[--[65.84.65.76]--]

NHPC

Nhpc Ltd
77.13 +0.44 (0.57%)
L: 76.61 H: 77.36

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Historical option data for NHPC

12 Dec 2025 04:13 PM IST
NHPC 30-DEC-2025 76 CE
Delta: 0.67
Vega: 0.06
Theta: -0.05
Gamma: 0.10
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 77.13 2.35 0.18 21.74 80 -8 161
11 Dec 76.69 2.16 -0.16 22.39 245 15 170
10 Dec 76.87 2.31 0.32 22.55 251 -10 155
9 Dec 76.47 1.91 -0.11 21.24 257 19 166
8 Dec 76.43 2.03 -0.49 20.61 119 7 147
5 Dec 77.07 2.56 -0.03 21.01 70 27 141
4 Dec 76.89 2.62 0.05 23.29 83 -28 114
3 Dec 76.83 2.55 -0.32 21.66 95 29 143
2 Dec 77.28 2.91 0.01 21.54 47 -3 114
1 Dec 77.30 3 0.2 20.30 148 22 117
28 Nov 76.74 2.8 -0.19 23.01 26 1 93
27 Nov 76.95 3.01 -0.44 23.06 65 29 92
26 Nov 77.43 3.45 0.17 24.13 46 11 64
25 Nov 77.23 3.3 0.11 23.56 35 1 53
24 Nov 76.96 3.3 -1.34 22.87 95 52 53
21 Nov 78.82 4.64 -9.11 23.94 1 0 0
20 Nov 80.12 13.75 0 - 0 0 0
19 Nov 80.05 13.75 0 - 0 0 0
18 Nov 80.53 13.75 0 - 0 0 0
17 Nov 81.25 13.75 0 - 0 0 0
14 Nov 80.30 13.75 0 - 0 0 0
13 Nov 81.46 13.75 0 - 0 0 0
12 Nov 81.98 13.75 0 - 0 0 0
11 Nov 81.89 13.75 0 - 0 0 0
10 Nov 82.31 13.75 0 - 0 0 0
7 Nov 81.48 13.75 0 - 0 0 0
3 Nov 85.33 13.75 0 - 0 0 0
31 Oct 84.84 13.75 0 - 0 0 0
27 Oct 85.02 13.75 0 - 0 0 0
14 Oct 85.36 13.75 0 - 0 0 0
8 Oct 85.44 13.75 0 - 0 0 0


For Nhpc Ltd - strike price 76 expiring on 30DEC2025

Delta for 76 CE is 0.67

Historical price for 76 CE is as follows

On 12 Dec NHPC was trading at 77.13. The strike last trading price was 2.35, which was 0.18 higher than the previous day. The implied volatity was 21.74, the open interest changed by -8 which decreased total open position to 161


On 11 Dec NHPC was trading at 76.69. The strike last trading price was 2.16, which was -0.16 lower than the previous day. The implied volatity was 22.39, the open interest changed by 15 which increased total open position to 170


On 10 Dec NHPC was trading at 76.87. The strike last trading price was 2.31, which was 0.32 higher than the previous day. The implied volatity was 22.55, the open interest changed by -10 which decreased total open position to 155


On 9 Dec NHPC was trading at 76.47. The strike last trading price was 1.91, which was -0.11 lower than the previous day. The implied volatity was 21.24, the open interest changed by 19 which increased total open position to 166


On 8 Dec NHPC was trading at 76.43. The strike last trading price was 2.03, which was -0.49 lower than the previous day. The implied volatity was 20.61, the open interest changed by 7 which increased total open position to 147


On 5 Dec NHPC was trading at 77.07. The strike last trading price was 2.56, which was -0.03 lower than the previous day. The implied volatity was 21.01, the open interest changed by 27 which increased total open position to 141


On 4 Dec NHPC was trading at 76.89. The strike last trading price was 2.62, which was 0.05 higher than the previous day. The implied volatity was 23.29, the open interest changed by -28 which decreased total open position to 114


On 3 Dec NHPC was trading at 76.83. The strike last trading price was 2.55, which was -0.32 lower than the previous day. The implied volatity was 21.66, the open interest changed by 29 which increased total open position to 143


On 2 Dec NHPC was trading at 77.28. The strike last trading price was 2.91, which was 0.01 higher than the previous day. The implied volatity was 21.54, the open interest changed by -3 which decreased total open position to 114


On 1 Dec NHPC was trading at 77.30. The strike last trading price was 3, which was 0.2 higher than the previous day. The implied volatity was 20.30, the open interest changed by 22 which increased total open position to 117


On 28 Nov NHPC was trading at 76.74. The strike last trading price was 2.8, which was -0.19 lower than the previous day. The implied volatity was 23.01, the open interest changed by 1 which increased total open position to 93


On 27 Nov NHPC was trading at 76.95. The strike last trading price was 3.01, which was -0.44 lower than the previous day. The implied volatity was 23.06, the open interest changed by 29 which increased total open position to 92


On 26 Nov NHPC was trading at 77.43. The strike last trading price was 3.45, which was 0.17 higher than the previous day. The implied volatity was 24.13, the open interest changed by 11 which increased total open position to 64


On 25 Nov NHPC was trading at 77.23. The strike last trading price was 3.3, which was 0.11 higher than the previous day. The implied volatity was 23.56, the open interest changed by 1 which increased total open position to 53


On 24 Nov NHPC was trading at 76.96. The strike last trading price was 3.3, which was -1.34 lower than the previous day. The implied volatity was 22.87, the open interest changed by 52 which increased total open position to 53


On 21 Nov NHPC was trading at 78.82. The strike last trading price was 4.64, which was -9.11 lower than the previous day. The implied volatity was 23.94, the open interest changed by 0 which decreased total open position to 0


On 20 Nov NHPC was trading at 80.12. The strike last trading price was 13.75, 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 19 Nov NHPC was trading at 80.05. The strike last trading price was 13.75, 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 13.75, 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 13.75, 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 13.75, 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 13.75, 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 13.75, 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 13.75, 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 13.75, 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 13.75, 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 13.75, 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 13.75, 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 27 Oct NHPC was trading at 85.02. The strike last trading price was 13.75, 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 Oct NHPC was trading at 85.36. The strike last trading price was 13.75, 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 8 Oct NHPC was trading at 85.44. The strike last trading price was 13.75, 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 76 PE
Delta: -0.33
Vega: 0.06
Theta: -0.03
Gamma: 0.10
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 77.13 0.86 -0.23 22.12 182 -11 189
11 Dec 76.69 1.09 -0.13 22.76 190 -1 200
10 Dec 76.87 1.24 -0.05 25.27 496 20 202
9 Dec 76.47 1.31 0 22.44 313 -31 183
8 Dec 76.43 1.28 0.21 22.77 114 -2 214
5 Dec 77.07 1 -0.28 20.86 88 7 217
4 Dec 76.89 1.31 -0.11 23.41 124 -25 209
3 Dec 76.83 1.44 0.16 24.81 126 17 231
2 Dec 77.28 1.28 -0.09 24.74 60 1 214
1 Dec 77.30 1.33 -0.16 25.93 117 39 215
28 Nov 76.74 1.51 0.06 23.51 45 11 175
27 Nov 76.95 1.44 0.08 23.57 76 23 165
26 Nov 77.43 1.39 -0.28 24.64 142 8 141
25 Nov 77.23 1.7 -0.18 26.98 57 9 131
24 Nov 76.96 1.83 0.59 28.24 132 48 123
21 Nov 78.82 1.25 0.32 26.73 84 21 75
20 Nov 80.12 0.96 -0.06 26.84 18 3 53
19 Nov 80.05 1.02 0.13 27.31 28 12 49
18 Nov 80.53 0.89 0.04 26.68 35 29 38
17 Nov 81.25 0.85 -0.15 27.81 7 4 8
14 Nov 80.30 1 -0.25 26.88 3 1 2
13 Nov 81.46 1.25 -1 - 0 0 0
12 Nov 81.98 1.25 -1 - 0 0 0
11 Nov 81.89 1.25 -1 - 0 0 0
10 Nov 82.31 1.25 -1 - 0 1 0
7 Nov 81.48 1.25 -1 30.66 1 0 0
3 Nov 85.33 2.25 0 - 0 0 0
31 Oct 84.84 2.25 0 - 0 0 0
27 Oct 85.02 2.25 0 - 0 0 0
14 Oct 85.36 2.25 0 - 0 0 0
8 Oct 85.44 2.25 0 - 0 0 0


For Nhpc Ltd - strike price 76 expiring on 30DEC2025

Delta for 76 PE is -0.33

Historical price for 76 PE is as follows

On 12 Dec NHPC was trading at 77.13. The strike last trading price was 0.86, which was -0.23 lower than the previous day. The implied volatity was 22.12, the open interest changed by -11 which decreased total open position to 189


On 11 Dec NHPC was trading at 76.69. The strike last trading price was 1.09, which was -0.13 lower than the previous day. The implied volatity was 22.76, the open interest changed by -1 which decreased total open position to 200


On 10 Dec NHPC was trading at 76.87. The strike last trading price was 1.24, which was -0.05 lower than the previous day. The implied volatity was 25.27, the open interest changed by 20 which increased total open position to 202


On 9 Dec NHPC was trading at 76.47. The strike last trading price was 1.31, which was 0 lower than the previous day. The implied volatity was 22.44, the open interest changed by -31 which decreased total open position to 183


On 8 Dec NHPC was trading at 76.43. The strike last trading price was 1.28, which was 0.21 higher than the previous day. The implied volatity was 22.77, the open interest changed by -2 which decreased total open position to 214


On 5 Dec NHPC was trading at 77.07. The strike last trading price was 1, which was -0.28 lower than the previous day. The implied volatity was 20.86, the open interest changed by 7 which increased total open position to 217


On 4 Dec NHPC was trading at 76.89. The strike last trading price was 1.31, which was -0.11 lower than the previous day. The implied volatity was 23.41, the open interest changed by -25 which decreased total open position to 209


On 3 Dec NHPC was trading at 76.83. The strike last trading price was 1.44, which was 0.16 higher than the previous day. The implied volatity was 24.81, the open interest changed by 17 which increased total open position to 231


On 2 Dec NHPC was trading at 77.28. The strike last trading price was 1.28, which was -0.09 lower than the previous day. The implied volatity was 24.74, the open interest changed by 1 which increased total open position to 214


On 1 Dec NHPC was trading at 77.30. The strike last trading price was 1.33, which was -0.16 lower than the previous day. The implied volatity was 25.93, the open interest changed by 39 which increased total open position to 215


On 28 Nov NHPC was trading at 76.74. The strike last trading price was 1.51, which was 0.06 higher than the previous day. The implied volatity was 23.51, the open interest changed by 11 which increased total open position to 175


On 27 Nov NHPC was trading at 76.95. The strike last trading price was 1.44, which was 0.08 higher than the previous day. The implied volatity was 23.57, the open interest changed by 23 which increased total open position to 165


On 26 Nov NHPC was trading at 77.43. The strike last trading price was 1.39, which was -0.28 lower than the previous day. The implied volatity was 24.64, the open interest changed by 8 which increased total open position to 141


On 25 Nov NHPC was trading at 77.23. The strike last trading price was 1.7, which was -0.18 lower than the previous day. The implied volatity was 26.98, the open interest changed by 9 which increased total open position to 131


On 24 Nov NHPC was trading at 76.96. The strike last trading price was 1.83, which was 0.59 higher than the previous day. The implied volatity was 28.24, the open interest changed by 48 which increased total open position to 123


On 21 Nov NHPC was trading at 78.82. The strike last trading price was 1.25, which was 0.32 higher than the previous day. The implied volatity was 26.73, the open interest changed by 21 which increased total open position to 75


On 20 Nov NHPC was trading at 80.12. The strike last trading price was 0.96, which was -0.06 lower than the previous day. The implied volatity was 26.84, the open interest changed by 3 which increased total open position to 53


On 19 Nov NHPC was trading at 80.05. The strike last trading price was 1.02, which was 0.13 higher than the previous day. The implied volatity was 27.31, the open interest changed by 12 which increased total open position to 49


On 18 Nov NHPC was trading at 80.53. The strike last trading price was 0.89, which was 0.04 higher than the previous day. The implied volatity was 26.68, the open interest changed by 29 which increased total open position to 38


On 17 Nov NHPC was trading at 81.25. The strike last trading price was 0.85, which was -0.15 lower than the previous day. The implied volatity was 27.81, the open interest changed by 4 which increased total open position to 8


On 14 Nov NHPC was trading at 80.30. The strike last trading price was 1, which was -0.25 lower than the previous day. The implied volatity was 26.88, the open interest changed by 1 which increased total open position to 2


On 13 Nov NHPC was trading at 81.46. The strike last trading price was 1.25, which was -1 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 1.25, which was -1 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 1.25, which was -1 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 1.25, which was -1 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 7 Nov NHPC was trading at 81.48. The strike last trading price was 1.25, which was -1 lower than the previous day. The implied volatity was 30.66, 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 2.25, 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 2.25, 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 27 Oct NHPC was trading at 85.02. The strike last trading price was 2.25, 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 Oct NHPC was trading at 85.36. The strike last trading price was 2.25, 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 8 Oct NHPC was trading at 85.44. The strike last trading price was 2.25, 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