POWERGRID
Power Grid Corp. Ltd.
Historical option data for POWERGRID
21 Sep 2025 04:12 PM IST
| POWERGRID 30SEP2025 330 CE | ||||||||||||||||
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Delta: 0.01
Vega: 0.01
Theta: -0.02
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 286.20 | 0.05 | 0 | 33.17 | 2 | 1 | 99 | |||||||||
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| 14 Sept | 287.65 | 0.1 | 0 | 27.10 | 6 | 4 | 107 | |||||||||
For Power Grid Corp. Ltd. - strike price 330 expiring on 30SEP2025
Delta for 330 CE is 0.01
Historical price for 330 CE is as follows
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 33.17, the open interest changed by 1 which increased total open position to 99
On 14 Sept POWERGRID was trading at 287.65. The strike last trading price was 0.1, which was 0 lower than the previous day. The implied volatity was 27.10, the open interest changed by 4 which increased total open position to 107
| POWERGRID 30SEP2025 330 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 | 40 | 0 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 287.65 | 42.25 | 0.25 | 51.06 | 1 | 0 | 166 |
For Power Grid Corp. Ltd. - strike price 330 expiring on 30SEP2025
Delta for 330 PE is 0.00
Historical price for 330 PE is as follows
On 21 Sept POWERGRID was trading at 286.20. The strike last trading price was 40, 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 42.25, which was 0.25 higher than the previous day. The implied volatity was 51.06, the open interest changed by 0 which decreased total open position to 166
