Historical option data for NHPC
29 Jun 2026 10:49 AM IST
| NHPC 28-Jul-2026 (27d) 80 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.5
Vega: 0
Theta: -0.05
Gamma: 0.06346
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 29 Jun | 79.41 | 2.4 | 0.4 (20.00%) | 27.83 | 134 | 26 | 1,256 | |||||||||
| 25 Jun | 79.40 | 2.35 | -0.65 (-21.67%) | 26.8 | 856 | 29 | 1,229 | |||||||||
| 24 Jun | 79.31 | 2.58 | 0.58 (29.00%) | 29.33 | 1,721 | 386 | 1,204 | |||||||||
| 23 Jun | 77.90 | 2.04 | 0.04 (2.00%) | 29.09 | 564 | 252 | 816 | |||||||||
| 22 Jun | 78.22 | 2.36 | 1.36 (136.00%) | 29.74 | 1,034 | 228 | 559 | |||||||||
| 19 Jun | 75.82 | 1.2 | 0.2 (20.00%) | 25.8 | 271 | 60 | 328 | |||||||||
| 18 Jun | 75.94 | 1.25 | 0.25 (25.00%) | 26.14 | 290 | 25 | 268 | |||||||||
| 17 Jun | 74.41 | 0.97 | -0.03 (-3.00%) | 27.15 | 69 | 19 | 243 | |||||||||
| 16 Jun | 74.75 | 1 | 0 (0.00%) | 26.35 | 44 | 4 | 224 | |||||||||
| 15 Jun | 74.69 | 1.05 | 0.05 (5.00%) | 27.27 | 107 | 30 | 220 | |||||||||
| 12 Jun | 73.79 | 0.96 | -0.04 (-4.00%) | 27.37 | 36 | 12 | 189 | |||||||||
| 11 Jun | 72.13 | 0.81 | -0.19 (-19.00%) | 29.51 | 67 | 18 | 176 | |||||||||
| 10 Jun | 72.67 | 0.96 | -0.04 (-4.00%) | 29.87 | 23 | 12 | 157 | |||||||||
| 9 Jun | 74.00 | 1.28 | 0.28 (28.00%) | 29.63 | 61 | -11 | 141 | |||||||||
| 8 Jun | 73.51 | 1.11 | 0.11 (11.00%) | 29.29 | 57 | 28 | 152 | |||||||||
| 5 Jun | 74.97 | 1.47 | -0.53 (-26.50%) | 26.76 | 46 | 12 | 123 | |||||||||
| 4 Jun | 76.12 | 1.9 | -0.1 (-5.00%) | 27.52 | 55 | 2 | 111 | |||||||||
| 3 Jun | 75.10 | 1.64 | 0.64 (64.00%) | 29.18 | 121 | -3 | 109 | |||||||||
| 2 Jun | 72.29 | 1.11 | -0.89 (-44.50%) | 31.25 | 170 | 102 | 112 | |||||||||
| 1 Jun | 77.20 | 2.15 | -0.85 (-28.33%) | 25.3 | 10 | 5 | 10 | |||||||||
| 29 May | 78.87 | 3 | 0 (0.00%) | 22.91 | 5 | 3 | 5 | |||||||||
| 27 May | 80.68 | 3.4 | 0.4 (13.33%) | 21.41 | 3 | 1 | 2 | |||||||||
| 26 May | 78.44 | 2.8 | -0.2 (-6.67%) | 21.99 | 1 | 0 | 1 | |||||||||
| 12 May | 76.77 | 0 | -10 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 11 May | 79.19 | 0 | -9.51 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 8 May | 80.77 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 May | 81.58 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 May | 83.66 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 May | 83.17 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 May | 83.28 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Apr | 83.20 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Apr | 84.09 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Nhpc Ltd - strike price 80 expiring on 28JUL2026
Delta for 80 CE is 0.5
Historical price for 80 CE is as follows
On 29 Jun NHPC was trading at 79.41. The strike last trading price was 2.4, which was 0.4 higher than the previous day. The implied volatity was 27.83, the open interest changed by 26 which increased total open position to 1256
On 25 Jun NHPC was trading at 79.40. The strike last trading price was 2.35, which was -0.65 lower than the previous day. The implied volatity was 26.8, the open interest changed by 29 which increased total open position to 1229
On 24 Jun NHPC was trading at 79.31. The strike last trading price was 2.58, which was 0.58 higher than the previous day. The implied volatity was 29.33, the open interest changed by 386 which increased total open position to 1204
On 23 Jun NHPC was trading at 77.90. The strike last trading price was 2.04, which was 0.04 higher than the previous day. The implied volatity was 29.09, the open interest changed by 252 which increased total open position to 816
On 22 Jun NHPC was trading at 78.22. The strike last trading price was 2.36, which was 1.36 higher than the previous day. The implied volatity was 29.74, the open interest changed by 228 which increased total open position to 559
On 19 Jun NHPC was trading at 75.82. The strike last trading price was 1.2, which was 0.2 higher than the previous day. The implied volatity was 25.8, the open interest changed by 60 which increased total open position to 328
On 18 Jun NHPC was trading at 75.94. The strike last trading price was 1.25, which was 0.25 higher than the previous day. The implied volatity was 26.14, the open interest changed by 25 which increased total open position to 268
On 17 Jun NHPC was trading at 74.41. The strike last trading price was 0.97, which was -0.03 lower than the previous day. The implied volatity was 27.15, the open interest changed by 19 which increased total open position to 243
On 16 Jun NHPC was trading at 74.75. The strike last trading price was 1, which was 0 lower than the previous day. The implied volatity was 26.35, the open interest changed by 4 which increased total open position to 224
On 15 Jun NHPC was trading at 74.69. The strike last trading price was 1.05, which was 0.05 higher than the previous day. The implied volatity was 27.27, the open interest changed by 30 which increased total open position to 220
On 12 Jun NHPC was trading at 73.79. The strike last trading price was 0.96, which was -0.04 lower than the previous day. The implied volatity was 27.37, the open interest changed by 12 which increased total open position to 189
On 11 Jun NHPC was trading at 72.13. The strike last trading price was 0.81, which was -0.19 lower than the previous day. The implied volatity was 29.51, the open interest changed by 18 which increased total open position to 176
On 10 Jun NHPC was trading at 72.67. The strike last trading price was 0.96, which was -0.04 lower than the previous day. The implied volatity was 29.87, the open interest changed by 12 which increased total open position to 157
On 9 Jun NHPC was trading at 74.00. The strike last trading price was 1.28, which was 0.28 higher than the previous day. The implied volatity was 29.63, the open interest changed by -11 which decreased total open position to 141
On 8 Jun NHPC was trading at 73.51. The strike last trading price was 1.11, which was 0.11 higher than the previous day. The implied volatity was 29.29, the open interest changed by 28 which increased total open position to 152
On 5 Jun NHPC was trading at 74.97. The strike last trading price was 1.47, which was -0.53 lower than the previous day. The implied volatity was 26.76, the open interest changed by 12 which increased total open position to 123
On 4 Jun NHPC was trading at 76.12. The strike last trading price was 1.9, which was -0.1 lower than the previous day. The implied volatity was 27.52, the open interest changed by 2 which increased total open position to 111
On 3 Jun NHPC was trading at 75.10. The strike last trading price was 1.64, which was 0.64 higher than the previous day. The implied volatity was 29.18, the open interest changed by -3 which decreased total open position to 109
On 2 Jun NHPC was trading at 72.29. The strike last trading price was 1.11, which was -0.89 lower than the previous day. The implied volatity was 31.25, the open interest changed by 102 which increased total open position to 112
On 1 Jun NHPC was trading at 77.20. The strike last trading price was 2.15, which was -0.85 lower than the previous day. The implied volatity was 25.3, the open interest changed by 5 which increased total open position to 10
On 29 May NHPC was trading at 78.87. The strike last trading price was 3, which was 0 lower than the previous day. The implied volatity was 22.91, the open interest changed by 3 which increased total open position to 5
On 27 May NHPC was trading at 80.68. The strike last trading price was 3.4, which was 0.4 higher than the previous day. The implied volatity was 21.41, the open interest changed by 1 which increased total open position to 2
On 26 May NHPC was trading at 78.44. The strike last trading price was 2.8, which was -0.2 lower than the previous day. The implied volatity was 21.99, the open interest changed by 0 which decreased total open position to 1
On 12 May NHPC was trading at 76.77. The strike last trading price was 0, which was -10 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 11 May NHPC was trading at 79.19. The strike last trading price was 0, which was -9.51 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 8 May NHPC was trading at 80.77. The strike last trading price was 0, 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 May NHPC was trading at 81.58. The strike last trading price was 0, 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 May NHPC was trading at 83.66. The strike last trading price was 0, 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 May NHPC was trading at 83.17. The strike last trading price was 0, 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 4 May NHPC was trading at 83.28. The strike last trading price was 0, 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 30 Apr NHPC was trading at 83.20. The strike last trading price was 0, 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 29 Apr NHPC was trading at 84.09. The strike last trading price was 0, 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 28-Jul-2026 (27d) 80 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.5
Vega: 0
Theta: -0.04
Gamma: 0.0617
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 29 Jun | 79.41 | 2.68 | -0.07 (-2.55%) | 28.61 | 59 | 9 | 435 |
| 25 Jun | 79.40 | 2.82 | -0.07 (-2.42%) | 27.12 | 180 | 72 | 425 |
| 24 Jun | 79.31 | 3.01 | -0.72 (-19.30%) | 28.12 | 433 | 155 | 353 |
| 23 Jun | 77.90 | 3.73 | 0.48 (14.77%) | 28.49 | 122 | 50 | 199 |
| 22 Jun | 78.22 | 3.25 | -1.75 (-35.00%) | 25.81 | 196 | 92 | 149 |
| 19 Jun | 75.82 | 5 | 0.6 (13.64%) | 25.43 | 10 | 8 | 58 |
| 18 Jun | 75.94 | 4.4 | -1.1 (-20.00%) | 23.34 | 8 | 3 | 49 |
| 17 Jun | 74.41 | 5.5 | 5.5 | - | 8 | 0 | 46 |
| 16 Jun | 74.75 | 5.5 | 5.5 (-10.57%) | 23.7 | 8 | 0 | 46 |
| 15 Jun | 74.69 | 5.5 | -0.65 (-10.57%) | 23.7 | 8 | -1 | 46 |
| 12 Jun | 73.79 | 6.15 | 6.15 | - | 3 | 0 | 47 |
| 11 Jun | 72.13 | 6.15 | 6.15 | - | 3 | 0 | 47 |
| 10 Jun | 72.67 | 6.15 | 6.15 | - | 3 | 0 | 47 |
| 9 Jun | 74.00 | 6.15 | 6.15 (10.81%) | 25.49 | 3 | 0 | 47 |
| 8 Jun | 73.51 | 6.15 | 0.6 (10.81%) | 25.49 | 3 | 3 | 47 |
| 5 Jun | 74.97 | 5.55 | 5.55 (-30.19%) | 24.11 | 2 | 0 | 44 |
| 4 Jun | 76.12 | 5.55 | -2.4 (-30.19%) | 24.11 | 2 | 2 | 44 |
| 3 Jun | 75.10 | 7.95 | 7.95 (116.80%) | 24.3 | 63 | 0 | 42 |
| 2 Jun | 72.29 | 8 | 4.31 (116.80%) | 24.3 | 63 | 37 | 41 |
| 1 Jun | 77.20 | 3.69 | 3.69 (23.83%) | 25.71 | 4 | 0 | 4 |
| 29 May | 78.87 | 3.69 | 0.71 (23.83%) | 25.71 | 4 | 4 | 4 |
| 27 May | 80.68 | 0 | 0 | - | 0 | 0 | 0 |
| 26 May | 78.44 | 0 | 0 | - | 0 | 0 | 0 |
| 12 May | 76.77 | 0 | -2.98 (-100.00%) | 0 | 0 | 0 | 0 |
| 11 May | 79.19 | 0 | -3 (-100.00%) | 0 | 0 | 0 | 0 |
| 8 May | 80.77 | 0 | 0 | - | 0 | 0 | 0 |
| 7 May | 81.58 | 0 | 0 | - | 0 | 0 | 0 |
| 6 May | 83.66 | 0 | 0 | - | 0 | 0 | 0 |
| 5 May | 83.17 | 0 | 0 | - | 0 | 0 | 0 |
| 4 May | 83.28 | 0 | 0 | - | 0 | 0 | 0 |
| 30 Apr | 83.20 | 0 | 0 | - | 0 | 0 | 0 |
| 29 Apr | 84.09 | 0 | 0 | - | 0 | 0 | 0 |
For Nhpc Ltd - strike price 80 expiring on 28JUL2026
Delta for 80 PE is -0.5
Historical price for 80 PE is as follows
On 29 Jun NHPC was trading at 79.41. The strike last trading price was 2.68, which was -0.07 lower than the previous day. The implied volatity was 28.61, the open interest changed by 9 which increased total open position to 435
On 25 Jun NHPC was trading at 79.40. The strike last trading price was 2.82, which was -0.07 lower than the previous day. The implied volatity was 27.12, the open interest changed by 72 which increased total open position to 425
On 24 Jun NHPC was trading at 79.31. The strike last trading price was 3.01, which was -0.72 lower than the previous day. The implied volatity was 28.12, the open interest changed by 155 which increased total open position to 353
On 23 Jun NHPC was trading at 77.90. The strike last trading price was 3.73, which was 0.48 higher than the previous day. The implied volatity was 28.49, the open interest changed by 50 which increased total open position to 199
On 22 Jun NHPC was trading at 78.22. The strike last trading price was 3.25, which was -1.75 lower than the previous day. The implied volatity was 25.81, the open interest changed by 92 which increased total open position to 149
On 19 Jun NHPC was trading at 75.82. The strike last trading price was 5, which was 0.6 higher than the previous day. The implied volatity was 25.43, the open interest changed by 8 which increased total open position to 58
On 18 Jun NHPC was trading at 75.94. The strike last trading price was 4.4, which was -1.1 lower than the previous day. The implied volatity was 23.34, the open interest changed by 3 which increased total open position to 49
On 17 Jun NHPC was trading at 74.41. The strike last trading price was 5.5, which was 5.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 46
On 16 Jun NHPC was trading at 74.75. The strike last trading price was 5.5, which was 5.5 higher than the previous day. The implied volatity was 23.7, the open interest changed by 0 which decreased total open position to 46
On 15 Jun NHPC was trading at 74.69. The strike last trading price was 5.5, which was -0.65 lower than the previous day. The implied volatity was 23.7, the open interest changed by -1 which decreased total open position to 46
On 12 Jun NHPC was trading at 73.79. The strike last trading price was 6.15, which was 6.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 47
On 11 Jun NHPC was trading at 72.13. The strike last trading price was 6.15, which was 6.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 47
On 10 Jun NHPC was trading at 72.67. The strike last trading price was 6.15, which was 6.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 47
On 9 Jun NHPC was trading at 74.00. The strike last trading price was 6.15, which was 6.15 higher than the previous day. The implied volatity was 25.49, the open interest changed by 0 which decreased total open position to 47
On 8 Jun NHPC was trading at 73.51. The strike last trading price was 6.15, which was 0.6 higher than the previous day. The implied volatity was 25.49, the open interest changed by 3 which increased total open position to 47
On 5 Jun NHPC was trading at 74.97. The strike last trading price was 5.55, which was 5.55 higher than the previous day. The implied volatity was 24.11, the open interest changed by 0 which decreased total open position to 44
On 4 Jun NHPC was trading at 76.12. The strike last trading price was 5.55, which was -2.4 lower than the previous day. The implied volatity was 24.11, the open interest changed by 2 which increased total open position to 44
On 3 Jun NHPC was trading at 75.10. The strike last trading price was 7.95, which was 7.95 higher than the previous day. The implied volatity was 24.3, the open interest changed by 0 which decreased total open position to 42
On 2 Jun NHPC was trading at 72.29. The strike last trading price was 8, which was 4.31 higher than the previous day. The implied volatity was 24.3, the open interest changed by 37 which increased total open position to 41
On 1 Jun NHPC was trading at 77.20. The strike last trading price was 3.69, which was 3.69 higher than the previous day. The implied volatity was 25.71, the open interest changed by 0 which decreased total open position to 4
On 29 May NHPC was trading at 78.87. The strike last trading price was 3.69, which was 0.71 higher than the previous day. The implied volatity was 25.71, the open interest changed by 4 which increased total open position to 4
On 27 May NHPC was trading at 80.68. The strike last trading price was 0, 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 26 May NHPC was trading at 78.44. The strike last trading price was 0, 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 May NHPC was trading at 76.77. The strike last trading price was 0, which was -2.98 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 11 May NHPC was trading at 79.19. The strike last trading price was 0, which was -3 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 8 May NHPC was trading at 80.77. The strike last trading price was 0, 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 May NHPC was trading at 81.58. The strike last trading price was 0, 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 May NHPC was trading at 83.66. The strike last trading price was 0, 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 May NHPC was trading at 83.17. The strike last trading price was 0, 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 4 May NHPC was trading at 83.28. The strike last trading price was 0, 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 30 Apr NHPC was trading at 83.20. The strike last trading price was 0, 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 29 Apr NHPC was trading at 84.09. The strike last trading price was 0, 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
