[--[65.84.65.76]--]

NHPC

Nhpc Ltd
83.62 +4.06 (5.10%)
L: 79.5 H: 83.93

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Historical option data for NHPC

02 Jan 2026 04:13 PM IST
NHPC 27-JAN-2026 78 CE
Delta: 0.91
Vega: 0.03
Theta: -0.03
Gamma: 0.03
Date Close Ltp Change IV Volume OI Chg OI
2 Jan 83.62 6.43 3.17 22.16 365 -11 178
1 Jan 79.56 3.29 0.38 23.98 91 -5 189
31 Dec 79.22 2.92 0.2 22.39 181 9 192
30 Dec 78.58 2.75 0.78 24.27 443 25 189
29 Dec 76.79 1.87 -0.96 25.83 181 51 157
26 Dec 78.36 2.75 0.31 24.86 126 -10 107
24 Dec 77.81 2.48 -0.28 23.98 68 35 114
23 Dec 78.23 2.74 0.29 23.48 109 0 80
22 Dec 77.67 2.44 0.36 23.45 103 50 79
19 Dec 76.61 2.05 0.55 23.38 19 1 27
18 Dec 75.04 1.5 -0.15 24.22 29 4 26
17 Dec 75.39 1.65 -0.2 24.12 16 4 22
16 Dec 76.01 1.85 -0.55 24.35 7 3 14
15 Dec 77.21 2.4 -0.1 22.48 1 0 10
12 Dec 77.13 2.5 -0.5 22.36 5 4 11
11 Dec 76.69 3 0.74 - 0 0 7
10 Dec 76.87 3 0.74 27.60 1 0 8
9 Dec 76.47 2.26 -0.29 22.63 4 1 8
8 Dec 76.43 2.55 -0.35 - 0 0 7
5 Dec 77.07 2.55 -0.35 21.13 5 2 6
4 Dec 76.89 2.9 0.15 24.66 2 -1 3
3 Dec 76.83 2.75 -0.15 22.96 1 0 3
2 Dec 77.28 2.9 -0.2 22.19 2 0 1
1 Dec 77.30 3.1 -7.75 - 0 0 0
28 Nov 76.74 3.1 -7.75 - 0 1 0
27 Nov 76.95 3.1 -7.75 23.85 2 1 1
26 Nov 77.43 10.85 0 - 0 0 0
25 Nov 77.23 10.85 0 - 0 0 0
24 Nov 76.96 10.85 0 - 0 0 0
20 Nov 80.12 10.85 0 - 0 0 0
19 Nov 80.05 10.85 0 - 0 0 0
13 Nov 81.46 10.85 0 - 0 0 0
12 Nov 81.98 10.85 0 - 0 0 0
11 Nov 81.89 10.85 0 - 0 0 0
10 Nov 82.31 10.85 0 - 0 0 0
7 Nov 81.48 10.85 0 - 0 0 0
6 Nov 82.85 10.85 0 - 0 0 0
4 Nov 84.16 10.85 0 - 0 0 0
3 Nov 85.33 10.85 0 - 0 0 0
31 Oct 84.84 10.85 0 - 0 0 0
30 Oct 86.15 10.85 0 - 0 0 0


For Nhpc Ltd - strike price 78 expiring on 27JAN2026

Delta for 78 CE is 0.91

Historical price for 78 CE is as follows

On 2 Jan NHPC was trading at 83.62. The strike last trading price was 6.43, which was 3.17 higher than the previous day. The implied volatity was 22.16, the open interest changed by -11 which decreased total open position to 178


On 1 Jan NHPC was trading at 79.56. The strike last trading price was 3.29, which was 0.38 higher than the previous day. The implied volatity was 23.98, the open interest changed by -5 which decreased total open position to 189


On 31 Dec NHPC was trading at 79.22. The strike last trading price was 2.92, which was 0.2 higher than the previous day. The implied volatity was 22.39, the open interest changed by 9 which increased total open position to 192


On 30 Dec NHPC was trading at 78.58. The strike last trading price was 2.75, which was 0.78 higher than the previous day. The implied volatity was 24.27, the open interest changed by 25 which increased total open position to 189


On 29 Dec NHPC was trading at 76.79. The strike last trading price was 1.87, which was -0.96 lower than the previous day. The implied volatity was 25.83, the open interest changed by 51 which increased total open position to 157


On 26 Dec NHPC was trading at 78.36. The strike last trading price was 2.75, which was 0.31 higher than the previous day. The implied volatity was 24.86, the open interest changed by -10 which decreased total open position to 107


On 24 Dec NHPC was trading at 77.81. The strike last trading price was 2.48, which was -0.28 lower than the previous day. The implied volatity was 23.98, the open interest changed by 35 which increased total open position to 114


On 23 Dec NHPC was trading at 78.23. The strike last trading price was 2.74, which was 0.29 higher than the previous day. The implied volatity was 23.48, the open interest changed by 0 which decreased total open position to 80


On 22 Dec NHPC was trading at 77.67. The strike last trading price was 2.44, which was 0.36 higher than the previous day. The implied volatity was 23.45, the open interest changed by 50 which increased total open position to 79


On 19 Dec NHPC was trading at 76.61. The strike last trading price was 2.05, which was 0.55 higher than the previous day. The implied volatity was 23.38, the open interest changed by 1 which increased total open position to 27


On 18 Dec NHPC was trading at 75.04. The strike last trading price was 1.5, which was -0.15 lower than the previous day. The implied volatity was 24.22, the open interest changed by 4 which increased total open position to 26


On 17 Dec NHPC was trading at 75.39. The strike last trading price was 1.65, which was -0.2 lower than the previous day. The implied volatity was 24.12, the open interest changed by 4 which increased total open position to 22


On 16 Dec NHPC was trading at 76.01. The strike last trading price was 1.85, which was -0.55 lower than the previous day. The implied volatity was 24.35, the open interest changed by 3 which increased total open position to 14


On 15 Dec NHPC was trading at 77.21. The strike last trading price was 2.4, which was -0.1 lower than the previous day. The implied volatity was 22.48, the open interest changed by 0 which decreased total open position to 10


On 12 Dec NHPC was trading at 77.13. The strike last trading price was 2.5, which was -0.5 lower than the previous day. The implied volatity was 22.36, the open interest changed by 4 which increased total open position to 11


On 11 Dec NHPC was trading at 76.69. The strike last trading price was 3, which was 0.74 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7


On 10 Dec NHPC was trading at 76.87. The strike last trading price was 3, which was 0.74 higher than the previous day. The implied volatity was 27.60, the open interest changed by 0 which decreased total open position to 8


On 9 Dec NHPC was trading at 76.47. The strike last trading price was 2.26, which was -0.29 lower than the previous day. The implied volatity was 22.63, the open interest changed by 1 which increased total open position to 8


On 8 Dec NHPC was trading at 76.43. The strike last trading price was 2.55, which was -0.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7


On 5 Dec NHPC was trading at 77.07. The strike last trading price was 2.55, which was -0.35 lower than the previous day. The implied volatity was 21.13, the open interest changed by 2 which increased total open position to 6


On 4 Dec NHPC was trading at 76.89. The strike last trading price was 2.9, which was 0.15 higher than the previous day. The implied volatity was 24.66, the open interest changed by -1 which decreased total open position to 3


On 3 Dec NHPC was trading at 76.83. The strike last trading price was 2.75, which was -0.15 lower than the previous day. The implied volatity was 22.96, the open interest changed by 0 which decreased total open position to 3


On 2 Dec NHPC was trading at 77.28. The strike last trading price was 2.9, which was -0.2 lower than the previous day. The implied volatity was 22.19, the open interest changed by 0 which decreased total open position to 1


On 1 Dec NHPC was trading at 77.30. The strike last trading price was 3.1, which was -7.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 28 Nov NHPC was trading at 76.74. The strike last trading price was 3.1, which was -7.75 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 27 Nov NHPC was trading at 76.95. The strike last trading price was 3.1, which was -7.75 lower than the previous day. The implied volatity was 23.85, the open interest changed by 1 which increased total open position to 1


On 26 Nov NHPC was trading at 77.43. The strike last trading price was 10.85, 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 25 Nov NHPC was trading at 77.23. The strike last trading price was 10.85, 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 24 Nov NHPC was trading at 76.96. The strike last trading price was 10.85, 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 10.85, 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 10.85, 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 10.85, 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 10.85, 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 10.85, 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 10.85, 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 10.85, 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 Nov NHPC was trading at 82.85. The strike last trading price was 10.85, 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 4 Nov NHPC was trading at 84.16. The strike last trading price was 10.85, 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 10.85, 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 10.85, 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 Oct NHPC was trading at 86.15. The strike last trading price was 10.85, 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 27JAN2026 78 PE
Delta: -0.14
Vega: 0.05
Theta: -0.02
Gamma: 0.04
Date Close Ltp Change IV Volume OI Chg OI
2 Jan 83.62 0.44 -0.69 27.97 540 28 332
1 Jan 79.56 1.14 -0.32 24.56 115 -21 302
31 Dec 79.22 1.49 -0.27 26.70 225 82 320
30 Dec 78.58 1.73 -0.93 26.50 156 69 244
29 Dec 76.79 2.78 1 27.42 151 11 166
26 Dec 78.36 1.83 -0.18 24.43 96 22 154
24 Dec 77.81 2 0.17 23.38 48 34 132
23 Dec 78.23 1.84 -0.44 23.63 48 24 99
22 Dec 77.67 2.27 -0.48 25.06 83 60 74
19 Dec 76.61 2.75 -0.3 24.28 10 9 13
18 Dec 75.04 3.05 0.45 - 0 0 4
17 Dec 75.39 3.05 0.45 - 0 0 4
16 Dec 76.01 3.05 0.45 21.68 1 0 3
15 Dec 77.21 2.6 -0.45 24.88 3 2 2
12 Dec 77.13 3.05 0 0.23 0 0 0
11 Dec 76.69 3.05 0 - 0 0 0
10 Dec 76.87 3.05 0 - 0 0 0
9 Dec 76.47 3.05 0 - 0 0 0
8 Dec 76.43 3.05 0 - 0 0 0
5 Dec 77.07 3.05 0 0.34 0 0 0
4 Dec 76.89 3.05 0 0.05 0 0 0
3 Dec 76.83 3.05 0 0.08 0 0 0
2 Dec 77.28 3.05 0 0.72 0 0 0
1 Dec 77.30 3.05 0 0.91 0 0 0
28 Nov 76.74 3.05 0 - 0 0 0
27 Nov 76.95 3.05 0 0.32 0 0 0
26 Nov 77.43 3.05 0 - 0 0 0
25 Nov 77.23 3.05 0 - 0 0 0
24 Nov 76.96 3.05 0 0.64 0 0 0
20 Nov 80.12 3.05 0 - 0 0 0
19 Nov 80.05 3.05 0 3.42 0 0 0
13 Nov 81.46 3.05 0 - 0 0 0
12 Nov 81.98 3.05 0 5.09 0 0 0
11 Nov 81.89 3.05 0 5.15 0 0 0
10 Nov 82.31 3.05 0 5.36 0 0 0
7 Nov 81.48 3.05 0 4.62 0 0 0
6 Nov 82.85 3.05 0 5.65 0 0 0
4 Nov 84.16 3.05 0 6.60 0 0 0
3 Nov 85.33 3.05 0 - 0 0 0
31 Oct 84.84 3.05 0 - 0 0 0
30 Oct 86.15 0 0 - 0 0 0


For Nhpc Ltd - strike price 78 expiring on 27JAN2026

Delta for 78 PE is -0.14

Historical price for 78 PE is as follows

On 2 Jan NHPC was trading at 83.62. The strike last trading price was 0.44, which was -0.69 lower than the previous day. The implied volatity was 27.97, the open interest changed by 28 which increased total open position to 332


On 1 Jan NHPC was trading at 79.56. The strike last trading price was 1.14, which was -0.32 lower than the previous day. The implied volatity was 24.56, the open interest changed by -21 which decreased total open position to 302


On 31 Dec NHPC was trading at 79.22. The strike last trading price was 1.49, which was -0.27 lower than the previous day. The implied volatity was 26.70, the open interest changed by 82 which increased total open position to 320


On 30 Dec NHPC was trading at 78.58. The strike last trading price was 1.73, which was -0.93 lower than the previous day. The implied volatity was 26.50, the open interest changed by 69 which increased total open position to 244


On 29 Dec NHPC was trading at 76.79. The strike last trading price was 2.78, which was 1 higher than the previous day. The implied volatity was 27.42, the open interest changed by 11 which increased total open position to 166


On 26 Dec NHPC was trading at 78.36. The strike last trading price was 1.83, which was -0.18 lower than the previous day. The implied volatity was 24.43, the open interest changed by 22 which increased total open position to 154


On 24 Dec NHPC was trading at 77.81. The strike last trading price was 2, which was 0.17 higher than the previous day. The implied volatity was 23.38, the open interest changed by 34 which increased total open position to 132


On 23 Dec NHPC was trading at 78.23. The strike last trading price was 1.84, which was -0.44 lower than the previous day. The implied volatity was 23.63, the open interest changed by 24 which increased total open position to 99


On 22 Dec NHPC was trading at 77.67. The strike last trading price was 2.27, which was -0.48 lower than the previous day. The implied volatity was 25.06, the open interest changed by 60 which increased total open position to 74


On 19 Dec NHPC was trading at 76.61. The strike last trading price was 2.75, which was -0.3 lower than the previous day. The implied volatity was 24.28, the open interest changed by 9 which increased total open position to 13


On 18 Dec NHPC was trading at 75.04. The strike last trading price was 3.05, 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 17 Dec NHPC was trading at 75.39. The strike last trading price was 3.05, 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 16 Dec NHPC was trading at 76.01. The strike last trading price was 3.05, which was 0.45 higher than the previous day. The implied volatity was 21.68, the open interest changed by 0 which decreased total open position to 3


On 15 Dec NHPC was trading at 77.21. The strike last trading price was 2.6, which was -0.45 lower than the previous day. The implied volatity was 24.88, the open interest changed by 2 which increased total open position to 2


On 12 Dec NHPC was trading at 77.13. The strike last trading price was 3.05, which was 0 lower than the previous day. The implied volatity was 0.23, the open interest changed by 0 which decreased total open position to 0


On 11 Dec NHPC was trading at 76.69. The strike last trading price was 3.05, 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 Dec NHPC was trading at 76.87. The strike last trading price was 3.05, 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 Dec NHPC was trading at 76.47. The strike last trading price was 3.05, 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 Dec NHPC was trading at 76.43. The strike last trading price was 3.05, 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 5 Dec NHPC was trading at 77.07. The strike last trading price was 3.05, which was 0 lower than the previous day. The implied volatity was 0.34, the open interest changed by 0 which decreased total open position to 0


On 4 Dec NHPC was trading at 76.89. The strike last trading price was 3.05, which was 0 lower than the previous day. The implied volatity was 0.05, the open interest changed by 0 which decreased total open position to 0


On 3 Dec NHPC was trading at 76.83. The strike last trading price was 3.05, which was 0 lower than the previous day. The implied volatity was 0.08, the open interest changed by 0 which decreased total open position to 0


On 2 Dec NHPC was trading at 77.28. The strike last trading price was 3.05, which was 0 lower than the previous day. The implied volatity was 0.72, the open interest changed by 0 which decreased total open position to 0


On 1 Dec NHPC was trading at 77.30. The strike last trading price was 3.05, which was 0 lower than the previous day. The implied volatity was 0.91, the open interest changed by 0 which decreased total open position to 0


On 28 Nov NHPC was trading at 76.74. The strike last trading price was 3.05, 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 Nov NHPC was trading at 76.95. The strike last trading price was 3.05, which was 0 lower than the previous day. The implied volatity was 0.32, the open interest changed by 0 which decreased total open position to 0


On 26 Nov NHPC was trading at 77.43. The strike last trading price was 3.05, 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 25 Nov NHPC was trading at 77.23. The strike last trading price was 3.05, 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 24 Nov NHPC was trading at 76.96. The strike last trading price was 3.05, which was 0 lower than the previous day. The implied volatity was 0.64, 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 3.05, 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 3.05, which was 0 lower than the previous day. The implied volatity was 3.42, 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 3.05, 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 3.05, which was 0 lower than the previous day. The implied volatity was 5.09, 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 3.05, which was 0 lower than the previous day. The implied volatity was 5.15, 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 3.05, 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 7 Nov NHPC was trading at 81.48. The strike last trading price was 3.05, which was 0 lower than the previous day. The implied volatity was 4.62, the open interest changed by 0 which decreased total open position to 0


On 6 Nov NHPC was trading at 82.85. The strike last trading price was 3.05, which was 0 lower than the previous day. The implied volatity was 5.65, the open interest changed by 0 which decreased total open position to 0


On 4 Nov NHPC was trading at 84.16. The strike last trading price was 3.05, which was 0 lower than the previous day. The implied volatity was 6.60, 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 3.05, 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 3.05, 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 Oct NHPC was trading at 86.15. 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