NHPC
Nhpc Ltd
Historical option data for NHPC
21 Sep 2025 04:15 PM IST
| NHPC 30SEP2025 73 CE | ||||||||||||||||
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 87.82 | 9.45 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
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| 14 Sept | 83.50 | 9.45 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Nhpc Ltd - strike price 73 expiring on 30SEP2025
Delta for 73 CE is 0.00
Historical price for 73 CE is as follows
On 21 Sept NHPC was trading at 87.82. The strike last trading price was 9.45, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 14 Sept NHPC was trading at 83.50. The strike last trading price was 9.45, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
| NHPC 30SEP2025 73 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.02
Vega: 0.01
Theta: -0.01
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 87.82 | 0.05 | 0 | 52.61 | 1 | -1 | 33 |
| 14 Sept | 83.50 | 0.1 | -0.05 | 35.54 | 20 | -6 | 47 |
For Nhpc Ltd - strike price 73 expiring on 30SEP2025
Delta for 73 PE is -0.02
Historical price for 73 PE is as follows
On 21 Sept NHPC was trading at 87.82. The strike last trading price was 0.05, which was 0 lower than the previous day. The implied volatity was 52.61, the open interest changed by -1 which decreased total open position to 33
On 14 Sept NHPC was trading at 83.50. The strike last trading price was 0.1, which was -0.05 lower than the previous day. The implied volatity was 35.54, the open interest changed by -6 which decreased total open position to 47
