[--[65.84.65.76]--]

NHPC

Nhpc Ltd
81.29 -0.13 (-0.16%)
L: 80.51 H: 82.22

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Historical option data for NHPC

14 Jan 2026 04:13 PM IST
NHPC 27-JAN-2026 81 CE
Delta: 0.57
Vega: 0.06
Theta: -0.06
Gamma: 0.12
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
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
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