NHPC
Nhpc Ltd
Historical option data for NHPC
21 Sep 2025 04:15 PM IST
| NHPC 30SEP2025 80 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.90
Vega: 0.03
Theta: -0.08
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 87.82 | 8.6 | 1 | 46.28 | 224 | -29 | 271 | |||||||||
| 14 Sept | 83.50 | 4.25 | 0.7 | 24.31 | 205 | -33 | 483 | |||||||||
| 17 Aug | 82.32 | 11.15 | 0 | - | 0 | 0 | 0 | |||||||||
For Nhpc Ltd - strike price 80 expiring on 30SEP2025
Delta for 80 CE is 0.90
Historical price for 80 CE is as follows
On 21 Sept NHPC was trading at 87.82. The strike last trading price was 8.6, which was 1 higher than the previous day. The implied volatity was 46.28, the open interest changed by -29 which decreased total open position to 271
On 14 Sept NHPC was trading at 83.50. The strike last trading price was 4.25, which was 0.7 higher than the previous day. The implied volatity was 24.31, the open interest changed by -33 which decreased total open position to 483
On 17 Aug NHPC was trading at 82.32. The strike last trading price was 11.15, 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 80 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.05
Vega: 0.01
Theta: -0.02
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 87.82 | 0.1 | -0.05 | 34.16 | 169 | 26 | 395 |
| 14 Sept | 83.50 | 0.55 | -0.5 | 25.75 | 262 | -12 | 354 |
| 17 Aug | 82.32 | 1.9 | 0.7 | 27.99 | 22 | 11 | 32 |
For Nhpc Ltd - strike price 80 expiring on 30SEP2025
Delta for 80 PE is -0.05
Historical price for 80 PE is as follows
On 21 Sept NHPC was trading at 87.82. The strike last trading price was 0.1, which was -0.05 lower than the previous day. The implied volatity was 34.16, the open interest changed by 26 which increased total open position to 395
On 14 Sept NHPC was trading at 83.50. The strike last trading price was 0.55, which was -0.5 lower than the previous day. The implied volatity was 25.75, the open interest changed by -12 which decreased total open position to 354
On 17 Aug NHPC was trading at 82.32. The strike last trading price was 1.9, which was 0.7 higher than the previous day. The implied volatity was 27.99, the open interest changed by 11 which increased total open position to 32
