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[--[65.84.65.76]--]
NHPC
Nhpc Ltd

86.32 0.21 (0.24%)

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Historical option data for NHPC

12 Dec 2024 10:24 AM IST
NHPC 26DEC2024 79 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
12 Dec 86.35 7.2 0.00 - 0 0 0
11 Dec 86.11 7.2 0.00 - 0 0 0
10 Dec 85.98 7.2 0.00 - 0 0 0
9 Dec 86.77 7.2 0.00 - 0 0 0
6 Dec 84.87 7.2 0.00 - 0 0 0
5 Dec 82.18 7.2 0.00 - 0 0 0
4 Dec 81.95 7.2 0.00 - 0 0 0
3 Dec 81.98 7.2 0.00 - 0 0 0
2 Dec 81.48 7.2 0.00 - 0 0 0
29 Nov 81.44 7.2 - 0 0 0


For Nhpc Ltd - strike price 79 expiring on 26DEC2024

Delta for 79 CE is -

Historical price for 79 CE is as follows

On 12 Dec NHPC was trading at 86.35. The strike last trading price was 7.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 11 Dec NHPC was trading at 86.11. The strike last trading price was 7.2, which was 0.00 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 85.98. The strike last trading price was 7.2, which was 0.00 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 86.77. The strike last trading price was 7.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 6 Dec NHPC was trading at 84.87. The strike last trading price was 7.2, which was 0.00 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 82.18. The strike last trading price was 7.2, which was 0.00 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 81.95. The strike last trading price was 7.2, which was 0.00 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 81.98. The strike last trading price was 7.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 2 Dec NHPC was trading at 81.48. The strike last trading price was 7.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 29 Nov NHPC was trading at 81.44. The strike last trading price was 7.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


NHPC 26DEC2024 79 PE
Delta: -0.10
Vega: 0.03
Theta: -0.04
Gamma: 0.03
Date Close Ltp Change IV Volume Change OI OI
12 Dec 86.35 0.3 0.00 37.52 3 1 37
11 Dec 86.11 0.3 -0.10 35.50 55 -8 32
10 Dec 85.98 0.4 0.10 37.05 38 17 40
9 Dec 86.77 0.3 -0.35 35.56 28 -13 23
6 Dec 84.87 0.65 -0.40 35.34 82 6 37
5 Dec 82.18 1.05 -0.25 32.03 54 -8 30
4 Dec 81.95 1.3 0.05 34.20 4 3 38
3 Dec 81.98 1.25 -0.25 32.83 32 24 36
2 Dec 81.48 1.5 -0.15 32.76 20 10 12
29 Nov 81.44 1.65 34.68 5 3 3


For Nhpc Ltd - strike price 79 expiring on 26DEC2024

Delta for 79 PE is -0.10

Historical price for 79 PE is as follows

On 12 Dec NHPC was trading at 86.35. The strike last trading price was 0.3, which was 0.00 lower than the previous day. The implied volatity was 37.52, the open interest changed by 1 which increased total open position to 37


On 11 Dec NHPC was trading at 86.11. The strike last trading price was 0.3, which was -0.10 lower than the previous day. The implied volatity was 35.50, the open interest changed by -8 which decreased total open position to 32


On 10 Dec NHPC was trading at 85.98. The strike last trading price was 0.4, which was 0.10 higher than the previous day. The implied volatity was 37.05, the open interest changed by 17 which increased total open position to 40


On 9 Dec NHPC was trading at 86.77. The strike last trading price was 0.3, which was -0.35 lower than the previous day. The implied volatity was 35.56, the open interest changed by -13 which decreased total open position to 23


On 6 Dec NHPC was trading at 84.87. The strike last trading price was 0.65, which was -0.40 lower than the previous day. The implied volatity was 35.34, the open interest changed by 6 which increased total open position to 37


On 5 Dec NHPC was trading at 82.18. The strike last trading price was 1.05, which was -0.25 lower than the previous day. The implied volatity was 32.03, the open interest changed by -8 which decreased total open position to 30


On 4 Dec NHPC was trading at 81.95. The strike last trading price was 1.3, which was 0.05 higher than the previous day. The implied volatity was 34.20, the open interest changed by 3 which increased total open position to 38


On 3 Dec NHPC was trading at 81.98. The strike last trading price was 1.25, which was -0.25 lower than the previous day. The implied volatity was 32.83, the open interest changed by 24 which increased total open position to 36


On 2 Dec NHPC was trading at 81.48. The strike last trading price was 1.5, which was -0.15 lower than the previous day. The implied volatity was 32.76, the open interest changed by 10 which increased total open position to 12


On 29 Nov NHPC was trading at 81.44. The strike last trading price was 1.65, which was lower than the previous day. The implied volatity was 34.68, the open interest changed by 3 which increased total open position to 3