NHPC
Nhpc Ltd
Historical option data for NHPC
12 Dec 2025 04:13 PM IST
| NHPC 30-DEC-2025 75 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.75
Vega: 0.05
Theta: -0.05
Gamma: 0.08
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 12 Dec | 77.13 | 3.14 | 0.31 | 23.48 | 98 | -13 | 127 | |||||||||
| 11 Dec | 76.69 | 2.82 | -0.12 | 22.62 | 168 | -19 | 140 | |||||||||
| 10 Dec | 76.87 | 2.9 | 0.27 | 21.46 | 227 | 11 | 159 | |||||||||
| 9 Dec | 76.47 | 2.57 | -0.12 | 22.05 | 89 | 6 | 146 | |||||||||
| 8 Dec | 76.43 | 2.72 | -0.58 | 21.54 | 96 | 18 | 139 | |||||||||
| 5 Dec | 77.07 | 3.35 | 0.12 | 22.77 | 49 | 7 | 121 | |||||||||
| 4 Dec | 76.89 | 3.29 | 0.06 | 23.80 | 83 | -5 | 115 | |||||||||
| 3 Dec | 76.83 | 3.21 | -0.3 | 21.86 | 88 | 17 | 122 | |||||||||
| 2 Dec | 77.28 | 3.5 | -0.09 | 20.15 | 32 | -6 | 103 | |||||||||
| 1 Dec | 77.30 | 3.66 | 0.27 | 19.55 | 72 | 5 | 112 | |||||||||
| 28 Nov | 76.74 | 3.43 | -0.23 | 23.30 | 42 | 10 | 106 | |||||||||
| 27 Nov | 76.95 | 3.64 | -0.47 | 22.97 | 50 | 19 | 95 | |||||||||
| 26 Nov | 77.43 | 4.07 | 0.16 | 23.63 | 40 | 11 | 75 | |||||||||
| 25 Nov | 77.23 | 3.91 | 0.04 | 23.10 | 36 | 3 | 61 | |||||||||
| 24 Nov | 76.96 | 4 | -1.6 | 23.44 | 81 | 47 | 57 | |||||||||
| 21 Nov | 78.82 | 5.6 | -0.96 | 27.58 | 2 | 1 | 10 | |||||||||
| 20 Nov | 80.12 | 6.56 | -5.34 | 25.51 | 9 | 6 | 6 | |||||||||
| 19 Nov | 80.05 | 11.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Nov | 80.53 | 11.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Nov | 81.25 | 11.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 Nov | 80.30 | 11.9 | 0 | - | 0 | 0 | 0 | |||||||||
|
|
||||||||||||||||
| 13 Nov | 81.46 | 11.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Nov | 81.98 | 11.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Nov | 81.89 | 11.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Nov | 82.31 | 11.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 Nov | 81.48 | 11.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Nov | 85.33 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 31 Oct | 84.84 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Nhpc Ltd - strike price 75 expiring on 30DEC2025
Delta for 75 CE is 0.75
Historical price for 75 CE is as follows
On 12 Dec NHPC was trading at 77.13. The strike last trading price was 3.14, which was 0.31 higher than the previous day. The implied volatity was 23.48, the open interest changed by -13 which decreased total open position to 127
On 11 Dec NHPC was trading at 76.69. The strike last trading price was 2.82, which was -0.12 lower than the previous day. The implied volatity was 22.62, the open interest changed by -19 which decreased total open position to 140
On 10 Dec NHPC was trading at 76.87. The strike last trading price was 2.9, which was 0.27 higher than the previous day. The implied volatity was 21.46, the open interest changed by 11 which increased total open position to 159
On 9 Dec NHPC was trading at 76.47. The strike last trading price was 2.57, which was -0.12 lower than the previous day. The implied volatity was 22.05, the open interest changed by 6 which increased total open position to 146
On 8 Dec NHPC was trading at 76.43. The strike last trading price was 2.72, which was -0.58 lower than the previous day. The implied volatity was 21.54, the open interest changed by 18 which increased total open position to 139
On 5 Dec NHPC was trading at 77.07. The strike last trading price was 3.35, which was 0.12 higher than the previous day. The implied volatity was 22.77, the open interest changed by 7 which increased total open position to 121
On 4 Dec NHPC was trading at 76.89. The strike last trading price was 3.29, which was 0.06 higher than the previous day. The implied volatity was 23.80, the open interest changed by -5 which decreased total open position to 115
On 3 Dec NHPC was trading at 76.83. The strike last trading price was 3.21, which was -0.3 lower than the previous day. The implied volatity was 21.86, the open interest changed by 17 which increased total open position to 122
On 2 Dec NHPC was trading at 77.28. The strike last trading price was 3.5, which was -0.09 lower than the previous day. The implied volatity was 20.15, the open interest changed by -6 which decreased total open position to 103
On 1 Dec NHPC was trading at 77.30. The strike last trading price was 3.66, which was 0.27 higher than the previous day. The implied volatity was 19.55, the open interest changed by 5 which increased total open position to 112
On 28 Nov NHPC was trading at 76.74. The strike last trading price was 3.43, which was -0.23 lower than the previous day. The implied volatity was 23.30, the open interest changed by 10 which increased total open position to 106
On 27 Nov NHPC was trading at 76.95. The strike last trading price was 3.64, which was -0.47 lower than the previous day. The implied volatity was 22.97, the open interest changed by 19 which increased total open position to 95
On 26 Nov NHPC was trading at 77.43. The strike last trading price was 4.07, which was 0.16 higher than the previous day. The implied volatity was 23.63, the open interest changed by 11 which increased total open position to 75
On 25 Nov NHPC was trading at 77.23. The strike last trading price was 3.91, which was 0.04 higher than the previous day. The implied volatity was 23.10, the open interest changed by 3 which increased total open position to 61
On 24 Nov NHPC was trading at 76.96. The strike last trading price was 4, which was -1.6 lower than the previous day. The implied volatity was 23.44, the open interest changed by 47 which increased total open position to 57
On 21 Nov NHPC was trading at 78.82. The strike last trading price was 5.6, which was -0.96 lower than the previous day. The implied volatity was 27.58, the open interest changed by 1 which increased total open position to 10
On 20 Nov NHPC was trading at 80.12. The strike last trading price was 6.56, which was -5.34 lower than the previous day. The implied volatity was 25.51, the open interest changed by 6 which increased total open position to 6
On 19 Nov NHPC was trading at 80.05. The strike last trading price was 11.9, 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 18 Nov NHPC was trading at 80.53. The strike last trading price was 11.9, 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 Nov NHPC was trading at 81.25. The strike last trading price was 11.9, 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 14 Nov NHPC was trading at 80.30. The strike last trading price was 11.9, 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 13 Nov NHPC was trading at 81.46. The strike last trading price was 11.9, 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 12 Nov NHPC was trading at 81.98. The strike last trading price was 11.9, 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 11 Nov NHPC was trading at 81.89. The strike last trading price was 11.9, 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 10 Nov NHPC was trading at 82.31. The strike last trading price was 11.9, 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 7 Nov NHPC was trading at 81.48. The strike last trading price was 11.9, 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 3 Nov NHPC was trading at 85.33. The strike last trading price was 0, 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 31 Oct NHPC was trading at 84.84. The strike last trading price was 0, 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
| NHPC 30DEC2025 75 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.24
Vega: 0.05
Theta: -0.03
Gamma: 0.08
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 12 Dec | 77.13 | 0.54 | -0.25 | 21.80 | 177 | 13 | 268 |
| 11 Dec | 76.69 | 0.78 | -0.09 | 23.44 | 218 | -18 | 254 |
| 10 Dec | 76.87 | 0.88 | -0.02 | 25.23 | 492 | -27 | 274 |
| 9 Dec | 76.47 | 0.94 | 0 | 22.81 | 413 | -35 | 302 |
| 8 Dec | 76.43 | 0.97 | 0.21 | 23.80 | 367 | 57 | 337 |
| 5 Dec | 77.07 | 0.75 | -0.19 | 21.91 | 61 | 7 | 273 |
| 4 Dec | 76.89 | 0.91 | -0.15 | 22.85 | 68 | 15 | 267 |
| 3 Dec | 76.83 | 1.03 | 0.08 | 24.25 | 55 | 14 | 253 |
| 2 Dec | 77.28 | 0.94 | -0.08 | 24.66 | 72 | 19 | 238 |
| 1 Dec | 77.30 | 0.98 | -0.15 | 25.66 | 75 | 10 | 218 |
| 28 Nov | 76.74 | 1.12 | 0.02 | 23.24 | 56 | 22 | 208 |
| 27 Nov | 76.95 | 1.1 | 0.05 | 23.78 | 55 | 17 | 187 |
| 26 Nov | 77.43 | 1.06 | -0.23 | 24.71 | 76 | -10 | 169 |
| 25 Nov | 77.23 | 1.3 | -0.17 | 26.56 | 73 | 31 | 178 |
| 24 Nov | 76.96 | 1.34 | 0.4 | 26.85 | 249 | 109 | 141 |
| 21 Nov | 78.82 | 0.95 | 0.3 | 26.49 | 45 | 26 | 31 |
| 20 Nov | 80.12 | 0.65 | -0.2 | - | 0 | 0 | 0 |
| 19 Nov | 80.05 | 0.65 | -0.2 | - | 0 | 0 | 0 |
| 18 Nov | 80.53 | 0.65 | -0.2 | - | 0 | 3 | 0 |
| 17 Nov | 81.25 | 0.65 | -0.2 | 27.74 | 3 | 2 | 4 |
| 14 Nov | 80.30 | 0.85 | -0.65 | 27.84 | 2 | 1 | 1 |
| 13 Nov | 81.46 | 1.5 | 0 | - | 0 | 0 | 0 |
| 12 Nov | 81.98 | 1.5 | 0 | 8.71 | 0 | 0 | 0 |
| 11 Nov | 81.89 | 1.5 | 0 | 8.74 | 0 | 0 | 0 |
| 10 Nov | 82.31 | 1.5 | 0 | 9.05 | 0 | 0 | 0 |
| 7 Nov | 81.48 | 1.5 | 0 | 8.02 | 0 | 0 | 0 |
| 3 Nov | 85.33 | 0 | 0 | - | 0 | 0 | 0 |
| 31 Oct | 84.84 | 0 | 0 | - | 0 | 0 | 0 |
For Nhpc Ltd - strike price 75 expiring on 30DEC2025
Delta for 75 PE is -0.24
Historical price for 75 PE is as follows
On 12 Dec NHPC was trading at 77.13. The strike last trading price was 0.54, which was -0.25 lower than the previous day. The implied volatity was 21.80, the open interest changed by 13 which increased total open position to 268
On 11 Dec NHPC was trading at 76.69. The strike last trading price was 0.78, which was -0.09 lower than the previous day. The implied volatity was 23.44, the open interest changed by -18 which decreased total open position to 254
On 10 Dec NHPC was trading at 76.87. The strike last trading price was 0.88, which was -0.02 lower than the previous day. The implied volatity was 25.23, the open interest changed by -27 which decreased total open position to 274
On 9 Dec NHPC was trading at 76.47. The strike last trading price was 0.94, which was 0 lower than the previous day. The implied volatity was 22.81, the open interest changed by -35 which decreased total open position to 302
On 8 Dec NHPC was trading at 76.43. The strike last trading price was 0.97, which was 0.21 higher than the previous day. The implied volatity was 23.80, the open interest changed by 57 which increased total open position to 337
On 5 Dec NHPC was trading at 77.07. The strike last trading price was 0.75, which was -0.19 lower than the previous day. The implied volatity was 21.91, the open interest changed by 7 which increased total open position to 273
On 4 Dec NHPC was trading at 76.89. The strike last trading price was 0.91, which was -0.15 lower than the previous day. The implied volatity was 22.85, the open interest changed by 15 which increased total open position to 267
On 3 Dec NHPC was trading at 76.83. The strike last trading price was 1.03, which was 0.08 higher than the previous day. The implied volatity was 24.25, the open interest changed by 14 which increased total open position to 253
On 2 Dec NHPC was trading at 77.28. The strike last trading price was 0.94, which was -0.08 lower than the previous day. The implied volatity was 24.66, the open interest changed by 19 which increased total open position to 238
On 1 Dec NHPC was trading at 77.30. The strike last trading price was 0.98, which was -0.15 lower than the previous day. The implied volatity was 25.66, the open interest changed by 10 which increased total open position to 218
On 28 Nov NHPC was trading at 76.74. The strike last trading price was 1.12, which was 0.02 higher than the previous day. The implied volatity was 23.24, the open interest changed by 22 which increased total open position to 208
On 27 Nov NHPC was trading at 76.95. The strike last trading price was 1.1, which was 0.05 higher than the previous day. The implied volatity was 23.78, the open interest changed by 17 which increased total open position to 187
On 26 Nov NHPC was trading at 77.43. The strike last trading price was 1.06, which was -0.23 lower than the previous day. The implied volatity was 24.71, the open interest changed by -10 which decreased total open position to 169
On 25 Nov NHPC was trading at 77.23. The strike last trading price was 1.3, which was -0.17 lower than the previous day. The implied volatity was 26.56, the open interest changed by 31 which increased total open position to 178
On 24 Nov NHPC was trading at 76.96. The strike last trading price was 1.34, which was 0.4 higher than the previous day. The implied volatity was 26.85, the open interest changed by 109 which increased total open position to 141
On 21 Nov NHPC was trading at 78.82. The strike last trading price was 0.95, which was 0.3 higher than the previous day. The implied volatity was 26.49, the open interest changed by 26 which increased total open position to 31
On 20 Nov NHPC was trading at 80.12. The strike last trading price was 0.65, which was -0.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 19 Nov NHPC was trading at 80.05. The strike last trading price was 0.65, which was -0.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 18 Nov NHPC was trading at 80.53. The strike last trading price was 0.65, which was -0.2 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0
On 17 Nov NHPC was trading at 81.25. The strike last trading price was 0.65, which was -0.2 lower than the previous day. The implied volatity was 27.74, the open interest changed by 2 which increased total open position to 4
On 14 Nov NHPC was trading at 80.30. The strike last trading price was 0.85, which was -0.65 lower than the previous day. The implied volatity was 27.84, the open interest changed by 1 which increased total open position to 1
On 13 Nov NHPC was trading at 81.46. The strike last trading price was 1.5, 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 12 Nov NHPC was trading at 81.98. The strike last trading price was 1.5, which was 0 lower than the previous day. The implied volatity was 8.71, the open interest changed by 0 which decreased total open position to 0
On 11 Nov NHPC was trading at 81.89. The strike last trading price was 1.5, which was 0 lower than the previous day. The implied volatity was 8.74, the open interest changed by 0 which decreased total open position to 0
On 10 Nov NHPC was trading at 82.31. The strike last trading price was 1.5, which was 0 lower than the previous day. The implied volatity was 9.05, the open interest changed by 0 which decreased total open position to 0
On 7 Nov NHPC was trading at 81.48. The strike last trading price was 1.5, which was 0 lower than the previous day. The implied volatity was 8.02, the open interest changed by 0 which decreased total open position to 0
On 3 Nov NHPC was trading at 85.33. The strike last trading price was 0, 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 31 Oct NHPC was trading at 84.84. The strike last trading price was 0, 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































































































































































































































