Historical option data for NHPC
23 Jun 2026 01:22 PM IST
| NHPC 28-Jul-2026 (35d) 78 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.53
Vega: 0
Theta: -0.04
Gamma: 0.0569
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 23 Jun | 77.72 | 2.87 | -0.13 (-4.33%) | 28.88 | 7 | 2 | 84 | |||||||||
| 22 Jun | 78.22 | 3.2 | 1.2 (60.00%) | 28.61 | 78 | -7 | 81 | |||||||||
| 19 Jun | 75.82 | 1.85 | -0.15 (-7.50%) | 25.32 | 14 | 5 | 86 | |||||||||
| 18 Jun | 75.94 | 1.92 | 0.92 (92.00%) | 26.23 | 105 | 21 | 79 | |||||||||
| 17 Jun | 74.41 | 1.37 | 0.37 (37.00%) | 26.45 | 11 | 3 | 59 | |||||||||
| 16 Jun | 74.75 | 1.49 | -0.51 (-25.50%) | 25.74 | 43 | 22 | 55 | |||||||||
| 15 Jun | 74.69 | 1.49 | 0.49 (49.00%) | 26.32 | 16 | 2 | 33 | |||||||||
| 12 Jun | 73.79 | 1.4 | 0.4 (40.00%) | 26.8 | 5 | 1 | 32 | |||||||||
| 11 Jun | 72.13 | 1.18 | 0.18 (18.00%) | 28.2 | 9 | 1 | 31 | |||||||||
| 10 Jun | 72.67 | 1.34 | -0.66 (-33.00%) | 29.01 | 17 | 7 | 31 | |||||||||
| 9 Jun | 74.00 | 1.6 | -0.4 (-20.00%) | 29.04 | 2 | -1 | 24 | |||||||||
| 8 Jun | 73.51 | 1.6 | -0.4 (-20.00%) | 26.59 | 3 | 0 | 24 | |||||||||
| 5 Jun | 74.97 | 2.25 | 0.25 (12.50%) | 27.31 | 3 | 0 | 24 | |||||||||
| 4 Jun | 76.12 | 2.25 | 0.25 (12.50%) | 27.31 | 3 | 0 | 24 | |||||||||
| 3 Jun | 75.10 | 2.3 | 0.3 (15.00%) | 29.48 | 18 | 0 | 24 | |||||||||
| 2 Jun | 72.29 | 1.56 | -9.44 (-85.82%) | 31.19 | 32 | 21 | 21 | |||||||||
| 12 May | 76.77 | 0 | -11 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 11 May | 79.19 | 0 | -10.83 (-100.00%) | 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 | |||||||||
| 5 May | 83.17 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 May | 83.28 | 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 78 expiring on 28JUL2026
Delta for 78 CE is 0.53
Historical price for 78 CE is as follows
On 23 Jun NHPC was trading at 77.72. The strike last trading price was 2.87, which was -0.13 lower than the previous day. The implied volatity was 28.88, the open interest changed by 2 which increased total open position to 84
On 22 Jun NHPC was trading at 78.22. The strike last trading price was 3.2, which was 1.2 higher than the previous day. The implied volatity was 28.61, the open interest changed by -7 which decreased total open position to 81
On 19 Jun NHPC was trading at 75.82. The strike last trading price was 1.85, which was -0.15 lower than the previous day. The implied volatity was 25.32, the open interest changed by 5 which increased total open position to 86
On 18 Jun NHPC was trading at 75.94. The strike last trading price was 1.92, which was 0.92 higher than the previous day. The implied volatity was 26.23, the open interest changed by 21 which increased total open position to 79
On 17 Jun NHPC was trading at 74.41. The strike last trading price was 1.37, which was 0.37 higher than the previous day. The implied volatity was 26.45, the open interest changed by 3 which increased total open position to 59
On 16 Jun NHPC was trading at 74.75. The strike last trading price was 1.49, which was -0.51 lower than the previous day. The implied volatity was 25.74, the open interest changed by 22 which increased total open position to 55
On 15 Jun NHPC was trading at 74.69. The strike last trading price was 1.49, which was 0.49 higher than the previous day. The implied volatity was 26.32, the open interest changed by 2 which increased total open position to 33
On 12 Jun NHPC was trading at 73.79. The strike last trading price was 1.4, which was 0.4 higher than the previous day. The implied volatity was 26.8, the open interest changed by 1 which increased total open position to 32
On 11 Jun NHPC was trading at 72.13. The strike last trading price was 1.18, which was 0.18 higher than the previous day. The implied volatity was 28.2, the open interest changed by 1 which increased total open position to 31
On 10 Jun NHPC was trading at 72.67. The strike last trading price was 1.34, which was -0.66 lower than the previous day. The implied volatity was 29.01, the open interest changed by 7 which increased total open position to 31
On 9 Jun NHPC was trading at 74.00. The strike last trading price was 1.6, which was -0.4 lower than the previous day. The implied volatity was 29.04, the open interest changed by -1 which decreased total open position to 24
On 8 Jun NHPC was trading at 73.51. The strike last trading price was 1.6, which was -0.4 lower than the previous day. The implied volatity was 26.59, the open interest changed by 0 which decreased total open position to 24
On 5 Jun NHPC was trading at 74.97. The strike last trading price was 2.25, which was 0.25 higher than the previous day. The implied volatity was 27.31, the open interest changed by 0 which decreased total open position to 24
On 4 Jun NHPC was trading at 76.12. The strike last trading price was 2.25, which was 0.25 higher than the previous day. The implied volatity was 27.31, the open interest changed by 0 which decreased total open position to 24
On 3 Jun NHPC was trading at 75.10. The strike last trading price was 2.3, which was 0.3 higher than the previous day. The implied volatity was 29.48, the open interest changed by 0 which decreased total open position to 24
On 2 Jun NHPC was trading at 72.29. The strike last trading price was 1.56, which was -9.44 lower than the previous day. The implied volatity was 31.19, the open interest changed by 21 which increased total open position to 21
On 12 May NHPC was trading at 76.77. The strike last trading price was 0, which was -11 lower than the previous day. The implied volatity was 0, 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 -10.83 lower than the previous day. The implied volatity was 0, 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 5 May NHPC was trading at 83.17. 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 4 May NHPC was trading at 83.28. 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 (35d) 78 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.48
Vega: 0
Theta: -0.03
Gamma: 0.06292
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 23 Jun | 77.72 | 2.46 | 0.27 (12.33%) | 26.14 | 26 | 14 | 35 |
| 22 Jun | 78.22 | 2.19 | -1.4 (-39.00%) | 25.82 | 45 | 16 | 22 |
| 19 Jun | 75.82 | 3.59 | 3.59 | - | 6 | 0 | 6 |
| 18 Jun | 75.94 | 3.59 | 3.59 | - | 6 | 0 | 6 |
| 17 Jun | 74.41 | 3.59 | 3.59 | - | 6 | 0 | 6 |
| 16 Jun | 74.75 | 3.59 | 3.59 (54.08%) | 15.8 | 6 | 0 | 6 |
| 15 Jun | 74.69 | 3.59 | 1.26 (54.08%) | 15.8 | 6 | 6 | 6 |
| 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 |
| 8 Jun | 73.51 | 0 | 0 | - | 0 | 0 | 0 |
| 5 Jun | 74.97 | 0 | 0 | - | 0 | 0 | 0 |
| 4 Jun | 76.12 | 0 | 0 | - | 0 | 0 | 0 |
| 3 Jun | 75.10 | 0 | 0 | - | 0 | 0 | 0 |
| 2 Jun | 72.29 | 0 | 0 | - | 0 | 0 | 0 |
| 12 May | 76.77 | 0 | -2.33 (-100.00%) | 0 | 0 | 0 | 0 |
| 11 May | 79.19 | 0 | -2 (-100.00%) | 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 |
| 5 May | 83.17 | 0 | 0 | - | 0 | 0 | 0 |
| 4 May | 83.28 | 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 78 expiring on 28JUL2026
Delta for 78 PE is -0.48
Historical price for 78 PE is as follows
On 23 Jun NHPC was trading at 77.72. The strike last trading price was 2.46, which was 0.27 higher than the previous day. The implied volatity was 26.14, the open interest changed by 14 which increased total open position to 35
On 22 Jun NHPC was trading at 78.22. The strike last trading price was 2.19, which was -1.4 lower than the previous day. The implied volatity was 25.82, the open interest changed by 16 which increased total open position to 22
On 19 Jun NHPC was trading at 75.82. The strike last trading price was 3.59, which was 3.59 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 18 Jun NHPC was trading at 75.94. The strike last trading price was 3.59, which was 3.59 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 17 Jun NHPC was trading at 74.41. The strike last trading price was 3.59, which was 3.59 higher than the previous day. The implied volatity was -, 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 3.59, which was 3.59 higher than the previous day. The implied volatity was 15.8, 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 3.59, which was 1.26 higher than the previous day. The implied volatity was 15.8, the open interest changed by 6 which increased total open position to 6
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
On 8 Jun NHPC was trading at 73.51. 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 5 Jun NHPC was trading at 74.97. 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 4 Jun NHPC was trading at 76.12. 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 3 Jun NHPC was trading at 75.10. 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 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 12 May NHPC was trading at 76.77. The strike last trading price was 0, which was -2.33 lower than the previous day. The implied volatity was 0, 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 -2 lower than the previous day. The implied volatity was 0, 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 5 May NHPC was trading at 83.17. 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 4 May NHPC was trading at 83.28. 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
