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[--[65.84.65.76]--]
NHPC
Nhpc Ltd

85.21 -0.90 (-1.05%)

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Historical option data for NHPC

12 Dec 2024 12:04 PM IST
NHPC 26DEC2024 93 CE
Delta: 0.13
Vega: 0.04
Theta: -0.05
Gamma: 0.04
Date Close Ltp Change IV Volume Change OI OI
12 Dec 85.35 0.4 -0.25 36.45 36 -4 94
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 85.35. The strike last trading price was 0.4, which was -0.25 lower than the previous day. The implied volatity was 36.45, 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: -
Date Close Ltp Change IV Volume Change OI OI
12 Dec 85.35 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 85.35. 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