NHPC
Nhpc Ltd
Historical option data for NHPC
21 Sep 2025 04:15 PM IST
| NHPC 30SEP2025 84 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.89
Vega: 0.03
Theta: -0.05
Gamma: 0.05
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 87.82 | 4.45 | 0.45 | 23.74 | 33 | 3 | 98 | |||||||||
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| 14 Sept | 83.50 | 1.55 | 0.15 | 22.33 | 543 | -1 | 166 | |||||||||
| 17 Aug | 82.32 | 2.8 | -6.15 | 27.07 | 2 | 2 | 1 | |||||||||
For Nhpc Ltd - strike price 84 expiring on 30SEP2025
Delta for 84 CE is 0.89
Historical price for 84 CE is as follows
On 21 Sept NHPC was trading at 87.82. The strike last trading price was 4.45, which was 0.45 higher than the previous day. The implied volatity was 23.74, the open interest changed by 3 which increased total open position to 98
On 14 Sept NHPC was trading at 83.50. The strike last trading price was 1.55, which was 0.15 higher than the previous day. The implied volatity was 22.33, the open interest changed by -1 which decreased total open position to 166
On 17 Aug NHPC was trading at 82.32. The strike last trading price was 2.8, which was -6.15 lower than the previous day. The implied volatity was 27.07, the open interest changed by 2 which increased total open position to 1
| NHPC 30SEP2025 84 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.15
Vega: 0.04
Theta: -0.04
Gamma: 0.05
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 87.82 | 0.35 | -0.25 | 28.42 | 290 | 49 | 276 |
| 14 Sept | 83.50 | 1.95 | -0.85 | 24.95 | 134 | 61 | 83 |
| 17 Aug | 82.32 | 2.8 | 0 | 0.00 | 0 | 0 | 0 |
For Nhpc Ltd - strike price 84 expiring on 30SEP2025
Delta for 84 PE is -0.15
Historical price for 84 PE is as follows
On 21 Sept NHPC was trading at 87.82. The strike last trading price was 0.35, which was -0.25 lower than the previous day. The implied volatity was 28.42, the open interest changed by 49 which increased total open position to 276
On 14 Sept NHPC was trading at 83.50. The strike last trading price was 1.95, which was -0.85 lower than the previous day. The implied volatity was 24.95, the open interest changed by 61 which increased total open position to 83
On 17 Aug NHPC was trading at 82.32. The strike last trading price was 2.8, 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
