NHPC
Nhpc Ltd
Historical option data for NHPC
14 Jan 2026 04:13 PM IST
| NHPC 27-JAN-2026 81 CE | ||||||||||||||||
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Delta: 0.57
Vega: 0.06
Theta: -0.06
Gamma: 0.12
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 14 Jan | 81.29 | 1.62 | -0.23 | 21.88 | 189 | 15 | 209 | |||||||||
| 13 Jan | 81.42 | 1.77 | -1.06 | 23.48 | 336 | 72 | 192 | |||||||||
| 12 Jan | 82.80 | 2.8 | -0.11 | 21.22 | 230 | 10 | 121 | |||||||||
| 9 Jan | 82.43 | 2.81 | 0.15 | 24.98 | 42 | 10 | 110 | |||||||||
| 8 Jan | 82.17 | 2.76 | -0.96 | 26.63 | 11 | 2 | 100 | |||||||||
| 7 Jan | 83.66 | 3.72 | 0.14 | 24.29 | 29 | -2 | 99 | |||||||||
| 6 Jan | 83.53 | 3.58 | -0.34 | - | 0 | 0 | 101 | |||||||||
| 5 Jan | 83.66 | 3.58 | -0.34 | 22.24 | 49 | -20 | 101 | |||||||||
| 2 Jan | 83.62 | 3.96 | 2.31 | 22.28 | 883 | -164 | 123 | |||||||||
| 1 Jan | 79.56 | 1.66 | 0.16 | 24.25 | 420 | 207 | 289 | |||||||||
| 31 Dec | 79.22 | 1.5 | 0.07 | 23.63 | 225 | 70 | 82 | |||||||||
| 30 Dec | 78.58 | 1.45 | 0.22 | 25.33 | 21 | 7 | 12 | |||||||||
| 29 Dec | 76.79 | 1.23 | -0.47 | - | 0 | 0 | 5 | |||||||||
| 26 Dec | 78.36 | 1.23 | -0.47 | - | 0 | 0 | 5 | |||||||||
| 24 Dec | 77.81 | 1.23 | -0.47 | - | 0 | 0 | 5 | |||||||||
| 23 Dec | 78.23 | 1.23 | -0.47 | - | 0 | 2 | 0 | |||||||||
| 22 Dec | 77.67 | 1.23 | -0.47 | 23.48 | 2 | 0 | 3 | |||||||||
| 19 Dec | 76.61 | 1.7 | 0.1 | - | 0 | 0 | 3 | |||||||||
| 18 Dec | 75.04 | 1.7 | 0.1 | - | 0 | 0 | 3 | |||||||||
| 17 Dec | 75.39 | 1.7 | 0.1 | - | 0 | 0 | 3 | |||||||||
| 16 Dec | 76.01 | 1.7 | 0.1 | - | 0 | 0 | 3 | |||||||||
| 15 Dec | 77.21 | 1.7 | 0.1 | - | 0 | 0 | 0 | |||||||||
| 12 Dec | 77.13 | 1.7 | 0.1 | - | 0 | 0 | 3 | |||||||||
| 11 Dec | 76.69 | 1.7 | 0.1 | - | 0 | 0 | 3 | |||||||||
| 10 Dec | 76.87 | 1.7 | 0.1 | 26.42 | 5 | -1 | 4 | |||||||||
| 9 Dec | 76.47 | 1.6 | -0.1 | - | 0 | 0 | 0 | |||||||||
| 8 Dec | 76.43 | 1.6 | -0.1 | - | 0 | 0 | 5 | |||||||||
| 5 Dec | 77.07 | 1.6 | -0.1 | 23.09 | 1 | 0 | 4 | |||||||||
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| 4 Dec | 76.89 | 1.7 | -1.85 | 24.76 | 4 | 3 | 3 | |||||||||
| 3 Dec | 76.83 | 3.55 | 0 | 3.29 | 0 | 0 | 0 | |||||||||
| 2 Dec | 77.28 | 3.55 | 0 | 2.7 | 0 | 0 | 0 | |||||||||
| 1 Dec | 77.30 | 3.55 | 0 | 2.52 | 0 | 0 | 0 | |||||||||
| 28 Nov | 76.74 | 3.55 | 0 | 3.25 | 0 | 0 | 0 | |||||||||
| 27 Nov | 76.95 | 3.55 | 0 | 2.86 | 0 | 0 | 0 | |||||||||
| 26 Nov | 77.43 | 3.55 | 0 | 2.34 | 0 | 0 | 0 | |||||||||
For Nhpc Ltd - strike price 81 expiring on 27JAN2026
Delta for 81 CE is 0.57
Historical price for 81 CE is as follows
On 14 Jan NHPC was trading at 81.29. The strike last trading price was 1.62, which was -0.23 lower than the previous day. The implied volatity was 21.88, the open interest changed by 15 which increased total open position to 209
On 13 Jan NHPC was trading at 81.42. The strike last trading price was 1.77, which was -1.06 lower than the previous day. The implied volatity was 23.48, the open interest changed by 72 which increased total open position to 192
On 12 Jan NHPC was trading at 82.80. The strike last trading price was 2.8, which was -0.11 lower than the previous day. The implied volatity was 21.22, the open interest changed by 10 which increased total open position to 121
On 9 Jan NHPC was trading at 82.43. The strike last trading price was 2.81, which was 0.15 higher than the previous day. The implied volatity was 24.98, the open interest changed by 10 which increased total open position to 110
On 8 Jan NHPC was trading at 82.17. The strike last trading price was 2.76, which was -0.96 lower than the previous day. The implied volatity was 26.63, the open interest changed by 2 which increased total open position to 100
On 7 Jan NHPC was trading at 83.66. The strike last trading price was 3.72, which was 0.14 higher than the previous day. The implied volatity was 24.29, the open interest changed by -2 which decreased total open position to 99
On 6 Jan NHPC was trading at 83.53. The strike last trading price was 3.58, which was -0.34 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 101
On 5 Jan NHPC was trading at 83.66. The strike last trading price was 3.58, which was -0.34 lower than the previous day. The implied volatity was 22.24, the open interest changed by -20 which decreased total open position to 101
On 2 Jan NHPC was trading at 83.62. The strike last trading price was 3.96, which was 2.31 higher than the previous day. The implied volatity was 22.28, the open interest changed by -164 which decreased total open position to 123
On 1 Jan NHPC was trading at 79.56. The strike last trading price was 1.66, which was 0.16 higher than the previous day. The implied volatity was 24.25, the open interest changed by 207 which increased total open position to 289
On 31 Dec NHPC was trading at 79.22. The strike last trading price was 1.5, which was 0.07 higher than the previous day. The implied volatity was 23.63, the open interest changed by 70 which increased total open position to 82
On 30 Dec NHPC was trading at 78.58. The strike last trading price was 1.45, which was 0.22 higher than the previous day. The implied volatity was 25.33, the open interest changed by 7 which increased total open position to 12
On 29 Dec NHPC was trading at 76.79. The strike last trading price was 1.23, which was -0.47 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 26 Dec NHPC was trading at 78.36. The strike last trading price was 1.23, which was -0.47 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 24 Dec NHPC was trading at 77.81. The strike last trading price was 1.23, which was -0.47 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 23 Dec NHPC was trading at 78.23. The strike last trading price was 1.23, which was -0.47 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0
On 22 Dec NHPC was trading at 77.67. The strike last trading price was 1.23, which was -0.47 lower than the previous day. The implied volatity was 23.48, the open interest changed by 0 which decreased total open position to 3
On 19 Dec NHPC was trading at 76.61. The strike last trading price was 1.7, which was 0.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 18 Dec NHPC was trading at 75.04. The strike last trading price was 1.7, which was 0.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 17 Dec NHPC was trading at 75.39. The strike last trading price was 1.7, which was 0.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 16 Dec NHPC was trading at 76.01. The strike last trading price was 1.7, which was 0.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 15 Dec NHPC was trading at 77.21. The strike last trading price was 1.7, which was 0.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Dec NHPC was trading at 77.13. The strike last trading price was 1.7, which was 0.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 11 Dec NHPC was trading at 76.69. The strike last trading price was 1.7, which was 0.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 10 Dec NHPC was trading at 76.87. The strike last trading price was 1.7, which was 0.1 higher than the previous day. The implied volatity was 26.42, the open interest changed by -1 which decreased total open position to 4
On 9 Dec NHPC was trading at 76.47. The strike last trading price was 1.6, which was -0.1 lower 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 1.6, which was -0.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 5 Dec NHPC was trading at 77.07. The strike last trading price was 1.6, which was -0.1 lower than the previous day. The implied volatity was 23.09, the open interest changed by 0 which decreased total open position to 4
On 4 Dec NHPC was trading at 76.89. The strike last trading price was 1.7, which was -1.85 lower than the previous day. The implied volatity was 24.76, the open interest changed by 3 which increased total open position to 3
On 3 Dec NHPC was trading at 76.83. The strike last trading price was 3.55, which was 0 lower than the previous day. The implied volatity was 3.29, the open interest changed by 0 which decreased total open position to 0
On 2 Dec NHPC was trading at 77.28. The strike last trading price was 3.55, which was 0 lower than the previous day. The implied volatity was 2.7, the open interest changed by 0 which decreased total open position to 0
On 1 Dec NHPC was trading at 77.30. The strike last trading price was 3.55, which was 0 lower than the previous day. The implied volatity was 2.52, 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 3.55, which was 0 lower than the previous day. The implied volatity was 3.25, 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 3.55, which was 0 lower than the previous day. The implied volatity was 2.86, 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 3.55, which was 0 lower than the previous day. The implied volatity was 2.34, the open interest changed by 0 which decreased total open position to 0
| NHPC 27JAN2026 81 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.44
Vega: 0.06
Theta: -0.05
Gamma: 0.1
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 14 Jan | 81.29 | 1.36 | -0.03 | 26.49 | 232 | -10 | 132 |
| 13 Jan | 81.42 | 1.46 | 0.45 | 27.14 | 1,347 | -21 | 142 |
| 12 Jan | 82.80 | 0.96 | -0.24 | 28.31 | 533 | -73 | 163 |
| 9 Jan | 82.43 | 1.16 | -0.26 | 26.44 | 155 | 27 | 236 |
| 8 Jan | 82.17 | 1.45 | 0.56 | 28.17 | 200 | 75 | 205 |
| 7 Jan | 83.66 | 0.95 | -0.01 | 27.61 | 89 | 25 | 129 |
| 6 Jan | 83.53 | 0.96 | 0.02 | 26.41 | 72 | 17 | 104 |
| 5 Jan | 83.66 | 1.02 | -0.04 | 26.92 | 95 | 7 | 87 |
| 2 Jan | 83.62 | 1.06 | -2.94 | 27.26 | 373 | 65 | 67 |
| 1 Jan | 79.56 | 4 | 0.8 | - | 0 | 0 | 2 |
| 31 Dec | 79.22 | 4 | 0.8 | - | 0 | 0 | 0 |
| 30 Dec | 78.58 | 4 | 0.8 | - | 0 | 0 | 2 |
| 29 Dec | 76.79 | 4 | 0.8 | 15.76 | 1 | 0 | 1 |
| 26 Dec | 78.36 | 3.2 | -3.28 | 21.16 | 1 | 0 | 0 |
| 24 Dec | 77.81 | 6.48 | 0 | - | 0 | 0 | 0 |
| 23 Dec | 78.23 | 6.48 | 0 | - | 0 | 0 | 0 |
| 22 Dec | 77.67 | 6.48 | 0 | - | 0 | 0 | 0 |
| 19 Dec | 76.61 | 6.48 | 0 | - | 0 | 0 | 0 |
| 18 Dec | 75.04 | 6.48 | 0 | - | 0 | 0 | 0 |
| 17 Dec | 75.39 | 6.48 | 0 | - | 0 | 0 | 0 |
| 16 Dec | 76.01 | 6.48 | 0 | - | 0 | 0 | 0 |
| 15 Dec | 77.21 | 6.48 | 0 | - | 0 | 0 | 0 |
| 12 Dec | 77.13 | 6.48 | 0 | - | 0 | 0 | 0 |
| 11 Dec | 76.69 | 6.48 | 0 | - | 0 | 0 | 0 |
| 10 Dec | 76.87 | 6.48 | 0 | - | 0 | 0 | 0 |
| 9 Dec | 76.47 | 6.48 | 0 | - | 0 | 0 | 0 |
| 8 Dec | 76.43 | 6.48 | 0 | - | 0 | 0 | 0 |
| 5 Dec | 77.07 | 6.48 | 0 | - | 0 | 0 | 0 |
| 4 Dec | 76.89 | 6.48 | 0 | - | 0 | 0 | 0 |
| 3 Dec | 76.83 | 6.48 | 0 | - | 0 | 0 | 0 |
| 2 Dec | 77.28 | 6.48 | 0 | - | 0 | 0 | 0 |
| 1 Dec | 77.30 | 6.48 | 0 | - | 0 | 0 | 0 |
| 28 Nov | 76.74 | 6.48 | 0 | - | 0 | 0 | 0 |
| 27 Nov | 76.95 | 6.48 | 0 | - | 0 | 0 | 0 |
| 26 Nov | 77.43 | 6.48 | 0 | - | 0 | 0 | 0 |
For Nhpc Ltd - strike price 81 expiring on 27JAN2026
Delta for 81 PE is -0.44
Historical price for 81 PE is as follows
On 14 Jan NHPC was trading at 81.29. The strike last trading price was 1.36, which was -0.03 lower than the previous day. The implied volatity was 26.49, the open interest changed by -10 which decreased total open position to 132
On 13 Jan NHPC was trading at 81.42. The strike last trading price was 1.46, which was 0.45 higher than the previous day. The implied volatity was 27.14, the open interest changed by -21 which decreased total open position to 142
On 12 Jan NHPC was trading at 82.80. The strike last trading price was 0.96, which was -0.24 lower than the previous day. The implied volatity was 28.31, the open interest changed by -73 which decreased total open position to 163
On 9 Jan NHPC was trading at 82.43. The strike last trading price was 1.16, which was -0.26 lower than the previous day. The implied volatity was 26.44, the open interest changed by 27 which increased total open position to 236
On 8 Jan NHPC was trading at 82.17. The strike last trading price was 1.45, which was 0.56 higher than the previous day. The implied volatity was 28.17, the open interest changed by 75 which increased total open position to 205
On 7 Jan NHPC was trading at 83.66. The strike last trading price was 0.95, which was -0.01 lower than the previous day. The implied volatity was 27.61, the open interest changed by 25 which increased total open position to 129
On 6 Jan NHPC was trading at 83.53. The strike last trading price was 0.96, which was 0.02 higher than the previous day. The implied volatity was 26.41, the open interest changed by 17 which increased total open position to 104
On 5 Jan NHPC was trading at 83.66. The strike last trading price was 1.02, which was -0.04 lower than the previous day. The implied volatity was 26.92, the open interest changed by 7 which increased total open position to 87
On 2 Jan NHPC was trading at 83.62. The strike last trading price was 1.06, which was -2.94 lower than the previous day. The implied volatity was 27.26, the open interest changed by 65 which increased total open position to 67
On 1 Jan NHPC was trading at 79.56. The strike last trading price was 4, which was 0.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 31 Dec NHPC was trading at 79.22. The strike last trading price was 4, which was 0.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 30 Dec NHPC was trading at 78.58. The strike last trading price was 4, which was 0.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 29 Dec NHPC was trading at 76.79. The strike last trading price was 4, which was 0.8 higher than the previous day. The implied volatity was 15.76, the open interest changed by 0 which decreased total open position to 1
On 26 Dec NHPC was trading at 78.36. The strike last trading price was 3.2, which was -3.28 lower than the previous day. The implied volatity was 21.16, the open interest changed by 0 which decreased total open position to 0
On 24 Dec NHPC was trading at 77.81. The strike last trading price was 6.48, 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 23 Dec NHPC was trading at 78.23. The strike last trading price was 6.48, 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 22 Dec NHPC was trading at 77.67. The strike last trading price was 6.48, 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 19 Dec NHPC was trading at 76.61. The strike last trading price was 6.48, 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 Dec NHPC was trading at 75.04. The strike last trading price was 6.48, 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 17 Dec NHPC was trading at 75.39. The strike last trading price was 6.48, 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 Dec NHPC was trading at 76.01. The strike last trading price was 6.48, 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 Dec NHPC was trading at 77.21. The strike last trading price was 6.48, 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 12 Dec NHPC was trading at 77.13. The strike last trading price was 6.48, 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 Dec NHPC was trading at 76.69. The strike last trading price was 6.48, 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 Dec NHPC was trading at 76.87. The strike last trading price was 6.48, 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 Dec NHPC was trading at 76.47. The strike last trading price was 6.48, 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 Dec NHPC was trading at 76.43. The strike last trading price was 6.48, 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 Dec NHPC was trading at 77.07. The strike last trading price was 6.48, 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 Dec NHPC was trading at 76.89. The strike last trading price was 6.48, 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 Dec NHPC was trading at 76.83. The strike last trading price was 6.48, 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 Dec NHPC was trading at 77.28. The strike last trading price was 6.48, 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 1 Dec NHPC was trading at 77.30. The strike last trading price was 6.48, 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 28 Nov NHPC was trading at 76.74. The strike last trading price was 6.48, 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 27 Nov NHPC was trading at 76.95. The strike last trading price was 6.48, 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 26 Nov NHPC was trading at 77.43. The strike last trading price was 6.48, 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































































































































































































































