NHPC
Nhpc Ltd
Historical option data for NHPC
28 Apr 2026 04:10 PM IST
| NHPC 26-May-2026 (27d) 83 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.65
Vega: 0
Theta: -0.06
Gamma: 0.04295
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 28 Apr | 85.38 | 5 | 1.35 | 36.15 | 275 | 2 | 127 | |||||||||
| 27 Apr | 83.23 | 3.7 | 1.4700000000000002 | 36.49 | 242 | 33 | 125 | |||||||||
| 24 Apr | 80.66 | 2.25 | -0.1299999999999999 | 32.51 | 105 | 26 | 92 | |||||||||
| 23 Apr | 81.46 | 2.28 | -1.1400000000000001 | 29.31 | 43 | 25 | 67 | |||||||||
| 22 Apr | 82.63 | 3.42 | 0.1200000000000001 | 33.2 | 44 | 17 | 43 | |||||||||
| 21 Apr | 82.63 | 3.33 | -0.08999999999999986 | 32.45 | 36 | 12 | 23 | |||||||||
| 20 Apr | 83.10 | 3.42 | -0.28000000000000025 | 31.08 | 31 | 11 | 12 | |||||||||
| 17 Apr | 83.56 | 3.7 | 2.39 | 25.06 | 3 | 0 | 0 | |||||||||
| 16 Apr | 81.38 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 15 Apr | 80.58 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Apr | 77.66 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Apr | 77.09 | - | - | - | 0 | 0 | 0 | |||||||||
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| 9 Apr | 77.11 | 1.31 | 0 | - | 0 | 0 | 0 | |||||||||
For Nhpc Ltd - strike price 83 expiring on 26MAY2026
Delta for 83 CE is 0.65
Historical price for 83 CE is as follows
On 28 Apr NHPC was trading at 85.38. The strike last trading price was 5, which was 1.35 higher than the previous day. The implied volatity was 36.15, the open interest changed by 2 which increased total open position to 127
On 27 Apr NHPC was trading at 83.23. The strike last trading price was 3.7, which was 1.4700000000000002 higher than the previous day. The implied volatity was 36.49, the open interest changed by 33 which increased total open position to 125
On 24 Apr NHPC was trading at 80.66. The strike last trading price was 2.25, which was -0.1299999999999999 lower than the previous day. The implied volatity was 32.51, the open interest changed by 26 which increased total open position to 92
On 23 Apr NHPC was trading at 81.46. The strike last trading price was 2.28, which was -1.1400000000000001 lower than the previous day. The implied volatity was 29.31, the open interest changed by 25 which increased total open position to 67
On 22 Apr NHPC was trading at 82.63. The strike last trading price was 3.42, which was 0.1200000000000001 higher than the previous day. The implied volatity was 33.2, the open interest changed by 17 which increased total open position to 43
On 21 Apr NHPC was trading at 82.63. The strike last trading price was 3.33, which was -0.08999999999999986 lower than the previous day. The implied volatity was 32.45, the open interest changed by 12 which increased total open position to 23
On 20 Apr NHPC was trading at 83.10. The strike last trading price was 3.42, which was -0.28000000000000025 lower than the previous day. The implied volatity was 31.08, the open interest changed by 11 which increased total open position to 12
On 17 Apr NHPC was trading at 83.56. The strike last trading price was 3.7, which was 2.39 higher than the previous day. The implied volatity was 25.06, the open interest changed by 0 which decreased total open position to 0
On 16 Apr NHPC was trading at 81.38. The strike last trading price was 0, 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 Apr NHPC was trading at 80.58. The strike last trading price was 0, 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 13 Apr NHPC was trading at 77.66. The strike last trading price was 0, 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 Apr NHPC was trading at 77.09. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 9 Apr NHPC was trading at 77.11. The strike last trading price was 1.31, 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 26-May-2026 (27d) 83 PE | |||||||
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Delta: -0.35
Vega: 0
Theta: -0.05
Gamma: 0.04339
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 28 Apr | 85.38 | 2.1 | -0.98 | 35.74 | 117 | 9 | 102 |
| 27 Apr | 83.23 | 3.09 | -1.5700000000000003 | 35.81 | 66 | 25 | 92 |
| 24 Apr | 80.66 | 4.65 | 0.0600000000000005 | 37.21 | 83 | 59 | 64 |
| 23 Apr | 81.46 | 4.68 | 1.2799999999999998 | 41.21 | 3 | 2 | 5 |
| 22 Apr | 82.63 | 3.4 | 3.4 | 34.66 | 0 | 0 | 3 |
| 21 Apr | 82.63 | 3.4 | -0.1499999999999999 | 34.66 | 5 | 1 | 3 |
| 20 Apr | 83.10 | 3.55 | -6.12 | 35.92 | 2 | 1 | 1 |
| 17 Apr | 83.56 | 0 | 0 | - | 0 | 0 | 0 |
| 16 Apr | 81.38 | 0 | 0 | - | 0 | 0 | 0 |
| 15 Apr | 80.58 | 0 | 0 | - | 0 | 0 | 0 |
| 13 Apr | 77.66 | 0 | 0 | - | 0 | 0 | 0 |
| 10 Apr | 77.09 | - | - | - | 0 | 0 | 0 |
| 9 Apr | 77.11 | 9.67 | 0 | - | 0 | 0 | 0 |
For Nhpc Ltd - strike price 83 expiring on 26MAY2026
Delta for 83 PE is -0.35
Historical price for 83 PE is as follows
On 28 Apr NHPC was trading at 85.38. The strike last trading price was 2.1, which was -0.98 lower than the previous day. The implied volatity was 35.74, the open interest changed by 9 which increased total open position to 102
On 27 Apr NHPC was trading at 83.23. The strike last trading price was 3.09, which was -1.5700000000000003 lower than the previous day. The implied volatity was 35.81, the open interest changed by 25 which increased total open position to 92
On 24 Apr NHPC was trading at 80.66. The strike last trading price was 4.65, which was 0.0600000000000005 higher than the previous day. The implied volatity was 37.21, the open interest changed by 59 which increased total open position to 64
On 23 Apr NHPC was trading at 81.46. The strike last trading price was 4.68, which was 1.2799999999999998 higher than the previous day. The implied volatity was 41.21, the open interest changed by 2 which increased total open position to 5
On 22 Apr NHPC was trading at 82.63. The strike last trading price was 3.4, which was 3.4 higher than the previous day. The implied volatity was 34.66, the open interest changed by 0 which decreased total open position to 3
On 21 Apr NHPC was trading at 82.63. The strike last trading price was 3.4, which was -0.1499999999999999 lower than the previous day. The implied volatity was 34.66, the open interest changed by 1 which increased total open position to 3
On 20 Apr NHPC was trading at 83.10. The strike last trading price was 3.55, which was -6.12 lower than the previous day. The implied volatity was 35.92, the open interest changed by 1 which increased total open position to 1
On 17 Apr NHPC was trading at 83.56. The strike last trading price was 0, 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 Apr NHPC was trading at 81.38. The strike last trading price was 0, 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 Apr NHPC was trading at 80.58. The strike last trading price was 0, 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 13 Apr NHPC was trading at 77.66. The strike last trading price was 0, 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 Apr NHPC was trading at 77.09. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 9 Apr NHPC was trading at 77.11. The strike last trading price was 9.67, 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
