Historical option data for NHPC
22 Jun 2026 02:18 PM IST
| NHPC 28-Jul-2026 (36d) 77 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.61
Vega: 0
Theta: -0.04
Gamma: 0.05384
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 22 Jun | 78.19 | 3.7 | 1.7 (85.00%) | 28.88 | 39 | 3 | 25 | |||||||||
| 19 Jun | 75.82 | 2 | 0 (0.00%) | 25.95 | 10 | 3 | 22 | |||||||||
| 18 Jun | 75.94 | 2.31 | 0.31 (15.50%) | 25.87 | 19 | 12 | 18 | |||||||||
| 17 Jun | 74.41 | 1.7 | -0.3 (-15.00%) | 25.41 | 1 | 0 | 6 | |||||||||
| 16 Jun | 74.75 | 1.7 | -0.3 (-15.00%) | 25.41 | 1 | 1 | 6 | |||||||||
| 15 Jun | 74.69 | 1.98 | -0.02 (-1.00%) | 25.81 | 5 | 3 | 4 | |||||||||
| 12 Jun | 73.79 | 2.1 | 0.1 (5.00%) | - | 1 | 0 | 1 | |||||||||
| 11 Jun | 72.13 | 2.1 | 0.1 (5.00%) | - | 1 | 0 | 1 | |||||||||
| 10 Jun | 72.67 | 2.1 | 0.1 (5.00%) | - | 1 | 0 | 1 | |||||||||
| 9 Jun | 74.00 | 2.1 | -3.9 (-65.00%) | - | 1 | 0 | 0 | |||||||||
For Nhpc Ltd - strike price 77 expiring on 28JUL2026
Delta for 77 CE is 0.61
Historical price for 77 CE is as follows
On 22 Jun NHPC was trading at 78.19. The strike last trading price was 3.7, which was 1.7 higher than the previous day. The implied volatity was 28.88, the open interest changed by 3 which increased total open position to 25
On 19 Jun NHPC was trading at 75.82. The strike last trading price was 2, which was 0 lower than the previous day. The implied volatity was 25.95, the open interest changed by 3 which increased total open position to 22
On 18 Jun NHPC was trading at 75.94. The strike last trading price was 2.31, which was 0.31 higher than the previous day. The implied volatity was 25.87, the open interest changed by 12 which increased total open position to 18
On 17 Jun NHPC was trading at 74.41. The strike last trading price was 1.7, which was -0.3 lower than the previous day. The implied volatity was 25.41, the open interest changed by 0 which decreased total open position to 6
On 16 Jun NHPC was trading at 74.75. The strike last trading price was 1.7, which was -0.3 lower than the previous day. The implied volatity was 25.41, the open interest changed by 1 which increased total open position to 6
On 15 Jun NHPC was trading at 74.69. The strike last trading price was 1.98, which was -0.02 lower than the previous day. The implied volatity was 25.81, the open interest changed by 3 which increased total open position to 4
On 12 Jun NHPC was trading at 73.79. The strike last trading price was 2.1, which was 0.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 11 Jun NHPC was trading at 72.13. The strike last trading price was 2.1, which was 0.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 10 Jun NHPC was trading at 72.67. The strike last trading price was 2.1, which was 0.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 9 Jun NHPC was trading at 74.00. The strike last trading price was 2.1, which was -3.9 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) 77 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.38
Vega: 0
Theta: -0.03
Gamma: 0.06042
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 22 Jun | 78.19 | 1.77 | -1.56 (-46.85%) | 25.59 | 35 | 30 | 30 |
| 19 Jun | 75.82 | 0 | 0 | - | 0 | 0 | 0 |
| 18 Jun | 75.94 | 0 | 0 | - | 0 | 0 | 0 |
| 17 Jun | 74.41 | 0 | 0 | - | 0 | 0 | 0 |
| 16 Jun | 74.75 | 0 | 0 | - | 0 | 0 | 0 |
| 15 Jun | 74.69 | 0 | 0 | - | 0 | 0 | 0 |
| 12 Jun | 73.79 | 0 | 0 | - | 0 | 0 | 0 |
| 11 Jun | 72.13 | 0 | 0 | - | 0 | 0 | 0 |
| 10 Jun | 72.67 | 0 | 0 | - | 0 | 0 | 0 |
| 9 Jun | 74.00 | 0 | 0 | - | 0 | 0 | 0 |
For Nhpc Ltd - strike price 77 expiring on 28JUL2026
Delta for 77 PE is -0.38
Historical price for 77 PE is as follows
On 22 Jun NHPC was trading at 78.19. The strike last trading price was 1.77, which was -1.56 lower than the previous day. The implied volatity was 25.59, the open interest changed by 30 which increased total open position to 30
On 19 Jun NHPC was trading at 75.82. 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 18 Jun NHPC was trading at 75.94. 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 17 Jun NHPC was trading at 74.41. 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 16 Jun NHPC was trading at 74.75. 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 15 Jun NHPC was trading at 74.69. 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 Jun NHPC was trading at 73.79. 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 Jun NHPC was trading at 72.13. 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 10 Jun NHPC was trading at 72.67. 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 9 Jun NHPC was trading at 74.00. 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
