Historical option data for NHPC
22 Jun 2026 01:12 PM IST
| NHPC 28-Jul-2026 (36d) 76 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.71
Vega: 0
Theta: -0.04
Gamma: 0.04825
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 22 Jun | 78.47 | 4.9 | 1.9 (63.33%) | 28.17 | 19 | -7 | 12 | |||||||||
| 19 Jun | 75.82 | 2.61 | 0.61 (30.50%) | 24.52 | 14 | 10 | 19 | |||||||||
| 18 Jun | 75.94 | 2.35 | 0.35 (17.50%) | 22.09 | 1 | 0 | 9 | |||||||||
| 17 Jun | 74.41 | 1.98 | -0.02 (-1.00%) | 25.13 | 3 | 1 | 9 | |||||||||
| 16 Jun | 74.75 | 2.45 | 0.45 (22.50%) | 27.6 | 2 | 0 | 6 | |||||||||
| 15 Jun | 74.69 | 2.45 | 0.45 (22.50%) | 26.25 | 1 | 0 | 6 | |||||||||
| 12 Jun | 73.79 | 2 | 0 (0.00%) | 26.34 | 6 | 0 | 5 | |||||||||
| 11 Jun | 72.13 | 1.6 | -0.4 (-20.00%) | 28.33 | 5 | 1 | 5 | |||||||||
| 10 Jun | 72.67 | 2.11 | -0.89 (-29.67%) | 28.18 | 2 | 0 | 4 | |||||||||
| 9 Jun | 74.00 | 3.45 | 0.45 (15.00%) | - | 2 | 0 | 4 | |||||||||
| 8 Jun | 73.51 | 3.45 | 0.45 (15.00%) | - | 2 | 0 | 4 | |||||||||
| 5 Jun | 74.97 | 3.45 | 0.45 (15.00%) | - | 2 | 0 | 4 | |||||||||
| 4 Jun | 76.12 | 3.45 | 0.45 (15.00%) | 29.56 | 2 | 0 | 4 | |||||||||
| 3 Jun | 75.10 | 3.45 | 1.45 (72.50%) | 29.56 | 2 | 0 | 4 | |||||||||
| 2 Jun | 72.29 | 2.31 | -2.69 (-53.80%) | 27.88 | 3 | 3 | 4 | |||||||||
| 1 Jun | 77.20 | 5.36 | -6.64 (-55.33%) | 36.78 | 1 | 1 | 1 | |||||||||
| 12 May | 76.77 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 May | 79.19 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 8 May | 80.77 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 May | 81.58 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 May | 83.66 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Apr | 83.20 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Apr | 84.09 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Nhpc Ltd - strike price 76 expiring on 28JUL2026
Delta for 76 CE is 0.71
Historical price for 76 CE is as follows
On 22 Jun NHPC was trading at 78.47. The strike last trading price was 4.9, which was 1.9 higher than the previous day. The implied volatity was 28.17, the open interest changed by -7 which decreased total open position to 12
On 19 Jun NHPC was trading at 75.82. The strike last trading price was 2.61, which was 0.61 higher than the previous day. The implied volatity was 24.52, the open interest changed by 10 which increased total open position to 19
On 18 Jun NHPC was trading at 75.94. The strike last trading price was 2.35, which was 0.35 higher than the previous day. The implied volatity was 22.09, the open interest changed by 0 which decreased total open position to 9
On 17 Jun NHPC was trading at 74.41. The strike last trading price was 1.98, which was -0.02 lower than the previous day. The implied volatity was 25.13, the open interest changed by 1 which increased total open position to 9
On 16 Jun NHPC was trading at 74.75. The strike last trading price was 2.45, which was 0.45 higher than the previous day. The implied volatity was 27.6, the open interest changed by 0 which decreased total open position to 6
On 15 Jun NHPC was trading at 74.69. The strike last trading price was 2.45, which was 0.45 higher than the previous day. The implied volatity was 26.25, the open interest changed by 0 which decreased total open position to 6
On 12 Jun NHPC was trading at 73.79. The strike last trading price was 2, which was 0 lower than the previous day. The implied volatity was 26.34, the open interest changed by 0 which decreased total open position to 5
On 11 Jun NHPC was trading at 72.13. The strike last trading price was 1.6, which was -0.4 lower than the previous day. The implied volatity was 28.33, the open interest changed by 1 which increased total open position to 5
On 10 Jun NHPC was trading at 72.67. The strike last trading price was 2.11, which was -0.89 lower than the previous day. The implied volatity was 28.18, the open interest changed by 0 which decreased total open position to 4
On 9 Jun NHPC was trading at 74.00. The strike last trading price was 3.45, which was 0.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 8 Jun NHPC was trading at 73.51. The strike last trading price was 3.45, which was 0.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 5 Jun NHPC was trading at 74.97. The strike last trading price was 3.45, which was 0.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 4 Jun NHPC was trading at 76.12. The strike last trading price was 3.45, which was 0.45 higher than the previous day. The implied volatity was 29.56, the open interest changed by 0 which decreased total open position to 4
On 3 Jun NHPC was trading at 75.10. The strike last trading price was 3.45, which was 1.45 higher than the previous day. The implied volatity was 29.56, the open interest changed by 0 which decreased total open position to 4
On 2 Jun NHPC was trading at 72.29. The strike last trading price was 2.31, which was -2.69 lower than the previous day. The implied volatity was 27.88, the open interest changed by 3 which increased total open position to 4
On 1 Jun NHPC was trading at 77.20. The strike last trading price was 5.36, which was -6.64 lower than the previous day. The implied volatity was 36.78, the open interest changed by 1 which increased total open position to 1
On 12 May NHPC was trading at 76.77. 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 11 May NHPC was trading at 79.19. 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 8 May NHPC was trading at 80.77. 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 7 May NHPC was trading at 81.58. 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 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 30 Apr NHPC was trading at 83.20. 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 29 Apr NHPC was trading at 84.09. 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 28-Jul-2026 (36d) 76 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 22 Jun | 78.47 | 3.1 | 3.1 | - | 1 | 0 | 3 |
| 19 Jun | 75.82 | 3.1 | 3.1 | - | 1 | 0 | 3 |
| 18 Jun | 75.94 | 3.1 | 3.1 (6.90%) | 24.46 | 1 | 0 | 3 |
| 17 Jun | 74.41 | 3.1 | 0.2 (6.90%) | 24.46 | 1 | 0 | 3 |
| 16 Jun | 74.75 | 2.9 | 2.9 (-14.71%) | 24.77 | 1 | 0 | 3 |
| 15 Jun | 74.69 | 2.9 | -0.5 (-14.71%) | 24.77 | 1 | 0 | 3 |
| 12 Jun | 73.79 | 3.4 | -0.39 (-10.29%) | 23.56 | 2 | -1 | 2 |
| 11 Jun | 72.13 | 3.79 | 3.79 | - | 1 | 0 | 3 |
| 10 Jun | 72.67 | 3.79 | 3.79 (73.06%) | 24.94 | 1 | 0 | 3 |
| 9 Jun | 74.00 | 3.79 | 1.6 (73.06%) | 24.94 | 1 | 0 | 3 |
| 8 Jun | 73.51 | 2.19 | 2.19 | - | 3 | 0 | 3 |
| 5 Jun | 74.97 | 2.19 | 2.19 (-24.48%) | 23.04 | 3 | 0 | 3 |
| 4 Jun | 76.12 | 2.19 | -0.71 (-24.48%) | 23.04 | 3 | 1 | 3 |
| 3 Jun | 75.10 | 3 | 1.21 (67.60%) | 22.95 | 3 | 2 | 2 |
| 2 Jun | 72.29 | 0 | 0 | - | 0 | 0 | 0 |
| 1 Jun | 77.20 | 0 | 0 | - | 0 | 0 | 0 |
| 12 May | 76.77 | 0 | -1.79 (-100.00%) | - | 0 | 0 | 0 |
| 11 May | 79.19 | 0 | -1.79 (-100.00%) | - | 0 | 0 | 0 |
| 8 May | 80.77 | 0 | 0 | - | 0 | 0 | 0 |
| 7 May | 81.58 | 0 | 0 | - | 0 | 0 | 0 |
| 6 May | 83.66 | 0 | 0 | - | 0 | 0 | 0 |
| 30 Apr | 83.20 | 0 | 0 | - | 0 | 0 | 0 |
| 29 Apr | 84.09 | 0 | 0 | - | 0 | 0 | 0 |
For Nhpc Ltd - strike price 76 expiring on 28JUL2026
Delta for 76 PE is -
Historical price for 76 PE is as follows
On 22 Jun NHPC was trading at 78.47. The strike last trading price was 3.1, which was 3.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 19 Jun NHPC was trading at 75.82. The strike last trading price was 3.1, which was 3.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 18 Jun NHPC was trading at 75.94. The strike last trading price was 3.1, which was 3.1 higher than the previous day. The implied volatity was 24.46, the open interest changed by 0 which decreased total open position to 3
On 17 Jun NHPC was trading at 74.41. The strike last trading price was 3.1, which was 0.2 higher than the previous day. The implied volatity was 24.46, the open interest changed by 0 which decreased total open position to 3
On 16 Jun NHPC was trading at 74.75. The strike last trading price was 2.9, which was 2.9 higher than the previous day. The implied volatity was 24.77, the open interest changed by 0 which decreased total open position to 3
On 15 Jun NHPC was trading at 74.69. The strike last trading price was 2.9, which was -0.5 lower than the previous day. The implied volatity was 24.77, the open interest changed by 0 which decreased total open position to 3
On 12 Jun NHPC was trading at 73.79. The strike last trading price was 3.4, which was -0.39 lower than the previous day. The implied volatity was 23.56, the open interest changed by -1 which decreased total open position to 2
On 11 Jun NHPC was trading at 72.13. The strike last trading price was 3.79, which was 3.79 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 10 Jun NHPC was trading at 72.67. The strike last trading price was 3.79, which was 3.79 higher than the previous day. The implied volatity was 24.94, the open interest changed by 0 which decreased total open position to 3
On 9 Jun NHPC was trading at 74.00. The strike last trading price was 3.79, which was 1.6 higher than the previous day. The implied volatity was 24.94, the open interest changed by 0 which decreased total open position to 3
On 8 Jun NHPC was trading at 73.51. The strike last trading price was 2.19, which was 2.19 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 5 Jun NHPC was trading at 74.97. The strike last trading price was 2.19, which was 2.19 higher than the previous day. The implied volatity was 23.04, the open interest changed by 0 which decreased total open position to 3
On 4 Jun NHPC was trading at 76.12. The strike last trading price was 2.19, which was -0.71 lower than the previous day. The implied volatity was 23.04, the open interest changed by 1 which increased total open position to 3
On 3 Jun NHPC was trading at 75.10. The strike last trading price was 3, which was 1.21 higher than the previous day. The implied volatity was 22.95, the open interest changed by 2 which increased total open position to 2
On 2 Jun NHPC was trading at 72.29. 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 1 Jun NHPC was trading at 77.20. 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 12 May NHPC was trading at 76.77. The strike last trading price was 0, which was -1.79 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 May NHPC was trading at 79.19. The strike last trading price was 0, which was -1.79 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 8 May NHPC was trading at 80.77. 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 7 May NHPC was trading at 81.58. 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 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 30 Apr NHPC was trading at 83.20. 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 29 Apr NHPC was trading at 84.09. 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
