NHPC
Nhpc Ltd
Historical option data for NHPC
21 Sep 2025 04:15 PM IST
| NHPC 30SEP2025 81 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.91
Vega: 0.03
Theta: -0.06
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 87.82 | 7.5 | 0.85 | 38.17 | 15 | -6 | 75 | |||||||||
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| 14 Sept | 83.50 | 3.4 | 0.55 | 22.75 | 83 | 1 | 106 | |||||||||
| 17 Aug | 82.32 | 7.25 | 0 | - | 0 | 0 | 0 | |||||||||
For Nhpc Ltd - strike price 81 expiring on 30SEP2025
Delta for 81 CE is 0.91
Historical price for 81 CE is as follows
On 21 Sept NHPC was trading at 87.82. The strike last trading price was 7.5, which was 0.85 higher than the previous day. The implied volatity was 38.17, the open interest changed by -6 which decreased total open position to 75
On 14 Sept NHPC was trading at 83.50. The strike last trading price was 3.4, which was 0.55 higher than the previous day. The implied volatity was 22.75, the open interest changed by 1 which increased total open position to 106
On 17 Aug NHPC was trading at 82.32. The strike last trading price was 7.25, 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 81 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.05
Vega: 0.02
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 | -0.1 | 30.62 | 38 | -2 | 81 |
| 14 Sept | 83.50 | 0.8 | -0.55 | 25.75 | 156 | -5 | 103 |
| 17 Aug | 82.32 | 2.35 | 0 | 0.00 | 0 | 0 | 0 |
For Nhpc Ltd - strike price 81 expiring on 30SEP2025
Delta for 81 PE is -0.05
Historical price for 81 PE is as follows
On 21 Sept NHPC was trading at 87.82. The strike last trading price was 0.1, which was -0.1 lower than the previous day. The implied volatity was 30.62, the open interest changed by -2 which decreased total open position to 81
On 14 Sept NHPC was trading at 83.50. The strike last trading price was 0.8, which was -0.55 lower than the previous day. The implied volatity was 25.75, the open interest changed by -5 which decreased total open position to 103
On 17 Aug NHPC was trading at 82.32. The strike last trading price was 2.35, 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
