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[--[65.84.65.76]--]
NHPC
Nhpc Ltd

85.16 -0.95 (-1.10%)

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Historical option data for NHPC

12 Dec 2024 12:04 PM IST
NHPC 26DEC2024 75 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
12 Dec 85.35 10.1 0.00 - 0 0 0
11 Dec 86.11 10.1 0.00 - 0 0 0
10 Dec 85.98 10.1 0.00 - 0 0 0
9 Dec 86.77 10.1 0.00 - 0 0 0
6 Dec 84.87 10.1 0.00 - 0 0 0
5 Dec 82.18 10.1 0.00 - 0 0 0
4 Dec 81.95 10.1 0.00 - 0 0 0
3 Dec 81.98 10.1 0.00 - 0 0 0
2 Dec 81.48 10.1 10.10 - 0 0 0
29 Nov 81.44 0 0.00 0 0 0


For Nhpc Ltd - strike price 75 expiring on 26DEC2024

Delta for 75 CE is -

Historical price for 75 CE is as follows

On 12 Dec NHPC was trading at 85.35. The strike last trading price was 10.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 11 Dec NHPC was trading at 86.11. The strike last trading price was 10.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 10 Dec NHPC was trading at 85.98. The strike last trading price was 10.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 9 Dec NHPC was trading at 86.77. The strike last trading price was 10.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 6 Dec NHPC was trading at 84.87. The strike last trading price was 10.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 5 Dec NHPC was trading at 82.18. The strike last trading price was 10.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 4 Dec NHPC was trading at 81.95. The strike last trading price was 10.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 3 Dec NHPC was trading at 81.98. The strike last trading price was 10.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 2 Dec NHPC was trading at 81.48. The strike last trading price was 10.1, which was 10.10 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 29 Nov NHPC was trading at 81.44. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


NHPC 26DEC2024 75 PE
Delta: -0.04
Vega: 0.01
Theta: -0.02
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
12 Dec 85.35 0.1 0.00 38.76 119 -36 164
11 Dec 86.11 0.1 -0.05 39.60 17 -1 199
10 Dec 85.98 0.15 0.00 41.27 12 0 202
9 Dec 86.77 0.15 -0.05 42.12 93 3 200
6 Dec 84.87 0.2 -0.15 36.57 149 71 196
5 Dec 82.18 0.35 -0.10 33.94 60 -6 125
4 Dec 81.95 0.45 -0.05 34.94 110 25 130
3 Dec 81.98 0.5 -0.20 35.40 126 52 104
2 Dec 81.48 0.7 0.70 36.69 75 52 52
29 Nov 81.44 0 0.00 0 0 0


For Nhpc Ltd - strike price 75 expiring on 26DEC2024

Delta for 75 PE is -0.04

Historical price for 75 PE is as follows

On 12 Dec NHPC was trading at 85.35. The strike last trading price was 0.1, which was 0.00 lower than the previous day. The implied volatity was 38.76, the open interest changed by -36 which decreased total open position to 164


On 11 Dec NHPC was trading at 86.11. The strike last trading price was 0.1, which was -0.05 lower than the previous day. The implied volatity was 39.60, the open interest changed by -1 which decreased total open position to 199


On 10 Dec NHPC was trading at 85.98. The strike last trading price was 0.15, which was 0.00 lower than the previous day. The implied volatity was 41.27, the open interest changed by 0 which decreased total open position to 202


On 9 Dec NHPC was trading at 86.77. The strike last trading price was 0.15, which was -0.05 lower than the previous day. The implied volatity was 42.12, the open interest changed by 3 which increased total open position to 200


On 6 Dec NHPC was trading at 84.87. The strike last trading price was 0.2, which was -0.15 lower than the previous day. The implied volatity was 36.57, the open interest changed by 71 which increased total open position to 196


On 5 Dec NHPC was trading at 82.18. The strike last trading price was 0.35, which was -0.10 lower than the previous day. The implied volatity was 33.94, the open interest changed by -6 which decreased total open position to 125


On 4 Dec NHPC was trading at 81.95. The strike last trading price was 0.45, which was -0.05 lower than the previous day. The implied volatity was 34.94, the open interest changed by 25 which increased total open position to 130


On 3 Dec NHPC was trading at 81.98. The strike last trading price was 0.5, which was -0.20 lower than the previous day. The implied volatity was 35.40, the open interest changed by 52 which increased total open position to 104


On 2 Dec NHPC was trading at 81.48. The strike last trading price was 0.7, which was 0.70 higher than the previous day. The implied volatity was 36.69, the open interest changed by 52 which increased total open position to 52


On 29 Nov NHPC was trading at 81.44. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0