NHPC
Nhpc Ltd
Historical option data for NHPC
21 Sep 2025 04:15 PM IST
| NHPC 30SEP2025 91 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.29
Vega: 0.05
Theta: -0.08
Gamma: 0.07
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 87.82 | 0.8 | 0 | 29.94 | 254 | 23 | 243 | |||||||||
| 14 Sept | 83.50 | 0.2 | -0.05 | 26.96 | 2 | 1 | 9 | |||||||||
| 17 Aug | 82.32 | 3.15 | 0 | 7.71 | 0 | 0 | 0 | |||||||||
For Nhpc Ltd - strike price 91 expiring on 30SEP2025
Delta for 91 CE is 0.29
Historical price for 91 CE is as follows
On 21 Sept NHPC was trading at 87.82. The strike last trading price was 0.8, which was 0 lower than the previous day. The implied volatity was 29.94, the open interest changed by 23 which increased total open position to 243
On 14 Sept NHPC was trading at 83.50. The strike last trading price was 0.2, which was -0.05 lower than the previous day. The implied volatity was 26.96, the open interest changed by 1 which increased total open position to 9
On 17 Aug NHPC was trading at 82.32. The strike last trading price was 3.15, which was 0 lower than the previous day. The implied volatity was 7.71, the open interest changed by 0 which decreased total open position to 0
| NHPC 30SEP2025 91 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.69
Vega: 0.05
Theta: -0.06
Gamma: 0.07
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 87.82 | 3.7 | -0.65 | 33.22 | 37 | 16 | 40 |
| 14 Sept | 83.50 | 9.95 | 0 | - | 0 | 0 | 0 |
| 17 Aug | 82.32 | 9.95 | 0 | - | 0 | 0 | 0 |
For Nhpc Ltd - strike price 91 expiring on 30SEP2025
Delta for 91 PE is -0.69
Historical price for 91 PE is as follows
On 21 Sept NHPC was trading at 87.82. The strike last trading price was 3.7, which was -0.65 lower than the previous day. The implied volatity was 33.22, the open interest changed by 16 which increased total open position to 40
On 14 Sept NHPC was trading at 83.50. The strike last trading price was 9.95, 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 9.95, 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
