[--[65.84.65.76]--]

NHPC

Nhpc Ltd
77.81 -0.42 (-0.54%)
L: 77.63 H: 78.7

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Historical option data for NHPC

24 Dec 2025 04:13 PM IST
NHPC 27-JAN-2026 78 CE
Delta: 0.54
Vega: 0.09
Theta: -0.04
Gamma: 0.07
Date Close Ltp Change IV Volume OI Chg OI
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 0.54

Historical price for 78 CE is as follows

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: -0.46
Vega: 0.09
Theta: -0.02
Gamma: 0.07
Date Close Ltp Change IV Volume OI Chg OI
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 -0.46

Historical price for 78 PE is as follows

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