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Related Pages for NHPC
[--[65.84.65.76]--]
NHPC
Nhpc Ltd
85.39 -0.72 (-0.84%)

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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 88 CE
Delta: 0.34
Vega: 0.06
Theta: -0.08
Gamma: 0.07
Date Close Ltp Change IV Volume Change OI OI
12 Dec 85.38 1.15 -0.60 30.84 386 -71 705
11 Dec 86.11 1.75 -0.10 35.02 625 98 769
10 Dec 85.98 1.85 -0.55 35.79 513 42 671
9 Dec 86.77 2.4 0.65 37.32 3,088 346 629
6 Dec 84.87 1.75 0.95 36.18 1,005 181 284
5 Dec 82.18 0.8 0.05 32.27 40 4 103
4 Dec 81.95 0.75 -0.20 31.68 73 42 99
3 Dec 81.98 0.95 0.00 34.13 56 52 59
2 Dec 81.48 0.95 -0.25 35.89 11 2 6
29 Nov 81.44 1.2 35.79 7 4 4

For Nhpc Ltd - strike price 88 expiring on 26DEC2024

Delta for 88 CE is 0.34

Historical price for 88 CE is as follows

On 12 Dec NHPC was trading at 85.38. The strike last trading price was 1.15, which was -0.60 lower than the previous day. The implied volatity was 30.84, the open interest changed by -71 which decreased total open position to 705


On 11 Dec NHPC was trading at 86.11. The strike last trading price was 1.75, which was -0.10 lower than the previous day. The implied volatity was 35.02, the open interest changed by 98 which increased total open position to 769


On 10 Dec NHPC was trading at 85.98. The strike last trading price was 1.85, which was -0.55 lower than the previous day. The implied volatity was 35.79, the open interest changed by 42 which increased total open position to 671


On 9 Dec NHPC was trading at 86.77. The strike last trading price was 2.4, which was 0.65 higher than the previous day. The implied volatity was 37.32, the open interest changed by 346 which increased total open position to 629


On 6 Dec NHPC was trading at 84.87. The strike last trading price was 1.75, which was 0.95 higher than the previous day. The implied volatity was 36.18, the open interest changed by 181 which increased total open position to 284


On 5 Dec NHPC was trading at 82.18. The strike last trading price was 0.8, which was 0.05 higher than the previous day. The implied volatity was 32.27, the open interest changed by 4 which increased total open position to 103


On 4 Dec NHPC was trading at 81.95. The strike last trading price was 0.75, which was -0.20 lower than the previous day. The implied volatity was 31.68, the open interest changed by 42 which increased total open position to 99


On 3 Dec NHPC was trading at 81.98. The strike last trading price was 0.95, which was 0.00 lower than the previous day. The implied volatity was 34.13, the open interest changed by 52 which increased total open position to 59


On 2 Dec NHPC was trading at 81.48. The strike last trading price was 0.95, which was -0.25 lower than the previous day. The implied volatity was 35.89, the open interest changed by 2 which increased total open position to 6


On 29 Nov NHPC was trading at 81.44. The strike last trading price was 1.2, which was lower than the previous day. The implied volatity was 35.79, the open interest changed by 4 which increased total open position to 4


NHPC 26DEC2024 88 PE
Delta: -0.64
Vega: 0.06
Theta: -0.06
Gamma: 0.07
Date Close Ltp Change IV Volume Change OI OI
12 Dec 85.38 3.6 0.30 33.58 33 6 166
11 Dec 86.11 3.3 -0.30 34.59 26 0 161
10 Dec 85.98 3.6 0.30 37.14 48 4 161
9 Dec 86.77 3.3 -0.95 38.12 577 129 158
6 Dec 84.87 4.25 -2.55 33.24 46 28 28
5 Dec 82.18 6.8 0.00 - 0 0 0
4 Dec 81.95 6.8 0.00 - 0 0 0
3 Dec 81.98 6.8 0.00 - 0 0 0
2 Dec 81.48 6.8 0.00 - 0 0 0
29 Nov 81.44 6.8 - 0 0 0

For Nhpc Ltd - strike price 88 expiring on 26DEC2024

Delta for 88 PE is -0.64

Historical price for 88 PE is as follows

On 12 Dec NHPC was trading at 85.38. The strike last trading price was 3.6, which was 0.30 higher than the previous day. The implied volatity was 33.58, the open interest changed by 6 which increased total open position to 166


On 11 Dec NHPC was trading at 86.11. The strike last trading price was 3.3, which was -0.30 lower than the previous day. The implied volatity was 34.59, the open interest changed by 0 which decreased total open position to 161


On 10 Dec NHPC was trading at 85.98. The strike last trading price was 3.6, which was 0.30 higher than the previous day. The implied volatity was 37.14, the open interest changed by 4 which increased total open position to 161


On 9 Dec NHPC was trading at 86.77. The strike last trading price was 3.3, which was -0.95 lower than the previous day. The implied volatity was 38.12, the open interest changed by 129 which increased total open position to 158


On 6 Dec NHPC was trading at 84.87. The strike last trading price was 4.25, which was -2.55 lower than the previous day. The implied volatity was 33.24, the open interest changed by 28 which increased total open position to 28


On 5 Dec NHPC was trading at 82.18. The strike last trading price was 6.8, 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 6.8, 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 6.8, 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 6.8, 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 6.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0