POWERGRID
Power Grid Corp. Ltd.
Historical option data for POWERGRID
21 Sep 2025 04:12 PM IST
| POWERGRID 30SEP2025 280 CE | ||||||||||||||||
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Delta: 0.80
Vega: 0.14
Theta: -0.18
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 286.20 | 8.65 | -1.8 | 18.73 | 238 | -8 | 607 | |||||||||
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| 14 Sept | 287.65 | 9.95 | 0.15 | 11.18 | 397 | -47 | 712 | |||||||||
| 17 Aug | 288.70 | 29.5 | 0 | - | 0 | 0 | 0 | |||||||||
For Power Grid Corp. Ltd. - strike price 280 expiring on 30SEP2025
Delta for 280 CE is 0.80
Historical price for 280 CE is as follows
On 21 Sept POWERGRID was trading at 286.20. The strike last trading price was 8.65, which was -1.8 lower than the previous day. The implied volatity was 18.73, the open interest changed by -8 which decreased total open position to 607
On 14 Sept POWERGRID was trading at 287.65. The strike last trading price was 9.95, which was 0.15 higher than the previous day. The implied volatity was 11.18, the open interest changed by -47 which decreased total open position to 712
On 17 Aug POWERGRID was trading at 288.70. The strike last trading price was 29.5, 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 280 PE | |||||||
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Delta: -0.19
Vega: 0.13
Theta: -0.09
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 286.20 | 0.9 | 0.15 | 17.58 | 1,133 | -155 | 1,207 |
| 14 Sept | 287.65 | 1.4 | -0.25 | 18.92 | 1,193 | -130 | 847 |
| 17 Aug | 288.70 | 3.8 | 0.1 | 21.18 | 13 | 8 | 51 |
For Power Grid Corp. Ltd. - strike price 280 expiring on 30SEP2025
Delta for 280 PE is -0.19
Historical price for 280 PE is as follows
On 21 Sept POWERGRID was trading at 286.20. The strike last trading price was 0.9, which was 0.15 higher than the previous day. The implied volatity was 17.58, the open interest changed by -155 which decreased total open position to 1207
On 14 Sept POWERGRID was trading at 287.65. The strike last trading price was 1.4, which was -0.25 lower than the previous day. The implied volatity was 18.92, the open interest changed by -130 which decreased total open position to 847
On 17 Aug POWERGRID was trading at 288.70. The strike last trading price was 3.8, which was 0.1 higher than the previous day. The implied volatity was 21.18, the open interest changed by 8 which increased total open position to 51
