NHPC
Nhpc Ltd
Historical option data for NHPC
12 Dec 2024 10:14 AM IST
| NHPC 26DEC2024 91 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.24
Vega: 0.05
Theta: -0.07
Gamma: 0.05
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 86.20 | 0.8 | -0.20 | 34.41 | 31 | -4 | 213 | |||
| 11 Dec | 86.11 | 1 | -0.05 | 37.61 | 176 | 10 | 219 | |||
| 10 Dec | 85.98 | 1.05 | -0.40 | 37.65 | 167 | 39 | 199 | |||
| 9 Dec | 86.77 | 1.45 | 0.45 | 39.07 | 610 | 86 | 160 | |||
| 6 Dec | 84.87 | 1 | 0.60 | 37.13 | 282 | 57 | 75 | |||
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| 5 Dec | 82.18 | 0.4 | 0.00 | 33.61 | 36 | 2 | 20 | |||
| 4 Dec | 81.95 | 0.4 | -0.10 | 33.43 | 38 | 12 | 18 | |||
| 3 Dec | 81.98 | 0.5 | 0.00 | 0.00 | 0 | 5 | 0 | |||
| 2 Dec | 81.48 | 0.5 | 35.97 | 28 | 3 | 4 | ||||
For Nhpc Ltd - strike price 91 expiring on 26DEC2024
Delta for 91 CE is 0.24
Historical price for 91 CE is as follows
On 12 Dec NHPC was trading at 86.20. The strike last trading price was 0.8, which was -0.20 lower than the previous day. The implied volatity was 34.41, the open interest changed by -4 which decreased total open position to 213
On 11 Dec NHPC was trading at 86.11. The strike last trading price was 1, which was -0.05 lower than the previous day. The implied volatity was 37.61, the open interest changed by 10 which increased total open position to 219
On 10 Dec NHPC was trading at 85.98. The strike last trading price was 1.05, which was -0.40 lower than the previous day. The implied volatity was 37.65, the open interest changed by 39 which increased total open position to 199
On 9 Dec NHPC was trading at 86.77. The strike last trading price was 1.45, which was 0.45 higher than the previous day. The implied volatity was 39.07, the open interest changed by 86 which increased total open position to 160
On 6 Dec NHPC was trading at 84.87. The strike last trading price was 1, which was 0.60 higher than the previous day. The implied volatity was 37.13, the open interest changed by 57 which increased total open position to 75
On 5 Dec NHPC was trading at 82.18. The strike last trading price was 0.4, which was 0.00 lower than the previous day. The implied volatity was 33.61, the open interest changed by 2 which increased total open position to 20
On 4 Dec NHPC was trading at 81.95. The strike last trading price was 0.4, which was -0.10 lower than the previous day. The implied volatity was 33.43, the open interest changed by 12 which increased total open position to 18
On 3 Dec NHPC was trading at 81.98. The strike last trading price was 0.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 5 which increased total open position to 0
On 2 Dec NHPC was trading at 81.48. The strike last trading price was 0.5, which was lower than the previous day. The implied volatity was 35.97, the open interest changed by 3 which increased total open position to 4
| NHPC 26DEC2024 91 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 86.20 | 5.65 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Dec | 86.11 | 5.65 | 0.00 | 0.00 | 0 | -3 | 0 |
| 10 Dec | 85.98 | 5.65 | 0.65 | 36.94 | 8 | -3 | 6 |
| 9 Dec | 86.77 | 5 | -3.95 | 34.86 | 9 | 8 | 8 |
| 6 Dec | 84.87 | 8.95 | 0.00 | - | 0 | 0 | 0 |
| 5 Dec | 82.18 | 8.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 4 Dec | 81.95 | 8.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 3 Dec | 81.98 | 8.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 2 Dec | 81.48 | 8.95 | 0.00 | 0 | 0 | 0 | |
For Nhpc Ltd - strike price 91 expiring on 26DEC2024
Delta for 91 PE is 0.00
Historical price for 91 PE is as follows
On 12 Dec NHPC was trading at 86.20. The strike last trading price was 5.65, 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 11 Dec NHPC was trading at 86.11. The strike last trading price was 5.65, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -3 which decreased total open position to 0
On 10 Dec NHPC was trading at 85.98. The strike last trading price was 5.65, which was 0.65 higher than the previous day. The implied volatity was 36.94, the open interest changed by -3 which decreased total open position to 6
On 9 Dec NHPC was trading at 86.77. The strike last trading price was 5, which was -3.95 lower than the previous day. The implied volatity was 34.86, the open interest changed by 8 which increased total open position to 8
On 6 Dec NHPC was trading at 84.87. The strike last trading price was 8.95, 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 8.95, 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 8.95, 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 8.95, 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 2 Dec NHPC was trading at 81.48. The strike last trading price was 8.95, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
