Historical option data for NHPC
03 Jun 2026 04:10 PM IST
| NHPC 30-Jun-2026 (27d) 75 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.52
Vega: 0
Theta: -0.05
Gamma: 0.06861
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 3 Jun | 75.10 | 2.34 | 0.94 (67.14%) | 28.4 | 7,924 | 177 | 2,424 | |||||||||
| 2 Jun | 72.29 | 1.33 | -1.58 (-54.30%) | 30.26 | 6,878 | 2,062 | 2,230 | |||||||||
| 1 Jun | 77.20 | 2.9 | -2 (-40.82%) | 15.74 | 231 | 75 | 170 | |||||||||
| 29 May | 78.87 | 4.9 | -0.85 (-14.78%) | 27.5 | 35 | -11 | 94 | |||||||||
| 27 May | 80.68 | 5.97 | 1.43 (31.50%) | 29.45 | 75 | 28 | 106 | |||||||||
| 26 May | 78.44 | 4.49 | -0.15 (-3.23%) | 21.88 | 9 | -4 | 78 | |||||||||
| 25 May | 79.02 | 4.7 | 0.7 (17.50%) | 16.84 | 28 | 12 | 81 | |||||||||
| 22 May | 78.36 | 4.1 | -0.9 (-18.00%) | 33.64 | 6 | 4 | 68 | |||||||||
| 21 May | 79.00 | 5.05 | 0.05 (1.00%) | 34.36 | 1 | 0 | 64 | |||||||||
| 20 May | 79.50 | 5.05 | 0.05 (1.00%) | 13.7 | 25 | -4 | 64 | |||||||||
| 19 May | 79.06 | 5.1 | 1.1 (27.50%) | 18.26 | 38 | -7 | 69 | |||||||||
| 18 May | 77.71 | 4.25 | 0.25 (6.25%) | 21.73 | 83 | 51 | 76 | |||||||||
| 15 May | 76.79 | 4.05 | -0.84 (-17.18%) | 25.5 | 23 | 8 | 24 | |||||||||
| 14 May | 78.45 | 4.98 | 0.08 (1.63%) | 22.09 | 23 | 0 | 16 | |||||||||
| 13 May | 78.14 | 4.9 | 0.89 (22.19%) | 0 | 4 | 2 | 16 | |||||||||
| 12 May | 76.77 | 4.01 | -1.89 (-32.03%) | 0 | 6 | 1 | 13 | |||||||||
| 11 May | 79.19 | 5.9 | -1.35 (-18.62%) | 0 | 2 | 0 | 10 | |||||||||
| 8 May | 80.77 | 7.25 | -0.49 (-6.33%) | 17.76 | 7 | 6 | 9 | |||||||||
| 7 May | 81.58 | 7.74 | -4.4 (-36.24%) | 22.47 | 3 | 0 | 0 | |||||||||
| 6 May | 83.66 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 May | 83.17 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 May | 83.28 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Nhpc Ltd - strike price 75 expiring on 30JUN2026
Delta for 75 CE is 0.52
Historical price for 75 CE is as follows
On 3 Jun NHPC was trading at 75.10. The strike last trading price was 2.34, which was 0.94 higher than the previous day. The implied volatity was 28.4, the open interest changed by 177 which increased total open position to 2424
On 2 Jun NHPC was trading at 72.29. The strike last trading price was 1.33, which was -1.58 lower than the previous day. The implied volatity was 30.26, the open interest changed by 2062 which increased total open position to 2230
On 1 Jun NHPC was trading at 77.20. The strike last trading price was 2.9, which was -2 lower than the previous day. The implied volatity was 15.74, the open interest changed by 75 which increased total open position to 170
On 29 May NHPC was trading at 78.87. The strike last trading price was 4.9, which was -0.85 lower than the previous day. The implied volatity was 27.5, the open interest changed by -11 which decreased total open position to 94
On 27 May NHPC was trading at 80.68. The strike last trading price was 5.97, which was 1.43 higher than the previous day. The implied volatity was 29.45, the open interest changed by 28 which increased total open position to 106
On 26 May NHPC was trading at 78.44. The strike last trading price was 4.49, which was -0.15 lower than the previous day. The implied volatity was 21.88, the open interest changed by -4 which decreased total open position to 78
On 25 May NHPC was trading at 79.02. The strike last trading price was 4.7, which was 0.7 higher than the previous day. The implied volatity was 16.84, the open interest changed by 12 which increased total open position to 81
On 22 May NHPC was trading at 78.36. The strike last trading price was 4.1, which was -0.9 lower than the previous day. The implied volatity was 33.64, the open interest changed by 4 which increased total open position to 68
On 21 May NHPC was trading at 79.00. The strike last trading price was 5.05, which was 0.05 higher than the previous day. The implied volatity was 34.36, the open interest changed by 0 which decreased total open position to 64
On 20 May NHPC was trading at 79.50. The strike last trading price was 5.05, which was 0.05 higher than the previous day. The implied volatity was 13.7, the open interest changed by -4 which decreased total open position to 64
On 19 May NHPC was trading at 79.06. The strike last trading price was 5.1, which was 1.1 higher than the previous day. The implied volatity was 18.26, the open interest changed by -7 which decreased total open position to 69
On 18 May NHPC was trading at 77.71. The strike last trading price was 4.25, which was 0.25 higher than the previous day. The implied volatity was 21.73, the open interest changed by 51 which increased total open position to 76
On 15 May NHPC was trading at 76.79. The strike last trading price was 4.05, which was -0.84 lower than the previous day. The implied volatity was 25.5, the open interest changed by 8 which increased total open position to 24
On 14 May NHPC was trading at 78.45. The strike last trading price was 4.98, which was 0.08 higher than the previous day. The implied volatity was 22.09, the open interest changed by 0 which decreased total open position to 16
On 13 May NHPC was trading at 78.14. The strike last trading price was 4.9, which was 0.89 higher than the previous day. The implied volatity was 0, the open interest changed by 2 which increased total open position to 16
On 12 May NHPC was trading at 76.77. The strike last trading price was 4.01, which was -1.89 lower than the previous day. The implied volatity was 0, the open interest changed by 1 which increased total open position to 13
On 11 May NHPC was trading at 79.19. The strike last trading price was 5.9, which was -1.35 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 10
On 8 May NHPC was trading at 80.77. The strike last trading price was 7.25, which was -0.49 lower than the previous day. The implied volatity was 17.76, the open interest changed by 6 which increased total open position to 9
On 7 May NHPC was trading at 81.58. The strike last trading price was 7.74, which was -4.4 lower than the previous day. The implied volatity was 22.47, the open interest changed by 0 which decreased total open position to 0
On 6 May NHPC was trading at 83.66. 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 5 May NHPC was trading at 83.17. 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 4 May NHPC was trading at 83.28. 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 30-Jun-2026 (27d) 75 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.48
Vega: 0
Theta: -0.03
Gamma: 0.08011
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 3 Jun | 75.10 | 2 | -2 (-50.00%) | 24.33 | 7,241 | 1,388 | 2,033 |
| 2 Jun | 72.29 | 3.84 | 2.11 (121.97%) | 26.58 | 2,297 | 89 | 647 |
| 1 Jun | 77.20 | 1.81 | 0.91 (101.11%) | 33.15 | 470 | 85 | 558 |
| 29 May | 78.87 | 0.9 | 0.14 (18.42%) | 24.81 | 395 | 59 | 469 |
| 27 May | 80.68 | 0.68 | -0.55 (-44.72%) | 29.14 | 387 | -34 | 410 |
| 26 May | 78.44 | 1.28 | -0.08 (-5.88%) | 29.18 | 203 | 39 | 443 |
| 25 May | 79.02 | 1.36 | -0.38 (-21.84%) | 31.83 | 302 | 96 | 404 |
| 22 May | 78.36 | 1.69 | 0.09 (5.62%) | 31.93 | 126 | 91 | 303 |
| 21 May | 79.00 | 1.63 | 0.06 (3.82%) | 33.04 | 50 | 21 | 211 |
| 20 May | 79.50 | 1.57 | -0.13 (-7.65%) | 33.83 | 110 | 46 | 192 |
| 19 May | 79.06 | 1.75 | -0.6 (-25.53%) | 34.14 | 100 | 62 | 147 |
| 18 May | 77.71 | 2.27 | -0.64 (-21.99%) | 34.82 | 105 | 36 | 85 |
| 15 May | 76.79 | 2.87 | 0.65 (29.28%) | 36.47 | 34 | 22 | 47 |
| 14 May | 78.45 | 2.22 | -0.23 (-9.39%) | 0 | 17 | 4 | 25 |
| 13 May | 78.14 | 2.5 | -0.47 (-15.82%) | 0 | 18 | 0 | 21 |
| 12 May | 76.77 | 2.88 | 0.83 (40.49%) | 0 | 11 | 5 | 21 |
| 11 May | 79.19 | 2.05 | 0.65 (46.43%) | 0 | 5 | 0 | 11 |
| 8 May | 80.77 | 1.4 | -0.02 (-1.41%) | 31.47 | 8 | 7 | 11 |
| 7 May | 81.58 | 1.35 | -0.1 (-6.90%) | 32.45 | 4 | 2 | 3 |
| 6 May | 83.66 | 1.45 | 0 (0.00%) | - | 0 | 0 | 1 |
| 5 May | 83.17 | 1.45 | 0 (0.00%) | 36.98 | 0 | 0 | 1 |
| 4 May | 83.28 | 1.45 | 0.44 (43.56%) | 36.98 | 1 | 0 | 0 |
For Nhpc Ltd - strike price 75 expiring on 30JUN2026
Delta for 75 PE is -0.48
Historical price for 75 PE is as follows
On 3 Jun NHPC was trading at 75.10. The strike last trading price was 2, which was -2 lower than the previous day. The implied volatity was 24.33, the open interest changed by 1388 which increased total open position to 2033
On 2 Jun NHPC was trading at 72.29. The strike last trading price was 3.84, which was 2.11 higher than the previous day. The implied volatity was 26.58, the open interest changed by 89 which increased total open position to 647
On 1 Jun NHPC was trading at 77.20. The strike last trading price was 1.81, which was 0.91 higher than the previous day. The implied volatity was 33.15, the open interest changed by 85 which increased total open position to 558
On 29 May NHPC was trading at 78.87. The strike last trading price was 0.9, which was 0.14 higher than the previous day. The implied volatity was 24.81, the open interest changed by 59 which increased total open position to 469
On 27 May NHPC was trading at 80.68. The strike last trading price was 0.68, which was -0.55 lower than the previous day. The implied volatity was 29.14, the open interest changed by -34 which decreased total open position to 410
On 26 May NHPC was trading at 78.44. The strike last trading price was 1.28, which was -0.08 lower than the previous day. The implied volatity was 29.18, the open interest changed by 39 which increased total open position to 443
On 25 May NHPC was trading at 79.02. The strike last trading price was 1.36, which was -0.38 lower than the previous day. The implied volatity was 31.83, the open interest changed by 96 which increased total open position to 404
On 22 May NHPC was trading at 78.36. The strike last trading price was 1.69, which was 0.09 higher than the previous day. The implied volatity was 31.93, the open interest changed by 91 which increased total open position to 303
On 21 May NHPC was trading at 79.00. The strike last trading price was 1.63, which was 0.06 higher than the previous day. The implied volatity was 33.04, the open interest changed by 21 which increased total open position to 211
On 20 May NHPC was trading at 79.50. The strike last trading price was 1.57, which was -0.13 lower than the previous day. The implied volatity was 33.83, the open interest changed by 46 which increased total open position to 192
On 19 May NHPC was trading at 79.06. The strike last trading price was 1.75, which was -0.6 lower than the previous day. The implied volatity was 34.14, the open interest changed by 62 which increased total open position to 147
On 18 May NHPC was trading at 77.71. The strike last trading price was 2.27, which was -0.64 lower than the previous day. The implied volatity was 34.82, the open interest changed by 36 which increased total open position to 85
On 15 May NHPC was trading at 76.79. The strike last trading price was 2.87, which was 0.65 higher than the previous day. The implied volatity was 36.47, the open interest changed by 22 which increased total open position to 47
On 14 May NHPC was trading at 78.45. The strike last trading price was 2.22, which was -0.23 lower than the previous day. The implied volatity was 0, the open interest changed by 4 which increased total open position to 25
On 13 May NHPC was trading at 78.14. The strike last trading price was 2.5, which was -0.47 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 21
On 12 May NHPC was trading at 76.77. The strike last trading price was 2.88, which was 0.83 higher than the previous day. The implied volatity was 0, the open interest changed by 5 which increased total open position to 21
On 11 May NHPC was trading at 79.19. The strike last trading price was 2.05, which was 0.65 higher than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 11
On 8 May NHPC was trading at 80.77. The strike last trading price was 1.4, which was -0.02 lower than the previous day. The implied volatity was 31.47, the open interest changed by 7 which increased total open position to 11
On 7 May NHPC was trading at 81.58. The strike last trading price was 1.35, which was -0.1 lower than the previous day. The implied volatity was 32.45, the open interest changed by 2 which increased total open position to 3
On 6 May NHPC was trading at 83.66. The strike last trading price was 1.45, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 5 May NHPC was trading at 83.17. The strike last trading price was 1.45, which was 0 lower than the previous day. The implied volatity was 36.98, the open interest changed by 0 which decreased total open position to 1
On 4 May NHPC was trading at 83.28. The strike last trading price was 1.45, which was 0.44 higher than the previous day. The implied volatity was 36.98, the open interest changed by 0 which decreased total open position to 0
