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NHPC NHPC LTD

OverviewPrice & levelsF&OFinancials & peersCompanyas of Thu 15 Oct 15:30

NHPC LTD — on this desk since 30 Jul 2010.

Prices before Mon 18 Feb 2019 are not comparable with today's. A corporate action in this security carries no published ratio, so nothing before that date can be put on the same share count — it is left out rather than shown unadjusted.

implied move
3.6%
12 days to the expiry read
futures
short build
price fell and open interest rose
basis
-0.12%
the future traded 0.12% below the share
option prices
40
dearer than 40 of the past 252 sessions

Option chain

as of Thu 15 Oct 15:30
CallsStrikePuts
What happenedPriceChange in OIOpen interestOpen interestChange in OIPriceWhat happened
————621,45,950−69,5000.01—
————646,81,100+1,32,0500.07long build-up
————654,65,650+34,7500.09long build-up
————664,65,650+20,8500.02short build-up
—5.88013,900674,86,500+55,6000.15long build-up
—4.94027,8006811,95,400+1,94,6000.21long build-up
————697,36,700+69,5000.31long build-up
—3.2104,30,9007015,70,700−5,07,3500.46short covering
short build-up2.32+34,7506,74,1507114,94,250+1,25,1000.70long build-up
short build-up1.66+2,98,85024,25,5507220,08,550+1,18,1501.03long build-up
short build-up1.13+12,44,05031,62,25073at the moneywall25,36,750+27,8001.52long build-up
short build-up0.75+12,92,70040,10,1507415,70,700−2,71,0502.13short covering
short build-up0.50+10,28,60047,81,600wall7521,33,650+83,4002.85long build-up
short build-up0.33+2,71,05024,46,400767,01,95003.51—
short build-up0.23+20,85012,64,900771,80,70004.36—
long unwinding0.17−41,70018,27,850781,80,70005.27—
short build-up0.12+48,6508,89,600796,95006.21—
short build-up0.10+1,52,90044,82,750809,38,25007.18—
short build-up0.02+20,8503,61,40081————
—0.0608,68,7508255,60009.15—
—0.0301,18,15083————

The options were priced for a move of about 3.6% by 27 Oct.

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Open interest

as of Thu 15 Oct 15:30

Short build: price fell and open interest rose.

For this stock, 77 of 172 times the close 5 sessions later was higher.

Across every F&O stock, 58,860 of 1,16,717 times the close 5 sessions later was higher.

Basis, rollover and the ban

as of Thu 15 Oct 15:30

The future traded 0.12% below the share.

Not in the F&O ban this session; open interest stood at 33% of its market-wide limit.

Implied volatility

as of Thu 15 Oct 15:30

The options were priced for a move of about 3.6% by 27 Oct; over the sessions the desk holds it ranged 1.2–8.1%.

Option prices were dearer than 40 of the past 252 sessions.

Puts were priced dearer than calls the same distance out.

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Implied and realised around results

as of Thu 15 Oct 15:30

No results meeting with an option chain on its eve yet.

The futures, session by session

as of Thu 15 Oct 15:30
sessionfuturesimplied movebasisban
Thu 15 Octshort build3.6%-0.12%
Wed 14 Octlong build3.4%0.37%
Tue 13 Octlong build3.6%-0.44%
Mon 12 Octlong unwind4.0%-0.95%
Fri 9 Octshort cover4.1%-0.22%
Thu 8 Octshort build4.5%-0.39%
Wed 7 Octshort build4.3%-0.01%
Tue 6 Octlong build4.4%0.57%
Mon 5 Octshort build4.7%0.08%
Thu 1 Octshort build5.1%0.66%
Wed 30 Sepshort build4.7%0.84%
Tue 29 Sepshort cover4.8%0.82%
Mon 28 Seplong unwind4.8%-0.79%
Fri 25 Sepshort build1.3%0.37%
Thu 24 Seplong unwind1.8%0.14%
Wed 23 Seplong build1.8%0.08%
Tue 22 Seplong build2.2%0.62%
Mon 21 Sepshort build2.3%0.28%
Fri 18 Seplong build2.7%-0.90%
Thu 17 Sepshort build2.9%0.61%

After a name entered or left the ban

as of Thu 15 Oct 15:30
  • Every F&O stock, on entering the ban: 755 of 1,496 times the close 5 sessions later was higher.
  • Every F&O stock, on leaving it: 747 of 1,496 times the close 5 sessions later was higher.

Before comparing across time

as of Thu 15 Oct 15:30

Open interest is in shares. Traded volume is in contracts before July 2024 and in shares after, so volumes are not compared across that change.

The lot size changed from 6,400 to 6,950 on 29 Apr 2026; contracts either side are compared in shares, not lots.