POWERGRID
Power Grid Corp. Ltd.
Historical option data for POWERGRID
21 Sep 2025 04:12 PM IST
| POWERGRID 28OCT2025 290 CE | ||||||||||||||||
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Delta: 0.51
Vega: 0.37
Theta: -0.13
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 286.20 | 6.7 | -0.6 | 18.14 | 170 | 77 | 279 | |||||||||
| 14 Sept | 287.65 | 7.2 | -0.1 | 15.20 | 28 | 16 | 106 | |||||||||
| 17 Aug | 288.70 | 20.65 | 0 | - | 0 | 0 | 0 | |||||||||
For Power Grid Corp. Ltd. - strike price 290 expiring on 28OCT2025
Delta for 290 CE is 0.51
Historical price for 290 CE is as follows
On 21 Sept POWERGRID was trading at 286.20. The strike last trading price was 6.7, which was -0.6 lower than the previous day. The implied volatity was 18.14, the open interest changed by 77 which increased total open position to 279
On 14 Sept POWERGRID was trading at 287.65. The strike last trading price was 7.2, which was -0.1 lower than the previous day. The implied volatity was 15.20, the open interest changed by 16 which increased total open position to 106
On 17 Aug POWERGRID was trading at 288.70. The strike last trading price was 20.65, 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 28OCT2025 290 PE | |||||||
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Delta: -0.49
Vega: 0.37
Theta: -0.06
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 286.20 | 7.9 | 1.6 | 20.90 | 82 | 68 | 173 |
| 14 Sept | 287.65 | 7.2 | -0.7 | 19.98 | 6 | 5 | 31 |
| 17 Aug | 288.70 | 15.35 | 0 | 1.24 | 0 | 0 | 0 |
For Power Grid Corp. Ltd. - strike price 290 expiring on 28OCT2025
Delta for 290 PE is -0.49
Historical price for 290 PE is as follows
On 21 Sept POWERGRID was trading at 286.20. The strike last trading price was 7.9, which was 1.6 higher than the previous day. The implied volatity was 20.90, the open interest changed by 68 which increased total open position to 173
On 14 Sept POWERGRID was trading at 287.65. The strike last trading price was 7.2, which was -0.7 lower than the previous day. The implied volatity was 19.98, the open interest changed by 5 which increased total open position to 31
On 17 Aug POWERGRID was trading at 288.70. The strike last trading price was 15.35, which was 0 lower than the previous day. The implied volatity was 1.24, the open interest changed by 0 which decreased total open position to 0
