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Related Pages for NHPC
[--[65.84.65.76]--]
NHPC
Nhpc Ltd
85.21 -0.90 (-1.05%)

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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 87 CE
Delta: 0.41
Vega: 0.07
Theta: -0.08
Gamma: 0.08
Date Close Ltp Change IV Volume Change OI OI
12 Dec 85.35 1.45 -0.70 30.27 340 42 456
11 Dec 86.11 2.15 -0.10 34.81 720 60 413
10 Dec 85.98 2.25 -0.65 35.62 429 14 353
9 Dec 86.77 2.9 0.80 37.83 2,113 -46 336
6 Dec 84.87 2.1 1.00 36.02 1,695 321 389
5 Dec 82.18 1.1 0.15 33.73 27 -10 68
4 Dec 81.95 0.95 -0.20 31.50 61 43 82
3 Dec 81.98 1.15 0.00 33.67 24 18 38
2 Dec 81.48 1.15 -0.85 35.31 37 15 17
29 Nov 81.44 2 42.75 2 0 0

For Nhpc Ltd - strike price 87 expiring on 26DEC2024

Delta for 87 CE is 0.41

Historical price for 87 CE is as follows

On 12 Dec NHPC was trading at 85.35. The strike last trading price was 1.45, which was -0.70 lower than the previous day. The implied volatity was 30.27, the open interest changed by 42 which increased total open position to 456


On 11 Dec NHPC was trading at 86.11. The strike last trading price was 2.15, which was -0.10 lower than the previous day. The implied volatity was 34.81, the open interest changed by 60 which increased total open position to 413


On 10 Dec NHPC was trading at 85.98. The strike last trading price was 2.25, which was -0.65 lower than the previous day. The implied volatity was 35.62, the open interest changed by 14 which increased total open position to 353


On 9 Dec NHPC was trading at 86.77. The strike last trading price was 2.9, which was 0.80 higher than the previous day. The implied volatity was 37.83, the open interest changed by -46 which decreased total open position to 336


On 6 Dec NHPC was trading at 84.87. The strike last trading price was 2.1, which was 1.00 higher than the previous day. The implied volatity was 36.02, the open interest changed by 321 which increased total open position to 389


On 5 Dec NHPC was trading at 82.18. The strike last trading price was 1.1, which was 0.15 higher than the previous day. The implied volatity was 33.73, the open interest changed by -10 which decreased total open position to 68


On 4 Dec NHPC was trading at 81.95. The strike last trading price was 0.95, which was -0.20 lower than the previous day. The implied volatity was 31.50, the open interest changed by 43 which increased total open position to 82


On 3 Dec NHPC was trading at 81.98. The strike last trading price was 1.15, which was 0.00 lower than the previous day. The implied volatity was 33.67, the open interest changed by 18 which increased total open position to 38


On 2 Dec NHPC was trading at 81.48. The strike last trading price was 1.15, which was -0.85 lower than the previous day. The implied volatity was 35.31, the open interest changed by 15 which increased total open position to 17


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 42.75, the open interest changed by 0 which decreased total open position to 0


NHPC 26DEC2024 87 PE
Delta: -0.58
Vega: 0.07
Theta: -0.07
Gamma: 0.07
Date Close Ltp Change IV Volume Change OI OI
12 Dec 85.35 3.05 0.45 34.49 95 -1 214
11 Dec 86.11 2.6 -0.30 32.89 122 75 215
10 Dec 85.98 2.9 0.20 35.49 71 5 140
9 Dec 86.77 2.7 -1.00 37.22 774 92 135
6 Dec 84.87 3.7 -2.45 34.41 117 43 43
5 Dec 82.18 6.15 0.00 - 0 0 0
4 Dec 81.95 6.15 0.00 - 0 0 0
3 Dec 81.98 6.15 0.00 - 0 0 0
2 Dec 81.48 6.15 0.00 - 0 0 0
29 Nov 81.44 6.15 - 0 0 0

For Nhpc Ltd - strike price 87 expiring on 26DEC2024

Delta for 87 PE is -0.58

Historical price for 87 PE is as follows

On 12 Dec NHPC was trading at 85.35. The strike last trading price was 3.05, which was 0.45 higher than the previous day. The implied volatity was 34.49, the open interest changed by -1 which decreased total open position to 214


On 11 Dec NHPC was trading at 86.11. The strike last trading price was 2.6, which was -0.30 lower than the previous day. The implied volatity was 32.89, the open interest changed by 75 which increased total open position to 215


On 10 Dec NHPC was trading at 85.98. The strike last trading price was 2.9, which was 0.20 higher than the previous day. The implied volatity was 35.49, the open interest changed by 5 which increased total open position to 140


On 9 Dec NHPC was trading at 86.77. The strike last trading price was 2.7, which was -1.00 lower than the previous day. The implied volatity was 37.22, the open interest changed by 92 which increased total open position to 135


On 6 Dec NHPC was trading at 84.87. The strike last trading price was 3.7, which was -2.45 lower than the previous day. The implied volatity was 34.41, the open interest changed by 43 which increased total open position to 43


On 5 Dec NHPC was trading at 82.18. The strike last trading price was 6.15, 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 4 Dec NHPC was trading at 81.95. The strike last trading price was 6.15, 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 6.15, 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 6.15, 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 6.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0