`
Related Pages for NHPC
[--[65.84.65.76]--]
NHPC
Nhpc Ltd
85.35 -0.76 (-0.88%)

Back to Option Chain

Historical option data for NHPC

12 Dec 2024 12:04 PM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
NHPC 26DEC2024 80 CE
Delta: 0.92
Vega: 0.02
Theta: -0.04
Gamma: 0.03
Date Close Ltp Change IV Volume Change OI OI
12 Dec 85.35 5.8 -1.30 24.98 50 -17 119
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
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 0.92

Historical price for 80 CE is as follows

On 12 Dec NHPC was trading at 85.35. The strike last trading price was 5.8, which was -1.30 lower than the previous day. The implied volatity was 24.98, the open interest changed by -17 which decreased total open position to 119


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
Delta: -0.13
Vega: 0.04
Theta: -0.04
Gamma: 0.04
Date Close Ltp Change IV Volume Change OI OI
12 Dec 85.35 0.35 -0.05 31.57 172 -23 338
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 -0.13

Historical price for 80 PE is as follows

On 12 Dec NHPC was trading at 85.35. The strike last trading price was 0.35, which was -0.05 lower than the previous day. The implied volatity was 31.57, the open interest changed by -23 which decreased total open position to 338


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