POWERGRID
Power Grid Corp. Ltd.
Historical option data for POWERGRID
21 Sep 2025 04:12 PM IST
| POWERGRID 30SEP2025 250 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 286.20 | 40 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 14 Sept | 287.65 | 37.55 | 6.4 | - | 2 | 0 | 23 | |||||||||
For Power Grid Corp. Ltd. - strike price 250 expiring on 30SEP2025
Delta for 250 CE is 0.00
Historical price for 250 CE is as follows
On 21 Sept POWERGRID was trading at 286.20. The strike last trading price was 40, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 14 Sept POWERGRID was trading at 287.65. The strike last trading price was 37.55, which was 6.4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 23
| POWERGRID 30SEP2025 250 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.01
Vega: 0.01
Theta: -0.02
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 286.20 | 0.05 | -0.05 | 34.23 | 16 | -4 | 269 |
| 14 Sept | 287.65 | 0.1 | -0.05 | 30.74 | 21 | 0 | 281 |
For Power Grid Corp. Ltd. - strike price 250 expiring on 30SEP2025
Delta for 250 PE is -0.01
Historical price for 250 PE is as follows
On 21 Sept POWERGRID was trading at 286.20. The strike last trading price was 0.05, which was -0.05 lower than the previous day. The implied volatity was 34.23, the open interest changed by -4 which decreased total open position to 269
On 14 Sept POWERGRID was trading at 287.65. The strike last trading price was 0.1, which was -0.05 lower than the previous day. The implied volatity was 30.74, the open interest changed by 0 which decreased total open position to 281
