POWERGRID
Power Grid Corp. Ltd.
Historical option data for POWERGRID
21 Sep 2025 04:12 PM IST
| POWERGRID 30SEP2025 290 CE | ||||||||||||||||
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Delta: 0.40
Vega: 0.19
Theta: -0.19
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 286.20 | 2.55 | -1.2 | 18.13 | 3,833 | 512 | 3,144 | |||||||||
| 14 Sept | 287.65 | 3.55 | -0.1 | 14.42 | 3,461 | -66 | 2,162 | |||||||||
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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 0.40
Historical price for 290 CE is as follows
On 21 Sept POWERGRID was trading at 286.20. The strike last trading price was 2.55, which was -1.2 lower than the previous day. The implied volatity was 18.13, the open interest changed by 512 which increased total open position to 3144
On 14 Sept POWERGRID was trading at 287.65. The strike last trading price was 3.55, which was -0.1 lower than the previous day. The implied volatity was 14.42, the open interest changed by -66 which decreased total open position to 2162
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: -0.60
Vega: 0.19
Theta: -0.10
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 286.20 | 4.8 | 1 | 17.47 | 617 | -4 | 719 |
| 14 Sept | 287.65 | 5 | -0.45 | 19.03 | 560 | 9 | 592 |
| 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 -0.60
Historical price for 290 PE is as follows
On 21 Sept POWERGRID was trading at 286.20. The strike last trading price was 4.8, which was 1 higher than the previous day. The implied volatity was 17.47, the open interest changed by -4 which decreased total open position to 719
On 14 Sept POWERGRID was trading at 287.65. The strike last trading price was 5, which was -0.45 lower than the previous day. The implied volatity was 19.03, the open interest changed by 9 which increased total open position to 592
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
