NHPC
Nhpc Ltd
Historical option data for NHPC
21 Sep 2025 04:15 PM IST
| NHPC 30SEP2025 94 CE | ||||||||||||||||
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Delta: 0.13
Vega: 0.03
Theta: -0.05
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 87.82 | 0.3 | -0.05 | 31.26 | 32 | 2 | 73 | |||||||||
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| 14 Sept | 83.50 | 0.15 | 0.05 | 32.23 | 4 | 1 | 54 | |||||||||
| 17 Aug | 82.32 | 0.55 | -0.15 | 29.27 | 7 | 0 | 24 | |||||||||
For Nhpc Ltd - strike price 94 expiring on 30SEP2025
Delta for 94 CE is 0.13
Historical price for 94 CE is as follows
On 21 Sept NHPC was trading at 87.82. The strike last trading price was 0.3, which was -0.05 lower than the previous day. The implied volatity was 31.26, the open interest changed by 2 which increased total open position to 73
On 14 Sept NHPC was trading at 83.50. The strike last trading price was 0.15, which was 0.05 higher than the previous day. The implied volatity was 32.23, the open interest changed by 1 which increased total open position to 54
On 17 Aug NHPC was trading at 82.32. The strike last trading price was 0.55, which was -0.15 lower than the previous day. The implied volatity was 29.27, the open interest changed by 0 which decreased total open position to 24
| NHPC 30SEP2025 94 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.82
Vega: 0.04
Theta: -0.05
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 87.82 | 6.25 | -0.6 | 37.74 | 21 | 5 | 13 |
| 14 Sept | 83.50 | 12 | 0 | - | 0 | 0 | 0 |
| 17 Aug | 82.32 | 12 | 0 | - | 0 | 0 | 0 |
For Nhpc Ltd - strike price 94 expiring on 30SEP2025
Delta for 94 PE is -0.82
Historical price for 94 PE is as follows
On 21 Sept NHPC was trading at 87.82. The strike last trading price was 6.25, which was -0.6 lower than the previous day. The implied volatity was 37.74, the open interest changed by 5 which increased total open position to 13
On 14 Sept NHPC was trading at 83.50. The strike last trading price was 12, 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 12, 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
