NHPC
Nhpc Ltd
Historical option data for NHPC
12 Dec 2024 11:44 AM IST
| NHPC 26DEC2024 96 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.07
Vega: 0.02
Theta: -0.03
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 85.60 | 0.2 | -0.15 | 38.00 | 33 | 9 | 68 | |||
| 11 Dec | 86.11 | 0.35 | -0.05 | 40.46 | 13 | 4 | 66 | |||
| 10 Dec | 85.98 | 0.4 | -0.20 | 40.86 | 74 | 59 | 63 | |||
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| 9 Dec | 86.77 | 0.6 | 41.90 | 9 | 1 | 1 | ||||
For Nhpc Ltd - strike price 96 expiring on 26DEC2024
Delta for 96 CE is 0.07
Historical price for 96 CE is as follows
On 12 Dec NHPC was trading at 85.60. The strike last trading price was 0.2, which was -0.15 lower than the previous day. The implied volatity was 38.00, the open interest changed by 9 which increased total open position to 68
On 11 Dec NHPC was trading at 86.11. The strike last trading price was 0.35, which was -0.05 lower than the previous day. The implied volatity was 40.46, the open interest changed by 4 which increased total open position to 66
On 10 Dec NHPC was trading at 85.98. The strike last trading price was 0.4, which was -0.20 lower than the previous day. The implied volatity was 40.86, the open interest changed by 59 which increased total open position to 63
On 9 Dec NHPC was trading at 86.77. The strike last trading price was 0.6, which was lower than the previous day. The implied volatity was 41.90, the open interest changed by 1 which increased total open position to 1
| NHPC 26DEC2024 96 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 85.60 | 12.95 | 0.00 | - | 0 | 0 | 0 |
| 11 Dec | 86.11 | 12.95 | 0.00 | - | 0 | 0 | 0 |
| 10 Dec | 85.98 | 12.95 | 0.00 | - | 0 | 0 | 0 |
| 9 Dec | 86.77 | 12.95 | - | 0 | 0 | 0 | |
For Nhpc Ltd - strike price 96 expiring on 26DEC2024
Delta for 96 PE is -
Historical price for 96 PE is as follows
On 12 Dec NHPC was trading at 85.60. The strike last trading price was 12.95, 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 11 Dec NHPC was trading at 86.11. The strike last trading price was 12.95, 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 10 Dec NHPC was trading at 85.98. The strike last trading price was 12.95, 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 9 Dec NHPC was trading at 86.77. The strike last trading price was 12.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
