NHPC
Nhpc Ltd
Historical option data for NHPC
12 Dec 2025 04:13 PM IST
| NHPC 30-DEC-2025 76 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.67
Vega: 0.06
Theta: -0.05
Gamma: 0.10
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| 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 | |||||||||
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| 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
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| 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































































































































































































































