NHPC
Nhpc Ltd
Historical option data for NHPC
06 Mar 2026 04:13 PM IST
| NHPC 30-MAR-2026 75 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.48
Vega: 0.08
Theta: -0.05
Gamma: 0.08
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 6 Mar | 74.18 | 1.8 | -0.08 | 26.79 | 641 | -11 | 753 | |||||||||
| 5 Mar | 74.15 | 1.87 | 0.53 | 26.85 | 590 | -96 | 756 | |||||||||
| 4 Mar | 72.23 | 1.39 | -0.36 | 29.98 | 868 | 45 | 850 | |||||||||
| 2 Mar | 73.14 | 1.79 | -0.82 | 27.76 | 903 | 91 | 806 | |||||||||
| 27 Feb | 75.33 | 2.65 | -0.27 | 24.04 | 673 | -47 | 713 | |||||||||
| 26 Feb | 75.73 | 2.94 | -0.08 | 24.07 | 820 | 41 | 759 | |||||||||
| 25 Feb | 75.67 | 2.88 | -0.24 | 25.32 | 1,453 | 198 | 723 | |||||||||
| 24 Feb | 75.77 | 3.33 | 0.99 | 27.43 | 901 | 201 | 519 | |||||||||
| 23 Feb | 74.08 | 2.27 | -0.41 | 26.31 | 303 | 123 | 315 | |||||||||
| 20 Feb | 74.47 | 2.63 | 0 | 26.29 | 519 | 99 | 191 | |||||||||
| 19 Feb | 74.36 | 2.57 | -1.28 | 26.85 | 136 | 74 | 86 | |||||||||
| 18 Feb | 76.34 | 3.86 | -0.72 | 27.48 | 12 | 8 | 12 | |||||||||
| 17 Feb | 76.71 | 4.66 | 0.75 | - | 0 | 0 | 4 | |||||||||
| 16 Feb | 77.04 | 4.66 | 0.75 | 30.08 | 3 | 1 | 3 | |||||||||
| 13 Feb | 75.47 | 3.91 | -0.73 | 31.22 | 1 | 0 | 1 | |||||||||
| 12 Feb | 76.50 | 4.64 | -0.21 | - | 0 | 0 | 1 | |||||||||
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| 11 Feb | 77.58 | 4.64 | -0.21 | 23.47 | 1 | 0 | 0 | |||||||||
| 10 Feb | 76.95 | 4.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Feb | 78.90 | 4.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Feb | 79.43 | 4.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Feb | 80.00 | 4.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Feb | 78.48 | 4.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Feb | 78.49 | 4.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Feb | 77.79 | 4.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Feb | 77.00 | 4.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Jan | 78.20 | 4.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Jan | 79.18 | 4.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 28 Jan | 78.89 | 4.85 | 0 | - | 0 | 0 | 0 | |||||||||
For Nhpc Ltd - strike price 75 expiring on 30MAR2026
Delta for 75 CE is 0.48
Historical price for 75 CE is as follows
On 6 Mar NHPC was trading at 74.18. The strike last trading price was 1.8, which was -0.08 lower than the previous day. The implied volatity was 26.79, the open interest changed by -11 which decreased total open position to 753
On 5 Mar NHPC was trading at 74.15. The strike last trading price was 1.87, which was 0.53 higher than the previous day. The implied volatity was 26.85, the open interest changed by -96 which decreased total open position to 756
On 4 Mar NHPC was trading at 72.23. The strike last trading price was 1.39, which was -0.36 lower than the previous day. The implied volatity was 29.98, the open interest changed by 45 which increased total open position to 850
On 2 Mar NHPC was trading at 73.14. The strike last trading price was 1.79, which was -0.82 lower than the previous day. The implied volatity was 27.76, the open interest changed by 91 which increased total open position to 806
On 27 Feb NHPC was trading at 75.33. The strike last trading price was 2.65, which was -0.27 lower than the previous day. The implied volatity was 24.04, the open interest changed by -47 which decreased total open position to 713
On 26 Feb NHPC was trading at 75.73. The strike last trading price was 2.94, which was -0.08 lower than the previous day. The implied volatity was 24.07, the open interest changed by 41 which increased total open position to 759
On 25 Feb NHPC was trading at 75.67. The strike last trading price was 2.88, which was -0.24 lower than the previous day. The implied volatity was 25.32, the open interest changed by 198 which increased total open position to 723
On 24 Feb NHPC was trading at 75.77. The strike last trading price was 3.33, which was 0.99 higher than the previous day. The implied volatity was 27.43, the open interest changed by 201 which increased total open position to 519
On 23 Feb NHPC was trading at 74.08. The strike last trading price was 2.27, which was -0.41 lower than the previous day. The implied volatity was 26.31, the open interest changed by 123 which increased total open position to 315
On 20 Feb NHPC was trading at 74.47. The strike last trading price was 2.63, which was 0 lower than the previous day. The implied volatity was 26.29, the open interest changed by 99 which increased total open position to 191
On 19 Feb NHPC was trading at 74.36. The strike last trading price was 2.57, which was -1.28 lower than the previous day. The implied volatity was 26.85, the open interest changed by 74 which increased total open position to 86
On 18 Feb NHPC was trading at 76.34. The strike last trading price was 3.86, which was -0.72 lower than the previous day. The implied volatity was 27.48, the open interest changed by 8 which increased total open position to 12
On 17 Feb NHPC was trading at 76.71. The strike last trading price was 4.66, which was 0.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 16 Feb NHPC was trading at 77.04. The strike last trading price was 4.66, which was 0.75 higher than the previous day. The implied volatity was 30.08, the open interest changed by 1 which increased total open position to 3
On 13 Feb NHPC was trading at 75.47. The strike last trading price was 3.91, which was -0.73 lower than the previous day. The implied volatity was 31.22, the open interest changed by 0 which decreased total open position to 1
On 12 Feb NHPC was trading at 76.50. The strike last trading price was 4.64, which was -0.21 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 11 Feb NHPC was trading at 77.58. The strike last trading price was 4.64, which was -0.21 lower than the previous day. The implied volatity was 23.47, the open interest changed by 0 which decreased total open position to 0
On 10 Feb NHPC was trading at 76.95. The strike last trading price was 4.85, 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 9 Feb NHPC was trading at 78.90. The strike last trading price was 4.85, 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 6 Feb NHPC was trading at 79.43. The strike last trading price was 4.85, 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 5 Feb NHPC was trading at 80.00. The strike last trading price was 4.85, 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 4 Feb NHPC was trading at 78.48. The strike last trading price was 4.85, 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 Feb NHPC was trading at 78.49. The strike last trading price was 4.85, 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 2 Feb NHPC was trading at 77.79. The strike last trading price was 4.85, 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 1 Feb NHPC was trading at 77.00. The strike last trading price was 4.85, 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 30 Jan NHPC was trading at 78.20. The strike last trading price was 4.85, 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 29 Jan NHPC was trading at 79.18. The strike last trading price was 4.85, 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 28 Jan NHPC was trading at 78.89. The strike last trading price was 4.85, 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 30MAR2026 75 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.52
Vega: 0.08
Theta: -0.04
Gamma: 0.07
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 6 Mar | 74.18 | 2.59 | 0.23 | 30.78 | 168 | 18 | 476 |
| 5 Mar | 74.15 | 2.45 | -1.5 | 28.69 | 264 | -45 | 457 |
| 4 Mar | 72.23 | 3.95 | 0.77 | 34.38 | 99 | -58 | 504 |
| 2 Mar | 73.14 | 3.14 | 1.08 | 31.78 | 357 | 61 | 562 |
| 27 Feb | 75.33 | 2.03 | 0.18 | 28.88 | 190 | 9 | 500 |
| 26 Feb | 75.73 | 1.82 | -0.1 | 27.98 | 217 | 11 | 493 |
| 25 Feb | 75.67 | 1.98 | -0.02 | 27.87 | 214 | 80 | 481 |
| 24 Feb | 75.77 | 1.98 | -0.74 | 29.18 | 424 | 109 | 401 |
| 23 Feb | 74.08 | 2.74 | 0.11 | 28.35 | 103 | 37 | 291 |
| 20 Feb | 74.47 | 2.7 | 0 | 29.4 | 91 | 18 | 255 |
| 19 Feb | 74.36 | 2.86 | 0.94 | 29.3 | 207 | 133 | 237 |
| 18 Feb | 76.34 | 1.98 | 0.18 | 29.02 | 73 | 62 | 106 |
| 17 Feb | 76.71 | 1.8 | -0.04 | 28.67 | 36 | 17 | 42 |
| 16 Feb | 77.04 | 1.84 | -0.53 | 29.64 | 7 | 3 | 21 |
| 13 Feb | 75.47 | 2.37 | 0.79 | - | 0 | 0 | 18 |
| 12 Feb | 76.50 | 2.37 | 0.79 | 32.46 | 9 | 3 | 13 |
| 11 Feb | 77.58 | 1.62 | -0.03 | 28.06 | 2 | 0 | 10 |
| 10 Feb | 76.95 | 1.65 | -0.14 | 26.27 | 14 | 9 | 10 |
| 9 Feb | 78.90 | 1.79 | -2.14 | 33.79 | 1 | 0 | 0 |
| 6 Feb | 79.43 | 3.93 | 0 | 6.08 | 0 | 0 | 0 |
| 5 Feb | 80.00 | 3.93 | 0 | 6.46 | 0 | 0 | 0 |
| 4 Feb | 78.48 | 3.93 | 0 | 5.41 | 0 | 0 | 0 |
| 3 Feb | 78.49 | 3.93 | 0 | 5.12 | 0 | 0 | 0 |
| 2 Feb | 77.79 | 3.93 | 0 | 4.58 | 0 | 0 | 0 |
| 1 Feb | 77.00 | 3.93 | 0 | 3.06 | 0 | 0 | 0 |
| 30 Jan | 78.20 | 3.93 | 0 | 4.74 | 0 | 0 | 0 |
| 29 Jan | 79.18 | 3.93 | 0 | 5.66 | 0 | 0 | 0 |
| 28 Jan | 78.89 | 3.93 | 0 | 5.36 | 0 | 0 | 0 |
For Nhpc Ltd - strike price 75 expiring on 30MAR2026
Delta for 75 PE is -0.52
Historical price for 75 PE is as follows
On 6 Mar NHPC was trading at 74.18. The strike last trading price was 2.59, which was 0.23 higher than the previous day. The implied volatity was 30.78, the open interest changed by 18 which increased total open position to 476
On 5 Mar NHPC was trading at 74.15. The strike last trading price was 2.45, which was -1.5 lower than the previous day. The implied volatity was 28.69, the open interest changed by -45 which decreased total open position to 457
On 4 Mar NHPC was trading at 72.23. The strike last trading price was 3.95, which was 0.77 higher than the previous day. The implied volatity was 34.38, the open interest changed by -58 which decreased total open position to 504
On 2 Mar NHPC was trading at 73.14. The strike last trading price was 3.14, which was 1.08 higher than the previous day. The implied volatity was 31.78, the open interest changed by 61 which increased total open position to 562
On 27 Feb NHPC was trading at 75.33. The strike last trading price was 2.03, which was 0.18 higher than the previous day. The implied volatity was 28.88, the open interest changed by 9 which increased total open position to 500
On 26 Feb NHPC was trading at 75.73. The strike last trading price was 1.82, which was -0.1 lower than the previous day. The implied volatity was 27.98, the open interest changed by 11 which increased total open position to 493
On 25 Feb NHPC was trading at 75.67. The strike last trading price was 1.98, which was -0.02 lower than the previous day. The implied volatity was 27.87, the open interest changed by 80 which increased total open position to 481
On 24 Feb NHPC was trading at 75.77. The strike last trading price was 1.98, which was -0.74 lower than the previous day. The implied volatity was 29.18, the open interest changed by 109 which increased total open position to 401
On 23 Feb NHPC was trading at 74.08. The strike last trading price was 2.74, which was 0.11 higher than the previous day. The implied volatity was 28.35, the open interest changed by 37 which increased total open position to 291
On 20 Feb NHPC was trading at 74.47. The strike last trading price was 2.7, which was 0 lower than the previous day. The implied volatity was 29.4, the open interest changed by 18 which increased total open position to 255
On 19 Feb NHPC was trading at 74.36. The strike last trading price was 2.86, which was 0.94 higher than the previous day. The implied volatity was 29.3, the open interest changed by 133 which increased total open position to 237
On 18 Feb NHPC was trading at 76.34. The strike last trading price was 1.98, which was 0.18 higher than the previous day. The implied volatity was 29.02, the open interest changed by 62 which increased total open position to 106
On 17 Feb NHPC was trading at 76.71. The strike last trading price was 1.8, which was -0.04 lower than the previous day. The implied volatity was 28.67, the open interest changed by 17 which increased total open position to 42
On 16 Feb NHPC was trading at 77.04. The strike last trading price was 1.84, which was -0.53 lower than the previous day. The implied volatity was 29.64, the open interest changed by 3 which increased total open position to 21
On 13 Feb NHPC was trading at 75.47. The strike last trading price was 2.37, which was 0.79 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 18
On 12 Feb NHPC was trading at 76.50. The strike last trading price was 2.37, which was 0.79 higher than the previous day. The implied volatity was 32.46, the open interest changed by 3 which increased total open position to 13
On 11 Feb NHPC was trading at 77.58. The strike last trading price was 1.62, which was -0.03 lower than the previous day. The implied volatity was 28.06, the open interest changed by 0 which decreased total open position to 10
On 10 Feb NHPC was trading at 76.95. The strike last trading price was 1.65, which was -0.14 lower than the previous day. The implied volatity was 26.27, the open interest changed by 9 which increased total open position to 10
On 9 Feb NHPC was trading at 78.90. The strike last trading price was 1.79, which was -2.14 lower than the previous day. The implied volatity was 33.79, the open interest changed by 0 which decreased total open position to 0
On 6 Feb NHPC was trading at 79.43. The strike last trading price was 3.93, which was 0 lower than the previous day. The implied volatity was 6.08, the open interest changed by 0 which decreased total open position to 0
On 5 Feb NHPC was trading at 80.00. The strike last trading price was 3.93, which was 0 lower than the previous day. The implied volatity was 6.46, the open interest changed by 0 which decreased total open position to 0
On 4 Feb NHPC was trading at 78.48. The strike last trading price was 3.93, which was 0 lower than the previous day. The implied volatity was 5.41, the open interest changed by 0 which decreased total open position to 0
On 3 Feb NHPC was trading at 78.49. The strike last trading price was 3.93, which was 0 lower than the previous day. The implied volatity was 5.12, the open interest changed by 0 which decreased total open position to 0
On 2 Feb NHPC was trading at 77.79. The strike last trading price was 3.93, which was 0 lower than the previous day. The implied volatity was 4.58, the open interest changed by 0 which decreased total open position to 0
On 1 Feb NHPC was trading at 77.00. The strike last trading price was 3.93, which was 0 lower than the previous day. The implied volatity was 3.06, the open interest changed by 0 which decreased total open position to 0
On 30 Jan NHPC was trading at 78.20. The strike last trading price was 3.93, which was 0 lower than the previous day. The implied volatity was 4.74, the open interest changed by 0 which decreased total open position to 0
On 29 Jan NHPC was trading at 79.18. The strike last trading price was 3.93, which was 0 lower than the previous day. The implied volatity was 5.66, the open interest changed by 0 which decreased total open position to 0
On 28 Jan NHPC was trading at 78.89. The strike last trading price was 3.93, which was 0 lower than the previous day. The implied volatity was 5.36, the open interest changed by 0 which decreased total open position to 0
