NTPC
Ntpc Ltd
Historical option data for NTPC
24 Apr 2026 01:28 PM IST
| NTPC 28-Apr-2026 (4d) 405 CE | ||||||||||||||||
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Delta: 0.24
Vega: 0
Theta: -0.23
Gamma: 0.05148
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 400.40 | 0.85 | -0.9 | 13.72 | 8,102 | 34 | 5,336 | |||||||||
| 23 Apr | 402.25 | 2.15 | -1.5 | 14.95 | 11,710 | 1,352 | 5,318 | |||||||||
| 22 Apr | 405.40 | 3.5 | 2.1 | 15.16 | 20,412 | 393 | 3,966 | |||||||||
| 21 Apr | 396.20 | 1.4 | -0.7000000000000002 | 19.4 | 7,145 | 86 | 3,644 | |||||||||
| 20 Apr | 398.00 | 1.95 | 0.1499999999999999 | 17.97 | 10,962 | 2,944 | 3,558 | |||||||||
| 17 Apr | 393.60 | 1.65 | 0 | 19.14 | 2,271 | 145 | 627 | |||||||||
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| 16 Apr | 390.80 | 1.7 | -0.15000000000000013 | 21.11 | 3,677 | 7 | 479 | |||||||||
| 15 Apr | 392.60 | 1.8 | 0.15000000000000013 | 19.88 | 1,536 | 166 | 461 | |||||||||
| 13 Apr | 386.25 | 1.65 | 0.7499999999999999 | 22.92 | 1,319 | -170 | 290 | |||||||||
| 10 Apr | 380.15 | 0.9 | -0.2499999999999999 | 21.24 | 1,124 | 106 | 459 | |||||||||
| 9 Apr | 378.65 | 1.15 | 0.2 | 22.04 | 856 | 7 | 355 | |||||||||
| 8 Apr | 374.15 | 0.85 | 0 | 23.95 | 473 | 241 | 348 | |||||||||
| 7 Apr | 368.85 | 0.85 | 0.05 | 26.28 | 34 | -17 | 107 | |||||||||
| 6 Apr | 366.10 | 0.75 | 0.1 | 25.77 | 73 | 6 | 122 | |||||||||
| 2 Apr | 359.65 | 0.65 | -0.6 | 26.84 | 149 | 9 | 115 | |||||||||
| 1 Apr | 364.65 | 1.25 | -0.8 | 26.52 | 189 | 32 | 136 | |||||||||
| 30 Mar | 370.65 | 2 | -1.2 | 26.39 | 86 | 3 | 112 | |||||||||
| 27 Mar | 375.65 | 3.3 | 0.1 | 25.73 | 76 | 15 | 109 | |||||||||
| 25 Mar | 378.40 | 3.15 | -0.3 | 23.53 | 94 | 35 | 90 | |||||||||
| 24 Mar | 375.55 | 3.45 | -1.2 | 25.81 | 70 | 43 | 55 | |||||||||
| 23 Mar | 372.40 | 4.65 | 0 | 31.28 | 1 | 0 | 12 | |||||||||
| 20 Mar | 380.95 | 4.65 | 1.25 | 23.59 | 5 | 3 | 11 | |||||||||
| 19 Mar | 374.05 | 3.6 | -0.4 | 25.01 | 9 | 7 | 8 | |||||||||
| 18 Mar | 378.50 | 4 | 0.4 | 22.09 | 1 | 0 | 0 | |||||||||
| 17 Mar | 383.35 | 3.6 | 0 | 3.9 | 0 | 0 | 0 | |||||||||
| 16 Mar | 382.40 | 3.6 | 0 | 4.27 | 0 | 0 | 0 | |||||||||
| 13 Mar | 384.45 | 3.6 | 0 | 3.46 | 0 | 0 | 0 | |||||||||
| 12 Mar | 390.55 | 3.6 | 0 | 1.93 | 0 | 0 | 0 | |||||||||
| 11 Mar | 379.90 | 3.6 | 0 | 4.46 | 0 | 0 | 0 | |||||||||
| 10 Mar | 377.30 | 3.6 | 0 | 4.65 | 0 | 0 | 0 | |||||||||
| 9 Mar | 376.25 | 3.6 | 0 | 4.92 | 0 | 0 | 0 | |||||||||
| 6 Mar | 380.60 | 3.6 | 0 | 3.67 | 0 | 0 | 0 | |||||||||
| 5 Mar | 378.05 | 3.6 | 0 | 4.28 | 0 | 0 | 0 | |||||||||
| 4 Mar | 365.80 | 3.6 | 0 | 6.6 | 0 | 0 | 0 | |||||||||
| 2 Mar | 377.55 | 3.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Feb | 381.90 | 3.6 | 0 | 3.23 | 0 | 0 | 0 | |||||||||
For Ntpc Ltd - strike price 405 expiring on 28APR2026
Delta for 405 CE is 0.24
Historical price for 405 CE is as follows
On 24 Apr NTPC was trading at 400.40. The strike last trading price was 0.85, which was -0.9 lower than the previous day. The implied volatity was 13.72, the open interest changed by 34 which increased total open position to 5336
On 23 Apr NTPC was trading at 402.25. The strike last trading price was 2.15, which was -1.5 lower than the previous day. The implied volatity was 14.95, the open interest changed by 1352 which increased total open position to 5318
On 22 Apr NTPC was trading at 405.40. The strike last trading price was 3.5, which was 2.1 higher than the previous day. The implied volatity was 15.16, the open interest changed by 393 which increased total open position to 3966
On 21 Apr NTPC was trading at 396.20. The strike last trading price was 1.4, which was -0.7000000000000002 lower than the previous day. The implied volatity was 19.4, the open interest changed by 86 which increased total open position to 3644
On 20 Apr NTPC was trading at 398.00. The strike last trading price was 1.95, which was 0.1499999999999999 higher than the previous day. The implied volatity was 17.97, the open interest changed by 2944 which increased total open position to 3558
On 17 Apr NTPC was trading at 393.60. The strike last trading price was 1.65, which was 0 lower than the previous day. The implied volatity was 19.14, the open interest changed by 145 which increased total open position to 627
On 16 Apr NTPC was trading at 390.80. The strike last trading price was 1.7, which was -0.15000000000000013 lower than the previous day. The implied volatity was 21.11, the open interest changed by 7 which increased total open position to 479
On 15 Apr NTPC was trading at 392.60. The strike last trading price was 1.8, which was 0.15000000000000013 higher than the previous day. The implied volatity was 19.88, the open interest changed by 166 which increased total open position to 461
On 13 Apr NTPC was trading at 386.25. The strike last trading price was 1.65, which was 0.7499999999999999 higher than the previous day. The implied volatity was 22.92, the open interest changed by -170 which decreased total open position to 290
On 10 Apr NTPC was trading at 380.15. The strike last trading price was 0.9, which was -0.2499999999999999 lower than the previous day. The implied volatity was 21.24, the open interest changed by 106 which increased total open position to 459
On 9 Apr NTPC was trading at 378.65. The strike last trading price was 1.15, which was 0.2 higher than the previous day. The implied volatity was 22.04, the open interest changed by 7 which increased total open position to 355
On 8 Apr NTPC was trading at 374.15. The strike last trading price was 0.85, which was 0 lower than the previous day. The implied volatity was 23.95, the open interest changed by 241 which increased total open position to 348
On 7 Apr NTPC was trading at 368.85. The strike last trading price was 0.85, which was 0.05 higher than the previous day. The implied volatity was 26.28, the open interest changed by -17 which decreased total open position to 107
On 6 Apr NTPC was trading at 366.10. The strike last trading price was 0.75, which was 0.1 higher than the previous day. The implied volatity was 25.77, the open interest changed by 6 which increased total open position to 122
On 2 Apr NTPC was trading at 359.65. The strike last trading price was 0.65, which was -0.6 lower than the previous day. The implied volatity was 26.84, the open interest changed by 9 which increased total open position to 115
On 1 Apr NTPC was trading at 364.65. The strike last trading price was 1.25, which was -0.8 lower than the previous day. The implied volatity was 26.52, the open interest changed by 32 which increased total open position to 136
On 30 Mar NTPC was trading at 370.65. The strike last trading price was 2, which was -1.2 lower than the previous day. The implied volatity was 26.39, the open interest changed by 3 which increased total open position to 112
On 27 Mar NTPC was trading at 375.65. The strike last trading price was 3.3, which was 0.1 higher than the previous day. The implied volatity was 25.73, the open interest changed by 15 which increased total open position to 109
On 25 Mar NTPC was trading at 378.40. The strike last trading price was 3.15, which was -0.3 lower than the previous day. The implied volatity was 23.53, the open interest changed by 35 which increased total open position to 90
On 24 Mar NTPC was trading at 375.55. The strike last trading price was 3.45, which was -1.2 lower than the previous day. The implied volatity was 25.81, the open interest changed by 43 which increased total open position to 55
On 23 Mar NTPC was trading at 372.40. The strike last trading price was 4.65, which was 0 lower than the previous day. The implied volatity was 31.28, the open interest changed by 0 which decreased total open position to 12
On 20 Mar NTPC was trading at 380.95. The strike last trading price was 4.65, which was 1.25 higher than the previous day. The implied volatity was 23.59, the open interest changed by 3 which increased total open position to 11
On 19 Mar NTPC was trading at 374.05. The strike last trading price was 3.6, which was -0.4 lower than the previous day. The implied volatity was 25.01, the open interest changed by 7 which increased total open position to 8
On 18 Mar NTPC was trading at 378.50. The strike last trading price was 4, which was 0.4 higher than the previous day. The implied volatity was 22.09, 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 3.6, which was 0 lower than the previous day. The implied volatity was 3.9, 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 3.6, which was 0 lower than the previous day. The implied volatity was 4.27, 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 3.6, which was 0 lower than the previous day. The implied volatity was 3.46, 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 3.6, which was 0 lower than the previous day. The implied volatity was 1.93, 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 3.6, which was 0 lower than the previous day. The implied volatity was 4.46, 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 3.6, which was 0 lower than the previous day. The implied volatity was 4.65, 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 3.6, which was 0 lower than the previous day. The implied volatity was 4.92, 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 3.6, which was 0 lower than the previous day. The implied volatity was 3.67, 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 3.6, which was 0 lower than the previous day. The implied volatity was 4.28, 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 3.6, which was 0 lower than the previous day. The implied volatity was 6.6, 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 3.6, 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 3.6, which was 0 lower than the previous day. The implied volatity was 3.23, the open interest changed by 0 which decreased total open position to 0
| NTPC 28-Apr-2026 (4d) 405 PE | |||||||
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Delta: -0.66
Vega: 0
Theta: -0.37
Gamma: 0.0367
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 400.40 | 6.5 | 1.4500000000000002 | 22.63 | 905 | -151 | 1,469 |
| 23 Apr | 402.25 | 4.9 | 0.5500000000000007 | 19.99 | 2,256 | 228 | 1,592 |
| 22 Apr | 405.40 | 4.1 | -5.800000000000001 | 20.5 | 4,417 | 984 | 1,356 |
| 21 Apr | 396.20 | 9.85 | 0.7999999999999989 | 19.83 | 779 | 136 | 378 |
| 20 Apr | 398.00 | 9.45 | -2.5500000000000007 | 21.63 | 460 | 209 | 241 |
| 17 Apr | 393.60 | 12.4 | -3.5 | 20 | 21 | 3 | 32 |
| 16 Apr | 390.80 | 15.9 | 1.5999999999999996 | 23.18 | 12 | -2 | 29 |
| 15 Apr | 392.60 | 14.35 | -4.9 | 23.67 | 22 | 9 | 30 |
| 13 Apr | 386.25 | 19.25 | -4.550000000000001 | 21.08 | 16 | 0 | 20 |
| 10 Apr | 380.15 | 23.8 | 23.8 | - | 0 | 0 | 20 |
| 9 Apr | 378.65 | 23.8 | -7.25 | 18.53 | 3 | 0 | 20 |
| 8 Apr | 374.15 | 31.05 | -19.5 | 26.61 | 4 | -1 | 17 |
| 7 Apr | 368.85 | 50.55 | -7.15 | - | 0 | 0 | 18 |
| 6 Apr | 366.10 | 50.55 | -7.15 | - | 0 | 0 | 18 |
| 2 Apr | 359.65 | 50.55 | -7.15 | 56.09 | 18 | 0 | 0 |
| 1 Apr | 364.65 | 57.7 | 0 | - | 0 | 0 | 0 |
| 30 Mar | 370.65 | 57.7 | 0 | - | 0 | 0 | 0 |
| 27 Mar | 375.65 | 57.7 | 0 | - | 0 | 0 | 0 |
| 25 Mar | 378.40 | 57.7 | 0 | - | 0 | 0 | 0 |
| 24 Mar | 375.55 | 57.7 | 0 | - | 0 | 0 | 0 |
| 23 Mar | 372.40 | 57.7 | 0 | - | 0 | 0 | 0 |
| 20 Mar | 380.95 | 57.7 | 0 | - | 0 | 0 | 0 |
| 19 Mar | 374.05 | 57.7 | 0 | - | 0 | 0 | 0 |
| 18 Mar | 378.50 | 57.7 | 0 | - | 0 | 0 | 0 |
| 17 Mar | 383.35 | 57.7 | 0 | - | 0 | 0 | 0 |
| 16 Mar | 382.40 | 57.7 | 0 | - | 0 | 0 | 0 |
| 13 Mar | 384.45 | 57.7 | 0 | - | 0 | 0 | 0 |
| 12 Mar | 390.55 | 57.7 | 0 | - | 0 | 0 | 0 |
| 11 Mar | 379.90 | 57.7 | 0 | - | 0 | 0 | 0 |
| 10 Mar | 377.30 | 57.7 | 0 | - | 0 | 0 | 0 |
| 9 Mar | 376.25 | 57.7 | 0 | - | 0 | 0 | 0 |
| 6 Mar | 380.60 | 57.7 | 0 | - | 0 | 0 | 0 |
| 5 Mar | 378.05 | 57.7 | 0 | - | 0 | 0 | 0 |
| 4 Mar | 365.80 | 57.7 | 0 | - | 0 | 0 | 0 |
| 2 Mar | 377.55 | 57.7 | 0 | - | 0 | 0 | 0 |
| 27 Feb | 381.90 | 57.7 | 0 | - | 0 | 0 | 0 |
For Ntpc Ltd - strike price 405 expiring on 28APR2026
Delta for 405 PE is -0.66
Historical price for 405 PE is as follows
On 24 Apr NTPC was trading at 400.40. The strike last trading price was 6.5, which was 1.4500000000000002 higher than the previous day. The implied volatity was 22.63, the open interest changed by -151 which decreased total open position to 1469
On 23 Apr NTPC was trading at 402.25. The strike last trading price was 4.9, which was 0.5500000000000007 higher than the previous day. The implied volatity was 19.99, the open interest changed by 228 which increased total open position to 1592
On 22 Apr NTPC was trading at 405.40. The strike last trading price was 4.1, which was -5.800000000000001 lower than the previous day. The implied volatity was 20.5, the open interest changed by 984 which increased total open position to 1356
On 21 Apr NTPC was trading at 396.20. The strike last trading price was 9.85, which was 0.7999999999999989 higher than the previous day. The implied volatity was 19.83, the open interest changed by 136 which increased total open position to 378
On 20 Apr NTPC was trading at 398.00. The strike last trading price was 9.45, which was -2.5500000000000007 lower than the previous day. The implied volatity was 21.63, the open interest changed by 209 which increased total open position to 241
On 17 Apr NTPC was trading at 393.60. The strike last trading price was 12.4, which was -3.5 lower than the previous day. The implied volatity was 20, the open interest changed by 3 which increased total open position to 32
On 16 Apr NTPC was trading at 390.80. The strike last trading price was 15.9, which was 1.5999999999999996 higher than the previous day. The implied volatity was 23.18, the open interest changed by -2 which decreased total open position to 29
On 15 Apr NTPC was trading at 392.60. The strike last trading price was 14.35, which was -4.9 lower than the previous day. The implied volatity was 23.67, the open interest changed by 9 which increased total open position to 30
On 13 Apr NTPC was trading at 386.25. The strike last trading price was 19.25, which was -4.550000000000001 lower than the previous day. The implied volatity was 21.08, the open interest changed by 0 which decreased total open position to 20
On 10 Apr NTPC was trading at 380.15. The strike last trading price was 23.8, which was 23.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 20
On 9 Apr NTPC was trading at 378.65. The strike last trading price was 23.8, which was -7.25 lower than the previous day. The implied volatity was 18.53, the open interest changed by 0 which decreased total open position to 20
On 8 Apr NTPC was trading at 374.15. The strike last trading price was 31.05, which was -19.5 lower than the previous day. The implied volatity was 26.61, the open interest changed by -1 which decreased total open position to 17
On 7 Apr NTPC was trading at 368.85. The strike last trading price was 50.55, which was -7.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 18
On 6 Apr NTPC was trading at 366.10. The strike last trading price was 50.55, which was -7.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 18
On 2 Apr NTPC was trading at 359.65. The strike last trading price was 50.55, which was -7.15 lower than the previous day. The implied volatity was 56.09, 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 57.7, 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 57.7, 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 57.7, 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 57.7, 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 57.7, 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 57.7, 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 57.7, 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 57.7, 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 57.7, 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 57.7, 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 57.7, 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 57.7, 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 57.7, 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 57.7, 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 57.7, 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 57.7, 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 57.7, 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 57.7, 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 57.7, 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 57.7, 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 57.7, 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
