Historical option data for GVT&D
29 May 2026 04:10 PM IST
| GVT&D 30-Jun-2026 (31d) 4800 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.63
Vega: 0.06
Theta: -5.87
Gamma: 0.00039
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 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 0.63
Historical price for 4800 CE is as follows
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 (31d) 4800 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.35
Vega: 0.05
Theta: -3.57
Gamma: 0.00052
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 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 -0.35
Historical price for 4800 PE is as follows
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
