POWERGRID
Power Grid Corp. Ltd.
Historical option data for POWERGRID
28 Sep 2025 10:08 PM IST
| POWERGRID 30SEP2025 320 CE | ||||||||||||||||
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Delta: 0.01
Vega: 0.01
Theta: -0.05
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 28 Sept | 282.25 | 0.05 | 0 | 50.56 | 4 | -4 | 712 | |||||||||
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| 21 Sept | 286.20 | 0.05 | 0 | 26.79 | 37 | -1 | 735 | |||||||||
| 14 Sept | 287.65 | 0.1 | -0.05 | 21.77 | 29 | 0 | 717 | |||||||||
For Power Grid Corp. Ltd. - strike price 320 expiring on 30SEP2025
Delta for 320 CE is 0.01
Historical price for 320 CE is as follows
On 28 Sept POWERGRID was trading at 282.25. The strike last trading price was 0.05, which was 0 lower than the previous day. The implied volatity was 50.56, the open interest changed by -4 which decreased total open position to 712
On 21 Sept POWERGRID was trading at 286.20. The strike last trading price was 0.05, which was 0 lower than the previous day. The implied volatity was 26.79, the open interest changed by -1 which decreased total open position to 735
On 14 Sept POWERGRID was trading at 287.65. The strike last trading price was 0.1, which was -0.05 lower than the previous day. The implied volatity was 21.77, the open interest changed by 0 which decreased total open position to 717
| POWERGRID 30SEP2025 320 PE | |||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 282.25 | 37.55 | 11.2 | - | 10 | -9 | 566 |
| 21 Sept | 286.20 | 31.7 | 1.7 | - | 10 | -10 | 603 |
| 14 Sept | 287.65 | 31.6 | 0 | 0.00 | 0 | 0 | 0 |
For Power Grid Corp. Ltd. - strike price 320 expiring on 30SEP2025
Delta for 320 PE is -
Historical price for 320 PE is as follows
On 28 Sept POWERGRID was trading at 282.25. The strike last trading price was 37.55, which was 11.2 higher than the previous day. The implied volatity was -, the open interest changed by -9 which decreased total open position to 566
On 21 Sept POWERGRID was trading at 286.20. The strike last trading price was 31.7, which was 1.7 higher than the previous day. The implied volatity was -, the open interest changed by -10 which decreased total open position to 603
On 14 Sept POWERGRID was trading at 287.65. The strike last trading price was 31.6, 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
