[--[65.84.65.76]--]

NHPC

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

Back to Option Chain


Historical option data for NHPC

12 Dec 2025 04:13 PM IST
NHPC 30-DEC-2025 81 CE
Delta: 0.19
Vega: 0.05
Theta: -0.03
Gamma: 0.07
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 77.13 0.38 0.01 21.84 328 -105 433
11 Dec 76.69 0.36 -0.2 22.35 1,315 -773 544
10 Dec 76.87 0.55 0.17 25.07 3,416 1,198 1,335
9 Dec 76.47 0.37 -0.03 23.09 101 27 136
8 Dec 76.43 0.41 -0.17 22.59 99 15 110
5 Dec 77.07 0.58 -0.09 21.83 37 7 94
4 Dec 76.89 0.67 0 23.69 30 1 86
3 Dec 76.83 0.7 -0.11 23.55 51 -6 90
2 Dec 77.28 0.82 -0.03 22.89 43 1 97
1 Dec 77.30 0.88 0.08 22.41 56 4 95
28 Nov 76.74 0.8 -0.16 23.18 30 6 92
27 Nov 76.95 0.96 -0.22 23.83 38 10 86
26 Nov 77.43 1.17 -0.06 24.20 53 12 76
25 Nov 77.23 1.25 0.08 25.53 35 9 62
24 Nov 76.96 1.17 -0.7 24.07 46 15 54
21 Nov 78.82 1.87 -0.77 23.87 26 10 39
20 Nov 80.12 2.62 -0.04 25.09 15 8 30
19 Nov 80.05 2.66 -0.14 25.16 11 1 21
18 Nov 80.53 2.8 -0.8 23.76 8 7 20
17 Nov 81.25 3.6 -0.45 26.57 4 3 12
14 Nov 80.30 4.05 -3.75 - 0 9 0
13 Nov 81.46 4.05 -3.75 27.86 9 8 8
12 Nov 81.98 7.8 0 - 0 0 0
11 Nov 81.89 7.8 0 - 0 0 0
10 Nov 82.31 7.8 0 - 0 0 0
7 Nov 81.48 7.8 0 - 0 0 0
6 Nov 82.85 7.8 0 - 0 0 0
4 Nov 84.16 7.8 0 - 0 0 0
3 Nov 85.33 7.8 0 - 0 0 0
31 Oct 84.84 7.8 0 - 0 0 0


For Nhpc Ltd - strike price 81 expiring on 30DEC2025

Delta for 81 CE is 0.19

Historical price for 81 CE is as follows

On 12 Dec NHPC was trading at 77.13. The strike last trading price was 0.38, which was 0.01 higher than the previous day. The implied volatity was 21.84, the open interest changed by -105 which decreased total open position to 433


On 11 Dec NHPC was trading at 76.69. The strike last trading price was 0.36, which was -0.2 lower than the previous day. The implied volatity was 22.35, the open interest changed by -773 which decreased total open position to 544


On 10 Dec NHPC was trading at 76.87. The strike last trading price was 0.55, which was 0.17 higher than the previous day. The implied volatity was 25.07, the open interest changed by 1198 which increased total open position to 1335


On 9 Dec NHPC was trading at 76.47. The strike last trading price was 0.37, which was -0.03 lower than the previous day. The implied volatity was 23.09, the open interest changed by 27 which increased total open position to 136


On 8 Dec NHPC was trading at 76.43. The strike last trading price was 0.41, which was -0.17 lower than the previous day. The implied volatity was 22.59, the open interest changed by 15 which increased total open position to 110


On 5 Dec NHPC was trading at 77.07. The strike last trading price was 0.58, which was -0.09 lower than the previous day. The implied volatity was 21.83, the open interest changed by 7 which increased total open position to 94


On 4 Dec NHPC was trading at 76.89. The strike last trading price was 0.67, which was 0 lower than the previous day. The implied volatity was 23.69, the open interest changed by 1 which increased total open position to 86


On 3 Dec NHPC was trading at 76.83. The strike last trading price was 0.7, which was -0.11 lower than the previous day. The implied volatity was 23.55, the open interest changed by -6 which decreased total open position to 90


On 2 Dec NHPC was trading at 77.28. The strike last trading price was 0.82, which was -0.03 lower than the previous day. The implied volatity was 22.89, the open interest changed by 1 which increased total open position to 97


On 1 Dec NHPC was trading at 77.30. The strike last trading price was 0.88, which was 0.08 higher than the previous day. The implied volatity was 22.41, the open interest changed by 4 which increased total open position to 95


On 28 Nov NHPC was trading at 76.74. The strike last trading price was 0.8, which was -0.16 lower than the previous day. The implied volatity was 23.18, the open interest changed by 6 which increased total open position to 92


On 27 Nov NHPC was trading at 76.95. The strike last trading price was 0.96, which was -0.22 lower than the previous day. The implied volatity was 23.83, the open interest changed by 10 which increased total open position to 86


On 26 Nov NHPC was trading at 77.43. The strike last trading price was 1.17, which was -0.06 lower than the previous day. The implied volatity was 24.20, the open interest changed by 12 which increased total open position to 76


On 25 Nov NHPC was trading at 77.23. The strike last trading price was 1.25, which was 0.08 higher than the previous day. The implied volatity was 25.53, the open interest changed by 9 which increased total open position to 62


On 24 Nov NHPC was trading at 76.96. The strike last trading price was 1.17, which was -0.7 lower than the previous day. The implied volatity was 24.07, the open interest changed by 15 which increased total open position to 54


On 21 Nov NHPC was trading at 78.82. The strike last trading price was 1.87, which was -0.77 lower than the previous day. The implied volatity was 23.87, the open interest changed by 10 which increased total open position to 39


On 20 Nov NHPC was trading at 80.12. The strike last trading price was 2.62, which was -0.04 lower than the previous day. The implied volatity was 25.09, the open interest changed by 8 which increased total open position to 30


On 19 Nov NHPC was trading at 80.05. The strike last trading price was 2.66, which was -0.14 lower than the previous day. The implied volatity was 25.16, the open interest changed by 1 which increased total open position to 21


On 18 Nov NHPC was trading at 80.53. The strike last trading price was 2.8, which was -0.8 lower than the previous day. The implied volatity was 23.76, the open interest changed by 7 which increased total open position to 20


On 17 Nov NHPC was trading at 81.25. The strike last trading price was 3.6, which was -0.45 lower than the previous day. The implied volatity was 26.57, the open interest changed by 3 which increased total open position to 12


On 14 Nov NHPC was trading at 80.30. The strike last trading price was 4.05, which was -3.75 lower than the previous day. The implied volatity was -, the open interest changed by 9 which increased total open position to 0


On 13 Nov NHPC was trading at 81.46. The strike last trading price was 4.05, which was -3.75 lower than the previous day. The implied volatity was 27.86, the open interest changed by 8 which increased total open position to 8


On 12 Nov NHPC was trading at 81.98. The strike last trading price was 7.8, 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 7.8, 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 7.8, 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 7.8, 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 Nov NHPC was trading at 82.85. The strike last trading price was 7.8, 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 Nov NHPC was trading at 84.16. The strike last trading price was 7.8, 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 7.8, 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 7.8, 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 81 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 77.13 3.43 -1.21 - 1 0 9
11 Dec 76.69 4.64 0.37 - 0 0 9
10 Dec 76.87 4.64 0.37 - 0 0 9
9 Dec 76.47 4.64 0.37 - 0 0 0
8 Dec 76.43 4.64 0.37 - 0 0 9
5 Dec 77.07 4.64 0.37 31.40 2 0 11
4 Dec 76.89 4.27 -0.05 22.98 9 3 11
3 Dec 76.83 4.32 0 - 0 -1 0
2 Dec 77.28 4.32 0 28.50 5 -1 8
1 Dec 77.30 4.32 -0.04 - 0 0 0
28 Nov 76.74 4.32 -0.04 - 0 0 0
27 Nov 76.95 4.32 -0.04 - 0 0 0
26 Nov 77.43 4.32 -0.04 - 0 3 0
25 Nov 77.23 4.32 -0.04 25.80 3 2 8
24 Nov 76.96 4.36 1.06 26.29 6 5 6
21 Nov 78.82 3.3 -0.05 24.97 1 0 0
20 Nov 80.12 3.35 0 0.08 0 0 0
19 Nov 80.05 3.35 0 - 0 0 0
18 Nov 80.53 3.35 0 0.83 0 0 0
17 Nov 81.25 3.35 0 1.72 0 0 0
14 Nov 80.30 3.35 0 0.79 0 0 0
13 Nov 81.46 3.35 0 2.02 0 0 0
12 Nov 81.98 3.35 0 2.64 0 0 0
11 Nov 81.89 3.35 0 2.48 0 0 0
10 Nov 82.31 3.35 0 2.80 0 0 0
7 Nov 81.48 3.35 0 2.08 0 0 0
6 Nov 82.85 3.35 0 3.24 0 0 0
4 Nov 84.16 3.35 0 4.51 0 0 0
3 Nov 85.33 3.35 0 - 0 0 0
31 Oct 84.84 3.35 0 - 0 0 0


For Nhpc Ltd - strike price 81 expiring on 30DEC2025

Delta for 81 PE is -

Historical price for 81 PE is as follows

On 12 Dec NHPC was trading at 77.13. The strike last trading price was 3.43, which was -1.21 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9


On 11 Dec NHPC was trading at 76.69. The strike last trading price was 4.64, which was 0.37 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9


On 10 Dec NHPC was trading at 76.87. The strike last trading price was 4.64, which was 0.37 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9


On 9 Dec NHPC was trading at 76.47. The strike last trading price was 4.64, which was 0.37 higher 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 4.64, which was 0.37 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9


On 5 Dec NHPC was trading at 77.07. The strike last trading price was 4.64, which was 0.37 higher than the previous day. The implied volatity was 31.40, the open interest changed by 0 which decreased total open position to 11


On 4 Dec NHPC was trading at 76.89. The strike last trading price was 4.27, which was -0.05 lower than the previous day. The implied volatity was 22.98, the open interest changed by 3 which increased total open position to 11


On 3 Dec NHPC was trading at 76.83. The strike last trading price was 4.32, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0


On 2 Dec NHPC was trading at 77.28. The strike last trading price was 4.32, which was 0 lower than the previous day. The implied volatity was 28.50, the open interest changed by -1 which decreased total open position to 8


On 1 Dec NHPC was trading at 77.30. The strike last trading price was 4.32, which was -0.04 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 28 Nov NHPC was trading at 76.74. The strike last trading price was 4.32, which was -0.04 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 27 Nov NHPC was trading at 76.95. The strike last trading price was 4.32, which was -0.04 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 26 Nov NHPC was trading at 77.43. The strike last trading price was 4.32, which was -0.04 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0


On 25 Nov NHPC was trading at 77.23. The strike last trading price was 4.32, which was -0.04 lower than the previous day. The implied volatity was 25.80, the open interest changed by 2 which increased total open position to 8


On 24 Nov NHPC was trading at 76.96. The strike last trading price was 4.36, which was 1.06 higher than the previous day. The implied volatity was 26.29, the open interest changed by 5 which increased total open position to 6


On 21 Nov NHPC was trading at 78.82. The strike last trading price was 3.3, which was -0.05 lower than the previous day. The implied volatity was 24.97, the open interest changed by 0 which decreased total open position to 0


On 20 Nov NHPC was trading at 80.12. The strike last trading price was 3.35, which was 0 lower than the previous day. The implied volatity was 0.08, 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 3.35, 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 18 Nov NHPC was trading at 80.53. The strike last trading price was 3.35, which was 0 lower than the previous day. The implied volatity was 0.83, 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 3.35, which was 0 lower than the previous day. The implied volatity was 1.72, 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 3.35, which was 0 lower than the previous day. The implied volatity was 0.79, 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 3.35, which was 0 lower than the previous day. The implied volatity was 2.02, 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 3.35, which was 0 lower than the previous day. The implied volatity was 2.64, 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 3.35, which was 0 lower than the previous day. The implied volatity was 2.48, 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 3.35, which was 0 lower than the previous day. The implied volatity was 2.80, 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 3.35, which was 0 lower than the previous day. The implied volatity was 2.08, the open interest changed by 0 which decreased total open position to 0


On 6 Nov NHPC was trading at 82.85. The strike last trading price was 3.35, which was 0 lower than the previous day. The implied volatity was 3.24, the open interest changed by 0 which decreased total open position to 0


On 4 Nov NHPC was trading at 84.16. The strike last trading price was 3.35, which was 0 lower than the previous day. The implied volatity was 4.51, 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 3.35, 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 3.35, 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