NHPC
Nhpc Ltd
Historical option data for NHPC
21 Sep 2025 04:15 PM IST
| NHPC 30SEP2025 79 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
|
|
||||||||||||||||
| 21 Sept | 87.82 | 8.6 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 14 Sept | 83.50 | 5.05 | 0.75 | 23.71 | 21 | -5 | 101 | |||||||||
| 17 Aug | 82.32 | 8.4 | 0 | - | 0 | 0 | 0 | |||||||||
For Nhpc Ltd - strike price 79 expiring on 30SEP2025
Delta for 79 CE is 0.00
Historical price for 79 CE is as follows
On 21 Sept NHPC was trading at 87.82. The strike last trading price was 8.6, 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 5.05, which was 0.75 higher than the previous day. The implied volatity was 23.71, the open interest changed by -5 which decreased total open position to 101
On 17 Aug NHPC was trading at 82.32. The strike last trading price was 8.4, 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 79 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.04
Vega: 0.01
Theta: -0.02
Gamma: 0.02
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 87.82 | 0.1 | 0 | 37.65 | 6 | -3 | 129 |
| 14 Sept | 83.50 | 0.4 | -0.35 | 26.59 | 170 | 10 | 157 |
| 17 Aug | 82.32 | 3.35 | 0 | 4.69 | 0 | 0 | 0 |
For Nhpc Ltd - strike price 79 expiring on 30SEP2025
Delta for 79 PE is -0.04
Historical price for 79 PE is as follows
On 21 Sept NHPC was trading at 87.82. The strike last trading price was 0.1, which was 0 lower than the previous day. The implied volatity was 37.65, the open interest changed by -3 which decreased total open position to 129
On 14 Sept NHPC was trading at 83.50. The strike last trading price was 0.4, which was -0.35 lower than the previous day. The implied volatity was 26.59, the open interest changed by 10 which increased total open position to 157
On 17 Aug NHPC was trading at 82.32. The strike last trading price was 3.35, which was 0 lower than the previous day. The implied volatity was 4.69, the open interest changed by 0 which decreased total open position to 0
