Historical option data for NHPC
27 May 2026 04:10 PM IST
| NHPC 30-Jun-2026 (33d) 80 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.62
Vega: 0
Theta: -0.03
Gamma: 0.07796
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 27 May | 80.68 | 2.69 | 0.79 (41.58%) | 19.62 | 1,906 | -5 | 804 | |||||||||
| 26 May | 78.44 | 1.86 | -0.19 (-9.27%) | 24.6 | 715 | 29 | 805 | |||||||||
| 25 May | 79.02 | 2.04 | 0.04 (2.00%) | 23.16 | 720 | 170 | 776 | |||||||||
| 22 May | 78.36 | 1.7 | -0.3 (-15.00%) | 21.24 | 414 | 221 | 606 | |||||||||
| 21 May | 79.00 | 2.14 | 0.14 (7.00%) | 23.46 | 572 | -3 | 383 | |||||||||
| 20 May | 79.50 | 2.59 | 0.59 (29.50%) | 23.51 | 486 | 78 | 378 | |||||||||
| 19 May | 79.06 | 2.43 | 0.43 (21.50%) | 24.65 | 343 | -38 | 294 | |||||||||
| 18 May | 77.71 | 2.12 | 0.12 (6.00%) | 27.12 | 368 | 90 | 332 | |||||||||
| 15 May | 76.79 | 2.12 | -0.47 (-18.15%) | 29.53 | 203 | 142 | 242 | |||||||||
| 14 May | 78.45 | 2.58 | 0.05 (1.98%) | 26.87 | 108 | 27 | 99 | |||||||||
| 13 May | 78.14 | 2.55 | 0.57 (28.79%) | 0 | 72 | 19 | 72 | |||||||||
| 12 May | 76.77 | 2 | -2.64 (-56.90%) | 0 | 64 | 47 | 50 | |||||||||
| 11 May | 79.19 | 4.64 | 0 (0.00%) | 0 | 0 | 0 | 3 | |||||||||
| 8 May | 80.77 | 4.64 | 0 (0.00%) | 27.22 | 0 | 0 | 3 | |||||||||
| 7 May | 81.58 | 4.64 | 1.44 (45.00%) | 27.22 | 3 | 2 | 2 | |||||||||
| 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 | |||||||||
| 28 Apr | 85.38 | - | - | - | 0 | 0 | 0 | |||||||||
| 27 Apr | 83.23 | - | - | - | 0 | 0 | 0 | |||||||||
| 24 Apr | 80.66 | - | - | - | 0 | 0 | 0 | |||||||||
| 23 Apr | 81.46 | - | - | - | 0 | 0 | 0 | |||||||||
| 22 Apr | 82.63 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 Apr | 82.63 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Apr | 83.10 | - | - | - | 0 | 0 | 0 | |||||||||
| 17 Apr | 83.56 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Apr | 81.38 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 15 Apr | 80.58 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Apr | 77.66 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Apr | 77.09 | 0 | 0 (0.00%) | 0.53 | 0 | 0 | 0 | |||||||||
| 9 Apr | 77.11 | 3.2 | 0 (0.00%) | 1.27 | 0 | 0 | 0 | |||||||||
| 8 Apr | 76.70 | 3.2 | 0 (0.00%) | 1.89 | 0 | 0 | 0 | |||||||||
| 7 Apr | 75.67 | 3.2 | 0 (0.00%) | 1.87 | 0 | 0 | 0 | |||||||||
| 6 Apr | 76.16 | 3.2 | 0 (0.00%) | 2.16 | 0 | 0 | 0 | |||||||||
| 2 Apr | 75.33 | 3.2 | 0 (0.00%) | 2.31 | 0 | 0 | 0 | |||||||||
For Nhpc Ltd - strike price 80 expiring on 30JUN2026
Delta for 80 CE is 0.62
Historical price for 80 CE is as follows
On 27 May NHPC was trading at 80.68. The strike last trading price was 2.69, which was 0.79 higher than the previous day. The implied volatity was 19.62, the open interest changed by -5 which decreased total open position to 804
On 26 May NHPC was trading at 78.44. The strike last trading price was 1.86, which was -0.19 lower than the previous day. The implied volatity was 24.6, the open interest changed by 29 which increased total open position to 805
On 25 May NHPC was trading at 79.02. The strike last trading price was 2.04, which was 0.04 higher than the previous day. The implied volatity was 23.16, the open interest changed by 170 which increased total open position to 776
On 22 May NHPC was trading at 78.36. The strike last trading price was 1.7, which was -0.3 lower than the previous day. The implied volatity was 21.24, the open interest changed by 221 which increased total open position to 606
On 21 May NHPC was trading at 79.00. The strike last trading price was 2.14, which was 0.14 higher than the previous day. The implied volatity was 23.46, the open interest changed by -3 which decreased total open position to 383
On 20 May NHPC was trading at 79.50. The strike last trading price was 2.59, which was 0.59 higher than the previous day. The implied volatity was 23.51, the open interest changed by 78 which increased total open position to 378
On 19 May NHPC was trading at 79.06. The strike last trading price was 2.43, which was 0.43 higher than the previous day. The implied volatity was 24.65, the open interest changed by -38 which decreased total open position to 294
On 18 May NHPC was trading at 77.71. The strike last trading price was 2.12, which was 0.12 higher than the previous day. The implied volatity was 27.12, the open interest changed by 90 which increased total open position to 332
On 15 May NHPC was trading at 76.79. The strike last trading price was 2.12, which was -0.47 lower than the previous day. The implied volatity was 29.53, the open interest changed by 142 which increased total open position to 242
On 14 May NHPC was trading at 78.45. The strike last trading price was 2.58, which was 0.05 higher than the previous day. The implied volatity was 26.87, the open interest changed by 27 which increased total open position to 99
On 13 May NHPC was trading at 78.14. The strike last trading price was 2.55, which was 0.57 higher than the previous day. The implied volatity was 0, the open interest changed by 19 which increased total open position to 72
On 12 May NHPC was trading at 76.77. The strike last trading price was 2, which was -2.64 lower than the previous day. The implied volatity was 0, the open interest changed by 47 which increased total open position to 50
On 11 May NHPC was trading at 79.19. The strike last trading price was 4.64, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 3
On 8 May NHPC was trading at 80.77. The strike last trading price was 4.64, which was 0 lower than the previous day. The implied volatity was 27.22, the open interest changed by 0 which decreased total open position to 3
On 7 May NHPC was trading at 81.58. The strike last trading price was 4.64, which was 1.44 higher than the previous day. The implied volatity was 27.22, the open interest changed by 2 which increased total open position to 2
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 -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 28 Apr NHPC was trading at 85.38. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 27 Apr NHPC was trading at 83.23. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 24 Apr NHPC was trading at 80.66. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 23 Apr NHPC was trading at 81.46. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 22 Apr NHPC was trading at 82.63. 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 21 Apr NHPC was trading at 82.63. 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 20 Apr NHPC was trading at 83.10. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 17 Apr NHPC was trading at 83.56. 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 16 Apr NHPC was trading at 81.38. 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 15 Apr NHPC was trading at 80.58. 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 13 Apr NHPC was trading at 77.66. 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 10 Apr NHPC was trading at 77.09. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.53, the open interest changed by 0 which decreased total open position to 0
On 9 Apr NHPC was trading at 77.11. The strike last trading price was 3.2, which was 0 lower than the previous day. The implied volatity was 1.27, the open interest changed by 0 which decreased total open position to 0
On 8 Apr NHPC was trading at 76.70. The strike last trading price was 3.2, which was 0 lower than the previous day. The implied volatity was 1.89, the open interest changed by 0 which decreased total open position to 0
On 7 Apr NHPC was trading at 75.67. The strike last trading price was 3.2, which was 0 lower than the previous day. The implied volatity was 1.87, the open interest changed by 0 which decreased total open position to 0
On 6 Apr NHPC was trading at 76.16. The strike last trading price was 3.2, which was 0 lower than the previous day. The implied volatity was 2.16, the open interest changed by 0 which decreased total open position to 0
On 2 Apr NHPC was trading at 75.33. The strike last trading price was 3.2, which was 0 lower than the previous day. The implied volatity was 2.31, the open interest changed by 0 which decreased total open position to 0
| NHPC 30-Jun-2026 (33d) 80 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.41
Vega: 0
Theta: -0.03
Gamma: 0.05302
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 27 May | 80.68 | 2.26 | -1.25 (-35.61%) | 29.48 | 605 | 217 | 532 |
| 26 May | 78.44 | 3.6 | -0.07 (-1.91%) | 30.25 | 167 | 80 | 311 |
| 25 May | 79.02 | 3.61 | -0.82 (-18.51%) | 33.19 | 154 | 0 | 232 |
| 22 May | 78.36 | 4.27 | 0.37 (9.49%) | 35.54 | 97 | 12 | 234 |
| 21 May | 79.00 | 3.94 | 0.09 (2.34%) | 35.7 | 182 | 50 | 220 |
| 20 May | 79.50 | 3.9 | -0.22 (-5.34%) | 36.14 | 124 | 49 | 169 |
| 19 May | 79.06 | 4.12 | -0.99 (-19.37%) | 36.68 | 63 | 23 | 121 |
| 18 May | 77.71 | 5.11 | -0.81 (-13.68%) | 39.24 | 35 | 15 | 99 |
| 15 May | 76.79 | 5.94 | 1.23 (26.11%) | 40.73 | 39 | 15 | 83 |
| 14 May | 78.45 | 4.71 | -0.19 (-3.88%) | 36.82 | 22 | 3 | 68 |
| 13 May | 78.14 | 4.9 | -0.7 (-12.50%) | 0 | 35 | 18 | 65 |
| 12 May | 76.77 | 5.6 | 2.2 (64.71%) | 0 | 40 | 11 | 44 |
| 11 May | 79.19 | 3.4 | 0.11 (3.34%) | 0 | 3 | 0 | 31 |
| 8 May | 80.77 | 3.29 | 0.13 (4.11%) | 32.93 | 2 | 1 | 31 |
| 7 May | 81.58 | 3.16 | 0.47 (17.47%) | 35.05 | 8 | 1 | 30 |
| 6 May | 83.66 | 2.69 | 0.55 (25.70%) | 33.3 | 2 | 0 | 27 |
| 5 May | 83.17 | 2.5 | -0.9 (-26.47%) | 32.97 | 25 | 23 | 25 |
| 4 May | 83.28 | 3.4 | 0.55 (19.30%) | - | 0 | 0 | 2 |
| 30 Apr | 83.20 | 3.4 | -4.65 (-57.76%) | 39.21 | 2 | 0 | 0 |
| 29 Apr | 84.09 | - | - | - | 0 | 0 | 0 |
| 28 Apr | 85.38 | - | - | - | 0 | 0 | 0 |
| 27 Apr | 83.23 | - | - | - | 0 | 0 | 0 |
| 24 Apr | 80.66 | - | - | - | 0 | 0 | 0 |
| 23 Apr | 81.46 | - | - | - | 0 | 0 | 0 |
| 22 Apr | 82.63 | 0 | 0 | - | 0 | 0 | 0 |
| 21 Apr | 82.63 | 0 | 0 | - | 0 | 0 | 0 |
| 20 Apr | 83.10 | - | - | - | 0 | 0 | 0 |
| 17 Apr | 83.56 | 0 | 0 | - | 0 | 0 | 0 |
| 16 Apr | 81.38 | 0 | 0 | - | 0 | 0 | 0 |
| 15 Apr | 80.58 | 0 | 0 | - | 0 | 0 | 0 |
| 13 Apr | 77.66 | 0 | 0 | - | 0 | 0 | 0 |
| 10 Apr | 77.09 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 9 Apr | 77.11 | 8.05 | 0 (0.00%) | - | 0 | 0 | 0 |
| 8 Apr | 76.70 | 8.05 | 0 (0.00%) | - | 0 | 0 | 0 |
| 7 Apr | 75.67 | 8.05 | 0 (0.00%) | - | 0 | 0 | 0 |
| 6 Apr | 76.16 | 8.05 | 0 (0.00%) | - | 0 | 0 | 0 |
| 2 Apr | 75.33 | 8.05 | 0 (0.00%) | - | 0 | 0 | 0 |
For Nhpc Ltd - strike price 80 expiring on 30JUN2026
Delta for 80 PE is -0.41
Historical price for 80 PE is as follows
On 27 May NHPC was trading at 80.68. The strike last trading price was 2.26, which was -1.25 lower than the previous day. The implied volatity was 29.48, the open interest changed by 217 which increased total open position to 532
On 26 May NHPC was trading at 78.44. The strike last trading price was 3.6, which was -0.07 lower than the previous day. The implied volatity was 30.25, the open interest changed by 80 which increased total open position to 311
On 25 May NHPC was trading at 79.02. The strike last trading price was 3.61, which was -0.82 lower than the previous day. The implied volatity was 33.19, the open interest changed by 0 which decreased total open position to 232
On 22 May NHPC was trading at 78.36. The strike last trading price was 4.27, which was 0.37 higher than the previous day. The implied volatity was 35.54, the open interest changed by 12 which increased total open position to 234
On 21 May NHPC was trading at 79.00. The strike last trading price was 3.94, which was 0.09 higher than the previous day. The implied volatity was 35.7, the open interest changed by 50 which increased total open position to 220
On 20 May NHPC was trading at 79.50. The strike last trading price was 3.9, which was -0.22 lower than the previous day. The implied volatity was 36.14, the open interest changed by 49 which increased total open position to 169
On 19 May NHPC was trading at 79.06. The strike last trading price was 4.12, which was -0.99 lower than the previous day. The implied volatity was 36.68, the open interest changed by 23 which increased total open position to 121
On 18 May NHPC was trading at 77.71. The strike last trading price was 5.11, which was -0.81 lower than the previous day. The implied volatity was 39.24, the open interest changed by 15 which increased total open position to 99
On 15 May NHPC was trading at 76.79. The strike last trading price was 5.94, which was 1.23 higher than the previous day. The implied volatity was 40.73, the open interest changed by 15 which increased total open position to 83
On 14 May NHPC was trading at 78.45. The strike last trading price was 4.71, which was -0.19 lower than the previous day. The implied volatity was 36.82, the open interest changed by 3 which increased total open position to 68
On 13 May NHPC was trading at 78.14. The strike last trading price was 4.9, which was -0.7 lower than the previous day. The implied volatity was 0, the open interest changed by 18 which increased total open position to 65
On 12 May NHPC was trading at 76.77. The strike last trading price was 5.6, which was 2.2 higher than the previous day. The implied volatity was 0, the open interest changed by 11 which increased total open position to 44
On 11 May NHPC was trading at 79.19. The strike last trading price was 3.4, which was 0.11 higher than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 31
On 8 May NHPC was trading at 80.77. The strike last trading price was 3.29, which was 0.13 higher than the previous day. The implied volatity was 32.93, the open interest changed by 1 which increased total open position to 31
On 7 May NHPC was trading at 81.58. The strike last trading price was 3.16, which was 0.47 higher than the previous day. The implied volatity was 35.05, the open interest changed by 1 which increased total open position to 30
On 6 May NHPC was trading at 83.66. The strike last trading price was 2.69, which was 0.55 higher than the previous day. The implied volatity was 33.3, the open interest changed by 0 which decreased total open position to 27
On 5 May NHPC was trading at 83.17. The strike last trading price was 2.5, which was -0.9 lower than the previous day. The implied volatity was 32.97, the open interest changed by 23 which increased total open position to 25
On 4 May NHPC was trading at 83.28. The strike last trading price was 3.4, which was 0.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 30 Apr NHPC was trading at 83.20. The strike last trading price was 3.4, which was -4.65 lower than the previous day. The implied volatity was 39.21, 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 -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 28 Apr NHPC was trading at 85.38. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 27 Apr NHPC was trading at 83.23. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 24 Apr NHPC was trading at 80.66. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 23 Apr NHPC was trading at 81.46. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 22 Apr NHPC was trading at 82.63. 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 21 Apr NHPC was trading at 82.63. 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 20 Apr NHPC was trading at 83.10. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 17 Apr NHPC was trading at 83.56. 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 16 Apr NHPC was trading at 81.38. 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 15 Apr NHPC was trading at 80.58. 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 13 Apr NHPC was trading at 77.66. 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 10 Apr NHPC was trading at 77.09. 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
On 9 Apr NHPC was trading at 77.11. The strike last trading price was 8.05, 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 8 Apr NHPC was trading at 76.70. The strike last trading price was 8.05, 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 Apr NHPC was trading at 75.67. The strike last trading price was 8.05, 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 6 Apr NHPC was trading at 76.16. The strike last trading price was 8.05, 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 2 Apr NHPC was trading at 75.33. The strike last trading price was 8.05, 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
