POWERGRID
Power Grid Corp. Ltd.
Historical option data for POWERGRID
21 Sep 2025 04:12 PM IST
| POWERGRID 30SEP2025 285 CE | ||||||||||||||||
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Delta: 0.62
Vega: 0.19
Theta: -0.20
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 286.20 | 4.95 | -1.65 | 17.67 | 1,468 | 50 | 1,000 | |||||||||
| 14 Sept | 287.65 | 6.2 | 0 | 13.17 | 1,434 | -46 | 1,023 | |||||||||
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| 17 Aug | 288.70 | 19.6 | 0 | - | 0 | 0 | 0 | |||||||||
For Power Grid Corp. Ltd. - strike price 285 expiring on 30SEP2025
Delta for 285 CE is 0.62
Historical price for 285 CE is as follows
On 21 Sept POWERGRID was trading at 286.20. The strike last trading price was 4.95, which was -1.65 lower than the previous day. The implied volatity was 17.67, the open interest changed by 50 which increased total open position to 1000
On 14 Sept POWERGRID was trading at 287.65. The strike last trading price was 6.2, which was 0 lower than the previous day. The implied volatity was 13.17, the open interest changed by -46 which decreased total open position to 1023
On 17 Aug POWERGRID was trading at 288.70. The strike last trading price was 19.6, 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 285 PE | |||||||
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Delta: -0.37
Vega: 0.19
Theta: -0.12
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 286.20 | 2.25 | 0.45 | 17.18 | 1,316 | -215 | 1,124 |
| 14 Sept | 287.65 | 2.75 | -0.35 | 18.69 | 971 | 12 | 679 |
| 17 Aug | 288.70 | 10.7 | 0 | 2.20 | 0 | 0 | 0 |
For Power Grid Corp. Ltd. - strike price 285 expiring on 30SEP2025
Delta for 285 PE is -0.37
Historical price for 285 PE is as follows
On 21 Sept POWERGRID was trading at 286.20. The strike last trading price was 2.25, which was 0.45 higher than the previous day. The implied volatity was 17.18, the open interest changed by -215 which decreased total open position to 1124
On 14 Sept POWERGRID was trading at 287.65. The strike last trading price was 2.75, which was -0.35 lower than the previous day. The implied volatity was 18.69, the open interest changed by 12 which increased total open position to 679
On 17 Aug POWERGRID was trading at 288.70. The strike last trading price was 10.7, which was 0 lower than the previous day. The implied volatity was 2.20, the open interest changed by 0 which decreased total open position to 0
