NHPC
Nhpc Ltd
Historical option data for NHPC
21 Sep 2025 04:15 PM IST
| NHPC 30SEP2025 85 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.84
Vega: 0.04
Theta: -0.06
Gamma: 0.07
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 87.82 | 3.55 | 0.3 | 22.35 | 104 | -5 | 189 | |||||||||
| 14 Sept | 83.50 | 1.2 | 0.15 | 23.32 | 1,033 | -60 | 455 | |||||||||
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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 0.84
Historical price for 85 CE is as follows
On 21 Sept NHPC was trading at 87.82. The strike last trading price was 3.55, which was 0.3 higher than the previous day. The implied volatity was 22.35, the open interest changed by -5 which decreased total open position to 189
On 14 Sept NHPC was trading at 83.50. The strike last trading price was 1.2, which was 0.15 higher than the previous day. The implied volatity was 23.32, the open interest changed by -60 which decreased total open position to 455
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: -0.21
Vega: 0.04
Theta: -0.05
Gamma: 0.07
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 87.82 | 0.5 | -0.35 | 27.40 | 318 | -16 | 248 |
| 14 Sept | 83.50 | 2.6 | -0.95 | 26.09 | 55 | 13 | 140 |
| 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 -0.21
Historical price for 85 PE is as follows
On 21 Sept NHPC was trading at 87.82. The strike last trading price was 0.5, which was -0.35 lower than the previous day. The implied volatity was 27.40, the open interest changed by -16 which decreased total open position to 248
On 14 Sept NHPC was trading at 83.50. The strike last trading price was 2.6, which was -0.95 lower than the previous day. The implied volatity was 26.09, the open interest changed by 13 which increased total open position to 140
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
