NHPC
Nhpc Ltd
Historical option data for NHPC
21 Sep 2025 04:15 PM IST
| NHPC 30SEP2025 83 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.96
Vega: 0.01
Theta: -0.03
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 87.82 | 5.3 | 0.45 | 20.39 | 15 | 1 | 45 | |||||||||
| 14 Sept | 83.50 | 2.05 | 0.2 | 22.11 | 578 | -41 | 118 | |||||||||
| 17 Aug | 82.32 | 6.2 | 0 | - | 0 | 0 | 0 | |||||||||
For Nhpc Ltd - strike price 83 expiring on 30SEP2025
Delta for 83 CE is 0.96
Historical price for 83 CE is as follows
On 21 Sept NHPC was trading at 87.82. The strike last trading price was 5.3, which was 0.45 higher than the previous day. The implied volatity was 20.39, the open interest changed by 1 which increased total open position to 45
On 14 Sept NHPC was trading at 83.50. The strike last trading price was 2.05, which was 0.2 higher than the previous day. The implied volatity was 22.11, the open interest changed by -41 which decreased total open position to 118
On 17 Aug NHPC was trading at 82.32. The strike last trading price was 6.2, 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 83 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.11
Vega: 0.03
Theta: -0.04
Gamma: 0.04
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 87.82 | 0.25 | -0.15 | 29.69 | 175 | 3 | 165 |
| 14 Sept | 83.50 | 1.5 | -0.75 | 25.42 | 183 | 31 | 88 |
| 17 Aug | 82.32 | 2.1 | 0 | 0.00 | 0 | 0 | 0 |
For Nhpc Ltd - strike price 83 expiring on 30SEP2025
Delta for 83 PE is -0.11
Historical price for 83 PE is as follows
On 21 Sept NHPC was trading at 87.82. The strike last trading price was 0.25, which was -0.15 lower than the previous day. The implied volatity was 29.69, the open interest changed by 3 which increased total open position to 165
On 14 Sept NHPC was trading at 83.50. The strike last trading price was 1.5, which was -0.75 lower than the previous day. The implied volatity was 25.42, the open interest changed by 31 which increased total open position to 88
On 17 Aug NHPC was trading at 82.32. The strike last trading price was 2.1, 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
