NHPC
Nhpc Ltd
Historical option data for NHPC
17 Aug 2025 12:58 AM IST
| NHPC 30SEP2025 85 CE | ||||||||||||||||
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Delta: 0.43
Vega: 0.12
Theta: -0.04
Gamma: 0.05
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 17 Aug | 82.32 | 2.3 | -1.1 | 26.29 | 11 | 9 | 15 | |||||||||
For Nhpc Ltd - strike price 85 expiring on 30SEP2025
Delta for 85 CE is 0.43
Historical price for 85 CE is as follows
On 17 Aug NHPC was trading at 82.32. The strike last trading price was 2.3, which was -1.1 lower than the previous day. The implied volatity was 26.29, the open interest changed by 9 which increased total open position to 15
| NHPC 30SEP2025 85 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.58
Vega: 0.12
Theta: -0.02
Gamma: 0.05
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 17 Aug | 82.32 | 4.05 | -2.15 | 25.75 | 1 | 1 | 0 |
For Nhpc Ltd - strike price 85 expiring on 30SEP2025
Delta for 85 PE is -0.58
Historical price for 85 PE is as follows
On 17 Aug NHPC was trading at 82.32. The strike last trading price was 4.05, which was -2.15 lower than the previous day. The implied volatity was 25.75, the open interest changed by 1 which increased total open position to 0
