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Related Pages for NHPC
[--[65.84.65.76]--]
NHPC
Nhpc Ltd
85.38 -0.73 (-0.85%)

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Historical option data for NHPC

12 Dec 2024 11:54 AM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
NHPC 26DEC2024 86 CE
Delta: 0.49
Vega: 0.07
Theta: -0.08
Gamma: 0.08
Date Close Ltp Change IV Volume Change OI OI
12 Dec 85.38 1.8 -0.75 28.81 227 -5 306
11 Dec 86.11 2.55 -0.10 33.68 321 32 310
10 Dec 85.98 2.65 -0.70 34.59 302 50 278
9 Dec 86.77 3.35 0.80 36.90 945 -133 227
6 Dec 84.87 2.55 1.30 36.49 2,547 293 361
5 Dec 82.18 1.25 0.05 31.67 36 19 67
4 Dec 81.95 1.2 -0.15 31.42 85 29 48
3 Dec 81.98 1.35 0.00 32.68 2 1 19
2 Dec 81.48 1.35 -0.30 34.90 19 12 16
29 Nov 81.44 1.65 34.77 8 4 4

For Nhpc Ltd - strike price 86 expiring on 26DEC2024

Delta for 86 CE is 0.49

Historical price for 86 CE is as follows

On 12 Dec NHPC was trading at 85.38. The strike last trading price was 1.8, which was -0.75 lower than the previous day. The implied volatity was 28.81, the open interest changed by -5 which decreased total open position to 306


On 11 Dec NHPC was trading at 86.11. The strike last trading price was 2.55, which was -0.10 lower than the previous day. The implied volatity was 33.68, the open interest changed by 32 which increased total open position to 310


On 10 Dec NHPC was trading at 85.98. The strike last trading price was 2.65, which was -0.70 lower than the previous day. The implied volatity was 34.59, the open interest changed by 50 which increased total open position to 278


On 9 Dec NHPC was trading at 86.77. The strike last trading price was 3.35, which was 0.80 higher than the previous day. The implied volatity was 36.90, the open interest changed by -133 which decreased total open position to 227


On 6 Dec NHPC was trading at 84.87. The strike last trading price was 2.55, which was 1.30 higher than the previous day. The implied volatity was 36.49, the open interest changed by 293 which increased total open position to 361


On 5 Dec NHPC was trading at 82.18. The strike last trading price was 1.25, which was 0.05 higher than the previous day. The implied volatity was 31.67, the open interest changed by 19 which increased total open position to 67


On 4 Dec NHPC was trading at 81.95. The strike last trading price was 1.2, which was -0.15 lower than the previous day. The implied volatity was 31.42, the open interest changed by 29 which increased total open position to 48


On 3 Dec NHPC was trading at 81.98. The strike last trading price was 1.35, which was 0.00 lower than the previous day. The implied volatity was 32.68, the open interest changed by 1 which increased total open position to 19


On 2 Dec NHPC was trading at 81.48. The strike last trading price was 1.35, which was -0.30 lower than the previous day. The implied volatity was 34.90, the open interest changed by 12 which increased total open position to 16


On 29 Nov NHPC was trading at 81.44. The strike last trading price was 1.65, which was lower than the previous day. The implied volatity was 34.77, the open interest changed by 4 which increased total open position to 4


NHPC 26DEC2024 86 PE
Delta: -0.51
Vega: 0.07
Theta: -0.07
Gamma: 0.07
Date Close Ltp Change IV Volume Change OI OI
12 Dec 85.38 2.35 0.25 32.88 148 7 160
11 Dec 86.11 2.1 -0.30 33.14 216 50 152
10 Dec 85.98 2.4 0.20 35.80 262 -17 102
9 Dec 86.77 2.2 -1.05 36.89 762 6 120
6 Dec 84.87 3.25 -1.65 36.11 514 114 116
5 Dec 82.18 4.9 0.00 0.00 0 1 0
4 Dec 81.95 4.9 -0.40 34.44 1 0 1
3 Dec 81.98 5.3 0.00 0.00 0 1 0
2 Dec 81.48 5.3 -0.25 32.18 2 1 1
29 Nov 81.44 5.55 - 0 0 0

For Nhpc Ltd - strike price 86 expiring on 26DEC2024

Delta for 86 PE is -0.51

Historical price for 86 PE is as follows

On 12 Dec NHPC was trading at 85.38. The strike last trading price was 2.35, which was 0.25 higher than the previous day. The implied volatity was 32.88, the open interest changed by 7 which increased total open position to 160


On 11 Dec NHPC was trading at 86.11. The strike last trading price was 2.1, which was -0.30 lower than the previous day. The implied volatity was 33.14, the open interest changed by 50 which increased total open position to 152


On 10 Dec NHPC was trading at 85.98. The strike last trading price was 2.4, which was 0.20 higher than the previous day. The implied volatity was 35.80, the open interest changed by -17 which decreased total open position to 102


On 9 Dec NHPC was trading at 86.77. The strike last trading price was 2.2, which was -1.05 lower than the previous day. The implied volatity was 36.89, the open interest changed by 6 which increased total open position to 120


On 6 Dec NHPC was trading at 84.87. The strike last trading price was 3.25, which was -1.65 lower than the previous day. The implied volatity was 36.11, the open interest changed by 114 which increased total open position to 116


On 5 Dec NHPC was trading at 82.18. The strike last trading price was 4.9, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0


On 4 Dec NHPC was trading at 81.95. The strike last trading price was 4.9, which was -0.40 lower than the previous day. The implied volatity was 34.44, the open interest changed by 0 which decreased total open position to 1


On 3 Dec NHPC was trading at 81.98. The strike last trading price was 5.3, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0


On 2 Dec NHPC was trading at 81.48. The strike last trading price was 5.3, which was -0.25 lower than the previous day. The implied volatity was 32.18, the open interest changed by 1 which increased total open position to 1


On 29 Nov NHPC was trading at 81.44. The strike last trading price was 5.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0