POWERGRID
Power Grid Corp. Ltd.
Historical option data for POWERGRID
21 Sep 2025 04:12 PM IST
| POWERGRID 30SEP2025 275 CE | ||||||||||||||||
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Delta: 0.92
Vega: 0.07
Theta: -0.13
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 286.20 | 12.9 | -2.25 | 18.36 | 51 | -11 | 138 | |||||||||
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| 14 Sept | 287.65 | 14.15 | 0.3 | - | 21 | -4 | 161 | |||||||||
| 17 Aug | 288.70 | 18.4 | 4.35 | 16.25 | 1 | -1 | 4 | |||||||||
For Power Grid Corp. Ltd. - strike price 275 expiring on 30SEP2025
Delta for 275 CE is 0.92
Historical price for 275 CE is as follows
On 21 Sept POWERGRID was trading at 286.20. The strike last trading price was 12.9, which was -2.25 lower than the previous day. The implied volatity was 18.36, the open interest changed by -11 which decreased total open position to 138
On 14 Sept POWERGRID was trading at 287.65. The strike last trading price was 14.15, which was 0.3 higher than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 161
On 17 Aug POWERGRID was trading at 288.70. The strike last trading price was 18.4, which was 4.35 higher than the previous day. The implied volatity was 16.25, the open interest changed by -1 which decreased total open position to 4
| POWERGRID 30SEP2025 275 PE | |||||||
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Delta: -0.09
Vega: 0.08
Theta: -0.06
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 286.20 | 0.4 | 0.1 | 19.38 | 532 | -67 | 748 |
| 14 Sept | 287.65 | 0.75 | -0.15 | 20.10 | 156 | -11 | 747 |
| 17 Aug | 288.70 | 2.5 | -1.35 | 21.09 | 1 | 0 | 1 |
For Power Grid Corp. Ltd. - strike price 275 expiring on 30SEP2025
Delta for 275 PE is -0.09
Historical price for 275 PE is as follows
On 21 Sept POWERGRID was trading at 286.20. The strike last trading price was 0.4, which was 0.1 higher than the previous day. The implied volatity was 19.38, the open interest changed by -67 which decreased total open position to 748
On 14 Sept POWERGRID was trading at 287.65. The strike last trading price was 0.75, which was -0.15 lower than the previous day. The implied volatity was 20.10, the open interest changed by -11 which decreased total open position to 747
On 17 Aug POWERGRID was trading at 288.70. The strike last trading price was 2.5, which was -1.35 lower than the previous day. The implied volatity was 21.09, the open interest changed by 0 which decreased total open position to 1
