[--[65.84.65.76]--]

NTPC

Ntpc Ltd
400.7 +5.85 (1.48%)
L: 393.15 H: 401.95

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Historical option data for NTPC

07 May 2026 11:51 AM IST
NTPC 26-May-2026 (19d) 400 CE
Delta: 0.54
Vega: 0
Theta: -0.23
Gamma: 0.01952
Date Close Ltp Change IV Volume OI Chg OI
7 May 400.65 9 2.9000000000000004 (47.54%) 21.94 4,615 -82 5,659
6 May 394.85 6.05 -1.7999999999999998 (-22.93%) 21.56 6,170 1,147 5,743
5 May 398.65 7.95 -2.499999999999999 (-23.92%) 20.16 7,763 3,168 4,594
4 May 400.05 10.65 0.34999999999999964 (3.40%) 25.08 1,809 620 1,424
30 Apr 399.15 10.45 -1.9000000000000004 (-15.38%) 22.66 3,134 529 1,333
29 Apr 401.30 11.75 -4.399999999999999 (-27.24%) 24.91 1,219 163 803
28 Apr 406.85 16.25 -2.1499999999999986 (-11.68%) 25.42 660 -101 641
27 Apr 410.20 18.65 4.849999999999998 (35.14%) 22.22 1,140 -223 749
24 Apr 401.85 13.65 -1.299999999999999 (-8.70%) 26.08 850 -18 973
23 Apr 402.25 15.2 -1.3500000000000014 (-8.16%) 26.22 665 79 991
22 Apr 405.40 16.65 4.499999999999998 (37.04%) 25.77 1,627 82 911
21 Apr 396.20 12.05 -0.8999999999999986 (-6.95%) 26.07 816 196 828
20 Apr 398.00 12.75 1.5500000000000007 (13.84%) 25.8 966 227 632
17 Apr 393.60 10.85 1 (10.15%) 24.56 637 123 404
16 Apr 390.80 10.05 0 (0.00%) 24.15 477 43 282
15 Apr 392.60 9.85 0.9499999999999993 (10.67%) 23.43 449 19 239
13 Apr 386.25 8.7 2.9499999999999993 (51.30%) 25.09 389 140 219
10 Apr 380.15 5.6 0.09999999999999964 (1.82%) 22.33 115 58 79
9 Apr 378.65 5.5 -10.8 (-66.26%) 20.82 25 20 20
8 Apr 374.15 - - - 0 0 0
7 Apr 368.85 - - - 0 0 0
6 Apr 366.10 - - - 0 0 0
2 Apr 359.65 - - - 0 0 0
1 Apr 364.65 - - - 0 0 0
30 Mar 370.65 - - - 0 0 0
27 Mar 375.65 - - - 0 0 0
25 Mar 378.40 - - - 0 0 0
24 Mar 375.55 - - - 0 0 0
23 Mar 372.40 16.3 0 (0.00%) - 0 0 0
20 Mar 380.95 16.3 0 (0.00%) 2.18 0 0 0
19 Mar 374.05 16.3 0 (0.00%) 2.91 0 0 0
18 Mar 378.50 16.3 0 (0.00%) 2.68 0 0 0
17 Mar 383.35 16.3 0 (0.00%) 1.67 0 0 0
16 Mar 382.40 16.3 0 (0.00%) 2.18 0 0 0
13 Mar 384.45 16.3 0 (0.00%) 1.31 0 0 0
12 Mar 390.55 16.3 0 (0.00%) 1.99 0 0 0
11 Mar 379.90 16.3 0 (0.00%) 2.22 0 0 0
10 Mar 377.30 16.3 0 (0.00%) 2.61 0 0 0
9 Mar 376.25 16.3 0 (0.00%) 2.83 0 0 0
6 Mar 380.60 16.3 0 (0.00%) 1.86 0 0 0
5 Mar 378.05 16.3 0 (0.00%) 2.18 0 0 0
4 Mar 365.80 16.3 0 (0.00%) 2.25 0 0 0
2 Mar 377.55 16.3 0 (0.00%) 2.45 0 0 0
27 Feb 381.90 16.3 0 (0.00%) 1.22 0 0 0


For Ntpc Ltd - strike price 400 expiring on 26MAY2026

Delta for 400 CE is 0.54

Historical price for 400 CE is as follows

On 7 May NTPC was trading at 400.65. The strike last trading price was 9, which was 2.9000000000000004 higher than the previous day. The implied volatity was 21.94, the open interest changed by -82 which decreased total open position to 5659


On 6 May NTPC was trading at 394.85. The strike last trading price was 6.05, which was -1.7999999999999998 lower than the previous day. The implied volatity was 21.56, the open interest changed by 1147 which increased total open position to 5743


On 5 May NTPC was trading at 398.65. The strike last trading price was 7.95, which was -2.499999999999999 lower than the previous day. The implied volatity was 20.16, the open interest changed by 3168 which increased total open position to 4594


On 4 May NTPC was trading at 400.05. The strike last trading price was 10.65, which was 0.34999999999999964 higher than the previous day. The implied volatity was 25.08, the open interest changed by 620 which increased total open position to 1424


On 30 Apr NTPC was trading at 399.15. The strike last trading price was 10.45, which was -1.9000000000000004 lower than the previous day. The implied volatity was 22.66, the open interest changed by 529 which increased total open position to 1333


On 29 Apr NTPC was trading at 401.30. The strike last trading price was 11.75, which was -4.399999999999999 lower than the previous day. The implied volatity was 24.91, the open interest changed by 163 which increased total open position to 803


On 28 Apr NTPC was trading at 406.85. The strike last trading price was 16.25, which was -2.1499999999999986 lower than the previous day. The implied volatity was 25.42, the open interest changed by -101 which decreased total open position to 641


On 27 Apr NTPC was trading at 410.20. The strike last trading price was 18.65, which was 4.849999999999998 higher than the previous day. The implied volatity was 22.22, the open interest changed by -223 which decreased total open position to 749


On 24 Apr NTPC was trading at 401.85. The strike last trading price was 13.65, which was -1.299999999999999 lower than the previous day. The implied volatity was 26.08, the open interest changed by -18 which decreased total open position to 973


On 23 Apr NTPC was trading at 402.25. The strike last trading price was 15.2, which was -1.3500000000000014 lower than the previous day. The implied volatity was 26.22, the open interest changed by 79 which increased total open position to 991


On 22 Apr NTPC was trading at 405.40. The strike last trading price was 16.65, which was 4.499999999999998 higher than the previous day. The implied volatity was 25.77, the open interest changed by 82 which increased total open position to 911


On 21 Apr NTPC was trading at 396.20. The strike last trading price was 12.05, which was -0.8999999999999986 lower than the previous day. The implied volatity was 26.07, the open interest changed by 196 which increased total open position to 828


On 20 Apr NTPC was trading at 398.00. The strike last trading price was 12.75, which was 1.5500000000000007 higher than the previous day. The implied volatity was 25.8, the open interest changed by 227 which increased total open position to 632


On 17 Apr NTPC was trading at 393.60. The strike last trading price was 10.85, which was 1 higher than the previous day. The implied volatity was 24.56, the open interest changed by 123 which increased total open position to 404


On 16 Apr NTPC was trading at 390.80. The strike last trading price was 10.05, which was 0 lower than the previous day. The implied volatity was 24.15, the open interest changed by 43 which increased total open position to 282


On 15 Apr NTPC was trading at 392.60. The strike last trading price was 9.85, which was 0.9499999999999993 higher than the previous day. The implied volatity was 23.43, the open interest changed by 19 which increased total open position to 239


On 13 Apr NTPC was trading at 386.25. The strike last trading price was 8.7, which was 2.9499999999999993 higher than the previous day. The implied volatity was 25.09, the open interest changed by 140 which increased total open position to 219


On 10 Apr NTPC was trading at 380.15. The strike last trading price was 5.6, which was 0.09999999999999964 higher than the previous day. The implied volatity was 22.33, the open interest changed by 58 which increased total open position to 79


On 9 Apr NTPC was trading at 378.65. The strike last trading price was 5.5, which was -10.8 lower than the previous day. The implied volatity was 20.82, the open interest changed by 20 which increased total open position to 20


On 8 Apr NTPC was trading at 374.15. The strike last trading price was -, which was - 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 -, which was - 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 -, which was - 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 -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 1 Apr NTPC was trading at 364.65. The strike last trading price was -, which was - 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 -, which was - 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 -, which was - 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 -, which was - 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 -, which was - 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 16.3, 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 16.3, which was 0 lower than the previous day. The implied volatity was 2.18, 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 16.3, which was 0 lower than the previous day. The implied volatity was 2.91, 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 16.3, 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 17 Mar NTPC was trading at 383.35. The strike last trading price was 16.3, which was 0 lower than the previous day. The implied volatity was 1.67, 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 16.3, which was 0 lower than the previous day. The implied volatity was 2.18, 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 16.3, which was 0 lower than the previous day. The implied volatity was 1.31, 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 16.3, which was 0 lower than the previous day. The implied volatity was 1.99, 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 16.3, which was 0 lower than the previous day. The implied volatity was 2.22, 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 16.3, which was 0 lower than the previous day. The implied volatity was 2.61, 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 16.3, which was 0 lower than the previous day. The implied volatity was 2.83, 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 16.3, which was 0 lower than the previous day. The implied volatity was 1.86, 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 16.3, which was 0 lower than the previous day. The implied volatity was 2.18, 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 16.3, which was 0 lower than the previous day. The implied volatity was 2.25, 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 16.3, which was 0 lower than the previous day. The implied volatity was 2.45, 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 16.3, which was 0 lower than the previous day. The implied volatity was 1.22, the open interest changed by 0 which decreased total open position to 0


NTPC 26-May-2026 (19d) 400 PE
Delta: -0.46
Vega: 0
Theta: -0.15
Gamma: 0.02131
Date Close Ltp Change IV Volume OI Chg OI
7 May 400.65 6.7 -2.6000000000000005 (-27.96%) 20.13 1,522 -82 1,892
6 May 394.85 9.55 1.1000000000000014 (13.02%) 18.66 1,819 99 1,978
5 May 398.65 8.2 0.049999999999998934 (0.61%) 21.81 1,852 203 1,880
4 May 400.05 8 -1.6500000000000004 (-17.10%) 22.14 1,598 315 1,674
30 Apr 399.15 9.4 0.45000000000000107 (5.03%) 23.68 1,129 60 1,419
29 Apr 401.30 9.45 2.1999999999999993 (30.34%) 23.63 1,546 20 1,358
28 Apr 406.85 7.35 0.4499999999999993 (6.52%) 24.96 1,192 75 1,338
27 Apr 410.20 6.8 -3.1499999999999995 (-31.66%) 27.43 866 277 1,256
24 Apr 401.85 10 -0.1999999999999993 (-1.96%) 24.39 715 250 985
23 Apr 402.25 10 0.9000000000000004 (9.89%) 25.39 354 -77 734
22 Apr 405.40 9.1 -3.700000000000001 (-28.91%) 25.27 744 299 811
21 Apr 396.20 12.95 0.7999999999999989 (6.58%) 24.59 338 101 512
20 Apr 398.00 12.45 -1.5 (-10.75%) 25.05 370 200 410
17 Apr 393.60 14 -1.4499999999999993 (-9.39%) 23.03 124 78 210
16 Apr 390.80 15.55 0.75 (5.07%) 24.01 110 33 132
15 Apr 392.60 15 -3.6999999999999993 (-19.79%) 22.94 110 63 99
13 Apr 386.25 18.7 -3.8000000000000007 (-16.89%) 22.97 37 32 33
10 Apr 380.15 22.5 -4.449999999999999 (-16.51%) 21.76 1 0 0
9 Apr 378.65 26.95 0 (0.00%) - 0 0 0
8 Apr 374.15 - - - 0 0 0
7 Apr 368.85 - - - 0 0 0
6 Apr 366.10 - - - 0 0 0
2 Apr 359.65 - - - 0 0 0
1 Apr 364.65 - - - 0 0 0
30 Mar 370.65 - - - 0 0 0
27 Mar 375.65 - - - 0 0 0
25 Mar 378.40 - - - 0 0 0
24 Mar 375.55 - - - 0 0 0
23 Mar 372.40 26.95 0 (0.00%) - 0 0 0
20 Mar 380.95 26.95 0 (0.00%) - 0 0 0
19 Mar 374.05 26.95 0 (0.00%) - 0 0 0
18 Mar 378.50 26.95 0 (0.00%) - 0 0 0
17 Mar 383.35 0 0 (0.00%) - 0 0 0
16 Mar 382.40 0 0 (0.00%) - 0 0 0
13 Mar 384.45 0 0 (0.00%) - 0 0 0
12 Mar 390.55 0 0 (0.00%) - 0 0 0
11 Mar 379.90 0 0 (0.00%) - 0 0 0
10 Mar 377.30 0 0 (0.00%) - 0 0 0
9 Mar 376.25 0 0 (0.00%) - 0 0 0
6 Mar 380.60 0 0 (0.00%) - 0 0 0
5 Mar 378.05 0 0 (0.00%) - 0 0 0
4 Mar 365.80 0 0 (0.00%) - 0 0 0
2 Mar 377.55 0 0 (0.00%) - 0 0 0
27 Feb 381.90 0 0 (0.00%) - 0 0 0


For Ntpc Ltd - strike price 400 expiring on 26MAY2026

Delta for 400 PE is -0.46

Historical price for 400 PE is as follows

On 7 May NTPC was trading at 400.65. The strike last trading price was 6.7, which was -2.6000000000000005 lower than the previous day. The implied volatity was 20.13, the open interest changed by -82 which decreased total open position to 1892


On 6 May NTPC was trading at 394.85. The strike last trading price was 9.55, which was 1.1000000000000014 higher than the previous day. The implied volatity was 18.66, the open interest changed by 99 which increased total open position to 1978


On 5 May NTPC was trading at 398.65. The strike last trading price was 8.2, which was 0.049999999999998934 higher than the previous day. The implied volatity was 21.81, the open interest changed by 203 which increased total open position to 1880


On 4 May NTPC was trading at 400.05. The strike last trading price was 8, which was -1.6500000000000004 lower than the previous day. The implied volatity was 22.14, the open interest changed by 315 which increased total open position to 1674


On 30 Apr NTPC was trading at 399.15. The strike last trading price was 9.4, which was 0.45000000000000107 higher than the previous day. The implied volatity was 23.68, the open interest changed by 60 which increased total open position to 1419


On 29 Apr NTPC was trading at 401.30. The strike last trading price was 9.45, which was 2.1999999999999993 higher than the previous day. The implied volatity was 23.63, the open interest changed by 20 which increased total open position to 1358


On 28 Apr NTPC was trading at 406.85. The strike last trading price was 7.35, which was 0.4499999999999993 higher than the previous day. The implied volatity was 24.96, the open interest changed by 75 which increased total open position to 1338


On 27 Apr NTPC was trading at 410.20. The strike last trading price was 6.8, which was -3.1499999999999995 lower than the previous day. The implied volatity was 27.43, the open interest changed by 277 which increased total open position to 1256


On 24 Apr NTPC was trading at 401.85. The strike last trading price was 10, which was -0.1999999999999993 lower than the previous day. The implied volatity was 24.39, the open interest changed by 250 which increased total open position to 985


On 23 Apr NTPC was trading at 402.25. The strike last trading price was 10, which was 0.9000000000000004 higher than the previous day. The implied volatity was 25.39, the open interest changed by -77 which decreased total open position to 734


On 22 Apr NTPC was trading at 405.40. The strike last trading price was 9.1, which was -3.700000000000001 lower than the previous day. The implied volatity was 25.27, the open interest changed by 299 which increased total open position to 811


On 21 Apr NTPC was trading at 396.20. The strike last trading price was 12.95, which was 0.7999999999999989 higher than the previous day. The implied volatity was 24.59, the open interest changed by 101 which increased total open position to 512


On 20 Apr NTPC was trading at 398.00. The strike last trading price was 12.45, which was -1.5 lower than the previous day. The implied volatity was 25.05, the open interest changed by 200 which increased total open position to 410


On 17 Apr NTPC was trading at 393.60. The strike last trading price was 14, which was -1.4499999999999993 lower than the previous day. The implied volatity was 23.03, the open interest changed by 78 which increased total open position to 210


On 16 Apr NTPC was trading at 390.80. The strike last trading price was 15.55, which was 0.75 higher than the previous day. The implied volatity was 24.01, the open interest changed by 33 which increased total open position to 132


On 15 Apr NTPC was trading at 392.60. The strike last trading price was 15, which was -3.6999999999999993 lower than the previous day. The implied volatity was 22.94, the open interest changed by 63 which increased total open position to 99


On 13 Apr NTPC was trading at 386.25. The strike last trading price was 18.7, which was -3.8000000000000007 lower than the previous day. The implied volatity was 22.97, the open interest changed by 32 which increased total open position to 33


On 10 Apr NTPC was trading at 380.15. The strike last trading price was 22.5, which was -4.449999999999999 lower than the previous day. The implied volatity was 21.76, 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 26.95, 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 -, which was - 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 -, which was - 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 -, which was - 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 -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 1 Apr NTPC was trading at 364.65. The strike last trading price was -, which was - 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 -, which was - 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 -, which was - 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 -, which was - 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 -, which was - 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 26.95, 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 26.95, 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 26.95, 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 26.95, 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 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 Mar NTPC was trading at 382.40. 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 13 Mar NTPC was trading at 384.45. 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 12 Mar NTPC was trading at 390.55. 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 11 Mar NTPC was trading at 379.90. 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 Mar NTPC was trading at 377.30. 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 9 Mar NTPC was trading at 376.25. 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 6 Mar NTPC was trading at 380.60. 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 5 Mar NTPC was trading at 378.05. 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 4 Mar NTPC was trading at 365.80. 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 2 Mar NTPC was trading at 377.55. 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 Feb NTPC was trading at 381.90. 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