[--[65.84.65.76]--]

NHPC

Nhpc Ltd
77.13 +0.44 (0.57%)
L: 76.61 H: 77.36

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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