 18.44, the open interest changed by 2988 which increased total open position to 5575
On 16 Apr NTPC was trading at 390.80. The strike last trading price was 4.55, which was -0.25 lower than the previous day. The implied volatity was 20.77, the open interest changed by 103 which increased total open position to 2587
On 15 Apr NTPC was trading at 392.60. The strike last trading price was 4.7, which was 0.8500000000000001 higher than the previous day. The implied volatity was 19.14, the open interest changed by 1651 which increased total open position to 2512
On 13 Apr NTPC was trading at 386.25. The strike last trading price was 3.8, which was 1.7999999999999998 higher than the previous day. The implied volatity was 22.17, the open interest changed by 447 which increased total open position to 866
On 10 Apr NTPC was trading at 380.15. The strike last trading price was 2, which was -0.2999999999999998 lower than the previous day. The implied volatity was 19.56, the open interest changed by 61 which increased total open position to 419
On 9 Apr NTPC was trading at 378.65. The strike last trading price was 2.4, which was 0.5 higher than the previous day. The implied volatity was 20.36, the open interest changed by 121 which increased total open position to 359
On 8 Apr NTPC was trading at 374.15. The strike last trading price was 1.75, which was 0.25 higher than the previous day. The implied volatity was 22.59, the open interest changed by -63 which decreased total open position to 238
On 7 Apr NTPC was trading at 368.85. The strike last trading price was 1.55, which was 0.1 higher than the previous day. The implied volatity was 24.55, the open interest changed by 45 which increased total open position to 300
On 6 Apr NTPC was trading at 366.10. The strike last trading price was 1.4, which was 0.3 higher than the previous day. The implied volatity was 24.23, the open interest changed by 2 which increased total open position to 256
On 2 Apr NTPC was trading at 359.65. The strike last trading price was 1.15, which was -1.2 lower than the previous day. The implied volatity was 25.48, the open interest changed by 8 which increased total open position to 254
On 1 Apr NTPC was trading at 364.65. The strike last trading price was 2.3, which was -1.2 lower than the previous day. The implied volatity was 25.86, the open interest changed by 135 which increased total open position to 250
On 30 Mar NTPC was trading at 370.65. The strike last trading price was 3.55, which was -1.9 lower than the previous day. The implied volatity was 25.99, the open interest changed by -20 which decreased total open position to 113
On 27 Mar NTPC was trading at 375.65. The strike last trading price was 5.45, which was 0.05 higher than the previous day. The implied volatity was 25.22, the open interest changed by -80 which decreased total open position to 130
On 25 Mar NTPC was trading at 378.40. The strike last trading price was 5.35, which was -0.35 lower than the previous day. The implied volatity was 23.02, the open interest changed by 160 which increased total open position to 210
On 24 Mar NTPC was trading at 375.55. The strike last trading price was 5.85, which was -0.15 lower than the previous day. The implied volatity was 26, the open interest changed by 26 which increased total open position to 49
On 23 Mar NTPC was trading at 372.40. The strike last trading price was 6, which was 0.35 higher than the previous day. The implied volatity was 28.79, the open interest changed by 4 which increased total open position to 22
On 20 Mar NTPC was trading at 380.95. The strike last trading price was 5.65, which was -3.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 18
On 19 Mar NTPC was trading at 374.05. The strike last trading price was 5.65, which was -3.15 lower than the previous day. The implied volatity was 23.59, the open interest changed by 8 which increased total open position to 17
On 18 Mar NTPC was trading at 378.50. The strike last trading price was 8.8, which was 0.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 17 Mar NTPC was trading at 383.35. The strike last trading price was 8.8, which was 0.55 higher than the previous day. The implied volatity was 23.07, the open interest changed by -3 which decreased total open position to 5
On 16 Mar NTPC was trading at 382.40. The strike last trading price was 8.25, which was -2.1 lower than the previous day. The implied volatity was 23.44, the open interest changed by 0 which decreased total open position to 5
On 13 Mar NTPC was trading at 384.45. The strike last trading price was 10.5, which was 5.45 higher than the previous day. The implied volatity was 24.25, the open interest changed by 5 which increased total open position to 5
On 12 Mar NTPC was trading at 390.55. The strike last trading price was 5.05, 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 Mar NTPC was trading at 379.90. The strike last trading price was 5.05, which was 0 lower than the previous day. The implied volatity was 2.44, the open interest changed by 0 which decreased total open position to 0
On 10 Mar NTPC was trading at 377.30. The strike last trading price was 5.05, which was 0 lower than the previous day. The implied volatity was 2.68, the open interest changed by 0 which decreased total open position to 0
On 9 Mar NTPC was trading at 376.25. The strike last trading price was 5.05, which was 0 lower than the previous day. The implied volatity was 2.97, the open interest changed by 0 which decreased total open position to 0
On 6 Mar NTPC was trading at 380.60. The strike last trading price was 5.05, which was 0 lower than the previous day. The implied volatity was 1.72, the open interest changed by 0 which decreased total open position to 0
On 5 Mar NTPC was trading at 378.05. The strike last trading price was 5.05, which was 0 lower than the previous day. The implied volatity was 2.37, the open interest changed by 0 which decreased total open position to 0
On 4 Mar NTPC was trading at 365.80. The strike last trading price was 5.05, which was 0 lower than the previous day. The implied volatity was 5.02, the open interest changed by 0 which decreased total open position to 0
On 2 Mar NTPC was trading at 377.55. The strike last trading price was 5.05, which was 0 lower than the previous day. The implied volatity was 2.41, the open interest changed by 0 which decreased total open position to 0
On 27 Feb NTPC was trading at 381.90. The strike last trading price was 5.05, which was 0 lower than the previous day. The implied volatity was 1.3, the open interest changed by 0 which decreased total open position to 0
On 26 Feb NTPC was trading at 381.90. The strike last trading price was 5.05, which was 0 lower than the previous day. The implied volatity was 1.17, the open interest changed by 0 which decreased total open position to 0
On 25 Feb NTPC was trading at 384.90. The strike last trading price was 5.05, which was 0 lower than the previous day. The implied volatity was 0.53, the open interest changed by 0 which decreased total open position to 0
| NTPC 28-Apr-2026 (4d) 395 PE | |||||||
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Delta: -0.14
Vega: 0
Theta: -0.09
Gamma: 0.0416
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 400.40 | 0.4 | -0.25 | 12.33 | 2,371 | 149 | 2,214 |
| 23 Apr | 402.25 | 0.65 | -0.15000000000000002 | 16.61 | 4,534 | -126 | 2,055 |
| 22 Apr | 405.40 | 0.7 | -2.75 | 18.54 | 8,042 | 437 | 2,181 |
| 21 Apr | 396.20 | 3.45 | 0.15000000000000036 | 18.67 | 2,933 | -27 | 1,740 |
| 20 Apr | 398.00 | 3.4 | -1.9499999999999997 | 21.31 | 5,507 | 502 | 1,756 |
| 17 Apr | 393.60 | 5.5 | -2.3499999999999996 | 18.7 | 3,276 | 566 | 1,249 |
| 16 Apr | 390.80 | 7.3 | 0.14999999999999947 | 19.46 | 2,147 | 245 | 683 |
| 15 Apr | 392.60 | 7.3 | -4.250000000000001 | 20.47 | 912 | 396 | 438 |
| 13 Apr | 386.25 | 11.55 | -7.099999999999998 | 21.4 | 95 | 33 | 43 |
| 10 Apr | 380.15 | 18.65 | -5.150000000000002 | 21.63 | 19 | 0 | 10 |
| 9 Apr | 378.65 | 23.8 | -4.5 | - | 0 | 0 | 10 |
| 8 Apr | 374.15 | 23.8 | -4.5 | 31.31 | 2 | 1 | 9 |
| 7 Apr | 368.85 | 28.3 | -12.5 | 33.93 | 3 | 0 | 8 |
| 6 Apr | 366.10 | 40.8 | -8.5 | - | 0 | 0 | 8 |
| 2 Apr | 359.65 | 40.8 | -8.5 | 49.76 | 11 | 8 | 8 |
| 1 Apr | 364.65 | 49.3 | 0 | - | 0 | 0 | 0 |
| 30 Mar | 370.65 | 49.3 | 0 | - | 0 | 0 | 0 |
| 27 Mar | 375.65 | 49.3 | 0 | - | 0 | 0 | 0 |
| 25 Mar | 378.40 | 49.3 | 0 | - | 0 | 0 | 0 |
| 24 Mar | 375.55 | 49.3 | 0 | - | 0 | 0 | 0 |
| 23 Mar | 372.40 | 49.3 | 0 | - | 0 | 0 | 0 |
| 20 Mar | 380.95 | 49.3 | 0 | - | 0 | 0 | 0 |
| 19 Mar | 374.05 | 49.3 | 0 | - | 0 | 0 | 0 |
| 18 Mar | 378.50 | 49.3 | 0 | - | 0 | 0 | 0 |
| 17 Mar | 383.35 | 49.3 | 0 | - | 0 | 0 | 0 |
| 16 Mar | 382.40 | 49.3 | 0 | - | 0 | 0 | 0 |
| 13 Mar | 384.45 | 49.3 | 0 | 0.06 | 0 | 0 | 0 |
| 12 Mar | 390.55 | 49.3 | 0 | 0.28 | 0 | 0 | 0 |
| 11 Mar | 379.90 | 49.3 | 0 | - | 0 | 0 | 0 |
| 10 Mar | 377.30 | 49.3 | 0 | - | 0 | 0 | 0 |
| 9 Mar | 376.25 | 49.3 | 0 | - | 0 | 0 | 0 |
| 6 Mar | 380.60 | 49.3 | 0 | - | 0 | 0 | 0 |
| 5 Mar | 378.05 | 49.3 | 0 | - | 0 | 0 | 0 |
| 4 Mar | 365.80 | 49.3 | 0 | - | 0 | 0 | 0 |
| 2 Mar | 377.55 | 49.3 | 0 | - | 0 | 0 | 0 |
| 27 Feb | 381.90 | 49.3 | 0 | - | 0 | 0 | 0 |
| 26 Feb | 381.90 | 49.3 | 0 | - | 0 | 0 | 0 |
| 25 Feb | 384.90 | 49.3 | 0 | - | 0 | 0 | 0 |
For Ntpc Ltd - strike price 395 expiring on 28APR2026
Delta for 395 PE is -0.14
Historical price for 395 PE is as follows
On 24 Apr NTPC was trading at 400.40. The strike last trading price was 0.4, which was -0.25 lower than the previous day. The implied volatity was 12.33, the open interest changed by 149 which increased total open position to 2214
On 23 Apr NTPC was trading at 402.25. The strike last trading price was 0.65, which was -0.15000000000000002 lower than the previous day. The implied volatity was 16.61, the open interest changed by -126 which decreased total open position to 2055
On 22 Apr NTPC was trading at 405.40. The strike last trading price was 0.7, which was -2.75 lower than the previous day. The implied volatity was 18.54, the open interest changed by 437 which increased total open position to 2181
On 21 Apr NTPC was trading at 396.20. The strike last trading price was 3.45, which was 0.15000000000000036 higher than the previous day. The implied volatity was 18.67, the open interest changed by -27 which decreased total open position to 1740
On 20 Apr NTPC was trading at 398.00. The strike last trading price was 3.4, which was -1.9499999999999997 lower than the previous day. The implied volatity was 21.31, the open interest changed by 502 which increased total open position to 1756
On 17 Apr NTPC was trading at 393.60. The strike last trading price was 5.5, which was -2.3499999999999996 lower than the previous day. The implied volatity was 18.7, the open interest changed by 566 which increased total open position to 1249
On 16 Apr NTPC was trading at 390.80. The strike last trading price was 7.3, which was 0.14999999999999947 higher than the previous day. The implied volatity was 19.46, the open interest changed by 245 which increased total open position to 683
On 15 Apr NTPC was trading at 392.60. The strike last trading price was 7.3, which was -4.250000000000001 lower than the previous day. The implied volatity was 20.47, the open interest changed by 396 which increased total open position to 438
On 13 Apr NTPC was trading at 386.25. The strike last trading price was 11.55, which was -7.099999999999998 lower than the previous day. The implied volatity was 21.4, the open interest changed by 33 which increased total open position to 43
On 10 Apr NTPC was trading at 380.15. The strike last trading price was 18.65, which was -5.150000000000002 lower than the previous day. The implied volatity was 21.63, the open interest changed by 0 which decreased total open position to 10
On 9 Apr NTPC was trading at 378.65. The strike last trading price was 23.8, which was -4.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10
On 8 Apr NTPC was trading at 374.15. The strike last trading price was 23.8, which was -4.5 lower than the previous day. The implied volatity was 31.31, the open interest changed by 1 which increased total open position to 9
On 7 Apr NTPC was trading at 368.85. The strike last trading price was 28.3, which was -12.5 lower than the previous day. The implied volatity was 33.93, the open interest changed by 0 which decreased total open position to 8
On 6 Apr NTPC was trading at 366.10. The strike last trading price was 40.8, which was -8.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 2 Apr NTPC was trading at 359.65. The strike last trading price was 40.8, which was -8.5 lower than the previous day. The implied volatity was 49.76, the open interest changed by 8 which increased total open position to 8
On 1 Apr NTPC was trading at 364.65. The strike last trading price was 49.3, 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 Mar NTPC was trading at 370.65. The strike last trading price was 49.3, 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 Mar NTPC was trading at 375.65. The strike last trading price was 49.3, 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 25 Mar NTPC was trading at 378.40. The strike last trading price was 49.3, 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 Mar NTPC was trading at 375.55. The strike last trading price was 49.3, 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 Mar NTPC was trading at 372.40. The strike last trading price was 49.3, 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 Mar NTPC was trading at 380.95. The strike last trading price was 49.3, 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 19 Mar NTPC was trading at 374.05. The strike last trading price was 49.3, 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 Mar NTPC was trading at 378.50. The strike last trading price was 49.3, 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 Mar NTPC was trading at 383.35. The strike last trading price was 49.3, 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 Mar NTPC was trading at 382.40. The strike last trading price was 49.3, 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 Mar NTPC was trading at 384.45. The strike last trading price was 49.3, which was 0 lower than the previous day. The implied volatity was 0.06, the open interest changed by 0 which decreased total open position to 0
On 12 Mar NTPC was trading at 390.55. The strike last trading price was 49.3, which was 0 lower than the previous day. The implied volatity was 0.28, the open interest changed by 0 which decreased total open position to 0
On 11 Mar NTPC was trading at 379.90. The strike last trading price was 49.3, 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 Mar NTPC was trading at 377.30. The strike last trading price was 49.3, 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 Mar NTPC was trading at 376.25. The strike last trading price was 49.3, 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 Mar NTPC was trading at 380.60. The strike last trading price was 49.3, 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 Mar NTPC was trading at 378.05. The strike last trading price was 49.3, 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 4 Mar NTPC was trading at 365.80. The strike last trading price was 49.3, 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 Mar NTPC was trading at 377.55. The strike last trading price was 49.3, 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 Feb NTPC was trading at 381.90. The strike last trading price was 49.3, 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 26 Feb NTPC was trading at 381.90. The strike last trading price was 49.3, 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 25 Feb NTPC was trading at 384.90. The strike last trading price was 49.3, 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
