NHPC
Nhpc Ltd
Historical option data for NHPC
12 Dec 2025 04:13 PM IST
| NHPC 30-DEC-2025 79 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.36
Vega: 0.06
Theta: -0.05
Gamma: 0.10
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 12 Dec | 77.13 | 0.88 | 0.08 | 21.78 | 142 | -19 | 576 | |||||||||
| 11 Dec | 76.69 | 0.79 | -0.21 | 22.02 | 319 | 29 | 594 | |||||||||
| 10 Dec | 76.87 | 1.01 | 0.24 | 23.97 | 2,795 | 372 | 565 | |||||||||
| 9 Dec | 76.47 | 0.75 | -0.05 | 22.29 | 71 | 20 | 192 | |||||||||
| 8 Dec | 76.43 | 0.82 | -0.29 | 21.81 | 124 | -9 | 173 | |||||||||
| 5 Dec | 77.07 | 1.1 | -0.1 | 21.21 | 59 | 3 | 182 | |||||||||
| 4 Dec | 76.89 | 1.19 | -0.04 | 23.07 | 99 | -7 | 181 | |||||||||
| 3 Dec | 76.83 | 1.23 | -0.16 | 22.95 | 54 | -1 | 188 | |||||||||
| 2 Dec | 77.28 | 1.41 | 0 | 22.19 | 92 | 58 | 189 | |||||||||
| 1 Dec | 77.30 | 1.5 | 0.14 | 21.70 | 68 | 27 | 131 | |||||||||
| 28 Nov | 76.74 | 1.34 | -0.22 | 22.57 | 32 | 11 | 105 | |||||||||
| 27 Nov | 76.95 | 1.56 | -0.28 | 23.34 | 133 | 39 | 94 | |||||||||
| 26 Nov | 77.43 | 1.82 | -0.05 | 23.50 | 222 | 18 | 55 | |||||||||
| 25 Nov | 77.23 | 1.81 | -0.13 | 24.00 | 75 | 10 | 35 | |||||||||
| 24 Nov | 76.96 | 2.21 | -0.5 | 27.61 | 32 | 17 | 24 | |||||||||
| 21 Nov | 78.82 | 2.72 | -0.98 | 23.22 | 6 | 1 | 2 | |||||||||
| 20 Nov | 80.12 | 3.7 | 0.1 | - | 0 | 0 | 0 | |||||||||
| 19 Nov | 80.05 | 3.7 | 0.1 | 24.92 | 1 | 0 | 1 | |||||||||
| 18 Nov | 80.53 | 3.6 | -5.45 | 20.43 | 1 | 0 | 0 | |||||||||
| 17 Nov | 81.25 | 9.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 Nov | 80.30 | 9.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Nov | 81.46 | 9.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Nov | 81.98 | 9.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Nov | 81.89 | 9.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Nov | 82.31 | 9.05 | 0 | - | 0 | 0 | 0 | |||||||||
|
|
||||||||||||||||
| 7 Nov | 81.48 | 9.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Nov | 85.33 | 9.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 31 Oct | 84.84 | 9.05 | 0 | - | 0 | 0 | 0 | |||||||||
For Nhpc Ltd - strike price 79 expiring on 30DEC2025
Delta for 79 CE is 0.36
Historical price for 79 CE is as follows
On 12 Dec NHPC was trading at 77.13. The strike last trading price was 0.88, which was 0.08 higher than the previous day. The implied volatity was 21.78, the open interest changed by -19 which decreased total open position to 576
On 11 Dec NHPC was trading at 76.69. The strike last trading price was 0.79, which was -0.21 lower than the previous day. The implied volatity was 22.02, the open interest changed by 29 which increased total open position to 594
On 10 Dec NHPC was trading at 76.87. The strike last trading price was 1.01, which was 0.24 higher than the previous day. The implied volatity was 23.97, the open interest changed by 372 which increased total open position to 565
On 9 Dec NHPC was trading at 76.47. The strike last trading price was 0.75, which was -0.05 lower than the previous day. The implied volatity was 22.29, the open interest changed by 20 which increased total open position to 192
On 8 Dec NHPC was trading at 76.43. The strike last trading price was 0.82, which was -0.29 lower than the previous day. The implied volatity was 21.81, the open interest changed by -9 which decreased total open position to 173
On 5 Dec NHPC was trading at 77.07. The strike last trading price was 1.1, which was -0.1 lower than the previous day. The implied volatity was 21.21, the open interest changed by 3 which increased total open position to 182
On 4 Dec NHPC was trading at 76.89. The strike last trading price was 1.19, which was -0.04 lower than the previous day. The implied volatity was 23.07, the open interest changed by -7 which decreased total open position to 181
On 3 Dec NHPC was trading at 76.83. The strike last trading price was 1.23, which was -0.16 lower than the previous day. The implied volatity was 22.95, the open interest changed by -1 which decreased total open position to 188
On 2 Dec NHPC was trading at 77.28. The strike last trading price was 1.41, which was 0 lower than the previous day. The implied volatity was 22.19, the open interest changed by 58 which increased total open position to 189
On 1 Dec NHPC was trading at 77.30. The strike last trading price was 1.5, which was 0.14 higher than the previous day. The implied volatity was 21.70, the open interest changed by 27 which increased total open position to 131
On 28 Nov NHPC was trading at 76.74. The strike last trading price was 1.34, which was -0.22 lower than the previous day. The implied volatity was 22.57, the open interest changed by 11 which increased total open position to 105
On 27 Nov NHPC was trading at 76.95. The strike last trading price was 1.56, which was -0.28 lower than the previous day. The implied volatity was 23.34, the open interest changed by 39 which increased total open position to 94
On 26 Nov NHPC was trading at 77.43. The strike last trading price was 1.82, which was -0.05 lower than the previous day. The implied volatity was 23.50, the open interest changed by 18 which increased total open position to 55
On 25 Nov NHPC was trading at 77.23. The strike last trading price was 1.81, which was -0.13 lower than the previous day. The implied volatity was 24.00, the open interest changed by 10 which increased total open position to 35
On 24 Nov NHPC was trading at 76.96. The strike last trading price was 2.21, which was -0.5 lower than the previous day. The implied volatity was 27.61, the open interest changed by 17 which increased total open position to 24
On 21 Nov NHPC was trading at 78.82. The strike last trading price was 2.72, which was -0.98 lower than the previous day. The implied volatity was 23.22, the open interest changed by 1 which increased total open position to 2
On 20 Nov NHPC was trading at 80.12. The strike last trading price was 3.7, 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 0
On 19 Nov NHPC was trading at 80.05. The strike last trading price was 3.7, which was 0.1 higher than the previous day. The implied volatity was 24.92, the open interest changed by 0 which decreased total open position to 1
On 18 Nov NHPC was trading at 80.53. The strike last trading price was 3.6, which was -5.45 lower than the previous day. The implied volatity was 20.43, 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 9.05, 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 14 Nov NHPC was trading at 80.30. The strike last trading price was 9.05, 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 13 Nov NHPC was trading at 81.46. The strike last trading price was 9.05, 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 9.05, 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 11 Nov NHPC was trading at 81.89. The strike last trading price was 9.05, 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 Nov NHPC was trading at 82.31. The strike last trading price was 9.05, 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 7 Nov NHPC was trading at 81.48. The strike last trading price was 9.05, 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 3 Nov NHPC was trading at 85.33. The strike last trading price was 9.05, 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 9.05, 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
| NHPC 30DEC2025 79 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.65
Vega: 0.06
Theta: -0.02
Gamma: 0.11
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 12 Dec | 77.13 | 2.26 | -0.58 | 20.34 | 9 | 0 | 321 |
| 11 Dec | 76.69 | 2.84 | -0.05 | 24.54 | 24 | 0 | 321 |
| 10 Dec | 76.87 | 2.94 | -0.24 | 26.95 | 461 | 259 | 321 |
| 9 Dec | 76.47 | 3.18 | -0.17 | - | 0 | 0 | 0 |
| 8 Dec | 76.43 | 3.18 | -0.17 | - | 0 | 0 | 62 |
| 5 Dec | 77.07 | 3.18 | -0.17 | - | 0 | 0 | 0 |
| 4 Dec | 76.89 | 3.18 | -0.17 | - | 0 | 0 | 0 |
| 3 Dec | 76.83 | 3.18 | -0.17 | 27.10 | 1 | 0 | 62 |
| 2 Dec | 77.28 | 3.35 | 0.16 | - | 0 | 2 | 0 |
| 1 Dec | 77.30 | 3.35 | 0.16 | 33.07 | 10 | 1 | 61 |
| 28 Nov | 76.74 | 3.19 | 0.3 | 24.74 | 3 | 1 | 60 |
| 27 Nov | 76.95 | 2.89 | 0.06 | 23.02 | 32 | 8 | 59 |
| 26 Nov | 77.43 | 2.84 | -0.34 | 25.14 | 34 | 13 | 49 |
| 25 Nov | 77.23 | 3.14 | -0.23 | 26.80 | 13 | 3 | 35 |
| 24 Nov | 76.96 | 3.23 | 0.93 | 27.66 | 28 | 18 | 32 |
| 21 Nov | 78.82 | 2.3 | -0.3 | 25.57 | 14 | 13 | 13 |
| 20 Nov | 80.12 | 2.6 | 0 | 2.82 | 0 | 0 | 0 |
| 19 Nov | 80.05 | 2.6 | 0 | 2.72 | 0 | 0 | 0 |
| 18 Nov | 80.53 | 2.6 | 0 | 3.09 | 0 | 0 | 0 |
| 17 Nov | 81.25 | 2.6 | 0 | 3.91 | 0 | 0 | 0 |
| 14 Nov | 80.30 | 2.6 | 0 | 2.97 | 0 | 0 | 0 |
| 13 Nov | 81.46 | 2.6 | 0 | 4.07 | 0 | 0 | 0 |
| 12 Nov | 81.98 | 2.6 | 0 | 4.57 | 0 | 0 | 0 |
| 11 Nov | 81.89 | 2.6 | 0 | 4.65 | 0 | 0 | 0 |
| 10 Nov | 82.31 | 2.6 | 0 | 4.93 | 0 | 0 | 0 |
| 7 Nov | 81.48 | 2.6 | 0 | 3.99 | 0 | 0 | 0 |
| 3 Nov | 85.33 | 2.6 | 0 | 7.46 | 0 | 0 | 0 |
| 31 Oct | 84.84 | 2.6 | 0 | - | 0 | 0 | 0 |
For Nhpc Ltd - strike price 79 expiring on 30DEC2025
Delta for 79 PE is -0.65
Historical price for 79 PE is as follows
On 12 Dec NHPC was trading at 77.13. The strike last trading price was 2.26, which was -0.58 lower than the previous day. The implied volatity was 20.34, the open interest changed by 0 which decreased total open position to 321
On 11 Dec NHPC was trading at 76.69. The strike last trading price was 2.84, which was -0.05 lower than the previous day. The implied volatity was 24.54, the open interest changed by 0 which decreased total open position to 321
On 10 Dec NHPC was trading at 76.87. The strike last trading price was 2.94, which was -0.24 lower than the previous day. The implied volatity was 26.95, the open interest changed by 259 which increased total open position to 321
On 9 Dec NHPC was trading at 76.47. The strike last trading price was 3.18, which was -0.17 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 3.18, which was -0.17 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 62
On 5 Dec NHPC was trading at 77.07. The strike last trading price was 3.18, which was -0.17 lower than the previous day. The implied volatity was -, 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 3.18, which was -0.17 lower than the previous day. The implied volatity was -, 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 3.18, which was -0.17 lower than the previous day. The implied volatity was 27.10, the open interest changed by 0 which decreased total open position to 62
On 2 Dec NHPC was trading at 77.28. The strike last trading price was 3.35, which was 0.16 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0
On 1 Dec NHPC was trading at 77.30. The strike last trading price was 3.35, which was 0.16 higher than the previous day. The implied volatity was 33.07, the open interest changed by 1 which increased total open position to 61
On 28 Nov NHPC was trading at 76.74. The strike last trading price was 3.19, which was 0.3 higher than the previous day. The implied volatity was 24.74, the open interest changed by 1 which increased total open position to 60
On 27 Nov NHPC was trading at 76.95. The strike last trading price was 2.89, which was 0.06 higher than the previous day. The implied volatity was 23.02, the open interest changed by 8 which increased total open position to 59
On 26 Nov NHPC was trading at 77.43. The strike last trading price was 2.84, which was -0.34 lower than the previous day. The implied volatity was 25.14, the open interest changed by 13 which increased total open position to 49
On 25 Nov NHPC was trading at 77.23. The strike last trading price was 3.14, which was -0.23 lower than the previous day. The implied volatity was 26.80, the open interest changed by 3 which increased total open position to 35
On 24 Nov NHPC was trading at 76.96. The strike last trading price was 3.23, which was 0.93 higher than the previous day. The implied volatity was 27.66, the open interest changed by 18 which increased total open position to 32
On 21 Nov NHPC was trading at 78.82. The strike last trading price was 2.3, which was -0.3 lower than the previous day. The implied volatity was 25.57, the open interest changed by 13 which increased total open position to 13
On 20 Nov NHPC was trading at 80.12. The strike last trading price was 2.6, which was 0 lower than the previous day. The implied volatity was 2.82, 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 2.6, which was 0 lower than the previous day. The implied volatity was 2.72, 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 2.6, which was 0 lower than the previous day. The implied volatity was 3.09, 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 2.6, which was 0 lower than the previous day. The implied volatity was 3.91, 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 2.6, which was 0 lower than the previous day. The implied volatity was 2.97, 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 2.6, which was 0 lower than the previous day. The implied volatity was 4.07, 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 2.6, which was 0 lower than the previous day. The implied volatity was 4.57, 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 2.6, which was 0 lower than the previous day. The implied volatity was 4.65, 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 2.6, which was 0 lower than the previous day. The implied volatity was 4.93, 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 2.6, which was 0 lower than the previous day. The implied volatity was 3.99, 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 2.6, which was 0 lower than the previous day. The implied volatity was 7.46, 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 2.6, 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































































































































































































































