Historical option data for GVT&D
02 Jun 2026 04:10 PM IST
| GVT&D 30-Jun-2026 (27d) 4300 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.78
Vega: 0.04
Theta: -4.5
Gamma: 0.00035
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 2 Jun | 4781.00 | 659.5 | -6.5 (-0.98%) | 61.68 | 1,087 | 1,004 | 1,004 | |||||||||
| 1 Jun | 4755.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Ge Vernova T&D India Ltd - strike price 4300 expiring on 30JUN2026
Delta for 4300 CE is 0.78
Historical price for 4300 CE is as follows
On 2 Jun GVT&D was trading at 4781.00. The strike last trading price was 659.5, which was -6.5 lower than the previous day. The implied volatity was 61.68, the open interest changed by 1004 which increased total open position to 1004
On 1 Jun GVT&D was trading at 4755.00. The strike last trading price was 0, 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
| GVT&D 30-Jun-2026 (27d) 4300 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.18
Vega: 0.04
Theta: -2.88
Gamma: 0.00036
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 2 Jun | 4781.00 | 75.25 | 0.5 (0.67%) | 53.36 | 259 | 193 | 194 |
| 1 Jun | 4755.00 | 74.75 | -18.25 (-19.62%) | 47.02 | 1 | 0 | 0 |
For Ge Vernova T&D India Ltd - strike price 4300 expiring on 30JUN2026
Delta for 4300 PE is -0.18
Historical price for 4300 PE is as follows
On 2 Jun GVT&D was trading at 4781.00. The strike last trading price was 75.25, which was 0.5 higher than the previous day. The implied volatity was 53.36, the open interest changed by 193 which increased total open position to 194
On 1 Jun GVT&D was trading at 4755.00. The strike last trading price was 74.75, which was -18.25 lower than the previous day. The implied volatity was 47.02, the open interest changed by 0 which decreased total open position to 0
