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Related Pages for NHPC
[--[65.84.65.76]--]
NHPC
Nhpc Ltd
85.94 -0.17 (-0.20%)

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Historical option data for NHPC

12 Dec 2024 10:34 AM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
NHPC 26DEC2024 89 CE
Delta: 0.32
Vega: 0.06
Theta: -0.08
Gamma: 0.07
Date Close Ltp Change IV Volume Change OI OI
12 Dec 85.91 1.1 -0.30 31.82 73 23 426
11 Dec 86.11 1.4 -0.10 35.08 227 32 404
10 Dec 85.98 1.5 -0.55 35.87 328 44 373
9 Dec 86.77 2.05 0.55 38.11 1,138 135 328
6 Dec 84.87 1.5 0.85 37.06 443 176 194
5 Dec 82.18 0.65 -0.10 32.88 20 11 18
4 Dec 81.95 0.75 0.00 35.22 21 -10 7
3 Dec 81.98 0.75 -0.05 34.03 3 0 15
2 Dec 81.48 0.8 -1.70 36.06 20 16 16
29 Nov 81.44 2.5 9.70 0 0 0

For Nhpc Ltd - strike price 89 expiring on 26DEC2024

Delta for 89 CE is 0.32

Historical price for 89 CE is as follows

On 12 Dec NHPC was trading at 85.91. The strike last trading price was 1.1, which was -0.30 lower than the previous day. The implied volatity was 31.82, the open interest changed by 23 which increased total open position to 426


On 11 Dec NHPC was trading at 86.11. The strike last trading price was 1.4, which was -0.10 lower than the previous day. The implied volatity was 35.08, the open interest changed by 32 which increased total open position to 404


On 10 Dec NHPC was trading at 85.98. The strike last trading price was 1.5, which was -0.55 lower than the previous day. The implied volatity was 35.87, the open interest changed by 44 which increased total open position to 373


On 9 Dec NHPC was trading at 86.77. The strike last trading price was 2.05, which was 0.55 higher than the previous day. The implied volatity was 38.11, the open interest changed by 135 which increased total open position to 328


On 6 Dec NHPC was trading at 84.87. The strike last trading price was 1.5, which was 0.85 higher than the previous day. The implied volatity was 37.06, the open interest changed by 176 which increased total open position to 194


On 5 Dec NHPC was trading at 82.18. The strike last trading price was 0.65, which was -0.10 lower than the previous day. The implied volatity was 32.88, the open interest changed by 11 which increased total open position to 18


On 4 Dec NHPC was trading at 81.95. The strike last trading price was 0.75, which was 0.00 lower than the previous day. The implied volatity was 35.22, the open interest changed by -10 which decreased total open position to 7


On 3 Dec NHPC was trading at 81.98. The strike last trading price was 0.75, which was -0.05 lower than the previous day. The implied volatity was 34.03, the open interest changed by 0 which decreased total open position to 15


On 2 Dec NHPC was trading at 81.48. The strike last trading price was 0.8, which was -1.70 lower than the previous day. The implied volatity was 36.06, the open interest changed by 16 which increased total open position to 16


On 29 Nov NHPC was trading at 81.44. The strike last trading price was 2.5, which was lower than the previous day. The implied volatity was 9.70, the open interest changed by 0 which decreased total open position to 0


NHPC 26DEC2024 89 PE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Dec 85.91 3.7 0.00 0.00 0 4 0
11 Dec 86.11 3.7 -0.60 30.89 4 2 31
10 Dec 85.98 4.3 0.25 38.08 26 7 28
9 Dec 86.77 4.05 -3.45 40.34 67 20 20
6 Dec 84.87 7.5 0.00 - 0 0 0
5 Dec 82.18 7.5 0.00 - 0 0 0
4 Dec 81.95 7.5 0.00 - 0 0 0
3 Dec 81.98 7.5 0.00 - 0 0 0
2 Dec 81.48 7.5 0.00 - 0 0 0
29 Nov 81.44 7.5 - 0 0 0

For Nhpc Ltd - strike price 89 expiring on 26DEC2024

Delta for 89 PE is 0.00

Historical price for 89 PE is as follows

On 12 Dec NHPC was trading at 85.91. The strike last trading price was 3.7, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0


On 11 Dec NHPC was trading at 86.11. The strike last trading price was 3.7, which was -0.60 lower than the previous day. The implied volatity was 30.89, the open interest changed by 2 which increased total open position to 31


On 10 Dec NHPC was trading at 85.98. The strike last trading price was 4.3, which was 0.25 higher than the previous day. The implied volatity was 38.08, the open interest changed by 7 which increased total open position to 28


On 9 Dec NHPC was trading at 86.77. The strike last trading price was 4.05, which was -3.45 lower than the previous day. The implied volatity was 40.34, the open interest changed by 20 which increased total open position to 20


On 6 Dec NHPC was trading at 84.87. The strike last trading price was 7.5, 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 5 Dec NHPC was trading at 82.18. The strike last trading price was 7.5, 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 7.5, 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 7.5, 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 7.5, 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 7.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0