NTPC
Ntpc Ltd
Historical option data for NTPC
24 Apr 2026 01:28 PM IST
| NTPC 28-Apr-2026 (4d) 415 CE | ||||||||||||||||
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Delta: 0.05
Vega: 0
Theta: -0.12
Gamma: 0.01273
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 400.40 | 0.2 | -0.2 | 19.74 | 1,022 | -59 | 1,630 | |||||||||
| 23 Apr | 402.25 | 0.5 | -0.6000000000000001 | 19.43 | 4,412 | -85 | 1,639 | |||||||||
| 22 Apr | 405.40 | 1 | 0.6 | 19.07 | 7,514 | 1,128 | 1,719 | |||||||||
| 21 Apr | 396.20 | 0.4 | -0.25 | 21.88 | 1,196 | 40 | 591 | |||||||||
| 20 Apr | 398.00 | 0.65 | 0 | 20.85 | 1,536 | 146 | 552 | |||||||||
| 17 Apr | 393.60 | 0.6 | -0.050000000000000044 | 21.42 | 273 | -23 | 406 | |||||||||
| 16 Apr | 390.80 | 0.7 | -0.050000000000000044 | 22.45 | 768 | 2 | 430 | |||||||||
| 15 Apr | 392.60 | 0.65 | -0.04999999999999993 | 20.96 | 881 | 83 | 429 | |||||||||
| 13 Apr | 386.25 | 0.7 | 0.29999999999999993 | 23.92 | 886 | 74 | 345 | |||||||||
| 10 Apr | 380.15 | 0.4 | -0.19999999999999996 | 22.71 | 351 | 125 | 272 | |||||||||
| 9 Apr | 378.65 | 0.65 | 0.1 | 24.48 | 216 | 36 | 148 | |||||||||
| 8 Apr | 374.15 | 0.5 | 0.05 | 26.24 | 33 | 1 | 113 | |||||||||
| 7 Apr | 368.85 | 0.45 | -0.05 | 27.19 | 21 | 6 | 118 | |||||||||
| 6 Apr | 366.10 | 0.45 | 0.05 | 27.75 | 46 | -31 | 113 | |||||||||
| 2 Apr | 359.65 | 0.4 | -0.3 | 28.49 | 22 | 0 | 144 | |||||||||
| 1 Apr | 364.65 | 0.7 | -0.45 | 27.48 | 163 | 46 | 137 | |||||||||
| 30 Mar | 370.65 | 1.15 | -0.7 | 27.19 | 75 | 7 | 90 | |||||||||
| 27 Mar | 375.65 | 1.85 | -0.05 | 25.89 | 80 | 45 | 82 | |||||||||
| 25 Mar | 378.40 | 1.9 | -0.3 | 24.48 | 15 | 4 | 36 | |||||||||
| 24 Mar | 375.55 | 2.2 | -0.25 | 26.77 | 23 | -8 | 33 | |||||||||
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| 23 Mar | 372.40 | 2.3 | -0.55 | 28.79 | 38 | 3 | 39 | |||||||||
| 20 Mar | 380.95 | 2.85 | 0.55 | 24.09 | 11 | 1 | 36 | |||||||||
| 19 Mar | 374.05 | 2.3 | -0.15 | 25.19 | 40 | 12 | 34 | |||||||||
| 18 Mar | 378.50 | 2.45 | -1.25 | 22.82 | 25 | -20 | 23 | |||||||||
| 17 Mar | 383.35 | 3.7 | -1.3 | - | 15 | 0 | 43 | |||||||||
| 16 Mar | 382.40 | 3.7 | -1.3 | 24.97 | 15 | 13 | 42 | |||||||||
| 13 Mar | 384.45 | 4.95 | -0.95 | 25.43 | 34 | 23 | 27 | |||||||||
| 12 Mar | 390.55 | 5.9 | 2.7 | 23.06 | 16 | 1 | 3 | |||||||||
| 11 Mar | 379.90 | 3.2 | 0.65 | - | 0 | 0 | 2 | |||||||||
| 10 Mar | 377.30 | 3.2 | 0.65 | - | 0 | 0 | 2 | |||||||||
| 9 Mar | 376.25 | 3.2 | 0.65 | - | 0 | 0 | 2 | |||||||||
| 6 Mar | 380.60 | 3.2 | 0.65 | 20.81 | 2 | 1 | 1 | |||||||||
| 5 Mar | 378.05 | 2.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Mar | 365.80 | 2.55 | 0 | 8.16 | 0 | 0 | 0 | |||||||||
| 2 Mar | 377.55 | 2.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Feb | 381.90 | 2.55 | 0 | 4.98 | 0 | 0 | 0 | |||||||||
For Ntpc Ltd - strike price 415 expiring on 28APR2026
Delta for 415 CE is 0.05
Historical price for 415 CE is as follows
On 24 Apr NTPC was trading at 400.40. The strike last trading price was 0.2, which was -0.2 lower than the previous day. The implied volatity was 19.74, the open interest changed by -59 which decreased total open position to 1630
On 23 Apr NTPC was trading at 402.25. The strike last trading price was 0.5, which was -0.6000000000000001 lower than the previous day. The implied volatity was 19.43, the open interest changed by -85 which decreased total open position to 1639
On 22 Apr NTPC was trading at 405.40. The strike last trading price was 1, which was 0.6 higher than the previous day. The implied volatity was 19.07, the open interest changed by 1128 which increased total open position to 1719
On 21 Apr NTPC was trading at 396.20. The strike last trading price was 0.4, which was -0.25 lower than the previous day. The implied volatity was 21.88, the open interest changed by 40 which increased total open position to 591
On 20 Apr NTPC was trading at 398.00. The strike last trading price was 0.65, which was 0 lower than the previous day. The implied volatity was 20.85, the open interest changed by 146 which increased total open position to 552
On 17 Apr NTPC was trading at 393.60. The strike last trading price was 0.6, which was -0.050000000000000044 lower than the previous day. The implied volatity was 21.42, the open interest changed by -23 which decreased total open position to 406
On 16 Apr NTPC was trading at 390.80. The strike last trading price was 0.7, which was -0.050000000000000044 lower than the previous day. The implied volatity was 22.45, the open interest changed by 2 which increased total open position to 430
On 15 Apr NTPC was trading at 392.60. The strike last trading price was 0.65, which was -0.04999999999999993 lower than the previous day. The implied volatity was 20.96, the open interest changed by 83 which increased total open position to 429
On 13 Apr NTPC was trading at 386.25. The strike last trading price was 0.7, which was 0.29999999999999993 higher than the previous day. The implied volatity was 23.92, the open interest changed by 74 which increased total open position to 345
On 10 Apr NTPC was trading at 380.15. The strike last trading price was 0.4, which was -0.19999999999999996 lower than the previous day. The implied volatity was 22.71, the open interest changed by 125 which increased total open position to 272
On 9 Apr NTPC was trading at 378.65. The strike last trading price was 0.65, which was 0.1 higher than the previous day. The implied volatity was 24.48, the open interest changed by 36 which increased total open position to 148
On 8 Apr NTPC was trading at 374.15. The strike last trading price was 0.5, which was 0.05 higher than the previous day. The implied volatity was 26.24, the open interest changed by 1 which increased total open position to 113
On 7 Apr NTPC was trading at 368.85. The strike last trading price was 0.45, which was -0.05 lower than the previous day. The implied volatity was 27.19, the open interest changed by 6 which increased total open position to 118
On 6 Apr NTPC was trading at 366.10. The strike last trading price was 0.45, which was 0.05 higher than the previous day. The implied volatity was 27.75, the open interest changed by -31 which decreased total open position to 113
On 2 Apr NTPC was trading at 359.65. The strike last trading price was 0.4, which was -0.3 lower than the previous day. The implied volatity was 28.49, the open interest changed by 0 which decreased total open position to 144
On 1 Apr NTPC was trading at 364.65. The strike last trading price was 0.7, which was -0.45 lower than the previous day. The implied volatity was 27.48, the open interest changed by 46 which increased total open position to 137
On 30 Mar NTPC was trading at 370.65. The strike last trading price was 1.15, which was -0.7 lower than the previous day. The implied volatity was 27.19, the open interest changed by 7 which increased total open position to 90
On 27 Mar NTPC was trading at 375.65. The strike last trading price was 1.85, which was -0.05 lower than the previous day. The implied volatity was 25.89, the open interest changed by 45 which increased total open position to 82
On 25 Mar NTPC was trading at 378.40. The strike last trading price was 1.9, which was -0.3 lower than the previous day. The implied volatity was 24.48, the open interest changed by 4 which increased total open position to 36
On 24 Mar NTPC was trading at 375.55. The strike last trading price was 2.2, which was -0.25 lower than the previous day. The implied volatity was 26.77, the open interest changed by -8 which decreased total open position to 33
On 23 Mar NTPC was trading at 372.40. The strike last trading price was 2.3, which was -0.55 lower than the previous day. The implied volatity was 28.79, the open interest changed by 3 which increased total open position to 39
On 20 Mar NTPC was trading at 380.95. The strike last trading price was 2.85, which was 0.55 higher than the previous day. The implied volatity was 24.09, the open interest changed by 1 which increased total open position to 36
On 19 Mar NTPC was trading at 374.05. The strike last trading price was 2.3, which was -0.15 lower than the previous day. The implied volatity was 25.19, the open interest changed by 12 which increased total open position to 34
On 18 Mar NTPC was trading at 378.50. The strike last trading price was 2.45, which was -1.25 lower than the previous day. The implied volatity was 22.82, the open interest changed by -20 which decreased total open position to 23
On 17 Mar NTPC was trading at 383.35. The strike last trading price was 3.7, which was -1.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 43
On 16 Mar NTPC was trading at 382.40. The strike last trading price was 3.7, which was -1.3 lower than the previous day. The implied volatity was 24.97, the open interest changed by 13 which increased total open position to 42
On 13 Mar NTPC was trading at 384.45. The strike last trading price was 4.95, which was -0.95 lower than the previous day. The implied volatity was 25.43, the open interest changed by 23 which increased total open position to 27
On 12 Mar NTPC was trading at 390.55. The strike last trading price was 5.9, which was 2.7 higher than the previous day. The implied volatity was 23.06, the open interest changed by 1 which increased total open position to 3
On 11 Mar NTPC was trading at 379.90. The strike last trading price was 3.2, which was 0.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 10 Mar NTPC was trading at 377.30. The strike last trading price was 3.2, which was 0.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 9 Mar NTPC was trading at 376.25. The strike last trading price was 3.2, which was 0.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 6 Mar NTPC was trading at 380.60. The strike last trading price was 3.2, which was 0.65 higher than the previous day. The implied volatity was 20.81, the open interest changed by 1 which increased total open position to 1
On 5 Mar NTPC was trading at 378.05. The strike last trading price was 2.55, 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 2.55, which was 0 lower than the previous day. The implied volatity was 8.16, 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 2.55, 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 2.55, which was 0 lower than the previous day. The implied volatity was 4.98, the open interest changed by 0 which decreased total open position to 0
| NTPC 28-Apr-2026 (4d) 415 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 400.40 | 18 | 18 | - | 0 | 0 | 13 |
| 23 Apr | 402.25 | 18 | 18 | - | 0 | 0 | 13 |
| 22 Apr | 405.40 | 18 | 18 | 24.87 | 0 | 0 | 13 |
| 21 Apr | 396.20 | 18 | 0 | 24.87 | 5 | -2 | 12 |
| 20 Apr | 398.00 | 18 | -5.25 | 30.34 | 21 | 7 | 14 |
| 17 Apr | 393.60 | 23.25 | 23.25 | - | 0 | 0 | 7 |
| 16 Apr | 390.80 | 23.25 | 23.25 | 26.16 | 0 | 0 | 7 |
| 15 Apr | 392.60 | 23.25 | -12 | 26.16 | 7 | 1 | 7 |
| 13 Apr | 386.25 | 35.25 | 35.25 | 27.87 | 0 | 0 | 6 |
| 10 Apr | 380.15 | 35.25 | 0.8500000000000014 | 30.51 | 1 | 0 | 6 |
| 9 Apr | 378.65 | 34.4 | -6.2 | 28.82 | 4 | -1 | 6 |
| 8 Apr | 374.15 | 40.6 | -19.5 | 29.59 | 2 | -1 | 6 |
| 7 Apr | 368.85 | 60.1 | -6.4 | - | 0 | 0 | 7 |
| 6 Apr | 366.10 | 60.1 | -6.4 | - | 0 | 0 | 7 |
| 2 Apr | 359.65 | 60.1 | -6.4 | 60.64 | 13 | 10 | 10 |
| 1 Apr | 364.65 | 66.5 | 0 | - | 0 | 0 | 0 |
| 30 Mar | 370.65 | 66.5 | 0 | - | 0 | 0 | 0 |
| 27 Mar | 375.65 | 66.5 | 0 | - | 0 | 0 | 0 |
| 25 Mar | 378.40 | 66.5 | 0 | - | 0 | 0 | 0 |
| 24 Mar | 375.55 | 66.5 | 0 | - | 0 | 0 | 0 |
| 23 Mar | 372.40 | 66.5 | 0 | - | 0 | 0 | 0 |
| 20 Mar | 380.95 | 66.5 | 0 | - | 0 | 0 | 0 |
| 19 Mar | 374.05 | 66.5 | 0 | - | 0 | 0 | 0 |
| 18 Mar | 378.50 | 66.5 | 0 | - | 0 | 0 | 0 |
| 17 Mar | 383.35 | 66.5 | 0 | - | 0 | 0 | 0 |
| 16 Mar | 382.40 | 66.5 | 0 | - | 0 | 0 | 0 |
| 13 Mar | 384.45 | 66.5 | 0 | - | 0 | 0 | 0 |
| 12 Mar | 390.55 | 66.5 | 0 | - | 0 | 0 | 0 |
| 11 Mar | 379.90 | 66.5 | 0 | - | 0 | 0 | 0 |
| 10 Mar | 377.30 | 66.5 | 0 | - | 0 | 0 | 0 |
| 9 Mar | 376.25 | 66.5 | 0 | - | 0 | 0 | 0 |
| 6 Mar | 380.60 | 66.5 | 0 | - | 0 | 0 | 0 |
| 5 Mar | 378.05 | 66.5 | 0 | - | 0 | 0 | 0 |
| 4 Mar | 365.80 | 66.5 | 0 | - | 0 | 0 | 0 |
| 2 Mar | 377.55 | 66.5 | 0 | - | 0 | 0 | 0 |
| 27 Feb | 381.90 | 66.5 | 0 | - | 0 | 0 | 0 |
For Ntpc Ltd - strike price 415 expiring on 28APR2026
Delta for 415 PE is -
Historical price for 415 PE is as follows
On 24 Apr NTPC was trading at 400.40. The strike last trading price was 18, which was 18 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 13
On 23 Apr NTPC was trading at 402.25. The strike last trading price was 18, which was 18 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 13
On 22 Apr NTPC was trading at 405.40. The strike last trading price was 18, which was 18 higher than the previous day. The implied volatity was 24.87, the open interest changed by 0 which decreased total open position to 13
On 21 Apr NTPC was trading at 396.20. The strike last trading price was 18, which was 0 lower than the previous day. The implied volatity was 24.87, the open interest changed by -2 which decreased total open position to 12
On 20 Apr NTPC was trading at 398.00. The strike last trading price was 18, which was -5.25 lower than the previous day. The implied volatity was 30.34, the open interest changed by 7 which increased total open position to 14
On 17 Apr NTPC was trading at 393.60. The strike last trading price was 23.25, which was 23.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 16 Apr NTPC was trading at 390.80. The strike last trading price was 23.25, which was 23.25 higher than the previous day. The implied volatity was 26.16, the open interest changed by 0 which decreased total open position to 7
On 15 Apr NTPC was trading at 392.60. The strike last trading price was 23.25, which was -12 lower than the previous day. The implied volatity was 26.16, the open interest changed by 1 which increased total open position to 7
On 13 Apr NTPC was trading at 386.25. The strike last trading price was 35.25, which was 35.25 higher than the previous day. The implied volatity was 27.87, the open interest changed by 0 which decreased total open position to 6
On 10 Apr NTPC was trading at 380.15. The strike last trading price was 35.25, which was 0.8500000000000014 higher than the previous day. The implied volatity was 30.51, the open interest changed by 0 which decreased total open position to 6
On 9 Apr NTPC was trading at 378.65. The strike last trading price was 34.4, which was -6.2 lower than the previous day. The implied volatity was 28.82, the open interest changed by -1 which decreased total open position to 6
On 8 Apr NTPC was trading at 374.15. The strike last trading price was 40.6, which was -19.5 lower than the previous day. The implied volatity was 29.59, the open interest changed by -1 which decreased total open position to 6
On 7 Apr NTPC was trading at 368.85. The strike last trading price was 60.1, which was -6.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 6 Apr NTPC was trading at 366.10. The strike last trading price was 60.1, which was -6.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 2 Apr NTPC was trading at 359.65. The strike last trading price was 60.1, which was -6.4 lower than the previous day. The implied volatity was 60.64, the open interest changed by 10 which increased total open position to 10
On 1 Apr NTPC was trading at 364.65. The strike last trading price was 66.5, 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 66.5, 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 66.5, 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 66.5, 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 66.5, 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 66.5, 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 66.5, 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 66.5, 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 66.5, 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 66.5, 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 66.5, 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 66.5, 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 66.5, 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 66.5, 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 66.5, 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 66.5, 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 66.5, 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 66.5, 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 66.5, 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 66.5, 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 66.5, 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
