NHPC
Nhpc Ltd
Historical option data for NHPC
28 Sep 2025 10:09 PM IST
| NHPC 28-OCT-2025 86 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.42
Vega: 0.10
Theta: -0.05
Gamma: 0.06
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
|
|
||||||||||||||||
| 28 Sept | 83.64 | 1.9 | -2.1 | 26.08 | 43 | 11 | 14 | |||||||||
| 21 Sept | 87.82 | 6.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 Sept | 83.50 | 6.2 | 0 | 1.89 | 0 | 0 | 0 | |||||||||
| 17 Aug | 82.32 | 6.2 | 0 | 1.75 | 0 | 0 | 0 | |||||||||
For Nhpc Ltd - strike price 86 expiring on 28OCT2025
Delta for 86 CE is 0.42
Historical price for 86 CE is as follows
On 28 Sept NHPC was trading at 83.64. The strike last trading price was 1.9, which was -2.1 lower than the previous day. The implied volatity was 26.08, the open interest changed by 11 which increased total open position to 14
On 21 Sept NHPC was trading at 87.82. 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
On 14 Sept NHPC was trading at 83.50. The strike last trading price was 6.2, which was 0 lower than the previous day. The implied volatity was 1.89, the open interest changed by 0 which decreased total open position to 0
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 1.75, the open interest changed by 0 which decreased total open position to 0
| NHPC 28OCT2025 86 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.57
Vega: 0.10
Theta: -0.03
Gamma: 0.06
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 83.64 | 3.55 | 1.75 | 27.12 | 9 | 0 | 8 |
| 21 Sept | 87.82 | 7.7 | 0 | 3.44 | 0 | 0 | 0 |
| 14 Sept | 83.50 | 7.7 | 0 | - | 0 | 0 | 0 |
| 17 Aug | 82.32 | 7.7 | 0 | - | 0 | 0 | 0 |
For Nhpc Ltd - strike price 86 expiring on 28OCT2025
Delta for 86 PE is -0.57
Historical price for 86 PE is as follows
On 28 Sept NHPC was trading at 83.64. The strike last trading price was 3.55, which was 1.75 higher than the previous day. The implied volatity was 27.12, the open interest changed by 0 which decreased total open position to 8
On 21 Sept NHPC was trading at 87.82. The strike last trading price was 7.7, which was 0 lower than the previous day. The implied volatity was 3.44, the open interest changed by 0 which decreased total open position to 0
On 14 Sept NHPC was trading at 83.50. The strike last trading price was 7.7, 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
On 17 Aug NHPC was trading at 82.32. The strike last trading price was 7.7, 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
