POWERGRID
Power Grid Corp. Ltd.
Historical option data for POWERGRID
21 Sep 2025 04:12 PM IST
| POWERGRID 30SEP2025 255 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 | |||||||||
| 21 Sept | 286.20 | 33 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
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| 14 Sept | 287.65 | 33 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Power Grid Corp. Ltd. - strike price 255 expiring on 30SEP2025
Delta for 255 CE is 0.00
Historical price for 255 CE is as follows
On 21 Sept POWERGRID was trading at 286.20. The strike last trading price was 33, 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 33, 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
| POWERGRID 30SEP2025 255 PE | |||||||
|---|---|---|---|---|---|---|---|
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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 | 30.00 | 22 | 0 | 100 |
| 14 Sept | 287.65 | 0.15 | 0 | 28.85 | 1 | 0 | 101 |
For Power Grid Corp. Ltd. - strike price 255 expiring on 30SEP2025
Delta for 255 PE is -0.01
Historical price for 255 PE is as follows
On 21 Sept POWERGRID was trading at 286.20. The strike last trading price was 0.05, which was 0 lower than the previous day. The implied volatity was 30.00, the open interest changed by 0 which decreased total open position to 100
On 14 Sept POWERGRID was trading at 287.65. The strike last trading price was 0.15, which was 0 lower than the previous day. The implied volatity was 28.85, the open interest changed by 0 which decreased total open position to 101
