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Related Pages for NHPC
[--[65.84.65.76]--]
NHPC
Nhpc Ltd
85.16 -0.95 (-1.10%)

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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 82 CE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Dec 85.35 4.95 0.00 0.00 0 9 0
11 Dec 86.11 4.95 -0.25 29.94 17 5 134
10 Dec 85.98 5.2 -0.70 35.18 1 0 129
9 Dec 86.77 5.9 1.25 35.28 174 -21 130
6 Dec 84.87 4.65 1.85 35.08 479 -45 151
5 Dec 82.18 2.8 0.05 30.64 303 -4 195
4 Dec 81.95 2.75 -0.20 31.18 222 79 199
3 Dec 81.98 2.95 0.15 32.80 231 39 118
2 Dec 81.48 2.8 -0.35 34.67 180 59 77
29 Nov 81.44 3.15 33.86 70 26 26

For Nhpc Ltd - strike price 82 expiring on 26DEC2024

Delta for 82 CE is 0.00

Historical price for 82 CE is as follows

On 12 Dec NHPC was trading at 85.35. The strike last trading price was 4.95, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 9 which increased total open position to 0


On 11 Dec NHPC was trading at 86.11. The strike last trading price was 4.95, which was -0.25 lower than the previous day. The implied volatity was 29.94, the open interest changed by 5 which increased total open position to 134


On 10 Dec NHPC was trading at 85.98. The strike last trading price was 5.2, which was -0.70 lower than the previous day. The implied volatity was 35.18, the open interest changed by 0 which decreased total open position to 129


On 9 Dec NHPC was trading at 86.77. The strike last trading price was 5.9, which was 1.25 higher than the previous day. The implied volatity was 35.28, the open interest changed by -21 which decreased total open position to 130


On 6 Dec NHPC was trading at 84.87. The strike last trading price was 4.65, which was 1.85 higher than the previous day. The implied volatity was 35.08, the open interest changed by -45 which decreased total open position to 151


On 5 Dec NHPC was trading at 82.18. The strike last trading price was 2.8, which was 0.05 higher than the previous day. The implied volatity was 30.64, the open interest changed by -4 which decreased total open position to 195


On 4 Dec NHPC was trading at 81.95. The strike last trading price was 2.75, which was -0.20 lower than the previous day. The implied volatity was 31.18, the open interest changed by 79 which increased total open position to 199


On 3 Dec NHPC was trading at 81.98. The strike last trading price was 2.95, which was 0.15 higher than the previous day. The implied volatity was 32.80, the open interest changed by 39 which increased total open position to 118


On 2 Dec NHPC was trading at 81.48. The strike last trading price was 2.8, which was -0.35 lower than the previous day. The implied volatity was 34.67, the open interest changed by 59 which increased total open position to 77


On 29 Nov NHPC was trading at 81.44. The strike last trading price was 3.15, which was lower than the previous day. The implied volatity was 33.86, the open interest changed by 26 which increased total open position to 26


NHPC 26DEC2024 82 PE
Delta: -0.23
Vega: 0.05
Theta: -0.05
Gamma: 0.06
Date Close Ltp Change IV Volume Change OI OI
12 Dec 85.35 0.75 0.05 31.86 57 -12 257
11 Dec 86.11 0.7 -0.15 33.17 29 -1 268
10 Dec 85.98 0.85 0.05 34.60 90 21 268
9 Dec 86.77 0.8 -0.65 35.87 397 95 245
6 Dec 84.87 1.45 -0.65 35.77 541 44 150
5 Dec 82.18 2.1 -0.40 31.41 82 20 105
4 Dec 81.95 2.5 0.00 34.22 68 27 85
3 Dec 81.98 2.5 -0.35 33.60 70 29 57
2 Dec 81.48 2.85 -0.25 33.20 53 26 28
29 Nov 81.44 3.1 36.74 7 1 1

For Nhpc Ltd - strike price 82 expiring on 26DEC2024

Delta for 82 PE is -0.23

Historical price for 82 PE is as follows

On 12 Dec NHPC was trading at 85.35. The strike last trading price was 0.75, which was 0.05 higher than the previous day. The implied volatity was 31.86, the open interest changed by -12 which decreased total open position to 257


On 11 Dec NHPC was trading at 86.11. The strike last trading price was 0.7, which was -0.15 lower than the previous day. The implied volatity was 33.17, the open interest changed by -1 which decreased total open position to 268


On 10 Dec NHPC was trading at 85.98. The strike last trading price was 0.85, which was 0.05 higher than the previous day. The implied volatity was 34.60, the open interest changed by 21 which increased total open position to 268


On 9 Dec NHPC was trading at 86.77. The strike last trading price was 0.8, which was -0.65 lower than the previous day. The implied volatity was 35.87, the open interest changed by 95 which increased total open position to 245


On 6 Dec NHPC was trading at 84.87. The strike last trading price was 1.45, which was -0.65 lower than the previous day. The implied volatity was 35.77, the open interest changed by 44 which increased total open position to 150


On 5 Dec NHPC was trading at 82.18. The strike last trading price was 2.1, which was -0.40 lower than the previous day. The implied volatity was 31.41, the open interest changed by 20 which increased total open position to 105


On 4 Dec NHPC was trading at 81.95. The strike last trading price was 2.5, which was 0.00 lower than the previous day. The implied volatity was 34.22, the open interest changed by 27 which increased total open position to 85


On 3 Dec NHPC was trading at 81.98. The strike last trading price was 2.5, which was -0.35 lower than the previous day. The implied volatity was 33.60, the open interest changed by 29 which increased total open position to 57


On 2 Dec NHPC was trading at 81.48. The strike last trading price was 2.85, which was -0.25 lower than the previous day. The implied volatity was 33.20, the open interest changed by 26 which increased total open position to 28


On 29 Nov NHPC was trading at 81.44. The strike last trading price was 3.1, which was lower than the previous day. The implied volatity was 36.74, the open interest changed by 1 which increased total open position to 1