NHPC
Nhpc Ltd
Historical option data for NHPC
12 Dec 2024 11:54 AM IST
NHPC 26DEC2024 81 CE | ||||||||||
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
12 Dec | 85.38 | 6.7 | 0.00 | 0.00 | 0 | 0 | 0 | |||
11 Dec | 86.11 | 6.7 | 0.00 | 0.00 | 0 | 0 | 0 | |||
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10 Dec | 85.98 | 6.7 | 0.00 | 0.00 | 0 | 3 | 0 | |||
9 Dec | 86.77 | 6.7 | 0.05 | 35.37 | 5 | 1 | 89 | |||
6 Dec | 84.87 | 6.65 | 3.20 | 54.35 | 81 | 59 | 89 | |||
5 Dec | 82.18 | 3.45 | -0.35 | 31.77 | 15 | 2 | 30 | |||
4 Dec | 81.95 | 3.8 | 0.35 | 37.69 | 6 | 0 | 28 | |||
3 Dec | 81.98 | 3.45 | -0.05 | 32.30 | 36 | 9 | 28 | |||
2 Dec | 81.48 | 3.5 | -0.15 | 37.16 | 5 | 2 | 20 | |||
29 Nov | 81.44 | 3.65 | 33.64 | 56 | 17 | 17 |
For Nhpc Ltd - strike price 81 expiring on 26DEC2024
Delta for 81 CE is 0.00
Historical price for 81 CE is as follows
On 12 Dec NHPC was trading at 85.38. The strike last trading price was 6.7, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 11 Dec NHPC was trading at 86.11. The strike last trading price was 6.7, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 10 Dec NHPC was trading at 85.98. The strike last trading price was 6.7, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 9 Dec NHPC was trading at 86.77. The strike last trading price was 6.7, which was 0.05 higher than the previous day. The implied volatity was 35.37, the open interest changed by 1 which increased total open position to 89
On 6 Dec NHPC was trading at 84.87. The strike last trading price was 6.65, which was 3.20 higher than the previous day. The implied volatity was 54.35, the open interest changed by 59 which increased total open position to 89
On 5 Dec NHPC was trading at 82.18. The strike last trading price was 3.45, which was -0.35 lower than the previous day. The implied volatity was 31.77, the open interest changed by 2 which increased total open position to 30
On 4 Dec NHPC was trading at 81.95. The strike last trading price was 3.8, which was 0.35 higher than the previous day. The implied volatity was 37.69, the open interest changed by 0 which decreased total open position to 28
On 3 Dec NHPC was trading at 81.98. The strike last trading price was 3.45, which was -0.05 lower than the previous day. The implied volatity was 32.30, the open interest changed by 9 which increased total open position to 28
On 2 Dec NHPC was trading at 81.48. The strike last trading price was 3.5, which was -0.15 lower than the previous day. The implied volatity was 37.16, the open interest changed by 2 which increased total open position to 20
On 29 Nov NHPC was trading at 81.44. The strike last trading price was 3.65, which was lower than the previous day. The implied volatity was 33.64, the open interest changed by 17 which increased total open position to 17
NHPC 26DEC2024 81 PE | |||||||
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Delta: -0.17
Vega: 0.04
Theta: -0.04
Gamma: 0.05
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
12 Dec | 85.38 | 0.5 | 0.00 | 31.18 | 10 | 1 | 175 |
11 Dec | 86.11 | 0.5 | -0.20 | 33.18 | 69 | -11 | 174 |
10 Dec | 85.98 | 0.7 | 0.10 | 36.13 | 75 | -21 | 185 |
9 Dec | 86.77 | 0.6 | -0.55 | 35.95 | 292 | 33 | 201 |
6 Dec | 84.87 | 1.15 | -0.70 | 35.89 | 426 | 122 | 169 |
5 Dec | 82.18 | 1.85 | -0.15 | 33.83 | 67 | 7 | 46 |
4 Dec | 81.95 | 2 | 0.00 | 33.67 | 20 | 6 | 39 |
3 Dec | 81.98 | 2 | -0.35 | 33.05 | 10 | 2 | 34 |
2 Dec | 81.48 | 2.35 | -0.05 | 33.14 | 24 | 9 | 32 |
29 Nov | 81.44 | 2.4 | 34.18 | 62 | 24 | 24 |
For Nhpc Ltd - strike price 81 expiring on 26DEC2024
Delta for 81 PE is -0.17
Historical price for 81 PE is as follows
On 12 Dec NHPC was trading at 85.38. The strike last trading price was 0.5, which was 0.00 lower than the previous day. The implied volatity was 31.18, the open interest changed by 1 which increased total open position to 175
On 11 Dec NHPC was trading at 86.11. The strike last trading price was 0.5, which was -0.20 lower than the previous day. The implied volatity was 33.18, the open interest changed by -11 which decreased total open position to 174
On 10 Dec NHPC was trading at 85.98. The strike last trading price was 0.7, which was 0.10 higher than the previous day. The implied volatity was 36.13, the open interest changed by -21 which decreased total open position to 185
On 9 Dec NHPC was trading at 86.77. The strike last trading price was 0.6, which was -0.55 lower than the previous day. The implied volatity was 35.95, the open interest changed by 33 which increased total open position to 201
On 6 Dec NHPC was trading at 84.87. The strike last trading price was 1.15, which was -0.70 lower than the previous day. The implied volatity was 35.89, the open interest changed by 122 which increased total open position to 169
On 5 Dec NHPC was trading at 82.18. The strike last trading price was 1.85, which was -0.15 lower than the previous day. The implied volatity was 33.83, the open interest changed by 7 which increased total open position to 46
On 4 Dec NHPC was trading at 81.95. The strike last trading price was 2, which was 0.00 lower than the previous day. The implied volatity was 33.67, the open interest changed by 6 which increased total open position to 39
On 3 Dec NHPC was trading at 81.98. The strike last trading price was 2, which was -0.35 lower than the previous day. The implied volatity was 33.05, the open interest changed by 2 which increased total open position to 34
On 2 Dec NHPC was trading at 81.48. The strike last trading price was 2.35, which was -0.05 lower than the previous day. The implied volatity was 33.14, the open interest changed by 9 which increased total open position to 32
On 29 Nov NHPC was trading at 81.44. The strike last trading price was 2.4, which was lower than the previous day. The implied volatity was 34.18, the open interest changed by 24 which increased total open position to 24