Call Option Chain of NHPC LIMITED (NHPC) with Implied Volatility & Greeks

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Call Option Chain of NHPC LIMITED (NHPC)

Birds's Eye

Futures And Options Analysis of NHPC LIMITED

Spot Close : 81.78 Expiry date : Call Put Show All OHLC Show All Greeks

NHPC Option for Expiry Date 28/08/2025

Strike Price	Close / OHL	Change / Change %	Open Interest / Change	Contracts / % Change	Turnover (in Lac)	Implied Volatility	Interpretation	Signal	PCR OI	PCR Vol	Greeks Delta / All
75.0	6.9 C: 6.9 O: 7.4 H: 7.55 L: 6.85	-1.55 / -18.34 %	76.8 K / 25600	8 / 100.0	42.13	0.85	Short Build Up	Bearish	6.0	1.38	0.0 Delta: 0.0 Theta: 0.0 Rho: 0.0 Vega: 0.0 Gamma: 0.0
76.0	6.1 C: 6.1 O: 7.25 H: 7.25 L: 6.0	-1.25 / -17.01 %	102.4 K / -19200	14 / 133.33	74.01	19.06	Position UnWinding	Bearish	1.06	0.79	0.9592 Delta: 0.9592 Theta: -0.02 Rho: 0.0396 Vega: 0.0168 Gamma: 0.024
77.0	5.3 C: 5.3 O: 6.35 H: 6.35 L: 5.3	-1.2 / -18.46 %	44.8 K / 25600	6 / 20.0	31.81	23.26	Short Build Up	Bearish	3.57	3.5	0.8842 Delta: 0.8842 Theta: -0.03 Rho: 0.0367 Vega: 0.0373 Gamma: 0.0438
78.0	4.9 C: 4.9 O: 5.3 H: 5.5 L: 4.9	-1.05 / -17.65 %	70.4 K / 0	7 / -41.67	37.3	31.46	Position UnWinding	Bearish	6.0	5.0	0.766 Delta: 0.766 Theta: -0.06 Rho: 0.0316 Vega: 0.0587 Gamma: 0.0509
79.0	3.85 C: 3.85 O: 4.65 H: 4.75 L: 3.85	-1.4 / -26.67 %	102.4 K / 12800	14 / 180.0	74.78	26.15	Short Build Up	Bearish	5.88	4.21	0.7426 Delta: 0.7426 Theta: -0.05 Rho: 0.0312 Vega: 0.0618 Gamma: 0.0645
80.0	3.25 C: 3.25 O: 4.0 H: 4.2 L: 3.2	-1.25 / -27.78 %	377.6 K / 19200	41 / 51.85	219.7	27.37	Short Build Up	Bearish	4.03	5.66	0.666 Delta: 0.666 Theta: -0.06 Rho: 0.0281 Vega: 0.0697 Gamma: 0.0695
81.0	2.75 C: 2.75 O: 3.3 H: 3.35 L: 2.7	-1.05 / -27.63 %	115.2 K / 25600	12 / 140.0	64.52	28.76	Short Build Up	Bearish	2.11	8.5	0.5897 Delta: 0.5897 Theta: -0.06 Rho: 0.0249 Vega: 0.0744 Gamma: 0.0706
82.0	2.3 C: 2.3 O: 2.6 H: 2.9 L: 2.25	-0.8 / -25.81 %	345.6 K / 172800	77 / 148.39	416.35	29.74	Short Build Up	Bearish	1.37	0.75	0.518 Delta: 0.518 Theta: -0.06 Rho: 0.022 Vega: 0.0763 Gamma: 0.07
83.0	1.9 C: 1.9 O: 1.95 H: 2.5 L: 1.8	-0.7 / -26.92 %	844.8 K / 448000	202 / 41.26	1099.7	30.46	Short Build Up	Bearish	0.58	0.12	0.4506 Delta: 0.4506 Theta: -0.06 Rho: 0.0191 Vega: 0.0758 Gamma: 0.0679
84.0	1.55 C: 1.55 O: 1.6 H: 2.05 L: 1.45	-0.55 / -26.19 %	1068.8 K / 352000	183 / 50.0	1003.38	30.99	Short Build Up	Bearish	0.49	0.29	0.3875 Delta: 0.3875 Theta: -0.06 Rho: 0.0165 Vega: 0.0733 Gamma: 0.0646
85.0	1.25 C: 1.25 O: 1.25 H: 1.7 L: 1.2	-0.5 / -28.57 %	2585.6 K / 256000	187 / -41.19	1033.54	31.4	Short Build Up	Bearish	0.59	0.22	0.3292 Delta: 0.3292 Theta: -0.06 Rho: 0.0141 Vega: 0.0693 Gamma: 0.0602
86.0	1.0 C: 1.0 O: 1.1 H: 1.25 L: 0.95	-0.4 / -28.57 %	563.2 K / 19200	45 / -44.44	250.72	31.8	Short Build Up	Bearish	0.18	0.18	0.2766 Delta: 0.2766 Theta: -0.05 Rho: 0.0118 Vega: 0.0641 Gamma: 0.055
87.0	0.75 C: 0.75 O: 0.75 H: 1.0 L: 0.75	-0.35 / -31.82 %	486.4 K / 51200	54 / -54.62	303.51	31.4	Short Build Up	Bearish	0.25	0.24	0.2241 Delta: 0.2241 Theta: -0.05 Rho: 0.0096 Vega: 0.0573 Gamma: 0.0498
88.0	0.6 C: 0.6 O: 0.7 H: 0.8 L: 0.6	-0.25 / -29.41 %	736.0 K / 51200	30 / -34.78	170.26	32.02	Short Build Up	Bearish	0.17	0.2	0.1854 Delta: 0.1854 Theta: -0.04 Rho: 0.008 Vega: 0.0512 Gamma: 0.0436
89.0	0.55 C: 0.55 O: 0.5 H: 0.55 L: 0.5	-0.1 / -15.38 %	185.6 K / 25600	20 / 66.67	114.57	34.15	Short Build Up	Bearish	0.34	0.1	0.1646 Delta: 0.1646 Theta: -0.04 Rho: 0.0071 Vega: 0.0474 Gamma: 0.0379
90.0	0.4 C: 0.4 O: 0.5 H: 0.5 L: 0.4	-0.15 / -27.27 %	2169.6 K / 192000	294 / 3.89	1701.52	33.65	Short Build Up	Bearish	0.16	0.04	0.1286 Delta: 0.1286 Theta: -0.04 Rho: 0.0055 Vega: 0.0402 Gamma: 0.0326
91.0	0.35 C: 0.35 O: 0.3 H: 0.35 L: 0.3	-0.1 / -22.22 %	115.2 K / 19200	11 / 120.0	64.28	35.06	Short Build Up	Bearish	0.89	0.18	0.1114 Delta: 0.1114 Theta: -0.03 Rho: 0.0048 Vega: 0.0363 Gamma: 0.0283
92.0	0.3 C: 0.3 O: 0.3 H: 0.3 L: 0.3	0.0 / 0.0 %	172.8 K / -6400	1 / -88.89	5.91	36.19	Position UnWinding	Bearish	0.78	0.0	0.0955 Delta: 0.0955 Theta: -0.03 Rho: 0.0041 Vega: 0.0325 Gamma: 0.0245
93.0	0.2 C: 0.2 O: 0.2 H: 0.2 L: 0.2	-0.1 / -33.33 %	32.0 K / 0	1 / -80.0	5.96	35.15	Position UnWinding	Bearish	0.4	0.0	0.0695 Delta: 0.0695 Theta: -0.02 Rho: 0.003 Vega: 0.0256 Gamma: 0.0198
94.0	0.2 C: 0.2 O: 0.2 H: 0.2 L: 0.2	0.0 / 0.0 %	185.6 K / -25600	5 / 25.0	30.14	37.43	Position UnWinding	Bearish	0.14	0.0	0.066 Delta: 0.066 Theta: -0.02 Rho: 0.0028 Vega: 0.0245 Gamma: 0.0179
95.0	0.15 C: 0.15 O: 0.15 H: 0.2 L: 0.15	-0.05 / -25.0 %	1427.2 K / 166400	72 / 53.19	438.45	37.38	Short Build Up	Bearish	0.02	0.0	0.0516 Delta: 0.0516 Theta: -0.02 Rho: 0.0022 Vega: 0.0202 Gamma: 0.0148
100.0	0.05 C: 0.05 O: 0.05 H: 0.05 L: 0.05	-0.05 / -50.0 %	396.8 K / 6400	2 / 0.0	12.81	39.68	Short Build Up	Bearish	0.0	0.0	0.0186 Delta: 0.0186 Theta: -0.01 Rho: 8.0E-4 Vega: 0.0087 Gamma: 0.006

Risk Free rate : 6.25 %, Dividend Yield : 0.0227 %