NHPC
Nhpc Ltd
Historical option data for NHPC
21 Sep 2025 04:15 PM IST
| NHPC 30SEP2025 88 CE | ||||||||||||||||
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Delta: 0.54
Vega: 0.06
Theta: -0.09
Gamma: 0.10
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 87.82 | 1.75 | 0.1 | 26.53 | 1,016 | -138 | 237 | |||||||||
| 14 Sept | 83.50 | 0.45 | 0 | 24.18 | 122 | 6 | 85 | |||||||||
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| 17 Aug | 82.32 | 7.1 | 0 | 5.15 | 0 | 0 | 0 | |||||||||
For Nhpc Ltd - strike price 88 expiring on 30SEP2025
Delta for 88 CE is 0.54
Historical price for 88 CE is as follows
On 21 Sept NHPC was trading at 87.82. The strike last trading price was 1.75, which was 0.1 higher than the previous day. The implied volatity was 26.53, the open interest changed by -138 which decreased total open position to 237
On 14 Sept NHPC was trading at 83.50. The strike last trading price was 0.45, which was 0 lower than the previous day. The implied volatity was 24.18, the open interest changed by 6 which increased total open position to 85
On 17 Aug NHPC was trading at 82.32. The strike last trading price was 7.1, which was 0 lower than the previous day. The implied volatity was 5.15, the open interest changed by 0 which decreased total open position to 0
| NHPC 30SEP2025 88 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.47
Vega: 0.06
Theta: -0.07
Gamma: 0.09
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 87.82 | 1.7 | -0.5 | 30.06 | 367 | -28 | 160 |
| 14 Sept | 83.50 | 4.95 | -0.95 | 29.96 | 7 | 1 | 11 |
| 17 Aug | 82.32 | 8.35 | 0 | - | 0 | 0 | 0 |
For Nhpc Ltd - strike price 88 expiring on 30SEP2025
Delta for 88 PE is -0.47
Historical price for 88 PE is as follows
On 21 Sept NHPC was trading at 87.82. The strike last trading price was 1.7, which was -0.5 lower than the previous day. The implied volatity was 30.06, the open interest changed by -28 which decreased total open position to 160
On 14 Sept NHPC was trading at 83.50. The strike last trading price was 4.95, which was -0.95 lower than the previous day. The implied volatity was 29.96, the open interest changed by 1 which increased total open position to 11
On 17 Aug NHPC was trading at 82.32. The strike last trading price was 8.35, 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
