Historical option data for GVT&D
08 Jun 2026 11:26 AM IST
| GVT&D 30-Jun-2026 (22d) 4800 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.55
Vega: 0.05
Theta: -5.85
Gamma: 0.00063
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 8 Jun | 4817.50 | 268 | -202 (-42.98%) | 52.82 | 55 | 18 | 1,034 | |||||||||
| 5 Jun | 5067.00 | 470.1 | 0.1 (0.02%) | 54.68 | 93 | 0 | 1,016 | |||||||||
| 4 Jun | 5086.50 | 464.75 | 68.75 (17.36%) | 54.68 | 93 | -6 | 1,017 | |||||||||
| 3 Jun | 4964.50 | 397.4 | 91.4 (29.87%) | 55.2 | 1,285 | 940 | 1,023 | |||||||||
| 2 Jun | 4781.00 | 311.75 | 48.75 (18.54%) | 53.57 | 161 | 40 | 79 | |||||||||
| 1 Jun | 4755.00 | 258.2 | -236.75 (-47.83%) | 51.07 | 65 | 25 | 38 | |||||||||
| 29 May | 5148.60 | 494.95 | 144.25 (41.13%) | 64.32 | 13 | 12 | 12 | |||||||||
For Ge Vernova T&D India Ltd - strike price 4800 expiring on 30JUN2026
Delta for 4800 CE is 0.55
Historical price for 4800 CE is as follows
On 8 Jun GVT&D was trading at 4817.50. The strike last trading price was 268, which was -202 lower than the previous day. The implied volatity was 52.82, the open interest changed by 18 which increased total open position to 1034
On 5 Jun GVT&D was trading at 5067.00. The strike last trading price was 470.1, which was 0.1 higher than the previous day. The implied volatity was 54.68, the open interest changed by 0 which decreased total open position to 1016
On 4 Jun GVT&D was trading at 5086.50. The strike last trading price was 464.75, which was 68.75 higher than the previous day. The implied volatity was 54.68, the open interest changed by -6 which decreased total open position to 1017
On 3 Jun GVT&D was trading at 4964.50. The strike last trading price was 397.4, which was 91.4 higher than the previous day. The implied volatity was 55.2, the open interest changed by 940 which increased total open position to 1023
On 2 Jun GVT&D was trading at 4781.00. The strike last trading price was 311.75, which was 48.75 higher than the previous day. The implied volatity was 53.57, the open interest changed by 40 which increased total open position to 79
On 1 Jun GVT&D was trading at 4755.00. The strike last trading price was 258.2, which was -236.75 lower than the previous day. The implied volatity was 51.07, the open interest changed by 25 which increased total open position to 38
On 29 May GVT&D was trading at 5148.60. The strike last trading price was 494.95, which was 144.25 higher than the previous day. The implied volatity was 64.32, the open interest changed by 12 which increased total open position to 12
| GVT&D 30-Jun-2026 (22d) 4800 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.45
Vega: 0.05
Theta: -4.7
Gamma: 0.00068
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 8 Jun | 4817.50 | 214.25 | 77.8 (57.02%) | 48.79 | 711 | 163 | 468 |
| 5 Jun | 5067.00 | 139.45 | -5.65 (-3.89%) | 47.04 | 77 | 2 | 304 |
| 4 Jun | 5086.50 | 144.15 | -29.3 (-16.89%) | 50.88 | 192 | 70 | 303 |
| 3 Jun | 4964.50 | 179.9 | -50.2 (-21.82%) | 49.57 | 393 | 106 | 233 |
| 2 Jun | 4781.00 | 227.15 | -42.8 (-15.85%) | 47.14 | 121 | 54 | 122 |
| 1 Jun | 4755.00 | 274.2 | 112.9 (69.99%) | 48.15 | 116 | 36 | 69 |
| 29 May | 5148.60 | 176.7 | -98.3 (-35.75%) | 47.25 | 49 | 30 | 30 |
For Ge Vernova T&D India Ltd - strike price 4800 expiring on 30JUN2026
Delta for 4800 PE is -0.45
Historical price for 4800 PE is as follows
On 8 Jun GVT&D was trading at 4817.50. The strike last trading price was 214.25, which was 77.8 higher than the previous day. The implied volatity was 48.79, the open interest changed by 163 which increased total open position to 468
On 5 Jun GVT&D was trading at 5067.00. The strike last trading price was 139.45, which was -5.65 lower than the previous day. The implied volatity was 47.04, the open interest changed by 2 which increased total open position to 304
On 4 Jun GVT&D was trading at 5086.50. The strike last trading price was 144.15, which was -29.3 lower than the previous day. The implied volatity was 50.88, the open interest changed by 70 which increased total open position to 303
On 3 Jun GVT&D was trading at 4964.50. The strike last trading price was 179.9, which was -50.2 lower than the previous day. The implied volatity was 49.57, the open interest changed by 106 which increased total open position to 233
On 2 Jun GVT&D was trading at 4781.00. The strike last trading price was 227.15, which was -42.8 lower than the previous day. The implied volatity was 47.14, the open interest changed by 54 which increased total open position to 122
On 1 Jun GVT&D was trading at 4755.00. The strike last trading price was 274.2, which was 112.9 higher than the previous day. The implied volatity was 48.15, the open interest changed by 36 which increased total open position to 69
On 29 May GVT&D was trading at 5148.60. The strike last trading price was 176.7, which was -98.3 lower than the previous day. The implied volatity was 47.25, the open interest changed by 30 which increased total open position to 30
