NHPC
Nhpc Ltd
Historical option data for NHPC
12 Dec 2024 12:14 PM IST
| NHPC 26DEC2024 95 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.08
Vega: 0.02
Theta: -0.03
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 85.20 | 0.2 | -0.20 | 36.35 | 200 | -37 | 380 | |||
| 11 Dec | 86.11 | 0.4 | -0.10 | 38.96 | 279 | 27 | 417 | |||
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| 10 Dec | 85.98 | 0.5 | -0.20 | 40.59 | 494 | 38 | 388 | |||
| 9 Dec | 86.77 | 0.7 | 0.25 | 40.98 | 1,250 | 237 | 345 | |||
| 6 Dec | 84.87 | 0.45 | 38.43 | 207 | 104 | 104 | ||||
For Nhpc Ltd - strike price 95 expiring on 26DEC2024
Delta for 95 CE is 0.08
Historical price for 95 CE is as follows
On 12 Dec NHPC was trading at 85.20. The strike last trading price was 0.2, which was -0.20 lower than the previous day. The implied volatity was 36.35, the open interest changed by -37 which decreased total open position to 380
On 11 Dec NHPC was trading at 86.11. The strike last trading price was 0.4, which was -0.10 lower than the previous day. The implied volatity was 38.96, the open interest changed by 27 which increased total open position to 417
On 10 Dec NHPC was trading at 85.98. The strike last trading price was 0.5, which was -0.20 lower than the previous day. The implied volatity was 40.59, the open interest changed by 38 which increased total open position to 388
On 9 Dec NHPC was trading at 86.77. The strike last trading price was 0.7, which was 0.25 higher than the previous day. The implied volatity was 40.98, the open interest changed by 237 which increased total open position to 345
On 6 Dec NHPC was trading at 84.87. The strike last trading price was 0.45, which was lower than the previous day. The implied volatity was 38.43, the open interest changed by 104 which increased total open position to 104
| NHPC 26DEC2024 95 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 | 85.20 | 9.45 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Dec | 86.11 | 9.45 | 0.00 | 0.00 | 0 | 0 | 0 |
| 10 Dec | 85.98 | 9.45 | 1.35 | 47.98 | 1 | 0 | 12 |
| 9 Dec | 86.77 | 8.1 | -1.50 | 31.26 | 5 | 0 | 7 |
| 6 Dec | 84.87 | 9.6 | - | 7 | 5 | 5 | |
For Nhpc Ltd - strike price 95 expiring on 26DEC2024
Delta for 95 PE is 0.00
Historical price for 95 PE is as follows
On 12 Dec NHPC was trading at 85.20. The strike last trading price was 9.45, 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 9.45, 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 9.45, which was 1.35 higher than the previous day. The implied volatity was 47.98, the open interest changed by 0 which decreased total open position to 12
On 9 Dec NHPC was trading at 86.77. The strike last trading price was 8.1, which was -1.50 lower than the previous day. The implied volatity was 31.26, the open interest changed by 0 which decreased total open position to 7
On 6 Dec NHPC was trading at 84.87. The strike last trading price was 9.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 5
