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

Loading

Loading ...

Loading ...

Free Access to TSR Screeners - Sign Up for Your Nightly Pass

Call Option Chain of NHPC LIMITED (NHPC)

Birds Eye View of NHPC LIMITED

Futures And Options Analysis of NHPC LIMITED

Technical Analysis of NHPC LIMITED

Moving Average Analysis of NHPC LIMITED

Candle Stick Charts of NHPC LIMITED

Pivot / Fibonacci Levels of NHPC LIMITED

Fundamental Analysis of NHPC LIMITED

Financial Statements of NHPC LIMITED

Beta And Volatility of NHPC LIMITED

Interactive Charts of NHPC LIMITED

NHPC -Put Call Ratio

Spot Close : 83.48 Expiry date : Call Put Show All OHLC Show All Greeks

NHPC LIMITED Option for Expiry Date 31/07/2025

Strike Price	Close / OHL	Change/ Change %	Open Interest / Change	Contracts/ % Change	Turnover (in Lac)	Implied Volatility / Prev	Interpretation	Signal	PCR OI	PCR Vol	Greeks Delta / All
76.00	8.65 C- 8.65 O-8.65 H-8.65 L-8.65	NA	6400.00/ 0.000	1/NA	5.00	91.92 / 0	NA	NA	45.00	2.00	0.805 Delta : 0.805 Theta : -0.236 Rho : 0.0096 Vega : 0.0295 Gamma : 0.0280
80.00	5.10 C- 5.10 O-5.00 H-5.10 L-5.00	-0.900/ -15.00 %	358.40 K/ -12800.000	2/ -33.33 %	11.00	72.09 / 33.24	Position UnWinding	Bearish	3.32	57.00	0.696 Delta : 0.696 Theta : -0.234 Rho : 0.0087 Vega : 0.0374 Gamma : 0.0453
81.00	4.35 C- 4.35 O-4.35 H-4.35 L-4.35	-0.750/ -14.71 %	25.60 K/ 0.000	1/ -83.33 %	5.00	69.25 / 34.00	Position UnWinding	Bearish	7.50	7.00	0.652 Delta : 0.652 Theta : -0.237 Rho : 0.0082 Vega : 0.0395 Gamma : 0.0499
82.00	2.15 C- 2.15 O-3.00 H-3.00 L-1.95	-4.60/ -68.15 %	96.00 K/ 12800.00	7/ 250.00 %	38.00	29.19 / 20.56	Short Build Up	Bearish	3.60	7.71	0.697 Delta : 0.697 Theta : -0.101 Rho : 0.0092 Vega : 0.0374 Gamma : 0.112
83.00	1.45 C- 1.45 O-2.30 H-2.30 L-1.35	-2.50/ -63.29 %	166.40 K/ -12800.000	24/ 1100.00 %	130.00	27.34 / 31.54	Position UnWinding	Bearish	2.88	3.38	0.580 Delta : 0.580 Theta : -0.103 Rho : 0.0077 Vega : 0.0418 Gamma : 0.134
84.00	1.05 C- 1.05 O-2.15 H-2.40 L-0.900	-1.20/ -53.33 %	396.80 K/ 64000.00	71/ 82.05 %	387.00	29.64 / 21.96	Short Build Up	Bearish	1.44	2.94	0.449 Delta : 0.449 Theta : -0.111 Rho : 0.0060 Vega : 0.0424 Gamma : 0.125
85.00	0.750 C- 0.750 O-1.50 H-1.60 L-0.600	-0.800/ -51.61 %	2022.40 K/ 76800.00	357/ 190.24 %	1962.00	31.54 / 21.94	Short Build Up	Bearish	0.744	0.849	0.341 Delta : 0.341 Theta : -0.108 Rho : 0.0046 Vega : 0.0393 Gamma : 0.109
86.00	0.500 C- 0.500 O-0.950 H-1.15 L-0.450	-0.550/ -52.38 %	1350.40 K/ 134400.00	308/ 57.14 %	1707.00	32.32 / 23.10	Short Build Up	Bearish	0.578	0.289	0.248 Delta : 0.248 Theta : -0.095 Rho : 0.0033 Vega : 0.0339 Gamma : 0.091
87.00	0.400 C- 0.400 O-0.550 H-0.750 L-0.300	-0.300/ -42.86 %	1120.00 K/ 217600.00	221/ 14.51 %	1236.00	35.69 / 24.43	Short Build Up	Bearish	0.486	0.149	0.193 Delta : 0.193 Theta : -0.090 Rho : 0.0026 Vega : 0.0294 Gamma : 0.072
88.00	0.300 C- 0.300 O-0.400 H-0.400 L-0.200	-0.150/ -33.33 %	1862.40 K/ -147200.000	205/ -44.14 %	1158.00	37.82 / 25.45	Position UnWinding	Bearish	0.175	0.176	0.147 Delta : 0.147 Theta : -0.080 Rho : 0.0020 Vega : 0.0246 Gamma : 0.057
89.00	0.250 C- 0.250 O-0.250 H-0.300 L-0.150	-0.050/ -16.67 %	1030.40 K/ 128000.00	131/ -58.28 %	748.00	40.95 / 26.96	Short Build Up	Bearish	0.118	0.168	0.119 Delta : 0.119 Theta : -0.074 Rho : 0.0016 Vega : 0.0213 Gamma : 0.0453
90.00	0.200 C- 0.200 O-0.200 H-0.200 L-0.100	NA	5126.40 K/ -326400.000	440/ 1.85 %	2539.00	43.31 / 28.38	Position UnWinding	Bearish	0.167	0.068	0.094 Delta : 0.094 Theta : -0.066 Rho : 0.0013 Vega : 0.0180 Gamma : 0.0363
91.00	0.150 C- 0.150 O-0.150 H-0.150 L-0.100	NA	320.00 K/ -192000.000	68/ 61.90 %	397.00	44.81 / 30.60	Position UnWinding	Bearish	0	0	0.072 Delta : 0.072 Theta : -0.056 Rho : 0.0010 Vega : 0.0147 Gamma : 0.0286
92.00	0.150 C- 0.150 O-0.100 H-0.150 L-0.050	0.050/ 50.00 %	864.00 K/ -89600.000	97/ 38.57 %	572.00	49.12 / 31.75	Short Covering	Bullish	0.119	0.0103	0.067 Delta : 0.067 Theta : -0.058 Rho : 0.0009 Vega : 0.0138 Gamma : 0.0246
93.00	0.100 C- 0.100 O-0.050 H-0.100 L-0.050	0.050/ 100.00 %	1139.20 K/ -12800.000	79/ 38.60 %	471.00	49.09 / 31.17	Short Covering	Bullish	0	0	0.0471 Delta : 0.0471 Theta : -0.0437 Rho : 0.0006 Vega : 0.0105 Gamma : 0.0187
94.00	0.050 C- 0.050 O-0.050 H-0.100 L-0.050	NA	326.40 K/ 6400.00	9/ -66.67 %	54.00	46.92 / 34.58	Short Build Up	Bearish	0	0	0.0267 Delta : 0.0267 Theta : -0.0262 Rho : 0.0004 Vega : 0.0066 Gamma : 0.0123
95.00	0.050 C- 0.050 O-0.050 H-0.050 L-0.050	NA	2035.20 K/ 38400.00	84/ -28.21 %	511.00	50.38 / 37.89	Short Build Up	Bearish	0	0	0.0251 Delta : 0.0251 Theta : -0.0267 Rho : 0.0003 Vega : 0.0063 Gamma : 0.0109
96.00	0.050 C- 0.050 O-0.050 H-0.050 L-0.050	NA	172.80 K/ 0.000	11/ 57.14 %	68.00	53.78 / 36.25	Position UnWinding	Bearish	0	0	0.0237 Delta : 0.0237 Theta : -0.0271 Rho : 0.0003 Vega : 0.0060 Gamma : 0.0097
98.00	0.050 C- 0.050 O-0.050 H-0.050 L-0.050	NA	147.20 K/ 0.000	5/ -68.75 %	31.00	60.36 / 47.37	Position UnWinding	Bearish	0	0	0.0214 Delta : 0.0214 Theta : -0.0280 Rho : 0.0003 Vega : 0.0055 Gamma : 0.0080

Risk Free rate : 6.25%, Dividend Yield : 2.21 %