POWERGRID
Power Grid Corp. Ltd.
Historical option data for POWERGRID
21 Sep 2025 04:12 PM IST
| POWERGRID 30SEP2025 305 CE | ||||||||||||||||
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Delta: 0.07
Vega: 0.07
Theta: -0.08
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 286.20 | 0.35 | 0 | 22.71 | 365 | -240 | 429 | |||||||||
| 14 Sept | 287.65 | 0.55 | 0 | 17.96 | 124 | 50 | 447 | |||||||||
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| 17 Aug | 288.70 | 10.4 | 0 | 3.57 | 0 | 0 | 0 | |||||||||
For Power Grid Corp. Ltd. - strike price 305 expiring on 30SEP2025
Delta for 305 CE is 0.07
Historical price for 305 CE is as follows
On 21 Sept POWERGRID was trading at 286.20. The strike last trading price was 0.35, which was 0 lower than the previous day. The implied volatity was 22.71, the open interest changed by -240 which decreased total open position to 429
On 14 Sept POWERGRID was trading at 287.65. The strike last trading price was 0.55, which was 0 lower than the previous day. The implied volatity was 17.96, the open interest changed by 50 which increased total open position to 447
On 17 Aug POWERGRID was trading at 288.70. The strike last trading price was 10.4, which was 0 lower than the previous day. The implied volatity was 3.57, the open interest changed by 0 which decreased total open position to 0
| POWERGRID 30SEP2025 305 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 286.20 | 15.4 | 0 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 287.65 | 17 | -0.55 | 26.30 | 7 | 0 | 40 |
| 17 Aug | 288.70 | 21.3 | 0 | - | 0 | 0 | 0 |
For Power Grid Corp. Ltd. - strike price 305 expiring on 30SEP2025
Delta for 305 PE is 0.00
Historical price for 305 PE is as follows
On 21 Sept POWERGRID was trading at 286.20. The strike last trading price was 15.4, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 14 Sept POWERGRID was trading at 287.65. The strike last trading price was 17, which was -0.55 lower than the previous day. The implied volatity was 26.30, the open interest changed by 0 which decreased total open position to 40
On 17 Aug POWERGRID was trading at 288.70. The strike last trading price was 21.3, 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
