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Related Pages for NHPC
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NHPC
Nhpc Ltd
86.3 0.19 (0.22%)

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Historical option data for NHPC

12 Dec 2024 10:14 AM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
NHPC 26DEC2024 83 CE
Delta: 0.77
Vega: 0.05
Theta: -0.07
Gamma: 0.06
Date Close Ltp Change IV Volume Change OI OI
12 Dec 86.20 4.25 -0.50 30.36 1 0 68
11 Dec 86.11 4.75 0.30 39.74 7 0 69
10 Dec 85.98 4.45 -0.80 34.62 13 4 66
9 Dec 86.77 5.25 1.25 36.94 93 2 62
6 Dec 84.87 4 1.70 34.90 407 -44 59
5 Dec 82.18 2.3 0.05 30.63 291 7 103
4 Dec 81.95 2.25 -0.15 30.95 175 78 97
3 Dec 81.98 2.4 0.05 31.97 43 13 19
2 Dec 81.48 2.35 -2.55 34.60 10 6 6
29 Nov 81.44 4.9 1.18 0 0 0

For Nhpc Ltd - strike price 83 expiring on 26DEC2024

Delta for 83 CE is 0.77

Historical price for 83 CE is as follows

On 12 Dec NHPC was trading at 86.20. The strike last trading price was 4.25, which was -0.50 lower than the previous day. The implied volatity was 30.36, the open interest changed by 0 which decreased total open position to 68


On 11 Dec NHPC was trading at 86.11. The strike last trading price was 4.75, which was 0.30 higher than the previous day. The implied volatity was 39.74, the open interest changed by 0 which decreased total open position to 69


On 10 Dec NHPC was trading at 85.98. The strike last trading price was 4.45, which was -0.80 lower than the previous day. The implied volatity was 34.62, the open interest changed by 4 which increased total open position to 66


On 9 Dec NHPC was trading at 86.77. The strike last trading price was 5.25, which was 1.25 higher than the previous day. The implied volatity was 36.94, the open interest changed by 2 which increased total open position to 62


On 6 Dec NHPC was trading at 84.87. The strike last trading price was 4, which was 1.70 higher than the previous day. The implied volatity was 34.90, the open interest changed by -44 which decreased total open position to 59


On 5 Dec NHPC was trading at 82.18. The strike last trading price was 2.3, which was 0.05 higher than the previous day. The implied volatity was 30.63, the open interest changed by 7 which increased total open position to 103


On 4 Dec NHPC was trading at 81.95. The strike last trading price was 2.25, which was -0.15 lower than the previous day. The implied volatity was 30.95, the open interest changed by 78 which increased total open position to 97


On 3 Dec NHPC was trading at 81.98. The strike last trading price was 2.4, which was 0.05 higher than the previous day. The implied volatity was 31.97, the open interest changed by 13 which increased total open position to 19


On 2 Dec NHPC was trading at 81.48. The strike last trading price was 2.35, which was -2.55 lower than the previous day. The implied volatity was 34.60, the open interest changed by 6 which increased total open position to 6


On 29 Nov NHPC was trading at 81.44. The strike last trading price was 4.9, which was lower than the previous day. The implied volatity was 1.18, the open interest changed by 0 which decreased total open position to 0


NHPC 26DEC2024 83 PE
Delta: -0.25
Vega: 0.05
Theta: -0.06
Gamma: 0.06
Date Close Ltp Change IV Volume Change OI OI
12 Dec 86.20 0.9 -0.05 33.60 4 2 298
11 Dec 86.11 0.95 -0.20 33.09 34 6 296
10 Dec 85.98 1.15 0.05 34.99 148 38 270
9 Dec 86.77 1.1 -0.75 36.70 303 46 232
6 Dec 84.87 1.85 -0.75 36.30 472 168 185
5 Dec 82.18 2.6 -1.35 31.03 47 17 17
4 Dec 81.95 3.95 0.00 - 0 0 0
3 Dec 81.98 3.95 0.00 - 0 0 0
2 Dec 81.48 3.95 0.00 - 0 0 0
29 Nov 81.44 3.95 - 0 0 0

For Nhpc Ltd - strike price 83 expiring on 26DEC2024

Delta for 83 PE is -0.25

Historical price for 83 PE is as follows

On 12 Dec NHPC was trading at 86.20. The strike last trading price was 0.9, which was -0.05 lower than the previous day. The implied volatity was 33.60, the open interest changed by 2 which increased total open position to 298


On 11 Dec NHPC was trading at 86.11. The strike last trading price was 0.95, which was -0.20 lower than the previous day. The implied volatity was 33.09, the open interest changed by 6 which increased total open position to 296


On 10 Dec NHPC was trading at 85.98. The strike last trading price was 1.15, which was 0.05 higher than the previous day. The implied volatity was 34.99, the open interest changed by 38 which increased total open position to 270


On 9 Dec NHPC was trading at 86.77. The strike last trading price was 1.1, which was -0.75 lower than the previous day. The implied volatity was 36.70, the open interest changed by 46 which increased total open position to 232


On 6 Dec NHPC was trading at 84.87. The strike last trading price was 1.85, which was -0.75 lower than the previous day. The implied volatity was 36.30, the open interest changed by 168 which increased total open position to 185


On 5 Dec NHPC was trading at 82.18. The strike last trading price was 2.6, which was -1.35 lower than the previous day. The implied volatity was 31.03, the open interest changed by 17 which increased total open position to 17


On 4 Dec NHPC was trading at 81.95. The strike last trading price was 3.95, which was 0.00 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 81.98. The strike last trading price was 3.95, which was 0.00 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 81.48. The strike last trading price was 3.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 29 Nov NHPC was trading at 81.44. The strike last trading price was 3.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0