POWERGRID
Power Grid Corp. Ltd.
Historical option data for POWERGRID
21 Sep 2025 04:12 PM IST
| POWERGRID 30SEP2025 270 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 286.20 | 17.5 | -2.55 | - | 2 | -1 | 116 | |||||||||
| 14 Sept | 287.65 | 18.8 | -0.1 | - | 20 | 1 | 104 | |||||||||
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| 17 Aug | 288.70 | 35.95 | 0 | - | 0 | 0 | 0 | |||||||||
For Power Grid Corp. Ltd. - strike price 270 expiring on 30SEP2025
Delta for 270 CE is -
Historical price for 270 CE is as follows
On 21 Sept POWERGRID was trading at 286.20. The strike last trading price was 17.5, which was -2.55 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 116
On 14 Sept POWERGRID was trading at 287.65. The strike last trading price was 18.8, which was -0.1 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 104
On 17 Aug POWERGRID was trading at 288.70. The strike last trading price was 35.95, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| POWERGRID 30SEP2025 270 PE | |||||||
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Delta: -0.04
Vega: 0.05
Theta: -0.04
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 286.20 | 0.2 | 0.1 | 21.66 | 307 | -116 | 636 |
| 14 Sept | 287.65 | 0.4 | -0.15 | 21.37 | 150 | -41 | 578 |
| 17 Aug | 288.70 | 1.55 | 0.05 | 20.96 | 18 | 13 | 73 |
For Power Grid Corp. Ltd. - strike price 270 expiring on 30SEP2025
Delta for 270 PE is -0.04
Historical price for 270 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 21.66, the open interest changed by -116 which decreased total open position to 636
On 14 Sept POWERGRID was trading at 287.65. The strike last trading price was 0.4, which was -0.15 lower than the previous day. The implied volatity was 21.37, the open interest changed by -41 which decreased total open position to 578
On 17 Aug POWERGRID was trading at 288.70. The strike last trading price was 1.55, which was 0.05 higher than the previous day. The implied volatity was 20.96, the open interest changed by 13 which increased total open position to 73
