Historical option data for NHPC
26 May 2026 04:10 PM IST
| NHPC 30-Jun-2026 (34d) 79 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.5
Vega: 0
Theta: -0.04
Gamma: 0.06871
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 26 May | 78.44 | 2.22 | -0.23 (-9.39%) | 23.81 | 138 | 29 | 76 | |||||||||
| 25 May | 79.02 | 2.38 | 0.38 (19.00%) | 21.87 | 113 | 37 | 48 | |||||||||
| 22 May | 78.36 | 2.18 | 0.18 (9.00%) | 20.34 | 7 | 6 | 11 | |||||||||
| 21 May | 79.00 | 2.48 | -0.52 (-17.33%) | 22.11 | 5 | 2 | 5 | |||||||||
| 20 May | 79.50 | 2.65 | -0.35 (-11.67%) | 23.36 | 1 | 1 | 3 | |||||||||
| 19 May | 79.06 | 2.65 | -0.35 (-11.67%) | - | 0 | 0 | 2 | |||||||||
| 18 May | 77.71 | 2.65 | -0.35 (-11.67%) | - | 0 | 0 | 2 | |||||||||
| 15 May | 76.79 | 2.65 | 0 (0.00%) | 23.19 | 0 | 0 | 2 | |||||||||
| 14 May | 78.45 | 2.65 | -0.05 (-1.85%) | 23.19 | 3 | 0 | 2 | |||||||||
| 13 May | 78.14 | 2.7 | -6.42 (-70.39%) | 24.2 | 2 | 2 | 2 | |||||||||
| 12 May | 76.77 | 0 | -9.12 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 11 May | 79.19 | 0 | -9.12 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 8 May | 80.77 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 May | 81.58 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 May | 83.66 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 May | 83.17 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 May | 83.28 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Apr | 83.20 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Nhpc Ltd - strike price 79 expiring on 30JUN2026
Delta for 79 CE is 0.5
Historical price for 79 CE is as follows
On 26 May NHPC was trading at 78.44. The strike last trading price was 2.22, which was -0.23 lower than the previous day. The implied volatity was 23.81, the open interest changed by 29 which increased total open position to 76
On 25 May NHPC was trading at 79.02. The strike last trading price was 2.38, which was 0.38 higher than the previous day. The implied volatity was 21.87, the open interest changed by 37 which increased total open position to 48
On 22 May NHPC was trading at 78.36. The strike last trading price was 2.18, which was 0.18 higher than the previous day. The implied volatity was 20.34, the open interest changed by 6 which increased total open position to 11
On 21 May NHPC was trading at 79.00. The strike last trading price was 2.48, which was -0.52 lower than the previous day. The implied volatity was 22.11, the open interest changed by 2 which increased total open position to 5
On 20 May NHPC was trading at 79.50. The strike last trading price was 2.65, which was -0.35 lower than the previous day. The implied volatity was 23.36, the open interest changed by 1 which increased total open position to 3
On 19 May NHPC was trading at 79.06. The strike last trading price was 2.65, which was -0.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 18 May NHPC was trading at 77.71. The strike last trading price was 2.65, which was -0.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 15 May NHPC was trading at 76.79. The strike last trading price was 2.65, which was 0 lower than the previous day. The implied volatity was 23.19, the open interest changed by 0 which decreased total open position to 2
On 14 May NHPC was trading at 78.45. The strike last trading price was 2.65, which was -0.05 lower than the previous day. The implied volatity was 23.19, the open interest changed by 0 which decreased total open position to 2
On 13 May NHPC was trading at 78.14. The strike last trading price was 2.7, which was -6.42 lower than the previous day. The implied volatity was 24.2, the open interest changed by 2 which increased total open position to 2
On 12 May NHPC was trading at 76.77. The strike last trading price was 0, which was -9.12 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 11 May NHPC was trading at 79.19. The strike last trading price was 0, which was -9.12 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 8 May NHPC was trading at 80.77. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 May NHPC was trading at 81.58. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 May NHPC was trading at 83.66. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 May NHPC was trading at 83.17. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 May NHPC was trading at 83.28. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 30 Apr NHPC was trading at 83.20. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| NHPC 30-Jun-2026 (34d) 79 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.49
Vega: 0
Theta: -0.03
Gamma: 0.05572
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 26 May | 78.44 | 2.96 | -0.08 (-2.63%) | 29.35 | 45 | 23 | 37 |
| 25 May | 79.02 | 3.07 | -0.23 (-6.97%) | 33.01 | 21 | 10 | 11 |
| 22 May | 78.36 | 3.3 | 3.3 (69.23%) | 33.15 | 1 | 0 | 1 |
| 21 May | 79.00 | 3.3 | 1.35 (69.23%) | 33.15 | 1 | 0 | 0 |
| 20 May | 79.50 | 0 | 0 | - | 0 | 0 | 0 |
| 19 May | 79.06 | 0 | 0 | - | 0 | 0 | 0 |
| 18 May | 77.71 | 0 | 0 (-100.00%) | - | 0 | 0 | 0 |
| 15 May | 76.79 | 0 | -1.95 (-100.00%) | - | 0 | 0 | 0 |
| 14 May | 78.45 | 0 | -1.95 (-100.00%) | 0 | 0 | 0 | 0 |
| 13 May | 78.14 | 0 | -1.95 (-100.00%) | 0 | 0 | 0 | 0 |
| 12 May | 76.77 | 0 | -1.95 (-100.00%) | 0 | 0 | 0 | 0 |
| 11 May | 79.19 | 0 | -1.95 (-100.00%) | 0 | 0 | 0 | 0 |
| 8 May | 80.77 | 0 | 0 | - | 0 | 0 | 0 |
| 7 May | 81.58 | 0 | 0 | - | 0 | 0 | 0 |
| 6 May | 83.66 | 0 | 0 | - | 0 | 0 | 0 |
| 5 May | 83.17 | 0 | 0 | - | 0 | 0 | 0 |
| 4 May | 83.28 | 0 | 0 | - | 0 | 0 | 0 |
| 30 Apr | 83.20 | 0 | 0 | - | 0 | 0 | 0 |
For Nhpc Ltd - strike price 79 expiring on 30JUN2026
Delta for 79 PE is -0.49
Historical price for 79 PE is as follows
On 26 May NHPC was trading at 78.44. The strike last trading price was 2.96, which was -0.08 lower than the previous day. The implied volatity was 29.35, the open interest changed by 23 which increased total open position to 37
On 25 May NHPC was trading at 79.02. The strike last trading price was 3.07, which was -0.23 lower than the previous day. The implied volatity was 33.01, the open interest changed by 10 which increased total open position to 11
On 22 May NHPC was trading at 78.36. The strike last trading price was 3.3, which was 3.3 higher than the previous day. The implied volatity was 33.15, the open interest changed by 0 which decreased total open position to 1
On 21 May NHPC was trading at 79.00. The strike last trading price was 3.3, which was 1.35 higher than the previous day. The implied volatity was 33.15, the open interest changed by 0 which decreased total open position to 0
On 20 May NHPC was trading at 79.50. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 19 May NHPC was trading at 79.06. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 18 May NHPC was trading at 77.71. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 15 May NHPC was trading at 76.79. The strike last trading price was 0, which was -1.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 May NHPC was trading at 78.45. The strike last trading price was 0, which was -1.95 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 13 May NHPC was trading at 78.14. The strike last trading price was 0, which was -1.95 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 12 May NHPC was trading at 76.77. The strike last trading price was 0, which was -1.95 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 11 May NHPC was trading at 79.19. The strike last trading price was 0, which was -1.95 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 8 May NHPC was trading at 80.77. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 May NHPC was trading at 81.58. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 May NHPC was trading at 83.66. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 May NHPC was trading at 83.17. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 May NHPC was trading at 83.28. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 30 Apr NHPC was trading at 83.20. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
