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Related Pages for NHPC
[--[65.84.65.76]--]
NHPC
Nhpc Ltd
85.23 -0.88 (-1.02%)

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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 85 CE
Delta: 0.57
Vega: 0.07
Theta: -0.08
Gamma: 0.08
Date Close Ltp Change IV Volume Change OI OI
12 Dec 85.35 2.25 -0.90 28.42 403 -55 694
11 Dec 86.11 3.15 0.00 34.48 435 -12 747
10 Dec 85.98 3.15 -0.75 34.06 581 138 760
9 Dec 86.77 3.9 0.90 36.51 2,266 -554 620
6 Dec 84.87 3 1.45 36.26 6,735 889 1,168
5 Dec 82.18 1.55 0.00 31.41 386 33 269
4 Dec 81.95 1.55 -0.15 32.01 283 44 236
3 Dec 81.98 1.7 0.05 33.12 274 89 198
2 Dec 81.48 1.65 -0.35 34.97 271 43 107
29 Nov 81.44 2 35.07 289 63 63

For Nhpc Ltd - strike price 85 expiring on 26DEC2024

Delta for 85 CE is 0.57

Historical price for 85 CE is as follows

On 12 Dec NHPC was trading at 85.35. The strike last trading price was 2.25, which was -0.90 lower than the previous day. The implied volatity was 28.42, the open interest changed by -55 which decreased total open position to 694


On 11 Dec NHPC was trading at 86.11. The strike last trading price was 3.15, which was 0.00 lower than the previous day. The implied volatity was 34.48, the open interest changed by -12 which decreased total open position to 747


On 10 Dec NHPC was trading at 85.98. The strike last trading price was 3.15, which was -0.75 lower than the previous day. The implied volatity was 34.06, the open interest changed by 138 which increased total open position to 760


On 9 Dec NHPC was trading at 86.77. The strike last trading price was 3.9, which was 0.90 higher than the previous day. The implied volatity was 36.51, the open interest changed by -554 which decreased total open position to 620


On 6 Dec NHPC was trading at 84.87. The strike last trading price was 3, which was 1.45 higher than the previous day. The implied volatity was 36.26, the open interest changed by 889 which increased total open position to 1168


On 5 Dec NHPC was trading at 82.18. The strike last trading price was 1.55, which was 0.00 lower than the previous day. The implied volatity was 31.41, the open interest changed by 33 which increased total open position to 269


On 4 Dec NHPC was trading at 81.95. The strike last trading price was 1.55, which was -0.15 lower than the previous day. The implied volatity was 32.01, the open interest changed by 44 which increased total open position to 236


On 3 Dec NHPC was trading at 81.98. The strike last trading price was 1.7, which was 0.05 higher than the previous day. The implied volatity was 33.12, the open interest changed by 89 which increased total open position to 198


On 2 Dec NHPC was trading at 81.48. The strike last trading price was 1.65, which was -0.35 lower than the previous day. The implied volatity was 34.97, the open interest changed by 43 which increased total open position to 107


On 29 Nov NHPC was trading at 81.44. The strike last trading price was 2, which was lower than the previous day. The implied volatity was 35.07, the open interest changed by 63 which increased total open position to 63


NHPC 26DEC2024 85 PE
Delta: -0.44
Vega: 0.07
Theta: -0.06
Gamma: 0.07
Date Close Ltp Change IV Volume Change OI OI
12 Dec 85.35 1.8 0.15 31.73 202 38 554
11 Dec 86.11 1.65 -0.20 33.13 282 -12 515
10 Dec 85.98 1.85 0.05 34.52 582 82 529
9 Dec 86.77 1.8 -0.95 37.16 1,215 20 440
6 Dec 84.87 2.75 -1.20 36.44 1,390 400 418
5 Dec 82.18 3.95 -0.30 33.77 20 3 19
4 Dec 81.95 4.25 0.05 34.76 6 2 15
3 Dec 81.98 4.2 -0.35 33.55 11 2 12
2 Dec 81.48 4.55 -0.60 31.69 19 7 9
29 Nov 81.44 5.15 40.63 5 2 2

For Nhpc Ltd - strike price 85 expiring on 26DEC2024

Delta for 85 PE is -0.44

Historical price for 85 PE is as follows

On 12 Dec NHPC was trading at 85.35. The strike last trading price was 1.8, which was 0.15 higher than the previous day. The implied volatity was 31.73, the open interest changed by 38 which increased total open position to 554


On 11 Dec NHPC was trading at 86.11. The strike last trading price was 1.65, which was -0.20 lower than the previous day. The implied volatity was 33.13, the open interest changed by -12 which decreased total open position to 515


On 10 Dec NHPC was trading at 85.98. The strike last trading price was 1.85, which was 0.05 higher than the previous day. The implied volatity was 34.52, the open interest changed by 82 which increased total open position to 529


On 9 Dec NHPC was trading at 86.77. The strike last trading price was 1.8, which was -0.95 lower than the previous day. The implied volatity was 37.16, the open interest changed by 20 which increased total open position to 440


On 6 Dec NHPC was trading at 84.87. The strike last trading price was 2.75, which was -1.20 lower than the previous day. The implied volatity was 36.44, the open interest changed by 400 which increased total open position to 418


On 5 Dec NHPC was trading at 82.18. The strike last trading price was 3.95, which was -0.30 lower than the previous day. The implied volatity was 33.77, the open interest changed by 3 which increased total open position to 19


On 4 Dec NHPC was trading at 81.95. The strike last trading price was 4.25, which was 0.05 higher than the previous day. The implied volatity was 34.76, the open interest changed by 2 which increased total open position to 15


On 3 Dec NHPC was trading at 81.98. The strike last trading price was 4.2, which was -0.35 lower than the previous day. The implied volatity was 33.55, the open interest changed by 2 which increased total open position to 12


On 2 Dec NHPC was trading at 81.48. The strike last trading price was 4.55, which was -0.60 lower than the previous day. The implied volatity was 31.69, the open interest changed by 7 which increased total open position to 9


On 29 Nov NHPC was trading at 81.44. The strike last trading price was 5.15, which was lower than the previous day. The implied volatity was 40.63, the open interest changed by 2 which increased total open position to 2