NHPC
Nhpc Ltd
Historical option data for NHPC
12 Dec 2024 12:04 PM IST
NHPC 26DEC2024 89 CE | ||||||||||
---|---|---|---|---|---|---|---|---|---|---|
Delta: 0.28
Vega: 0.06
Theta: -0.07
Gamma: 0.06
|
||||||||||
Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
12 Dec | 85.35 | 0.85 | -0.55 | 30.83 | 129 | 36 | 439 | |||
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 0.28
Historical price for 89 CE is as follows
On 12 Dec NHPC was trading at 85.35. The strike last trading price was 0.85, which was -0.55 lower than the previous day. The implied volatity was 30.83, the open interest changed by 36 which increased total open position to 439
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 | 85.35 | 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 85.35. 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