POWERGRID
Power Grid Corp. Ltd.
Historical option data for POWERGRID
21 Sep 2025 04:12 PM IST
| POWERGRID 30SEP2025 260 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 286.20 | 27 | -1.65 | - | 5 | -5 | 47 | |||||||||
| 14 Sept | 287.65 | 28.5 | 1.75 | - | 4 | 0 | 48 | |||||||||
For Power Grid Corp. Ltd. - strike price 260 expiring on 30SEP2025
Delta for 260 CE is -
Historical price for 260 CE is as follows
On 21 Sept POWERGRID was trading at 286.20. The strike last trading price was 27, which was -1.65 lower than the previous day. The implied volatity was -, the open interest changed by -5 which decreased total open position to 47
On 14 Sept POWERGRID was trading at 287.65. The strike last trading price was 28.5, which was 1.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 48
| POWERGRID 30SEP2025 260 PE | |||||||
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Delta: -0.02
Vega: 0.02
Theta: -0.03
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 286.20 | 0.1 | -0.05 | 28.38 | 70 | -53 | 384 |
| 14 Sept | 287.65 | 0.2 | -0.05 | 26.35 | 56 | -9 | 470 |
For Power Grid Corp. Ltd. - strike price 260 expiring on 30SEP2025
Delta for 260 PE is -0.02
Historical price for 260 PE is as follows
On 21 Sept POWERGRID was trading at 286.20. The strike last trading price was 0.1, which was -0.05 lower than the previous day. The implied volatity was 28.38, the open interest changed by -53 which decreased total open position to 384
On 14 Sept POWERGRID was trading at 287.65. The strike last trading price was 0.2, which was -0.05 lower than the previous day. The implied volatity was 26.35, the open interest changed by -9 which decreased total open position to 470
