POWERGRID
Power Grid Corp. Ltd.
Historical option data for POWERGRID
21 Sep 2025 04:12 PM IST
| POWERGRID 30SEP2025 295 CE | ||||||||||||||||
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Delta: 0.22
Vega: 0.15
Theta: -0.14
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 286.20 | 1.15 | -0.75 | 18.55 | 1,082 | -42 | 946 | |||||||||
| 14 Sept | 287.65 | 1.75 | -0.2 | 14.80 | 1,100 | 48 | 1,062 | |||||||||
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| 17 Aug | 288.70 | 14.45 | 0 | 0.85 | 0 | 0 | 0 | |||||||||
For Power Grid Corp. Ltd. - strike price 295 expiring on 30SEP2025
Delta for 295 CE is 0.22
Historical price for 295 CE is as follows
On 21 Sept POWERGRID was trading at 286.20. The strike last trading price was 1.15, which was -0.75 lower than the previous day. The implied volatity was 18.55, the open interest changed by -42 which decreased total open position to 946
On 14 Sept POWERGRID was trading at 287.65. The strike last trading price was 1.75, which was -0.2 lower than the previous day. The implied volatity was 14.80, the open interest changed by 48 which increased total open position to 1062
On 17 Aug POWERGRID was trading at 288.70. The strike last trading price was 14.45, which was 0 lower than the previous day. The implied volatity was 0.85, the open interest changed by 0 which decreased total open position to 0
| POWERGRID 30SEP2025 295 PE | |||||||
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Delta: -0.79
Vega: 0.15
Theta: -0.06
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 286.20 | 8.45 | 1.45 | 18.13 | 121 | -14 | 127 |
| 14 Sept | 287.65 | 8.25 | -0.4 | 20.22 | 55 | -10 | 73 |
| 17 Aug | 288.70 | 15.5 | 0 | - | 0 | 0 | 0 |
For Power Grid Corp. Ltd. - strike price 295 expiring on 30SEP2025
Delta for 295 PE is -0.79
Historical price for 295 PE is as follows
On 21 Sept POWERGRID was trading at 286.20. The strike last trading price was 8.45, which was 1.45 higher than the previous day. The implied volatity was 18.13, the open interest changed by -14 which decreased total open position to 127
On 14 Sept POWERGRID was trading at 287.65. The strike last trading price was 8.25, which was -0.4 lower than the previous day. The implied volatity was 20.22, the open interest changed by -10 which decreased total open position to 73
On 17 Aug POWERGRID was trading at 288.70. The strike last trading price was 15.5, 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
