NHPC
Nhpc Ltd
Historical option data for NHPC
12 Dec 2024 11:54 AM IST
NHPC 26DEC2024 98 CE | ||||||||||
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Delta: 0.05
Vega: 0.02
Theta: -0.03
Gamma: 0.02
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
12 Dec | 85.38 | 0.15 | -0.05 | 41.23 | 65 | -8 | 113 | |||
11 Dec | 86.11 | 0.2 | -0.10 | 40.34 | 35 | 0 | 122 | |||
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10 Dec | 85.98 | 0.3 | -0.10 | 43.10 | 122 | -1 | 109 | |||
9 Dec | 86.77 | 0.4 | 42.47 | 282 | 109 | 109 |
For Nhpc Ltd - strike price 98 expiring on 26DEC2024
Delta for 98 CE is 0.05
Historical price for 98 CE is as follows
On 12 Dec NHPC was trading at 85.38. The strike last trading price was 0.15, which was -0.05 lower than the previous day. The implied volatity was 41.23, the open interest changed by -8 which decreased total open position to 113
On 11 Dec NHPC was trading at 86.11. The strike last trading price was 0.2, which was -0.10 lower than the previous day. The implied volatity was 40.34, the open interest changed by 0 which decreased total open position to 122
On 10 Dec NHPC was trading at 85.98. The strike last trading price was 0.3, which was -0.10 lower than the previous day. The implied volatity was 43.10, the open interest changed by -1 which decreased total open position to 109
On 9 Dec NHPC was trading at 86.77. The strike last trading price was 0.4, which was lower than the previous day. The implied volatity was 42.47, the open interest changed by 109 which increased total open position to 109
NHPC 26DEC2024 98 PE | |||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
12 Dec | 85.38 | 14.7 | 0.00 | - | 0 | 0 | 0 |
11 Dec | 86.11 | 14.7 | 0.00 | - | 0 | 0 | 0 |
10 Dec | 85.98 | 14.7 | 0.00 | - | 0 | 0 | 0 |
9 Dec | 86.77 | 14.7 | - | 0 | 0 | 0 |
For Nhpc Ltd - strike price 98 expiring on 26DEC2024
Delta for 98 PE is -
Historical price for 98 PE is as follows
On 12 Dec NHPC was trading at 85.38. The strike last trading price was 14.7, 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 14.7, 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 14.7, 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 14.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0