NHPC
Nhpc Ltd
Historical option data for NHPC
12 Dec 2024 10:24 AM IST
NHPC 26DEC2024 80 CE | ||||||||||
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Delta: 0.98
Vega: 0.01
Theta: -0.03
Gamma: 0.02
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
12 Dec | 86.35 | 6.75 | -0.35 | 20.61 | 1 | 0 | 136 | |||
11 Dec | 86.11 | 7.1 | 0.30 | 42.27 | 2 | 0 | 135 | |||
10 Dec | 85.98 | 6.8 | -0.65 | 35.57 | 34 | -6 | 136 | |||
9 Dec | 86.77 | 7.45 | 1.40 | 32.95 | 161 | 6 | 142 | |||
6 Dec | 84.87 | 6.05 | 2.05 | 34.51 | 414 | 65 | 136 | |||
5 Dec | 82.18 | 4 | 0.10 | 30.71 | 87 | 0 | 70 | |||
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4 Dec | 81.95 | 3.9 | -0.20 | 31.16 | 57 | 16 | 69 | |||
3 Dec | 81.98 | 4.1 | 0.20 | 32.95 | 43 | 17 | 53 | |||
2 Dec | 81.48 | 3.9 | -0.55 | 35.32 | 58 | 15 | 33 | |||
29 Nov | 81.44 | 4.45 | 36.34 | 26 | 18 | 18 |
For Nhpc Ltd - strike price 80 expiring on 26DEC2024
Delta for 80 CE is 0.98
Historical price for 80 CE is as follows
On 12 Dec NHPC was trading at 86.35. The strike last trading price was 6.75, which was -0.35 lower than the previous day. The implied volatity was 20.61, the open interest changed by 0 which decreased total open position to 136
On 11 Dec NHPC was trading at 86.11. The strike last trading price was 7.1, which was 0.30 higher than the previous day. The implied volatity was 42.27, the open interest changed by 0 which decreased total open position to 135
On 10 Dec NHPC was trading at 85.98. The strike last trading price was 6.8, which was -0.65 lower than the previous day. The implied volatity was 35.57, the open interest changed by -6 which decreased total open position to 136
On 9 Dec NHPC was trading at 86.77. The strike last trading price was 7.45, which was 1.40 higher than the previous day. The implied volatity was 32.95, the open interest changed by 6 which increased total open position to 142
On 6 Dec NHPC was trading at 84.87. The strike last trading price was 6.05, which was 2.05 higher than the previous day. The implied volatity was 34.51, the open interest changed by 65 which increased total open position to 136
On 5 Dec NHPC was trading at 82.18. The strike last trading price was 4, which was 0.10 higher than the previous day. The implied volatity was 30.71, the open interest changed by 0 which decreased total open position to 70
On 4 Dec NHPC was trading at 81.95. The strike last trading price was 3.9, which was -0.20 lower than the previous day. The implied volatity was 31.16, the open interest changed by 16 which increased total open position to 69
On 3 Dec NHPC was trading at 81.98. The strike last trading price was 4.1, which was 0.20 higher than the previous day. The implied volatity was 32.95, the open interest changed by 17 which increased total open position to 53
On 2 Dec NHPC was trading at 81.48. The strike last trading price was 3.9, which was -0.55 lower than the previous day. The implied volatity was 35.32, the open interest changed by 15 which increased total open position to 33
On 29 Nov NHPC was trading at 81.44. The strike last trading price was 4.45, which was lower than the previous day. The implied volatity was 36.34, the open interest changed by 18 which increased total open position to 18
NHPC 26DEC2024 80 PE | |||||||
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Delta: -0.12
Vega: 0.03
Theta: -0.04
Gamma: 0.03
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
12 Dec | 86.35 | 0.35 | -0.05 | 35.24 | 100 | 7 | 368 |
11 Dec | 86.11 | 0.4 | -0.10 | 34.64 | 170 | -14 | 361 |
10 Dec | 85.98 | 0.5 | 0.05 | 35.81 | 315 | 22 | 373 |
9 Dec | 86.77 | 0.45 | -0.45 | 36.26 | 783 | 70 | 344 |
6 Dec | 84.87 | 0.9 | -0.45 | 36.05 | 930 | 129 | 280 |
5 Dec | 82.18 | 1.35 | -0.20 | 32.12 | 138 | -24 | 151 |
4 Dec | 81.95 | 1.55 | -0.10 | 32.94 | 88 | 32 | 178 |
3 Dec | 81.98 | 1.65 | -0.20 | 33.65 | 82 | 26 | 145 |
2 Dec | 81.48 | 1.85 | -0.05 | 32.36 | 123 | 11 | 119 |
29 Nov | 81.44 | 1.9 | 33.22 | 222 | 106 | 106 |
For Nhpc Ltd - strike price 80 expiring on 26DEC2024
Delta for 80 PE is -0.12
Historical price for 80 PE is as follows
On 12 Dec NHPC was trading at 86.35. The strike last trading price was 0.35, which was -0.05 lower than the previous day. The implied volatity was 35.24, the open interest changed by 7 which increased total open position to 368
On 11 Dec NHPC was trading at 86.11. The strike last trading price was 0.4, which was -0.10 lower than the previous day. The implied volatity was 34.64, the open interest changed by -14 which decreased total open position to 361
On 10 Dec NHPC was trading at 85.98. The strike last trading price was 0.5, which was 0.05 higher than the previous day. The implied volatity was 35.81, the open interest changed by 22 which increased total open position to 373
On 9 Dec NHPC was trading at 86.77. The strike last trading price was 0.45, which was -0.45 lower than the previous day. The implied volatity was 36.26, the open interest changed by 70 which increased total open position to 344
On 6 Dec NHPC was trading at 84.87. The strike last trading price was 0.9, which was -0.45 lower than the previous day. The implied volatity was 36.05, the open interest changed by 129 which increased total open position to 280
On 5 Dec NHPC was trading at 82.18. The strike last trading price was 1.35, which was -0.20 lower than the previous day. The implied volatity was 32.12, the open interest changed by -24 which decreased total open position to 151
On 4 Dec NHPC was trading at 81.95. The strike last trading price was 1.55, which was -0.10 lower than the previous day. The implied volatity was 32.94, the open interest changed by 32 which increased total open position to 178
On 3 Dec NHPC was trading at 81.98. The strike last trading price was 1.65, which was -0.20 lower than the previous day. The implied volatity was 33.65, the open interest changed by 26 which increased total open position to 145
On 2 Dec NHPC was trading at 81.48. The strike last trading price was 1.85, which was -0.05 lower than the previous day. The implied volatity was 32.36, the open interest changed by 11 which increased total open position to 119
On 29 Nov NHPC was trading at 81.44. The strike last trading price was 1.9, which was lower than the previous day. The implied volatity was 33.22, the open interest changed by 106 which increased total open position to 106