`
Related Pages for NHPC
[--[65.84.65.76]--]
NHPC
Nhpc Ltd
86.36 0.25 (0.29%)

Back to Option Chain

Historical option data for NHPC

12 Dec 2024 10:24 AM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
NHPC 26DEC2024 84 CE
Delta: 0.73
Vega: 0.06
Theta: -0.07
Gamma: 0.07
Date Close Ltp Change IV Volume Change OI OI
12 Dec 86.35 3.5 -0.25 27.73 10 2 212
11 Dec 86.11 3.75 0.00 34.22 62 7 192
10 Dec 85.98 3.75 -0.70 34.03 16 -1 185
9 Dec 86.77 4.45 0.95 35.22 258 17 190
6 Dec 84.87 3.5 1.60 35.96 1,071 -177 172
5 Dec 82.18 1.9 0.05 31.09 300 176 352
4 Dec 81.95 1.85 -0.15 31.20 223 143 168
3 Dec 81.98 2 -0.05 32.26 34 13 22
2 Dec 81.48 2.05 -0.30 35.70 17 7 10
29 Nov 81.44 2.35 34.84 6 2 2

For Nhpc Ltd - strike price 84 expiring on 26DEC2024

Delta for 84 CE is 0.73

Historical price for 84 CE is as follows

On 12 Dec NHPC was trading at 86.35. The strike last trading price was 3.5, which was -0.25 lower than the previous day. The implied volatity was 27.73, the open interest changed by 2 which increased total open position to 212


On 11 Dec NHPC was trading at 86.11. The strike last trading price was 3.75, which was 0.00 lower than the previous day. The implied volatity was 34.22, the open interest changed by 7 which increased total open position to 192


On 10 Dec NHPC was trading at 85.98. The strike last trading price was 3.75, which was -0.70 lower than the previous day. The implied volatity was 34.03, the open interest changed by -1 which decreased total open position to 185


On 9 Dec NHPC was trading at 86.77. The strike last trading price was 4.45, which was 0.95 higher than the previous day. The implied volatity was 35.22, the open interest changed by 17 which increased total open position to 190


On 6 Dec NHPC was trading at 84.87. The strike last trading price was 3.5, which was 1.60 higher than the previous day. The implied volatity was 35.96, the open interest changed by -177 which decreased total open position to 172


On 5 Dec NHPC was trading at 82.18. The strike last trading price was 1.9, which was 0.05 higher than the previous day. The implied volatity was 31.09, the open interest changed by 176 which increased total open position to 352


On 4 Dec NHPC was trading at 81.95. The strike last trading price was 1.85, which was -0.15 lower than the previous day. The implied volatity was 31.20, the open interest changed by 143 which increased total open position to 168


On 3 Dec NHPC was trading at 81.98. The strike last trading price was 2, which was -0.05 lower than the previous day. The implied volatity was 32.26, the open interest changed by 13 which increased total open position to 22


On 2 Dec NHPC was trading at 81.48. The strike last trading price was 2.05, which was -0.30 lower than the previous day. The implied volatity was 35.70, the open interest changed by 7 which increased total open position to 10


On 29 Nov NHPC was trading at 81.44. The strike last trading price was 2.35, which was lower than the previous day. The implied volatity was 34.84, the open interest changed by 2 which increased total open position to 2


NHPC 26DEC2024 84 PE
Delta: -0.31
Vega: 0.06
Theta: -0.07
Gamma: 0.06
Date Close Ltp Change IV Volume Change OI OI
12 Dec 86.35 1.2 -0.05 34.60 12 1 243
11 Dec 86.11 1.25 -0.30 32.86 15 -2 242
10 Dec 85.98 1.55 0.15 35.96 127 7 244
9 Dec 86.77 1.4 -0.90 36.60 417 66 236
6 Dec 84.87 2.3 -1.10 36.73 514 163 171
5 Dec 82.18 3.4 -0.25 34.59 12 3 6
4 Dec 81.95 3.65 -0.80 35.05 3 2 2
3 Dec 81.98 4.45 0.00 - 0 0 0
2 Dec 81.48 4.45 0.00 - 0 0 0
29 Nov 81.44 4.45 - 0 0 0

For Nhpc Ltd - strike price 84 expiring on 26DEC2024

Delta for 84 PE is -0.31

Historical price for 84 PE is as follows

On 12 Dec NHPC was trading at 86.35. The strike last trading price was 1.2, which was -0.05 lower than the previous day. The implied volatity was 34.60, the open interest changed by 1 which increased total open position to 243


On 11 Dec NHPC was trading at 86.11. The strike last trading price was 1.25, which was -0.30 lower than the previous day. The implied volatity was 32.86, the open interest changed by -2 which decreased total open position to 242


On 10 Dec NHPC was trading at 85.98. The strike last trading price was 1.55, which was 0.15 higher than the previous day. The implied volatity was 35.96, the open interest changed by 7 which increased total open position to 244


On 9 Dec NHPC was trading at 86.77. The strike last trading price was 1.4, which was -0.90 lower than the previous day. The implied volatity was 36.60, the open interest changed by 66 which increased total open position to 236


On 6 Dec NHPC was trading at 84.87. The strike last trading price was 2.3, which was -1.10 lower than the previous day. The implied volatity was 36.73, the open interest changed by 163 which increased total open position to 171


On 5 Dec NHPC was trading at 82.18. The strike last trading price was 3.4, which was -0.25 lower than the previous day. The implied volatity was 34.59, the open interest changed by 3 which increased total open position to 6


On 4 Dec NHPC was trading at 81.95. The strike last trading price was 3.65, which was -0.80 lower than the previous day. The implied volatity was 35.05, the open interest changed by 2 which increased total open position to 2


On 3 Dec NHPC was trading at 81.98. The strike last trading price was 4.45, 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 4.45, 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 4.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0