NHPC
Nhpc Ltd
Historical option data for NHPC
21 Sep 2025 04:15 PM IST
| NHPC 30SEP2025 78 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 87.82 | 10.1 | 1.05 | - | 1 | 0 | 32 | |||||||||
| 14 Sept | 83.50 | 5.9 | 0.75 | 22.48 | 29 | -15 | 79 | |||||||||
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| 17 Aug | 82.32 | 12.4 | 0 | - | 0 | 0 | 0 | |||||||||
For Nhpc Ltd - strike price 78 expiring on 30SEP2025
Delta for 78 CE is -
Historical price for 78 CE is as follows
On 21 Sept NHPC was trading at 87.82. The strike last trading price was 10.1, which was 1.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 32
On 14 Sept NHPC was trading at 83.50. The strike last trading price was 5.9, which was 0.75 higher than the previous day. The implied volatity was 22.48, the open interest changed by -15 which decreased total open position to 79
On 17 Aug NHPC was trading at 82.32. The strike last trading price was 12.4, 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 78 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 | 36.45 | 76 | -42 | 223 |
| 14 Sept | 83.50 | 0.35 | -0.2 | 29.10 | 138 | 10 | 302 |
| 17 Aug | 82.32 | 1.2 | -2.55 | 27.29 | 2 | 1 | 1 |
For Nhpc Ltd - strike price 78 expiring on 30SEP2025
Delta for 78 PE is -0.02
Historical price for 78 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 36.45, the open interest changed by -42 which decreased total open position to 223
On 14 Sept NHPC was trading at 83.50. The strike last trading price was 0.35, which was -0.2 lower than the previous day. The implied volatity was 29.10, the open interest changed by 10 which increased total open position to 302
On 17 Aug NHPC was trading at 82.32. The strike last trading price was 1.2, which was -2.55 lower than the previous day. The implied volatity was 27.29, the open interest changed by 1 which increased total open position to 1
