NHPC
Nhpc Ltd
Historical option data for NHPC
29 Jan 2026 04:13 PM IST
| NHPC 24-FEB-2026 79 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.56
Vega: 0.08
Theta: -0.06
Gamma: 0.06
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 29 Jan | 79.18 | 2.98 | 0.17 | 30.77 | 504 | 165 | 211 | |||||||||
| 28 Jan | 78.89 | 2.75 | 1.17 | 30.02 | 166 | 27 | 47 | |||||||||
| 27 Jan | 75.14 | 1.64 | 0.14 | 33.17 | 65 | 18 | 22 | |||||||||
| 23 Jan | 75.25 | 1.5 | -0.6 | 29.66 | 3 | -1 | 2 | |||||||||
| 22 Jan | 77.45 | 2.1 | -0.15 | 25.99 | 1 | 0 | 2 | |||||||||
| 21 Jan | 76.12 | 2.25 | -2.3 | - | 0 | 0 | 2 | |||||||||
| 20 Jan | 77.57 | 2.25 | -2.3 | 26.2 | 3 | 1 | 1 | |||||||||
| 19 Jan | 79.42 | 4.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Jan | 80.22 | 4.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 Jan | 81.29 | 4.55 | 0 | - | 0 | 0 | 0 | |||||||||
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| 13 Jan | 81.42 | 4.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Jan | 82.80 | 4.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Jan | 82.43 | 4.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 8 Jan | 82.17 | 4.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 Jan | 83.66 | 4.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Jan | 83.53 | 4.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Jan | 83.66 | 4.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Jan | 83.62 | 4.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Jan | 79.56 | 4.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 31 Dec | 79.22 | 4.55 | 0 | - | 0 | 0 | 0 | |||||||||
For Nhpc Ltd - strike price 79 expiring on 24FEB2026
Delta for 79 CE is 0.56
Historical price for 79 CE is as follows
On 29 Jan NHPC was trading at 79.18. The strike last trading price was 2.98, which was 0.17 higher than the previous day. The implied volatity was 30.77, the open interest changed by 165 which increased total open position to 211
On 28 Jan NHPC was trading at 78.89. The strike last trading price was 2.75, which was 1.17 higher than the previous day. The implied volatity was 30.02, the open interest changed by 27 which increased total open position to 47
On 27 Jan NHPC was trading at 75.14. The strike last trading price was 1.64, which was 0.14 higher than the previous day. The implied volatity was 33.17, the open interest changed by 18 which increased total open position to 22
On 23 Jan NHPC was trading at 75.25. The strike last trading price was 1.5, which was -0.6 lower than the previous day. The implied volatity was 29.66, the open interest changed by -1 which decreased total open position to 2
On 22 Jan NHPC was trading at 77.45. The strike last trading price was 2.1, which was -0.15 lower than the previous day. The implied volatity was 25.99, the open interest changed by 0 which decreased total open position to 2
On 21 Jan NHPC was trading at 76.12. The strike last trading price was 2.25, which was -2.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 20 Jan NHPC was trading at 77.57. The strike last trading price was 2.25, which was -2.3 lower than the previous day. The implied volatity was 26.2, the open interest changed by 1 which increased total open position to 1
On 19 Jan NHPC was trading at 79.42. The strike last trading price was 4.55, 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 Jan NHPC was trading at 80.22. The strike last trading price was 4.55, 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 Jan NHPC was trading at 81.29. The strike last trading price was 4.55, 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 Jan NHPC was trading at 81.42. The strike last trading price was 4.55, 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 Jan NHPC was trading at 82.80. The strike last trading price was 4.55, 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 Jan NHPC was trading at 82.43. The strike last trading price was 4.55, 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 Jan NHPC was trading at 82.17. The strike last trading price was 4.55, 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 Jan NHPC was trading at 83.66. The strike last trading price was 4.55, 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 Jan NHPC was trading at 83.53. The strike last trading price was 4.55, 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 Jan NHPC was trading at 83.66. The strike last trading price was 4.55, 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 Jan NHPC was trading at 83.62. The strike last trading price was 4.55, 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 1 Jan NHPC was trading at 79.56. The strike last trading price was 4.55, 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 Dec NHPC was trading at 79.22. The strike last trading price was 4.55, 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 24FEB2026 79 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.44
Vega: 0.08
Theta: -0.05
Gamma: 0.05
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 29 Jan | 79.18 | 3.01 | -0.35 | 40.26 | 195 | 120 | 135 |
| 28 Jan | 78.89 | 3.41 | -2.29 | 42.15 | 22 | 12 | 14 |
| 27 Jan | 75.14 | 5.7 | 1.8 | 48.21 | 1 | 0 | 1 |
| 23 Jan | 75.25 | 3.9 | -0.34 | 23.98 | 1 | 0 | 0 |
| 22 Jan | 77.45 | 4.24 | 0 | - | 0 | 0 | 0 |
| 21 Jan | 76.12 | 4.24 | 0 | - | 0 | 0 | 0 |
| 20 Jan | 77.57 | 4.24 | 0 | 0.14 | 0 | 0 | 0 |
| 19 Jan | 79.42 | 4.24 | 0 | 1.55 | 0 | 0 | 0 |
| 16 Jan | 80.22 | 4.24 | 0 | 2.88 | 0 | 0 | 0 |
| 14 Jan | 81.29 | 4.24 | 0 | 3.89 | 0 | 0 | 0 |
| 13 Jan | 81.42 | 4.24 | 0 | 3.85 | 0 | 0 | 0 |
| 12 Jan | 82.80 | 4.24 | 0 | 5.67 | 0 | 0 | 0 |
| 9 Jan | 82.43 | 4.24 | 0 | 4.98 | 0 | 0 | 0 |
| 8 Jan | 82.17 | 4.24 | 0 | 4.59 | 0 | 0 | 0 |
| 7 Jan | 83.66 | 4.24 | 0 | 6.12 | 0 | 0 | 0 |
| 6 Jan | 83.53 | 4.24 | 0 | 5.9 | 0 | 0 | 0 |
| 5 Jan | 83.66 | 4.24 | 0 | 6.19 | 0 | 0 | 0 |
| 2 Jan | 83.62 | 4.24 | 0 | 6.09 | 0 | 0 | 0 |
| 1 Jan | 79.56 | 4.24 | 0 | 2.25 | 0 | 0 | 0 |
| 31 Dec | 79.22 | 4.24 | 0 | 1.79 | 0 | 0 | 0 |
For Nhpc Ltd - strike price 79 expiring on 24FEB2026
Delta for 79 PE is -0.44
Historical price for 79 PE is as follows
On 29 Jan NHPC was trading at 79.18. The strike last trading price was 3.01, which was -0.35 lower than the previous day. The implied volatity was 40.26, the open interest changed by 120 which increased total open position to 135
On 28 Jan NHPC was trading at 78.89. The strike last trading price was 3.41, which was -2.29 lower than the previous day. The implied volatity was 42.15, the open interest changed by 12 which increased total open position to 14
On 27 Jan NHPC was trading at 75.14. The strike last trading price was 5.7, which was 1.8 higher than the previous day. The implied volatity was 48.21, the open interest changed by 0 which decreased total open position to 1
On 23 Jan NHPC was trading at 75.25. The strike last trading price was 3.9, which was -0.34 lower than the previous day. The implied volatity was 23.98, the open interest changed by 0 which decreased total open position to 0
On 22 Jan NHPC was trading at 77.45. The strike last trading price was 4.24, 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 21 Jan NHPC was trading at 76.12. The strike last trading price was 4.24, 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 Jan NHPC was trading at 77.57. The strike last trading price was 4.24, which was 0 lower than the previous day. The implied volatity was 0.14, the open interest changed by 0 which decreased total open position to 0
On 19 Jan NHPC was trading at 79.42. The strike last trading price was 4.24, which was 0 lower than the previous day. The implied volatity was 1.55, the open interest changed by 0 which decreased total open position to 0
On 16 Jan NHPC was trading at 80.22. The strike last trading price was 4.24, which was 0 lower than the previous day. The implied volatity was 2.88, the open interest changed by 0 which decreased total open position to 0
On 14 Jan NHPC was trading at 81.29. The strike last trading price was 4.24, which was 0 lower than the previous day. The implied volatity was 3.89, the open interest changed by 0 which decreased total open position to 0
On 13 Jan NHPC was trading at 81.42. The strike last trading price was 4.24, which was 0 lower than the previous day. The implied volatity was 3.85, the open interest changed by 0 which decreased total open position to 0
On 12 Jan NHPC was trading at 82.80. The strike last trading price was 4.24, which was 0 lower than the previous day. The implied volatity was 5.67, the open interest changed by 0 which decreased total open position to 0
On 9 Jan NHPC was trading at 82.43. The strike last trading price was 4.24, which was 0 lower than the previous day. The implied volatity was 4.98, the open interest changed by 0 which decreased total open position to 0
On 8 Jan NHPC was trading at 82.17. The strike last trading price was 4.24, which was 0 lower than the previous day. The implied volatity was 4.59, the open interest changed by 0 which decreased total open position to 0
On 7 Jan NHPC was trading at 83.66. The strike last trading price was 4.24, which was 0 lower than the previous day. The implied volatity was 6.12, the open interest changed by 0 which decreased total open position to 0
On 6 Jan NHPC was trading at 83.53. The strike last trading price was 4.24, which was 0 lower than the previous day. The implied volatity was 5.9, the open interest changed by 0 which decreased total open position to 0
On 5 Jan NHPC was trading at 83.66. The strike last trading price was 4.24, which was 0 lower than the previous day. The implied volatity was 6.19, the open interest changed by 0 which decreased total open position to 0
On 2 Jan NHPC was trading at 83.62. The strike last trading price was 4.24, which was 0 lower than the previous day. The implied volatity was 6.09, the open interest changed by 0 which decreased total open position to 0
On 1 Jan NHPC was trading at 79.56. The strike last trading price was 4.24, which was 0 lower than the previous day. The implied volatity was 2.25, the open interest changed by 0 which decreased total open position to 0
On 31 Dec NHPC was trading at 79.22. The strike last trading price was 4.24, which was 0 lower than the previous day. The implied volatity was 1.79, the open interest changed by 0 which decreased total open position to 0






























































































































































































































