`
Related Pages for NHPC
[--[65.84.65.76]--]
NHPC
Nhpc Ltd
86.36 0.25 (0.29%)

Back to Option Chain

Historical option data for NHPC

12 Dec 2024 10:24 AM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
NHPC 26DEC2024 90 CE
Delta: 0.30
Vega: 0.06
Theta: -0.08
Gamma: 0.06
Date Close Ltp Change IV Volume Change OI OI
12 Dec 86.35 1.05 -0.15 33.72 258 55 1,326
11 Dec 86.11 1.2 -0.10 36.69 1,409 142 1,270
10 Dec 85.98 1.3 -0.40 37.48 1,361 281 1,128
9 Dec 86.77 1.7 0.50 38.20 4,476 293 846
6 Dec 84.87 1.2 0.70 36.65 3,855 256 552
5 Dec 82.18 0.5 0.00 32.89 406 14 293
4 Dec 81.95 0.5 -0.10 33.00 299 1 277
3 Dec 81.98 0.6 0.00 34.21 316 99 276
2 Dec 81.48 0.6 -0.20 35.67 232 39 178
29 Nov 81.44 0.8 35.67 261 125 125

For Nhpc Ltd - strike price 90 expiring on 26DEC2024

Delta for 90 CE is 0.30

Historical price for 90 CE is as follows

On 12 Dec NHPC was trading at 86.35. The strike last trading price was 1.05, which was -0.15 lower than the previous day. The implied volatity was 33.72, the open interest changed by 55 which increased total open position to 1326


On 11 Dec NHPC was trading at 86.11. The strike last trading price was 1.2, which was -0.10 lower than the previous day. The implied volatity was 36.69, the open interest changed by 142 which increased total open position to 1270


On 10 Dec NHPC was trading at 85.98. The strike last trading price was 1.3, which was -0.40 lower than the previous day. The implied volatity was 37.48, the open interest changed by 281 which increased total open position to 1128


On 9 Dec NHPC was trading at 86.77. The strike last trading price was 1.7, which was 0.50 higher than the previous day. The implied volatity was 38.20, the open interest changed by 293 which increased total open position to 846


On 6 Dec NHPC was trading at 84.87. The strike last trading price was 1.2, which was 0.70 higher than the previous day. The implied volatity was 36.65, the open interest changed by 256 which increased total open position to 552


On 5 Dec NHPC was trading at 82.18. The strike last trading price was 0.5, which was 0.00 lower than the previous day. The implied volatity was 32.89, the open interest changed by 14 which increased total open position to 293


On 4 Dec NHPC was trading at 81.95. The strike last trading price was 0.5, which was -0.10 lower than the previous day. The implied volatity was 33.00, the open interest changed by 1 which increased total open position to 277


On 3 Dec NHPC was trading at 81.98. The strike last trading price was 0.6, which was 0.00 lower than the previous day. The implied volatity was 34.21, the open interest changed by 99 which increased total open position to 276


On 2 Dec NHPC was trading at 81.48. The strike last trading price was 0.6, which was -0.20 lower than the previous day. The implied volatity was 35.67, the open interest changed by 39 which increased total open position to 178


On 29 Nov NHPC was trading at 81.44. The strike last trading price was 0.8, which was lower than the previous day. The implied volatity was 35.67, the open interest changed by 125 which increased total open position to 125


NHPC 26DEC2024 90 PE
Delta: -0.67
Vega: 0.06
Theta: -0.07
Gamma: 0.05
Date Close Ltp Change IV Volume Change OI OI
12 Dec 86.35 4.75 0.05 40.48 7 0 156
11 Dec 86.11 4.7 -0.35 35.52 8 4 156
10 Dec 85.98 5.05 0.45 39.10 55 13 151
9 Dec 86.77 4.6 -1.20 39.17 318 106 138
6 Dec 84.87 5.8 -2.70 35.01 70 26 27
5 Dec 82.18 8.5 0.00 0.00 0 0 0
4 Dec 81.95 8.5 0.00 0.00 0 0 0
3 Dec 81.98 8.5 0.00 0.00 0 1 0
2 Dec 81.48 8.5 0.30 31.16 1 0 0
29 Nov 81.44 8.2 - 0 0 0

For Nhpc Ltd - strike price 90 expiring on 26DEC2024

Delta for 90 PE is -0.67

Historical price for 90 PE is as follows

On 12 Dec NHPC was trading at 86.35. The strike last trading price was 4.75, which was 0.05 higher than the previous day. The implied volatity was 40.48, the open interest changed by 0 which decreased total open position to 156


On 11 Dec NHPC was trading at 86.11. The strike last trading price was 4.7, which was -0.35 lower than the previous day. The implied volatity was 35.52, the open interest changed by 4 which increased total open position to 156


On 10 Dec NHPC was trading at 85.98. The strike last trading price was 5.05, which was 0.45 higher than the previous day. The implied volatity was 39.10, the open interest changed by 13 which increased total open position to 151


On 9 Dec NHPC was trading at 86.77. The strike last trading price was 4.6, which was -1.20 lower than the previous day. The implied volatity was 39.17, the open interest changed by 106 which increased total open position to 138


On 6 Dec NHPC was trading at 84.87. The strike last trading price was 5.8, which was -2.70 lower than the previous day. The implied volatity was 35.01, the open interest changed by 26 which increased total open position to 27


On 5 Dec NHPC was trading at 82.18. The strike last trading price was 8.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 8.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 8.5, 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 8.5, which was 0.30 higher than the previous day. The implied volatity was 31.16, 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 8.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0