[--[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 77 CE
Delta: 0.57
Vega: 0.07
Theta: -0.05
Gamma: 0.11
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 77.13 1.75 0.17 21.67 259 0 295
11 Dec 76.69 1.58 -0.2 21.93 475 70 292
10 Dec 76.87 1.78 0.31 22.99 719 -58 223
9 Dec 76.47 1.45 -0.08 21.88 402 39 279
8 Dec 76.43 1.51 -0.49 20.73 317 18 241
5 Dec 77.07 2 -0.04 21.31 178 0 223
4 Dec 76.89 2.02 0 22.71 152 -30 224
3 Dec 76.83 2.03 -0.26 22.15 344 45 255
2 Dec 77.28 2.36 0.01 22.17 241 -42 207
1 Dec 77.30 2.41 0.17 20.75 293 0 251
28 Nov 76.74 2.21 -0.23 22.64 273 26 250
27 Nov 76.95 2.43 -0.4 22.90 453 132 225
26 Nov 77.43 2.78 0.04 23.28 248 27 93
25 Nov 77.23 2.65 -0.03 22.81 108 17 67
24 Nov 76.96 2.75 -7.7 23.24 86 45 45
21 Nov 78.82 10.45 0 - 0 0 0
20 Nov 80.12 10.45 0 - 0 0 0
19 Nov 80.05 10.45 0 - 0 0 0
18 Nov 80.53 10.45 0 - 0 0 0
17 Nov 81.25 10.45 0 - 0 0 0
14 Nov 80.30 10.45 0 - 0 0 0
13 Nov 81.46 10.45 0 - 0 0 0
12 Nov 81.98 10.45 0 - 0 0 0
11 Nov 81.89 10.45 0 - 0 0 0
10 Nov 82.31 10.45 0 - 0 0 0
7 Nov 81.48 10.45 0 - 0 0 0
3 Nov 85.33 10.45 0 - 0 0 0
31 Oct 84.84 10.45 0 - 0 0 0


For Nhpc Ltd - strike price 77 expiring on 30DEC2025

Delta for 77 CE is 0.57

Historical price for 77 CE is as follows

On 12 Dec NHPC was trading at 77.13. The strike last trading price was 1.75, which was 0.17 higher than the previous day. The implied volatity was 21.67, the open interest changed by 0 which decreased total open position to 295


On 11 Dec NHPC was trading at 76.69. The strike last trading price was 1.58, which was -0.2 lower than the previous day. The implied volatity was 21.93, the open interest changed by 70 which increased total open position to 292


On 10 Dec NHPC was trading at 76.87. The strike last trading price was 1.78, which was 0.31 higher than the previous day. The implied volatity was 22.99, the open interest changed by -58 which decreased total open position to 223


On 9 Dec NHPC was trading at 76.47. The strike last trading price was 1.45, which was -0.08 lower than the previous day. The implied volatity was 21.88, the open interest changed by 39 which increased total open position to 279


On 8 Dec NHPC was trading at 76.43. The strike last trading price was 1.51, which was -0.49 lower than the previous day. The implied volatity was 20.73, the open interest changed by 18 which increased total open position to 241


On 5 Dec NHPC was trading at 77.07. The strike last trading price was 2, which was -0.04 lower than the previous day. The implied volatity was 21.31, the open interest changed by 0 which decreased total open position to 223


On 4 Dec NHPC was trading at 76.89. The strike last trading price was 2.02, which was 0 lower than the previous day. The implied volatity was 22.71, the open interest changed by -30 which decreased total open position to 224


On 3 Dec NHPC was trading at 76.83. The strike last trading price was 2.03, which was -0.26 lower than the previous day. The implied volatity was 22.15, the open interest changed by 45 which increased total open position to 255


On 2 Dec NHPC was trading at 77.28. The strike last trading price was 2.36, which was 0.01 higher than the previous day. The implied volatity was 22.17, the open interest changed by -42 which decreased total open position to 207


On 1 Dec NHPC was trading at 77.30. The strike last trading price was 2.41, which was 0.17 higher than the previous day. The implied volatity was 20.75, the open interest changed by 0 which decreased total open position to 251


On 28 Nov NHPC was trading at 76.74. The strike last trading price was 2.21, which was -0.23 lower than the previous day. The implied volatity was 22.64, the open interest changed by 26 which increased total open position to 250


On 27 Nov NHPC was trading at 76.95. The strike last trading price was 2.43, which was -0.4 lower than the previous day. The implied volatity was 22.90, the open interest changed by 132 which increased total open position to 225


On 26 Nov NHPC was trading at 77.43. The strike last trading price was 2.78, which was 0.04 higher than the previous day. The implied volatity was 23.28, the open interest changed by 27 which increased total open position to 93


On 25 Nov NHPC was trading at 77.23. The strike last trading price was 2.65, which was -0.03 lower than the previous day. The implied volatity was 22.81, the open interest changed by 17 which increased total open position to 67


On 24 Nov NHPC was trading at 76.96. The strike last trading price was 2.75, which was -7.7 lower than the previous day. The implied volatity was 23.24, the open interest changed by 45 which increased total open position to 45


On 21 Nov NHPC was trading at 78.82. The strike last trading price was 10.45, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 20 Nov NHPC was trading at 80.12. The strike last trading price was 10.45, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 19 Nov NHPC was trading at 80.05. The strike last trading price was 10.45, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 18 Nov NHPC was trading at 80.53. The strike last trading price was 10.45, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 17 Nov NHPC was trading at 81.25. The strike last trading price was 10.45, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 14 Nov NHPC was trading at 80.30. The strike last trading price was 10.45, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 13 Nov NHPC was trading at 81.46. The strike last trading price was 10.45, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 12 Nov NHPC was trading at 81.98. The strike last trading price was 10.45, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 11 Nov NHPC was trading at 81.89. The strike last trading price was 10.45, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 10 Nov NHPC was trading at 82.31. The strike last trading price was 10.45, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 7 Nov NHPC was trading at 81.48. The strike last trading price was 10.45, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 3 Nov NHPC was trading at 85.33. The strike last trading price was 10.45, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 31 Oct NHPC was trading at 84.84. The strike last trading price was 10.45, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


NHPC 30DEC2025 77 PE
Delta: -0.43
Vega: 0.07
Theta: -0.03
Gamma: 0.11
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 77.13 1.16 -0.34 20.62 68 25 359
11 Dec 76.69 1.5 -0.18 22.42 165 2 330
10 Dec 76.87 1.7 -0.14 25.51 604 102 326
9 Dec 76.47 1.84 0.07 23.00 110 25 224
8 Dec 76.43 1.76 0.32 22.91 162 3 197
5 Dec 77.07 1.45 -0.26 21.39 70 9 194
4 Dec 76.89 1.71 -0.19 22.91 60 4 183
3 Dec 76.83 1.84 0.12 24.29 102 -1 181
2 Dec 77.28 1.73 -0.09 25.27 194 -17 181
1 Dec 77.30 1.73 -0.24 25.96 86 31 198
28 Nov 76.74 1.98 0.11 23.66 69 17 167
27 Nov 76.95 1.86 0.09 23.48 137 48 150
26 Nov 77.43 1.81 -0.3 24.85 152 24 101
25 Nov 77.23 2.25 -0.05 28.31 56 20 76
24 Nov 76.96 2.16 0.16 27.21 80 54 54
21 Nov 78.82 2 0 3.47 0 0 0
20 Nov 80.12 2 0 - 0 0 0
19 Nov 80.05 2 0 4.84 0 0 0
18 Nov 80.53 2 0 5.36 0 0 0
17 Nov 81.25 2 0 6.19 0 0 0
14 Nov 80.30 2 0 5.21 0 0 0
13 Nov 81.46 2 0 - 0 0 0
12 Nov 81.98 2 0 6.69 0 0 0
11 Nov 81.89 2 0 6.75 0 0 0
10 Nov 82.31 2 0 6.99 0 0 0
7 Nov 81.48 2 0 6.05 0 0 0
3 Nov 85.33 2 0 - 0 0 0
31 Oct 84.84 2 0 - 0 0 0


For Nhpc Ltd - strike price 77 expiring on 30DEC2025

Delta for 77 PE is -0.43

Historical price for 77 PE is as follows

On 12 Dec NHPC was trading at 77.13. The strike last trading price was 1.16, which was -0.34 lower than the previous day. The implied volatity was 20.62, the open interest changed by 25 which increased total open position to 359


On 11 Dec NHPC was trading at 76.69. The strike last trading price was 1.5, which was -0.18 lower than the previous day. The implied volatity was 22.42, the open interest changed by 2 which increased total open position to 330


On 10 Dec NHPC was trading at 76.87. The strike last trading price was 1.7, which was -0.14 lower than the previous day. The implied volatity was 25.51, the open interest changed by 102 which increased total open position to 326


On 9 Dec NHPC was trading at 76.47. The strike last trading price was 1.84, which was 0.07 higher than the previous day. The implied volatity was 23.00, the open interest changed by 25 which increased total open position to 224


On 8 Dec NHPC was trading at 76.43. The strike last trading price was 1.76, which was 0.32 higher than the previous day. The implied volatity was 22.91, the open interest changed by 3 which increased total open position to 197


On 5 Dec NHPC was trading at 77.07. The strike last trading price was 1.45, which was -0.26 lower than the previous day. The implied volatity was 21.39, the open interest changed by 9 which increased total open position to 194


On 4 Dec NHPC was trading at 76.89. The strike last trading price was 1.71, which was -0.19 lower than the previous day. The implied volatity was 22.91, the open interest changed by 4 which increased total open position to 183


On 3 Dec NHPC was trading at 76.83. The strike last trading price was 1.84, which was 0.12 higher than the previous day. The implied volatity was 24.29, the open interest changed by -1 which decreased total open position to 181


On 2 Dec NHPC was trading at 77.28. The strike last trading price was 1.73, which was -0.09 lower than the previous day. The implied volatity was 25.27, the open interest changed by -17 which decreased total open position to 181


On 1 Dec NHPC was trading at 77.30. The strike last trading price was 1.73, which was -0.24 lower than the previous day. The implied volatity was 25.96, the open interest changed by 31 which increased total open position to 198


On 28 Nov NHPC was trading at 76.74. The strike last trading price was 1.98, which was 0.11 higher than the previous day. The implied volatity was 23.66, the open interest changed by 17 which increased total open position to 167


On 27 Nov NHPC was trading at 76.95. The strike last trading price was 1.86, which was 0.09 higher than the previous day. The implied volatity was 23.48, the open interest changed by 48 which increased total open position to 150


On 26 Nov NHPC was trading at 77.43. The strike last trading price was 1.81, which was -0.3 lower than the previous day. The implied volatity was 24.85, the open interest changed by 24 which increased total open position to 101


On 25 Nov NHPC was trading at 77.23. The strike last trading price was 2.25, which was -0.05 lower than the previous day. The implied volatity was 28.31, the open interest changed by 20 which increased total open position to 76


On 24 Nov NHPC was trading at 76.96. The strike last trading price was 2.16, which was 0.16 higher than the previous day. The implied volatity was 27.21, the open interest changed by 54 which increased total open position to 54


On 21 Nov NHPC was trading at 78.82. The strike last trading price was 2, which was 0 lower than the previous day. The implied volatity was 3.47, 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 2, 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 2, which was 0 lower than the previous day. The implied volatity was 4.84, 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 2, which was 0 lower than the previous day. The implied volatity was 5.36, 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 2, which was 0 lower than the previous day. The implied volatity was 6.19, 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 2, which was 0 lower than the previous day. The implied volatity was 5.21, 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 2, 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 2, which was 0 lower than the previous day. The implied volatity was 6.69, 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 2, which was 0 lower than the previous day. The implied volatity was 6.75, 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 2, which was 0 lower than the previous day. The implied volatity was 6.99, 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 2, which was 0 lower than the previous day. The implied volatity was 6.05, 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, 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, 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