NHPC
Nhpc Ltd
Historical option data for NHPC
12 Dec 2024 11:54 AM IST
| NHPC 26DEC2024 93 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.13
Vega: 0.04
Theta: -0.05
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 85.38 | 0.4 | -0.25 | 36.29 | 36 | -4 | 94 | |||
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| 11 Dec | 86.11 | 0.65 | 0.00 | 38.53 | 41 | 10 | 98 | |||
| 10 Dec | 85.98 | 0.65 | -0.35 | 37.62 | 42 | 8 | 83 | |||
| 9 Dec | 86.77 | 1 | 0.30 | 39.83 | 184 | 76 | 78 | |||
| 6 Dec | 84.87 | 0.7 | 0.70 | 38.27 | 2 | 1 | 1 | |||
| 5 Dec | 82.18 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Dec | 81.95 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 3 Dec | 81.98 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 2 Dec | 81.48 | 0 | 0.00 | 0 | 0 | 0 | ||||
For Nhpc Ltd - strike price 93 expiring on 26DEC2024
Delta for 93 CE is 0.13
Historical price for 93 CE is as follows
On 12 Dec NHPC was trading at 85.38. The strike last trading price was 0.4, which was -0.25 lower than the previous day. The implied volatity was 36.29, the open interest changed by -4 which decreased total open position to 94
On 11 Dec NHPC was trading at 86.11. The strike last trading price was 0.65, which was 0.00 lower than the previous day. The implied volatity was 38.53, the open interest changed by 10 which increased total open position to 98
On 10 Dec NHPC was trading at 85.98. The strike last trading price was 0.65, which was -0.35 lower than the previous day. The implied volatity was 37.62, the open interest changed by 8 which increased total open position to 83
On 9 Dec NHPC was trading at 86.77. The strike last trading price was 1, which was 0.30 higher than the previous day. The implied volatity was 39.83, the open interest changed by 76 which increased total open position to 78
On 6 Dec NHPC was trading at 84.87. The strike last trading price was 0.7, which was 0.70 higher than the previous day. The implied volatity was 38.27, the open interest changed by 1 which increased total open position to 1
On 5 Dec NHPC was trading at 82.18. The strike last trading price was 0, 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 0, 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 0, 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 0, 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
| NHPC 26DEC2024 93 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 85.38 | 10.45 | 0.00 | - | 0 | 0 | 0 |
| 11 Dec | 86.11 | 10.45 | 0.00 | - | 0 | 0 | 0 |
| 10 Dec | 85.98 | 10.45 | 0.00 | - | 0 | 0 | 0 |
| 9 Dec | 86.77 | 10.45 | 0.00 | - | 0 | 0 | 0 |
| 6 Dec | 84.87 | 10.45 | 10.45 | - | 0 | 0 | 0 |
| 5 Dec | 82.18 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 4 Dec | 81.95 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 3 Dec | 81.98 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 2 Dec | 81.48 | 0 | 0.00 | 0 | 0 | 0 | |
For Nhpc Ltd - strike price 93 expiring on 26DEC2024
Delta for 93 PE is -
Historical price for 93 PE is as follows
On 12 Dec NHPC was trading at 85.38. The strike last trading price was 10.45, 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 11 Dec NHPC was trading at 86.11. The strike last trading price was 10.45, 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 10 Dec NHPC was trading at 85.98. The strike last trading price was 10.45, 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 9 Dec NHPC was trading at 86.77. The strike last trading price was 10.45, 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 6 Dec NHPC was trading at 84.87. The strike last trading price was 10.45, which was 10.45 higher 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 0, 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 0, 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 0, 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 0, 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
