NHPC
Nhpc Ltd
Historical option data for NHPC
17 Aug 2025 12:58 AM IST
| NHPC 30SEP2025 90 CE | ||||||||||||||||
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Delta: 0.23
Vega: 0.09
Theta: -0.03
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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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 0.23
Historical price for 90 CE is as follows
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: -0.89
Vega: 0.05
Theta: 0.01
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 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 -0.89
Historical price for 90 PE is as follows
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
