POWERGRID
Power Grid Corp. Ltd.
Historical option data for POWERGRID
17 Aug 2025 12:57 AM IST
| POWERGRID 30SEP2025 290 CE | ||||||||||||||||
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Delta: 0.57
Vega: 0.41
Theta: -0.11
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 17 Aug | 288.70 | 7.25 | -0.4 | 14.57 | 20 | -1 | 55 | |||||||||
For Power Grid Corp. Ltd. - strike price 290 expiring on 30SEP2025
Delta for 290 CE is 0.57
Historical price for 290 CE is as follows
On 17 Aug POWERGRID was trading at 288.70. The strike last trading price was 7.25, which was -0.4 lower than the previous day. The implied volatity was 14.57, the open interest changed by -1 which decreased total open position to 55
| POWERGRID 30SEP2025 290 PE | |||||||
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Delta: -0.44
Vega: 0.41
Theta: -0.06
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 17 Aug | 288.70 | 7.95 | 0.35 | 22.07 | 17 | 11 | 42 |
For Power Grid Corp. Ltd. - strike price 290 expiring on 30SEP2025
Delta for 290 PE is -0.44
Historical price for 290 PE is as follows
On 17 Aug POWERGRID was trading at 288.70. The strike last trading price was 7.95, which was 0.35 higher than the previous day. The implied volatity was 22.07, the open interest changed by 11 which increased total open position to 42
