NHPC
Nhpc Ltd
Historical option data for NHPC
21 Sep 2025 04:15 PM IST
| NHPC 30SEP2025 77 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.94
Vega: 0.02
Theta: -0.06
Gamma: 0.02
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
|
|
||||||||||||||||
| 21 Sept | 87.82 | 11.45 | 1 | 52.39 | 2 | 1 | 23 | |||||||||
| 14 Sept | 83.50 | 6.85 | 1 | 23.43 | 21 | -6 | 25 | |||||||||
| 17 Aug | 82.32 | 9.7 | 0 | - | 0 | 0 | 0 | |||||||||
For Nhpc Ltd - strike price 77 expiring on 30SEP2025
Delta for 77 CE is 0.94
Historical price for 77 CE is as follows
On 21 Sept NHPC was trading at 87.82. The strike last trading price was 11.45, which was 1 higher than the previous day. The implied volatity was 52.39, the open interest changed by 1 which increased total open position to 23
On 14 Sept NHPC was trading at 83.50. The strike last trading price was 6.85, which was 1 higher than the previous day. The implied volatity was 23.43, the open interest changed by -6 which decreased total open position to 25
On 17 Aug NHPC was trading at 82.32. The strike last trading price was 9.7, 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 77 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.02
Vega: 0.01
Theta: -0.01
Gamma: 0.01
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 87.82 | 0.05 | 0 | 39.65 | 16 | -5 | 68 |
| 14 Sept | 83.50 | 0.2 | -0.25 | 28.03 | 84 | 12 | 148 |
| 17 Aug | 82.32 | 2.65 | 0 | 6.78 | 0 | 0 | 0 |
For Nhpc Ltd - strike price 77 expiring on 30SEP2025
Delta for 77 PE is -0.02
Historical price for 77 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 39.65, the open interest changed by -5 which decreased total open position to 68
On 14 Sept NHPC was trading at 83.50. The strike last trading price was 0.2, which was -0.25 lower than the previous day. The implied volatity was 28.03, the open interest changed by 12 which increased total open position to 148
On 17 Aug NHPC was trading at 82.32. The strike last trading price was 2.65, which was 0 lower than the previous day. The implied volatity was 6.78, the open interest changed by 0 which decreased total open position to 0
