NHPC
Nhpc Ltd
Historical option data for NHPC
21 Sep 2025 04:15 PM IST
| NHPC 30SEP2025 76 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 | 10.65 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 14 Sept | 83.50 | 6.85 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
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| 17 Aug | 82.32 | 13.7 | 0 | - | 0 | 0 | 0 | |||||||||
For Nhpc Ltd - strike price 76 expiring on 30SEP2025
Delta for 76 CE is 0.00
Historical price for 76 CE is as follows
On 21 Sept NHPC was trading at 87.82. The strike last trading price was 10.65, 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 6.85, 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 17 Aug NHPC was trading at 82.32. The strike last trading price was 13.7, 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
| NHPC 30SEP2025 76 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 | 42.86 | 7 | -4 | 95 |
| 14 Sept | 83.50 | 0.2 | -0.1 | 31.28 | 51 | 6 | 119 |
| 17 Aug | 82.32 | 0.8 | 0 | 28.05 | 12 | 4 | 15 |
For Nhpc Ltd - strike price 76 expiring on 30SEP2025
Delta for 76 PE is -0.02
Historical price for 76 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 42.86, the open interest changed by -4 which decreased total open position to 95
On 14 Sept NHPC was trading at 83.50. The strike last trading price was 0.2, which was -0.1 lower than the previous day. The implied volatity was 31.28, the open interest changed by 6 which increased total open position to 119
On 17 Aug NHPC was trading at 82.32. The strike last trading price was 0.8, which was 0 lower than the previous day. The implied volatity was 28.05, the open interest changed by 4 which increased total open position to 15
