Historical option data for GVT&D
10 Jun 2026 10:11 AM IST
| GVT&D 30-Jun-2026 (20d) 4600 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.69
Vega: 0.04
Theta: -5.19
Gamma: 0.00061
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 10 Jun | 4840.50 | 370 | -100 (-21.28%) | 50.32 | 3 | 2 | 1,004 | |||||||||
| 9 Jun | 4931.00 | 470.05 | 150.05 (46.89%) | 54.85 | 1,111 | 857 | 1,002 | |||||||||
| 8 Jun | 4744.00 | 320 | -232 (-42.03%) | 52.46 | 3 | -1 | 147 | |||||||||
| 5 Jun | 5067.00 | 552.35 | -67.65 (-10.91%) | 54.68 | 3 | 0 | 146 | |||||||||
| 4 Jun | 5086.50 | 620 | 46 (8.01%) | 57.01 | 18 | 1 | 145 | |||||||||
| 3 Jun | 4964.50 | 573.9 | 146.9 (34.40%) | 56.98 | 30 | 13 | 145 | |||||||||
| 2 Jun | 4781.00 | 455 | 86 (23.31%) | 57.54 | 207 | -31 | 132 | |||||||||
| 1 Jun | 4755.00 | 345 | -339.1 (-49.57%) | 49.46 | 17 | 3 | 163 | |||||||||
| 29 May | 5148.60 | 705.75 | 244.15 (52.89%) | 81.92 | 188 | 161 | 161 | |||||||||
For Ge Vernova T&D India Ltd - strike price 4600 expiring on 30JUN2026
Delta for 4600 CE is 0.69
Historical price for 4600 CE is as follows
On 10 Jun GVT&D was trading at 4840.50. The strike last trading price was 370, which was -100 lower than the previous day. The implied volatity was 50.32, the open interest changed by 2 which increased total open position to 1004
On 9 Jun GVT&D was trading at 4931.00. The strike last trading price was 470.05, which was 150.05 higher than the previous day. The implied volatity was 54.85, the open interest changed by 857 which increased total open position to 1002
On 8 Jun GVT&D was trading at 4744.00. The strike last trading price was 320, which was -232 lower than the previous day. The implied volatity was 52.46, the open interest changed by -1 which decreased total open position to 147
On 5 Jun GVT&D was trading at 5067.00. The strike last trading price was 552.35, which was -67.65 lower than the previous day. The implied volatity was 54.68, the open interest changed by 0 which decreased total open position to 146
On 4 Jun GVT&D was trading at 5086.50. The strike last trading price was 620, which was 46 higher than the previous day. The implied volatity was 57.01, the open interest changed by 1 which increased total open position to 145
On 3 Jun GVT&D was trading at 4964.50. The strike last trading price was 573.9, which was 146.9 higher than the previous day. The implied volatity was 56.98, the open interest changed by 13 which increased total open position to 145
On 2 Jun GVT&D was trading at 4781.00. The strike last trading price was 455, which was 86 higher than the previous day. The implied volatity was 57.54, the open interest changed by -31 which decreased total open position to 132
On 1 Jun GVT&D was trading at 4755.00. The strike last trading price was 345, which was -339.1 lower than the previous day. The implied volatity was 49.46, the open interest changed by 3 which increased total open position to 163
On 29 May GVT&D was trading at 5148.60. The strike last trading price was 705.75, which was 244.15 higher than the previous day. The implied volatity was 81.92, the open interest changed by 161 which increased total open position to 161
| GVT&D 30-Jun-2026 (20d) 4600 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.3
Vega: 0.04
Theta: -4.27
Gamma: 0.00063
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 10 Jun | 4840.50 | 112.85 | 19 (20.25%) | 48.41 | 38 | 10 | 121 |
| 9 Jun | 4931.00 | 89.8 | -76.55 (-46.02%) | 48.99 | 232 | 34 | 110 |
| 8 Jun | 4744.00 | 173.85 | 92.05 (112.53%) | 53.44 | 250 | 10 | 74 |
| 5 Jun | 5067.00 | 85.4 | -7.3 (-7.87%) | 48.91 | 36 | 6 | 64 |
| 4 Jun | 5086.50 | 90.75 | -22.3 (-19.73%) | 52.14 | 40 | 11 | 58 |
| 3 Jun | 4964.50 | 114 | -41.2 (-26.55%) | 50.68 | 84 | 17 | 46 |
| 2 Jun | 4781.00 | 151.6 | -42.15 (-21.75%) | 49.93 | 88 | -11 | 28 |
| 1 Jun | 4755.00 | 194 | 112.05 (136.73%) | 51.32 | 81 | 30 | 38 |
| 29 May | 5148.60 | 81.95 | -105.1 (-56.19%) | 41.42 | 19 | 7 | 7 |
For Ge Vernova T&D India Ltd - strike price 4600 expiring on 30JUN2026
Delta for 4600 PE is -0.3
Historical price for 4600 PE is as follows
On 10 Jun GVT&D was trading at 4840.50. The strike last trading price was 112.85, which was 19 higher than the previous day. The implied volatity was 48.41, the open interest changed by 10 which increased total open position to 121
On 9 Jun GVT&D was trading at 4931.00. The strike last trading price was 89.8, which was -76.55 lower than the previous day. The implied volatity was 48.99, the open interest changed by 34 which increased total open position to 110
On 8 Jun GVT&D was trading at 4744.00. The strike last trading price was 173.85, which was 92.05 higher than the previous day. The implied volatity was 53.44, the open interest changed by 10 which increased total open position to 74
On 5 Jun GVT&D was trading at 5067.00. The strike last trading price was 85.4, which was -7.3 lower than the previous day. The implied volatity was 48.91, the open interest changed by 6 which increased total open position to 64
On 4 Jun GVT&D was trading at 5086.50. The strike last trading price was 90.75, which was -22.3 lower than the previous day. The implied volatity was 52.14, the open interest changed by 11 which increased total open position to 58
On 3 Jun GVT&D was trading at 4964.50. The strike last trading price was 114, which was -41.2 lower than the previous day. The implied volatity was 50.68, the open interest changed by 17 which increased total open position to 46
On 2 Jun GVT&D was trading at 4781.00. The strike last trading price was 151.6, which was -42.15 lower than the previous day. The implied volatity was 49.93, the open interest changed by -11 which decreased total open position to 28
On 1 Jun GVT&D was trading at 4755.00. The strike last trading price was 194, which was 112.05 higher than the previous day. The implied volatity was 51.32, the open interest changed by 30 which increased total open position to 38
On 29 May GVT&D was trading at 5148.60. The strike last trading price was 81.95, which was -105.1 lower than the previous day. The implied volatity was 41.42, the open interest changed by 7 which increased total open position to 7
