POWERGRID
Power Grid Corp. Ltd.
Historical option data for POWERGRID
21 Sep 2025 04:12 PM IST
| POWERGRID 30SEP2025 265 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
|
|
||||||||||||||||
| 21 Sept | 286.20 | 22.35 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 14 Sept | 287.65 | 24.9 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Power Grid Corp. Ltd. - strike price 265 expiring on 30SEP2025
Delta for 265 CE is 0.00
Historical price for 265 CE is as follows
On 21 Sept POWERGRID was trading at 286.20. The strike last trading price was 22.35, 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 24.9, 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 265 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.04
Vega: 0.04
Theta: -0.05
Gamma: 0.01
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 286.20 | 0.2 | 0.1 | 26.76 | 7 | -4 | 196 |
| 14 Sept | 287.65 | 0.25 | -0.1 | 23.37 | 26 | 0 | 204 |
For Power Grid Corp. Ltd. - strike price 265 expiring on 30SEP2025
Delta for 265 PE is -0.04
Historical price for 265 PE is as follows
On 21 Sept POWERGRID was trading at 286.20. The strike last trading price was 0.2, which was 0.1 higher than the previous day. The implied volatity was 26.76, the open interest changed by -4 which decreased total open position to 196
On 14 Sept POWERGRID was trading at 287.65. The strike last trading price was 0.25, which was -0.1 lower than the previous day. The implied volatity was 23.37, the open interest changed by 0 which decreased total open position to 204
