NHPC
Nhpc Ltd
Historical option data for NHPC
12 Dec 2024 10:24 AM IST
| NHPC 26DEC2024 97 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.08
Vega: 0.03
Theta: -0.04
Gamma: 0.02
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 86.35 | 0.25 | -0.15 | 40.05 | 1 | 0 | 3 | |||
| 11 Dec | 86.11 | 0.4 | 0.00 | 0.00 | 0 | 2 | 0 | |||
| 10 Dec | 85.98 | 0.4 | -0.05 | 43.67 | 6 | 1 | 2 | |||
|
|
||||||||||
| 9 Dec | 86.77 | 0.45 | 41.13 | 1 | 0 | 0 | ||||
For Nhpc Ltd - strike price 97 expiring on 26DEC2024
Delta for 97 CE is 0.08
Historical price for 97 CE is as follows
On 12 Dec NHPC was trading at 86.35. The strike last trading price was 0.25, which was -0.15 lower than the previous day. The implied volatity was 40.05, the open interest changed by 0 which decreased total open position to 3
On 11 Dec NHPC was trading at 86.11. The strike last trading price was 0.4, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 10 Dec NHPC was trading at 85.98. The strike last trading price was 0.4, which was -0.05 lower than the previous day. The implied volatity was 43.67, the open interest changed by 1 which increased total open position to 2
On 9 Dec NHPC was trading at 86.77. The strike last trading price was 0.45, which was lower than the previous day. The implied volatity was 41.13, the open interest changed by 0 which decreased total open position to 0
| NHPC 26DEC2024 97 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 86.35 | 13.8 | 0.00 | - | 0 | 0 | 0 |
| 11 Dec | 86.11 | 13.8 | 0.00 | - | 0 | 0 | 0 |
| 10 Dec | 85.98 | 13.8 | 0.00 | - | 0 | 0 | 0 |
| 9 Dec | 86.77 | 13.8 | - | 0 | 0 | 0 | |
For Nhpc Ltd - strike price 97 expiring on 26DEC2024
Delta for 97 PE is -
Historical price for 97 PE is as follows
On 12 Dec NHPC was trading at 86.35. The strike last trading price was 13.8, 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 13.8, 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 13.8, 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 13.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
