NHPC
Nhpc Ltd
Historical option data for NHPC
21 Sep 2025 04:15 PM IST
| NHPC 30SEP2025 90 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.36
Vega: 0.06
Theta: -0.09
Gamma: 0.08
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 87.82 | 1.1 | 0.05 | 29.85 | 1,857 | -220 | 1,852 | |||||||||
| 14 Sept | 83.50 | 0.3 | 0.05 | 27.12 | 196 | 4 | 297 | |||||||||
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| 17 Aug | 82.32 | 1 | -0.35 | 27.37 | 23 | 6 | 58 | |||||||||
For Nhpc Ltd - strike price 90 expiring on 30SEP2025
Delta for 90 CE is 0.36
Historical price for 90 CE is as follows
On 21 Sept NHPC was trading at 87.82. The strike last trading price was 1.1, which was 0.05 higher than the previous day. The implied volatity was 29.85, the open interest changed by -220 which decreased total open position to 1852
On 14 Sept NHPC was trading at 83.50. The strike last trading price was 0.3, which was 0.05 higher than the previous day. The implied volatity was 27.12, the open interest changed by 4 which increased total open position to 297
On 17 Aug NHPC was trading at 82.32. The strike last trading price was 1, which was -0.35 lower than the previous day. The implied volatity was 27.37, the open interest changed by 6 which increased total open position to 58
| NHPC 30SEP2025 90 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.63
Vega: 0.06
Theta: -0.07
Gamma: 0.08
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 87.82 | 2.95 | -0.6 | 31.95 | 169 | 2 | 174 |
| 14 Sept | 83.50 | 6.95 | -0.7 | 37.38 | 11 | -7 | 43 |
| 17 Aug | 82.32 | 7 | 1 | 17.22 | 2 | 2 | 3 |
For Nhpc Ltd - strike price 90 expiring on 30SEP2025
Delta for 90 PE is -0.63
Historical price for 90 PE is as follows
On 21 Sept NHPC was trading at 87.82. The strike last trading price was 2.95, which was -0.6 lower than the previous day. The implied volatity was 31.95, the open interest changed by 2 which increased total open position to 174
On 14 Sept NHPC was trading at 83.50. The strike last trading price was 6.95, which was -0.7 lower than the previous day. The implied volatity was 37.38, the open interest changed by -7 which decreased total open position to 43
On 17 Aug NHPC was trading at 82.32. The strike last trading price was 7, which was 1 higher than the previous day. The implied volatity was 17.22, the open interest changed by 2 which increased total open position to 3
