NTPC
Ntpc Ltd
Historical option data for NTPC
24 Apr 2026 01:31 PM IST
| NTPC 28-Apr-2026 (4d) 420 CE | ||||||||||||||||
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Delta: 0.03
Vega: 0
Theta: -0.07
Gamma: 0.00633
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 400.40 | 0.1 | -0.15 | 22.29 | 900 | -178 | 801 | |||||||||
| 23 Apr | 402.25 | 0.25 | -0.30000000000000004 | 21.3 | 1,476 | 6 | 981 | |||||||||
| 22 Apr | 405.40 | 0.55 | 0.30000000000000004 | 20.93 | 7,746 | -10 | 962 | |||||||||
| 21 Apr | 396.20 | 0.25 | -0.2 | 23.82 | 3,237 | -97 | 972 | |||||||||
| 20 Apr | 398.00 | 0.45 | 0 | 23.6 | 2,550 | 346 | 1,068 | |||||||||
| 17 Apr | 393.60 | 0.4 | -0.04999999999999999 | 22.75 | 2,095 | -181 | 723 | |||||||||
| 16 Apr | 390.80 | 0.45 | -0.04999999999999999 | 23.47 | 2,357 | -65 | 895 | |||||||||
| 15 Apr | 392.60 | 0.5 | 0 | 23.06 | 2,464 | 246 | 953 | |||||||||
| 13 Apr | 386.25 | 0.55 | 0.20000000000000007 | 25.55 | 3,940 | 133 | 709 | |||||||||
| 10 Apr | 380.15 | 0.35 | -0.10000000000000003 | 24.62 | 3,255 | 19 | 577 | |||||||||
| 9 Apr | 378.65 | 0.5 | 0.1 | 25.66 | 1,717 | 9 | 559 | |||||||||
| 8 Apr | 374.15 | 0.45 | 0.05 | 28.09 | 558 | -19 | 547 | |||||||||
| 7 Apr | 368.85 | 0.4 | 0.05 | 29.27 | 450 | 26 | 566 | |||||||||
| 6 Apr | 366.10 | 0.4 | 0.1 | 29.34 | 272 | -55 | 540 | |||||||||
| 2 Apr | 359.65 | 0.3 | -0.25 | 29.02 | 917 | 14 | 596 | |||||||||
| 1 Apr | 364.65 | 0.55 | -0.3 | 28.22 | 1,472 | 186 | 582 | |||||||||
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| 30 Mar | 370.65 | 0.85 | -0.65 | 27.44 | 477 | 80 | 396 | |||||||||
| 27 Mar | 375.65 | 1.5 | 0 | 26.65 | 374 | -44 | 322 | |||||||||
| 25 Mar | 378.40 | 1.5 | -0.25 | 25.07 | 281 | 72 | 363 | |||||||||
| 24 Mar | 375.55 | 1.7 | -0.3 | 26.99 | 136 | 23 | 291 | |||||||||
| 23 Mar | 372.40 | 2.05 | -0.3 | 30.03 | 196 | 65 | 268 | |||||||||
| 20 Mar | 380.95 | 2.3 | 0.45 | 24.65 | 129 | 41 | 203 | |||||||||
| 19 Mar | 374.05 | 1.9 | -0.1 | 25.87 | 85 | -5 | 161 | |||||||||
| 18 Mar | 378.50 | 2.1 | -0.85 | 23.87 | 163 | 33 | 166 | |||||||||
| 17 Mar | 383.35 | 3 | -0.1 | 24.62 | 66 | 19 | 132 | |||||||||
| 16 Mar | 382.40 | 3.1 | -1.1 | 25.64 | 43 | 10 | 113 | |||||||||
| 13 Mar | 384.45 | 4.2 | -0.8 | 26.06 | 184 | 85 | 103 | |||||||||
| 12 Mar | 390.55 | 4.9 | 2.8 | 23.56 | 24 | 16 | 16 | |||||||||
| 11 Mar | 379.90 | 2.1 | 0 | 7.19 | 0 | 0 | 0 | |||||||||
| 10 Mar | 377.30 | 2.1 | 0 | 7.32 | 0 | 0 | 0 | |||||||||
| 9 Mar | 376.25 | 2.1 | 0 | 7.48 | 0 | 0 | 0 | |||||||||
| 6 Mar | 380.60 | 2.1 | 0 | 6.34 | 0 | 0 | 0 | |||||||||
| 5 Mar | 378.05 | 2.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Mar | 365.80 | 2.1 | 0 | 8.9 | 0 | 0 | 0 | |||||||||
| 2 Mar | 377.55 | 2.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Feb | 381.90 | 2.1 | 0 | 5.61 | 0 | 0 | 0 | |||||||||
For Ntpc Ltd - strike price 420 expiring on 28APR2026
Delta for 420 CE is 0.03
Historical price for 420 CE is as follows
On 24 Apr NTPC was trading at 400.40. The strike last trading price was 0.1, which was -0.15 lower than the previous day. The implied volatity was 22.29, the open interest changed by -178 which decreased total open position to 801
On 23 Apr NTPC was trading at 402.25. The strike last trading price was 0.25, which was -0.30000000000000004 lower than the previous day. The implied volatity was 21.3, the open interest changed by 6 which increased total open position to 981
On 22 Apr NTPC was trading at 405.40. The strike last trading price was 0.55, which was 0.30000000000000004 higher than the previous day. The implied volatity was 20.93, the open interest changed by -10 which decreased total open position to 962
On 21 Apr NTPC was trading at 396.20. The strike last trading price was 0.25, which was -0.2 lower than the previous day. The implied volatity was 23.82, the open interest changed by -97 which decreased total open position to 972
On 20 Apr NTPC was trading at 398.00. The strike last trading price was 0.45, which was 0 lower than the previous day. The implied volatity was 23.6, the open interest changed by 346 which increased total open position to 1068
On 17 Apr NTPC was trading at 393.60. The strike last trading price was 0.4, which was -0.04999999999999999 lower than the previous day. The implied volatity was 22.75, the open interest changed by -181 which decreased total open position to 723
On 16 Apr NTPC was trading at 390.80. The strike last trading price was 0.45, which was -0.04999999999999999 lower than the previous day. The implied volatity was 23.47, the open interest changed by -65 which decreased total open position to 895
On 15 Apr NTPC was trading at 392.60. The strike last trading price was 0.5, which was 0 lower than the previous day. The implied volatity was 23.06, the open interest changed by 246 which increased total open position to 953
On 13 Apr NTPC was trading at 386.25. The strike last trading price was 0.55, which was 0.20000000000000007 higher than the previous day. The implied volatity was 25.55, the open interest changed by 133 which increased total open position to 709
On 10 Apr NTPC was trading at 380.15. The strike last trading price was 0.35, which was -0.10000000000000003 lower than the previous day. The implied volatity was 24.62, the open interest changed by 19 which increased total open position to 577
On 9 Apr NTPC was trading at 378.65. The strike last trading price was 0.5, which was 0.1 higher than the previous day. The implied volatity was 25.66, the open interest changed by 9 which increased total open position to 559
On 8 Apr NTPC was trading at 374.15. The strike last trading price was 0.45, which was 0.05 higher than the previous day. The implied volatity was 28.09, the open interest changed by -19 which decreased total open position to 547
On 7 Apr NTPC was trading at 368.85. The strike last trading price was 0.4, which was 0.05 higher than the previous day. The implied volatity was 29.27, the open interest changed by 26 which increased total open position to 566
On 6 Apr NTPC was trading at 366.10. The strike last trading price was 0.4, which was 0.1 higher than the previous day. The implied volatity was 29.34, the open interest changed by -55 which decreased total open position to 540
On 2 Apr NTPC was trading at 359.65. The strike last trading price was 0.3, which was -0.25 lower than the previous day. The implied volatity was 29.02, the open interest changed by 14 which increased total open position to 596
On 1 Apr NTPC was trading at 364.65. The strike last trading price was 0.55, which was -0.3 lower than the previous day. The implied volatity was 28.22, the open interest changed by 186 which increased total open position to 582
On 30 Mar NTPC was trading at 370.65. The strike last trading price was 0.85, which was -0.65 lower than the previous day. The implied volatity was 27.44, the open interest changed by 80 which increased total open position to 396
On 27 Mar NTPC was trading at 375.65. The strike last trading price was 1.5, which was 0 lower than the previous day. The implied volatity was 26.65, the open interest changed by -44 which decreased total open position to 322
On 25 Mar NTPC was trading at 378.40. The strike last trading price was 1.5, which was -0.25 lower than the previous day. The implied volatity was 25.07, the open interest changed by 72 which increased total open position to 363
On 24 Mar NTPC was trading at 375.55. The strike last trading price was 1.7, which was -0.3 lower than the previous day. The implied volatity was 26.99, the open interest changed by 23 which increased total open position to 291
On 23 Mar NTPC was trading at 372.40. The strike last trading price was 2.05, which was -0.3 lower than the previous day. The implied volatity was 30.03, the open interest changed by 65 which increased total open position to 268
On 20 Mar NTPC was trading at 380.95. The strike last trading price was 2.3, which was 0.45 higher than the previous day. The implied volatity was 24.65, the open interest changed by 41 which increased total open position to 203
On 19 Mar NTPC was trading at 374.05. The strike last trading price was 1.9, which was -0.1 lower than the previous day. The implied volatity was 25.87, the open interest changed by -5 which decreased total open position to 161
On 18 Mar NTPC was trading at 378.50. The strike last trading price was 2.1, which was -0.85 lower than the previous day. The implied volatity was 23.87, the open interest changed by 33 which increased total open position to 166
On 17 Mar NTPC was trading at 383.35. The strike last trading price was 3, which was -0.1 lower than the previous day. The implied volatity was 24.62, the open interest changed by 19 which increased total open position to 132
On 16 Mar NTPC was trading at 382.40. The strike last trading price was 3.1, which was -1.1 lower than the previous day. The implied volatity was 25.64, the open interest changed by 10 which increased total open position to 113
On 13 Mar NTPC was trading at 384.45. The strike last trading price was 4.2, which was -0.8 lower than the previous day. The implied volatity was 26.06, the open interest changed by 85 which increased total open position to 103
On 12 Mar NTPC was trading at 390.55. The strike last trading price was 4.9, which was 2.8 higher than the previous day. The implied volatity was 23.56, the open interest changed by 16 which increased total open position to 16
On 11 Mar NTPC was trading at 379.90. The strike last trading price was 2.1, which was 0 lower than the previous day. The implied volatity was 7.19, 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 2.1, which was 0 lower than the previous day. The implied volatity was 7.32, 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 2.1, which was 0 lower than the previous day. The implied volatity was 7.48, 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 2.1, which was 0 lower than the previous day. The implied volatity was 6.34, 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 2.1, 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 2.1, which was 0 lower than the previous day. The implied volatity was 8.9, 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 2.1, 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 2.1, which was 0 lower than the previous day. The implied volatity was 5.61, the open interest changed by 0 which decreased total open position to 0
| NTPC 28-Apr-2026 (4d) 420 PE | |||||||
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Delta: -0.8
Vega: 0
Theta: -0.42
Gamma: 0.01532
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 400.40 | 18.1 | 18.1 | 36.94 | 0 | 0 | 12 |
| 23 Apr | 402.25 | 18.1 | 2.1000000000000014 | 36.94 | 6 | 0 | 12 |
| 22 Apr | 405.40 | 15.7 | -4.699999999999999 | 32.1 | 9 | 5 | 11 |
| 21 Apr | 396.20 | 20.4 | -1.5500000000000007 | 27.31 | 8 | 0 | 6 |
| 20 Apr | 398.00 | 21.95 | -5.850000000000001 | 26.54 | 12 | 4 | 5 |
| 17 Apr | 393.60 | 27.8 | 27.8 | - | 0 | 0 | 1 |
| 16 Apr | 390.80 | 27.8 | 27.8 | 24.43 | 0 | 0 | 1 |
| 15 Apr | 392.60 | 27.8 | -43.2 | 24.43 | 1 | 0 | 0 |
| 13 Apr | 386.25 | 0 | 0 | - | 0 | 0 | 0 |
| 10 Apr | 380.15 | 0 | 0 | - | 0 | 0 | 0 |
| 9 Apr | 378.65 | 71 | 0 | - | 0 | 0 | 0 |
| 8 Apr | 374.15 | 71 | 0 | - | 0 | 0 | 0 |
| 7 Apr | 368.85 | 71 | 0 | - | 0 | 0 | 0 |
| 6 Apr | 366.10 | 71 | 0 | - | 0 | 0 | 0 |
| 2 Apr | 359.65 | 71 | 0 | - | 0 | 0 | 0 |
| 1 Apr | 364.65 | 71 | 0 | - | 0 | 0 | 0 |
| 30 Mar | 370.65 | 71 | 0 | - | 0 | 0 | 0 |
| 27 Mar | 375.65 | 71 | 0 | - | 0 | 0 | 0 |
| 25 Mar | 378.40 | 71 | 0 | - | 0 | 0 | 0 |
| 24 Mar | 375.55 | 71 | 0 | - | 0 | 0 | 0 |
| 23 Mar | 372.40 | 71 | 0 | - | 0 | 0 | 0 |
| 20 Mar | 380.95 | 71 | 0 | - | 0 | 0 | 0 |
| 19 Mar | 374.05 | 71 | 0 | - | 0 | 0 | 0 |
| 18 Mar | 378.50 | 71 | 0 | - | 0 | 0 | 0 |
| 17 Mar | 383.35 | 71 | 0 | - | 0 | 0 | 0 |
| 16 Mar | 382.40 | 71 | 0 | - | 0 | 0 | 0 |
| 13 Mar | 384.45 | 71 | 0 | - | 0 | 0 | 0 |
| 12 Mar | 390.55 | 71 | 0 | - | 0 | 0 | 0 |
| 11 Mar | 379.90 | 71 | 0 | - | 0 | 0 | 0 |
| 10 Mar | 377.30 | 71 | 0 | - | 0 | 0 | 0 |
| 9 Mar | 376.25 | 71 | 0 | - | 0 | 0 | 0 |
| 6 Mar | 380.60 | 71 | 0 | - | 0 | 0 | 0 |
| 5 Mar | 378.05 | 71 | 0 | - | 0 | 0 | 0 |
| 4 Mar | 365.80 | 71 | 0 | - | 0 | 0 | 0 |
| 2 Mar | 377.55 | 71 | 0 | - | 0 | 0 | 0 |
| 27 Feb | 381.90 | 71 | 0 | - | 0 | 0 | 0 |
For Ntpc Ltd - strike price 420 expiring on 28APR2026
Delta for 420 PE is -0.8
Historical price for 420 PE is as follows
On 24 Apr NTPC was trading at 400.40. The strike last trading price was 18.1, which was 18.1 higher than the previous day. The implied volatity was 36.94, the open interest changed by 0 which decreased total open position to 12
On 23 Apr NTPC was trading at 402.25. The strike last trading price was 18.1, which was 2.1000000000000014 higher than the previous day. The implied volatity was 36.94, the open interest changed by 0 which decreased total open position to 12
On 22 Apr NTPC was trading at 405.40. The strike last trading price was 15.7, which was -4.699999999999999 lower than the previous day. The implied volatity was 32.1, the open interest changed by 5 which increased total open position to 11
On 21 Apr NTPC was trading at 396.20. The strike last trading price was 20.4, which was -1.5500000000000007 lower than the previous day. The implied volatity was 27.31, the open interest changed by 0 which decreased total open position to 6
On 20 Apr NTPC was trading at 398.00. The strike last trading price was 21.95, which was -5.850000000000001 lower than the previous day. The implied volatity was 26.54, the open interest changed by 4 which increased total open position to 5
On 17 Apr NTPC was trading at 393.60. The strike last trading price was 27.8, which was 27.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 16 Apr NTPC was trading at 390.80. The strike last trading price was 27.8, which was 27.8 higher than the previous day. The implied volatity was 24.43, the open interest changed by 0 which decreased total open position to 1
On 15 Apr NTPC was trading at 392.60. The strike last trading price was 27.8, which was -43.2 lower than the previous day. The implied volatity was 24.43, the open interest changed by 0 which decreased total open position to 0
On 13 Apr NTPC was trading at 386.25. 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 10 Apr NTPC was trading at 380.15. 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 Apr NTPC was trading at 378.65. The strike last trading price was 71, 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 71, 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 7 Apr NTPC was trading at 368.85. The strike last trading price was 71, 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 Apr NTPC was trading at 366.10. The strike last trading price was 71, 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 Apr NTPC was trading at 359.65. The strike last trading price was 71, 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 1 Apr NTPC was trading at 364.65. The strike last trading price was 71, 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 71, 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 71, 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 71, 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 71, 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 71, 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 71, 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 71, 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 71, 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 71, 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 71, 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 71, 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 71, 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 71, 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 71, 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 71, 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 71, 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 71, 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 71, 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 71, 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 71, 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
