NHPC
Nhpc Ltd
Historical option data for NHPC
12 Dec 2024 10:14 AM IST
| NHPC 26DEC2024 92 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.21
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 | 0.7 | -0.10 | 36.42 | 36 | 27 | 363 | |||
| 11 Dec | 86.11 | 0.8 | -0.05 | 37.90 | 118 | 25 | 336 | |||
| 10 Dec | 85.98 | 0.85 | -0.30 | 38.00 | 227 | 36 | 305 | |||
| 9 Dec | 86.77 | 1.15 | 0.35 | 38.54 | 790 | 71 | 268 | |||
| 6 Dec | 84.87 | 0.8 | 0.50 | 37.05 | 799 | 138 | 198 | |||
| 5 Dec | 82.18 | 0.3 | 0.00 | 33.53 | 54 | 8 | 61 | |||
| 4 Dec | 81.95 | 0.3 | -0.10 | 33.31 | 21 | 3 | 53 | |||
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| 3 Dec | 81.98 | 0.4 | 0.00 | 35.16 | 105 | 48 | 51 | |||
| 2 Dec | 81.48 | 0.4 | 36.35 | 11 | 3 | 4 | ||||
For Nhpc Ltd - strike price 92 expiring on 26DEC2024
Delta for 92 CE is 0.21
Historical price for 92 CE is as follows
On 12 Dec NHPC was trading at 86.20. The strike last trading price was 0.7, which was -0.10 lower than the previous day. The implied volatity was 36.42, the open interest changed by 27 which increased total open position to 363
On 11 Dec NHPC was trading at 86.11. The strike last trading price was 0.8, which was -0.05 lower than the previous day. The implied volatity was 37.90, the open interest changed by 25 which increased total open position to 336
On 10 Dec NHPC was trading at 85.98. The strike last trading price was 0.85, which was -0.30 lower than the previous day. The implied volatity was 38.00, the open interest changed by 36 which increased total open position to 305
On 9 Dec NHPC was trading at 86.77. The strike last trading price was 1.15, which was 0.35 higher than the previous day. The implied volatity was 38.54, the open interest changed by 71 which increased total open position to 268
On 6 Dec NHPC was trading at 84.87. The strike last trading price was 0.8, which was 0.50 higher than the previous day. The implied volatity was 37.05, the open interest changed by 138 which increased total open position to 198
On 5 Dec NHPC was trading at 82.18. The strike last trading price was 0.3, which was 0.00 lower than the previous day. The implied volatity was 33.53, the open interest changed by 8 which increased total open position to 61
On 4 Dec NHPC was trading at 81.95. The strike last trading price was 0.3, which was -0.10 lower than the previous day. The implied volatity was 33.31, the open interest changed by 3 which increased total open position to 53
On 3 Dec NHPC was trading at 81.98. The strike last trading price was 0.4, which was 0.00 lower than the previous day. The implied volatity was 35.16, the open interest changed by 48 which increased total open position to 51
On 2 Dec NHPC was trading at 81.48. The strike last trading price was 0.4, which was lower than the previous day. The implied volatity was 36.35, the open interest changed by 3 which increased total open position to 4
| NHPC 26DEC2024 92 PE | |||||||
|---|---|---|---|---|---|---|---|
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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 | 7.3 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Dec | 86.11 | 7.3 | 0.00 | 0.00 | 0 | 0 | 0 |
| 10 Dec | 85.98 | 7.3 | 0.00 | 0.00 | 0 | 0 | 0 |
| 9 Dec | 86.77 | 7.3 | 0.00 | 0.00 | 0 | 1 | 0 |
| 6 Dec | 84.87 | 7.3 | -2.40 | 33.37 | 1 | 0 | 0 |
| 5 Dec | 82.18 | 9.7 | 0.00 | - | 0 | 0 | 0 |
| 4 Dec | 81.95 | 9.7 | 0.00 | - | 0 | 0 | 0 |
| 3 Dec | 81.98 | 9.7 | 0.00 | - | 0 | 0 | 0 |
| 2 Dec | 81.48 | 9.7 | - | 0 | 0 | 0 | |
For Nhpc Ltd - strike price 92 expiring on 26DEC2024
Delta for 92 PE is 0.00
Historical price for 92 PE is as follows
On 12 Dec NHPC was trading at 86.20. The strike last trading price was 7.3, 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 7.3, 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 10 Dec NHPC was trading at 85.98. The strike last trading price was 7.3, 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 9 Dec NHPC was trading at 86.77. The strike last trading price was 7.3, 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 6 Dec NHPC was trading at 84.87. The strike last trading price was 7.3, which was -2.40 lower than the previous day. The implied volatity was 33.37, 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 9.7, 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 9.7, 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 9.7, 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 9.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
