[--[65.84.65.76]--]

NTPC

Ntpc Ltd
400.35 -1.90 (-0.47%)
L: 399.2 H: 405.25

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Historical option data for NTPC

24 Apr 2026 01:29 PM IST
NTPC 28-Apr-2026 (4d) 400 CE
Delta: 0.54
Vega: 0
Theta: -0.3
Gamma: 0.05327
Date Close Ltp Change IV Volume OI Chg OI
24 Apr 400.40 1.9 -1.9500000000000002 16.92 4,694 190 5,016
23 Apr 402.25 4.45 -1.7000000000000002 12.6 4,887 -469 4,828
22 Apr 405.40 6.1 3.3499999999999996 11.25 17,675 -1,026 5,297
21 Apr 396.20 2.65 -1.0500000000000003 18.46 13,949 343 6,409
20 Apr 398.00 3.75 0.6499999999999999 17.88 21,757 1,102 6,052
17 Apr 393.60 2.7 0.050000000000000266 18 15,027 691 4,994
16 Apr 390.80 2.85 -0.1499999999999999 20.91 12,708 -89 4,304
15 Apr 392.60 2.85 0.3500000000000001 19.05 10,740 694 4,420
13 Apr 386.25 2.4 1.0499999999999998 21.99 12,835 -321 3,821
10 Apr 380.15 1.35 -0.2999999999999998 20.45 11,031 605 4,204
9 Apr 378.65 1.65 0.35 21.15 9,194 -386 3,594
8 Apr 374.15 1.3 0.15 23.71 4,762 499 3,975
7 Apr 368.85 1.1 -0.05 25.14 2,050 57 3,476
6 Apr 366.10 1.1 0.15 25.49 3,608 27 3,422
2 Apr 359.65 0.85 -0.9 26.07 4,664 550 3,455
1 Apr 364.65 1.75 -0.95 26.41 4,884 957 2,966
30 Mar 370.65 2.7 -1.4 26.27 1,853 609 2,011
27 Mar 375.65 4.25 0.05 25.45 1,131 216 1,402
25 Mar 378.40 4.2 -0.3 23.48 1,181 60 1,184
24 Mar 375.55 4.45 -0.35 25.69 674 134 1,129
23 Mar 372.40 4.85 -0.9 28.94 996 221 989
20 Mar 380.95 5.5 1 22.49 799 -19 776
19 Mar 374.05 4.45 -0.55 23.78 571 124 791
18 Mar 378.50 5.25 -1.7 22.1 631 100 666
17 Mar 383.35 6.75 -0.1 22.51 454 52 565
16 Mar 382.40 6.55 -2.15 23.23 561 93 518
13 Mar 384.45 8.65 -1.8 24.33 768 -34 424
12 Mar 390.55 10.4 4.8 21.81 884 215 460
11 Mar 379.90 5.65 0.5 21.45 149 10 244
10 Mar 377.30 5.15 -0.3 20.92 67 35 231
9 Mar 376.25 5.4 0.1 22.18 67 -2 194
6 Mar 380.60 5.65 1.2 18.63 177 15 190
5 Mar 378.05 4.3 1.8 17.95 207 43 173
4 Mar 365.80 2.2 -1.95 19.11 145 97 125
2 Mar 377.55 4.15 -2.35 17.25 63 20 27
27 Feb 381.90 6.5 -0.5 18.43 4 3 8
26 Feb 381.90 7 -1 18.34 2 1 4
25 Feb 384.90 8 3.75 17.65 4 2 2


For Ntpc Ltd - strike price 400 expiring on 28APR2026

Delta for 400 CE is 0.54

Historical price for 400 CE is as follows

On 24 Apr NTPC was trading at 400.40. The strike last trading price was 1.9, which was -1.9500000000000002 lower than the previous day. The implied volatity was 16.92, the open interest changed by 190 which increased total open position to 5016


On 23 Apr NTPC was trading at 402.25. The strike last trading price was 4.45, which was -1.7000000000000002 lower than the previous day. The implied volatity was 12.6, the open interest changed by -469 which decreased total open position to 4828


On 22 Apr NTPC was trading at 405.40. The strike last trading price was 6.1, which was 3.3499999999999996 higher than the previous day. The implied volatity was 11.25, the open interest changed by -1026 which decreased total open position to 5297


On 21 Apr NTPC was trading at 396.20. The strike last trading price was 2.65, which was -1.0500000000000003 lower than the previous day. The implied volatity was 18.46, the open interest changed by 343 which increased total open position to 6409


On 20 Apr NTPC was trading at 398.00. The strike last trading price was 3.75, which was 0.6499999999999999 higher than the previous day. The implied volatity was 17.88, the open interest changed by 1102 which increased total open position to 6052


On 17 Apr NTPC was trading at 393.60. The strike last trading price was 2.7, which was 0.050000000000000266 higher than the previous day. The implied volatity was 18, the open interest changed by 691 which increased total open position to 4994


On 16 Apr NTPC was trading at 390.80. The strike last trading price was 2.85, which was -0.1499999999999999 lower than the previous day. The implied volatity was 20.91, the open interest changed by -89 which decreased total open position to 4304


On 15 Apr NTPC was trading at 392.60. The strike last trading price was 2.85, which was 0.3500000000000001 higher than the previous day. The implied volatity was 19.05, the open interest changed by 694 which increased total open position to 4420


On 13 Apr NTPC was trading at 386.25. The strike last trading price was 2.4, which was 1.0499999999999998 higher than the previous day. The implied volatity was 21.99, the open interest changed by -321 which decreased total open position to 3821


On 10 Apr NTPC was trading at 380.15. The strike last trading price was 1.35, which was -0.2999999999999998 lower than the previous day. The implied volatity was 20.45, the open interest changed by 605 which increased total open position to 4204


On 9 Apr NTPC was trading at 378.65. The strike last trading price was 1.65, which was 0.35 higher than the previous day. The implied volatity was 21.15, the open interest changed by -386 which decreased total open position to 3594


On 8 Apr NTPC was trading at 374.15. The strike last trading price was 1.3, which was 0.15 higher than the previous day. The implied volatity was 23.71, the open interest changed by 499 which increased total open position to 3975


On 7 Apr NTPC was trading at 368.85. The strike last trading price was 1.1, which was -0.05 lower than the previous day. The implied volatity was 25.14, the open interest changed by 57 which increased total open position to 3476


On 6 Apr NTPC was trading at 366.10. The strike last trading price was 1.1, which was 0.15 higher than the previous day. The implied volatity was 25.49, the open interest changed by 27 which increased total open position to 3422


On 2 Apr NTPC was trading at 359.65. The strike last trading price was 0.85, which was -0.9 lower than the previous day. The implied volatity was 26.07, the open interest changed by 550 which increased total open position to 3455


On 1 Apr NTPC was trading at 364.65. The strike last trading price was 1.75, which was -0.95 lower than the previous day. The implied volatity was 26.41, the open interest changed by 957 which increased total open position to 2966


On 30 Mar NTPC was trading at 370.65. The strike last trading price was 2.7, which was -1.4 lower than the previous day. The implied volatity was 26.27, the open interest changed by 609 which increased total open position to 2011


On 27 Mar NTPC was trading at 375.65. The strike last trading price was 4.25, which was 0.05 higher than the previous day. The implied volatity was 25.45, the open interest changed by 216 which increased total open position to 1402


On 25 Mar NTPC was trading at 378.40. The strike last trading price was 4.2, which was -0.3 lower than the previous day. The implied volatity was 23.48, the open interest changed by 60 which increased total open position to 1184


On 24 Mar NTPC was trading at 375.55. The strike last trading price was 4.45, which was -0.35 lower than the previous day. The implied volatity was 25.69, the open interest changed by 134 which increased total open position to 1129


On 23 Mar NTPC was trading at 372.40. The strike last trading price was 4.85, which was -0.9 lower than the previous day. The implied volatity was 28.94, the open interest changed by 221 which increased total open position to 989


On 20 Mar NTPC was trading at 380.95. The strike last trading price was 5.5, which was 1 higher than the previous day. The implied volatity was 22.49, the open interest changed by -19 which decreased total open position to 776


On 19 Mar NTPC was trading at 374.05. The strike last trading price was 4.45, which was -0.55 lower than the previous day. The implied volatity was 23.78, the open interest changed by 124 which increased total open position to 791


On 18 Mar NTPC was trading at 378.50. The strike last trading price was 5.25, which was -1.7 lower than the previous day. The implied volatity was 22.1, the open interest changed by 100 which increased total open position to 666


On 17 Mar NTPC was trading at 383.35. The strike last trading price was 6.75, which was -0.1 lower than the previous day. The implied volatity was 22.51, the open interest changed by 52 which increased total open position to 565


On 16 Mar NTPC was trading at 382.40. The strike last trading price was 6.55, which was -2.15 lower than the previous day. The implied volatity was 23.23, the open interest changed by 93 which increased total open position to 518


On 13 Mar NTPC was trading at 384.45. The strike last trading price was 8.65, which was -1.8 lower than the previous day. The implied volatity was 24.33, the open interest changed by -34 which decreased total open position to 424


On 12 Mar NTPC was trading at 390.55. The strike last trading price was 10.4, which was 4.8 higher than the previous day. The implied volatity was 21.81, the open interest changed by 215 which increased total open position to 460


On 11 Mar NTPC was trading at 379.90. The strike last trading price was 5.65, which was 0.5 higher than the previous day. The implied volatity was 21.45, the open interest changed by 10 which increased total open position to 244


On 10 Mar NTPC was trading at 377.30. The strike last trading price was 5.15, which was -0.3 lower than the previous day. The implied volatity was 20.92, the open interest changed by 35 which increased total open position to 231


On 9 Mar NTPC was trading at 376.25. The strike last trading price was 5.4, which was 0.1 higher than the previous day. The implied volatity was 22.18, the open interest changed by -2 which decreased total open position to 194


On 6 Mar NTPC was trading at 380.60. The strike last trading price was 5.65, which was 1.2 higher than the previous day. The implied volatity was 18.63, the open interest changed by 15 which increased total open position to 190


On 5 Mar NTPC was trading at 378.05. The strike last trading price was 4.3, which was 1.8 higher than the previous day. The implied volatity was 17.95, the open interest changed by 43 which increased total open position to 173


On 4 Mar NTPC was trading at 365.80. The strike last trading price was 2.2, which was -1.95 lower than the previous day. The implied volatity was 19.11, the open interest changed by 97 which increased total open position to 125


On 2 Mar NTPC was trading at 377.55. The strike last trading price was 4.15, which was -2.35 lower than the previous day. The implied volatity was 17.25, the open interest changed by 20 which increased total open position to 27


On 27 Feb NTPC was trading at 381.90. The strike last trading price was 6.5, which was -0.5 lower than the previous day. The implied volatity was 18.43, the open interest changed by 3 which increased total open position to 8


On 26 Feb NTPC was trading at 381.90. The strike last trading price was 7, which was -1 lower than the previous day. The implied volatity was 18.34, the open interest changed by 1 which increased total open position to 4


On 25 Feb NTPC was trading at 384.90. The strike last trading price was 8, which was 3.75 higher than the previous day. The implied volatity was 17.65, the open interest changed by 2 which increased total open position to 2


NTPC 28-Apr-2026 (4d) 400 PE
Delta: -0.46
Vega: 0
Theta: -0.29
Gamma: 0.05417
Date Close Ltp Change IV Volume OI Chg OI
24 Apr 400.40 2.6 0.3999999999999999 16.64 4,330 -407 2,736
23 Apr 402.25 2.1 0.25 17.77 9,398 -298 3,153
22 Apr 405.40 1.75 -4.5 18.49 13,076 1,936 3,452
21 Apr 396.20 6.1 0.34999999999999964 18.42 4,772 65 1,521
20 Apr 398.00 5.85 -2.3499999999999996 21.08 3,842 572 1,460
17 Apr 393.60 8.65 -2.049999999999999 19.31 889 119 891
16 Apr 390.80 10.55 0.15000000000000036 21.6 738 71 773
15 Apr 392.60 10.6 -4.950000000000001 21.1 295 80 702
13 Apr 386.25 15.05 -5.75 20.85 158 30 621
10 Apr 380.15 20.8 -1.0500000000000007 23.87 66 -1 592
9 Apr 378.65 21.85 -7.15 29.02 65 4 594
8 Apr 374.15 29 -2.5 36.13 9 -3 589
7 Apr 368.85 31.2 -8.45 28.48 69 1 592
6 Apr 366.10 39.65 -0.4 55.06 5 0 591
2 Apr 359.65 40.8 6.2 35.2 28 3 590
1 Apr 364.65 35.2 5.45 35.56 98 -22 587
30 Mar 370.65 29.75 4.6 28.56 74 0 608
27 Mar 375.65 25.15 1.15 27.88 551 469 609
25 Mar 378.40 23.75 -3.95 26.34 58 12 137
24 Mar 375.55 27.7 -1 30.99 32 -8 125
23 Mar 372.40 28.7 7.7 25.96 33 -25 132
20 Mar 380.95 21 -2.2 24.17 1 0 156
19 Mar 374.05 23.2 1.25 - 36 0 156
18 Mar 378.50 23.2 1.25 26.85 36 -16 154
17 Mar 383.35 21.95 -2.45 28.65 4 1 168
16 Mar 382.40 24.4 3.85 30.84 12 -7 167
13 Mar 384.45 20.9 4.4 26.82 249 -21 179
12 Mar 390.55 16.75 -3.8 26.15 238 182 200
11 Mar 379.90 20.55 -1.95 19.1 2 1 17
10 Mar 377.30 22.5 -2.5 21.3 14 11 14
9 Mar 376.25 25 6.25 24.02 2 0 3
6 Mar 380.60 18.75 -34.7 18.72 3 2 2
5 Mar 378.05 53.45 0 - 0 0 0
4 Mar 365.80 53.45 0 - 0 0 0
2 Mar 377.55 53.45 0 - 0 0 0
27 Feb 381.90 53.45 0 - 0 0 0
26 Feb 381.90 53.45 0 - 0 0 0
25 Feb 384.90 53.45 0 - 0 0 0


For Ntpc Ltd - strike price 400 expiring on 28APR2026

Delta for 400 PE is -0.46

Historical price for 400 PE is as follows

On 24 Apr NTPC was trading at 400.40. The strike last trading price was 2.6, which was 0.3999999999999999 higher than the previous day. The implied volatity was 16.64, the open interest changed by -407 which decreased total open position to 2736


On 23 Apr NTPC was trading at 402.25. The strike last trading price was 2.1, which was 0.25 higher than the previous day. The implied volatity was 17.77, the open interest changed by -298 which decreased total open position to 3153


On 22 Apr NTPC was trading at 405.40. The strike last trading price was 1.75, which was -4.5 lower than the previous day. The implied volatity was 18.49, the open interest changed by 1936 which increased total open position to 3452


On 21 Apr NTPC was trading at 396.20. The strike last trading price was 6.1, which was 0.34999999999999964 higher than the previous day. The implied volatity was 18.42, the open interest changed by 65 which increased total open position to 1521


On 20 Apr NTPC was trading at 398.00. The strike last trading price was 5.85, which was -2.3499999999999996 lower than the previous day. The implied volatity was 21.08, the open interest changed by 572 which increased total open position to 1460


On 17 Apr NTPC was trading at 393.60. The strike last trading price was 8.65, which was -2.049999999999999 lower than the previous day. The implied volatity was 19.31, the open interest changed by 119 which increased total open position to 891


On 16 Apr NTPC was trading at 390.80. The strike last trading price was 10.55, which was 0.15000000000000036 higher than the previous day. The implied volatity was 21.6, the open interest changed by 71 which increased total open position to 773


On 15 Apr NTPC was trading at 392.60. The strike last trading price was 10.6, which was -4.950000000000001 lower than the previous day. The implied volatity was 21.1, the open interest changed by 80 which increased total open position to 702


On 13 Apr NTPC was trading at 386.25. The strike last trading price was 15.05, which was -5.75 lower than the previous day. The implied volatity was 20.85, the open interest changed by 30 which increased total open position to 621


On 10 Apr NTPC was trading at 380.15. The strike last trading price was 20.8, which was -1.0500000000000007 lower than the previous day. The implied volatity was 23.87, the open interest changed by -1 which decreased total open position to 592


On 9 Apr NTPC was trading at 378.65. The strike last trading price was 21.85, which was -7.15 lower than the previous day. The implied volatity was 29.02, the open interest changed by 4 which increased total open position to 594


On 8 Apr NTPC was trading at 374.15. The strike last trading price was 29, which was -2.5 lower than the previous day. The implied volatity was 36.13, the open interest changed by -3 which decreased total open position to 589


On 7 Apr NTPC was trading at 368.85. The strike last trading price was 31.2, which was -8.45 lower than the previous day. The implied volatity was 28.48, the open interest changed by 1 which increased total open position to 592


On 6 Apr NTPC was trading at 366.10. The strike last trading price was 39.65, which was -0.4 lower than the previous day. The implied volatity was 55.06, the open interest changed by 0 which decreased total open position to 591


On 2 Apr NTPC was trading at 359.65. The strike last trading price was 40.8, which was 6.2 higher than the previous day. The implied volatity was 35.2, the open interest changed by 3 which increased total open position to 590


On 1 Apr NTPC was trading at 364.65. The strike last trading price was 35.2, which was 5.45 higher than the previous day. The implied volatity was 35.56, the open interest changed by -22 which decreased total open position to 587


On 30 Mar NTPC was trading at 370.65. The strike last trading price was 29.75, which was 4.6 higher than the previous day. The implied volatity was 28.56, the open interest changed by 0 which decreased total open position to 608


On 27 Mar NTPC was trading at 375.65. The strike last trading price was 25.15, which was 1.15 higher than the previous day. The implied volatity was 27.88, the open interest changed by 469 which increased total open position to 609


On 25 Mar NTPC was trading at 378.40. The strike last trading price was 23.75, which was -3.95 lower than the previous day. The implied volatity was 26.34, the open interest changed by 12 which increased total open position to 137


On 24 Mar NTPC was trading at 375.55. The strike last trading price was 27.7, which was -1 lower than the previous day. The implied volatity was 30.99, the open interest changed by -8 which decreased total open position to 125


On 23 Mar NTPC was trading at 372.40. The strike last trading price was 28.7, which was 7.7 higher than the previous day. The implied volatity was 25.96, the open interest changed by -25 which decreased total open position to 132


On 20 Mar NTPC was trading at 380.95. The strike last trading price was 21, which was -2.2 lower than the previous day. The implied volatity was 24.17, the open interest changed by 0 which decreased total open position to 156


On 19 Mar NTPC was trading at 374.05. The strike last trading price was 23.2, which was 1.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 156


On 18 Mar NTPC was trading at 378.50. The strike last trading price was 23.2, which was 1.25 higher than the previous day. The implied volatity was 26.85, the open interest changed by -16 which decreased total open position to 154


On 17 Mar NTPC was trading at 383.35. The strike last trading price was 21.95, which was -2.45 lower than the previous day. The implied volatity was 28.65, the open interest changed by 1 which increased total open position to 168


On 16 Mar NTPC was trading at 382.40. The strike last trading price was 24.4, which was 3.85 higher than the previous day. The implied volatity was 30.84, the open interest changed by -7 which decreased total open position to 167


On 13 Mar NTPC was trading at 384.45. The strike last trading price was 20.9, which was 4.4 higher than the previous day. The implied volatity was 26.82, the open interest changed by -21 which decreased total open position to 179


On 12 Mar NTPC was trading at 390.55. The strike last trading price was 16.75, which was -3.8 lower than the previous day. The implied volatity was 26.15, the open interest changed by 182 which increased total open position to 200


On 11 Mar NTPC was trading at 379.90. The strike last trading price was 20.55, which was -1.95 lower than the previous day. The implied volatity was 19.1, the open interest changed by 1 which increased total open position to 17


On 10 Mar NTPC was trading at 377.30. The strike last trading price was 22.5, which was -2.5 lower than the previous day. The implied volatity was 21.3, the open interest changed by 11 which increased total open position to 14


On 9 Mar NTPC was trading at 376.25. The strike last trading price was 25, which was 6.25 higher than the previous day. The implied volatity was 24.02, the open interest changed by 0 which decreased total open position to 3


On 6 Mar NTPC was trading at 380.60. The strike last trading price was 18.75, which was -34.7 lower than the previous day. The implied volatity was 18.72, the open interest changed by 2 which increased total open position to 2


On 5 Mar NTPC was trading at 378.05. The strike last trading price was 53.45, 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 53.45, 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 53.45, 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 53.45, 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 53.45, 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 53.45, 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