[--[65.84.65.76]--]

NHPC

Nhpc Ltd
79.18 +0.29 (0.37%)
L: 78.37 H: 80.2

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Historical option data for NHPC

29 Jan 2026 04:13 PM IST
NHPC 24-FEB-2026 79 CE
Delta: 0.56
Vega: 0.08
Theta: -0.06
Gamma: 0.06
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
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
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