POWERGRID
Power Grid Corp. Ltd.
Historical option data for POWERGRID
21 Sep 2025 04:12 PM IST
| POWERGRID 30SEP2025 315 CE | ||||||||||||||||
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Delta: 0.02
Vega: 0.03
Theta: -0.03
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 286.20 | 0.1 | 0 | 25.61 | 9 | -6 | 67 | |||||||||
| 14 Sept | 287.65 | 0.2 | 0 | 20.94 | 6 | 2 | 75 | |||||||||
For Power Grid Corp. Ltd. - strike price 315 expiring on 30SEP2025
Delta for 315 CE is 0.02
Historical price for 315 CE is as follows
On 21 Sept POWERGRID was trading at 286.20. The strike last trading price was 0.1, which was 0 lower than the previous day. The implied volatity was 25.61, the open interest changed by -6 which decreased total open position to 67
On 14 Sept POWERGRID was trading at 287.65. The strike last trading price was 0.2, which was 0 lower than the previous day. The implied volatity was 20.94, the open interest changed by 2 which increased total open position to 75
| POWERGRID 30SEP2025 315 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 | 26.35 | 0 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 287.65 | 27.95 | 0 | 0.00 | 0 | 0 | 0 |
For Power Grid Corp. Ltd. - strike price 315 expiring on 30SEP2025
Delta for 315 PE is 0.00
Historical price for 315 PE is as follows
On 21 Sept POWERGRID was trading at 286.20. The strike last trading price was 26.35, 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 27.95, 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
