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Historical option data for GVT&D

19 Jun 2026 04:10 PM IST
GVT&D 30-Jun-2026 (10d) 5000 CE
Delta: 0.95
Vega: 0.01
Theta: -1.56
Gamma: 0.00032
Date Close Ltp Change IV Volume OI Chg OI
19 Jun 5533.50 500.45 166.45 (49.84%) 33.2 1,172 -608 386
18 Jun 5250.00 325.85 34.85 (11.98%) 42.67 1,585 -152 995
17 Jun 5152.50 280 163 (139.32%) 52.46 3,125 589 1,130
16 Jun 4872.50 119 5 (4.39%) 43.95 465 -8 541
15 Jun 4805.50 112 -53 (-32.12%) 45.68 1,400 109 553
12 Jun 4942.50 146.65 43.65 (42.38%) 40.68 769 14 449
11 Jun 4735.00 107.95 -46.05 (-29.90%) 44.84 454 40 435
10 Jun 4866.00 152 -63 (-29.30%) 44.9 867 -92 395
9 Jun 4931.00 215.8 76.8 (55.25%) 49.68 1,790 105 482
8 Jun 4744.00 140 -149 (-51.56%) 50.08 1,168 -1 369
5 Jun 5067.00 287 -58 (-16.81%) 50.21 307 -57 357
4 Jun 5086.50 350 67 (23.67%) 55.24 955 30 407
3 Jun 4964.50 284 66 (30.28%) 53.2 2,479 96 380
2 Jun 4781.00 217.2 41.2 (23.41%) 52.41 633 85 284
1 Jun 4755.00 172 -240.2 (-58.27%) 49.33 460 69 200
29 May 5148.60 355 16.95 (5.01%) 52.61 314 52 131
27 May 5097.70 348.6 88.6 (34.08%) 46.16 536 78 78


For Ge Vernova T&D India Ltd - strike price 5000 expiring on 30JUN2026

Delta for 5000 CE is 0.95

Historical price for 5000 CE is as follows

On 19 Jun GVT&D was trading at 5533.50. The strike last trading price was 500.45, which was 166.45 higher than the previous day. The implied volatity was 33.2, the open interest changed by -608 which decreased total open position to 386


On 18 Jun GVT&D was trading at 5250.00. The strike last trading price was 325.85, which was 34.85 higher than the previous day. The implied volatity was 42.67, the open interest changed by -152 which decreased total open position to 995


On 17 Jun GVT&D was trading at 5152.50. The strike last trading price was 280, which was 163 higher than the previous day. The implied volatity was 52.46, the open interest changed by 589 which increased total open position to 1130


On 16 Jun GVT&D was trading at 4872.50. The strike last trading price was 119, which was 5 higher than the previous day. The implied volatity was 43.95, the open interest changed by -8 which decreased total open position to 541


On 15 Jun GVT&D was trading at 4805.50. The strike last trading price was 112, which was -53 lower than the previous day. The implied volatity was 45.68, the open interest changed by 109 which increased total open position to 553


On 12 Jun GVT&D was trading at 4942.50. The strike last trading price was 146.65, which was 43.65 higher than the previous day. The implied volatity was 40.68, the open interest changed by 14 which increased total open position to 449


On 11 Jun GVT&D was trading at 4735.00. The strike last trading price was 107.95, which was -46.05 lower than the previous day. The implied volatity was 44.84, the open interest changed by 40 which increased total open position to 435


On 10 Jun GVT&D was trading at 4866.00. The strike last trading price was 152, which was -63 lower than the previous day. The implied volatity was 44.9, the open interest changed by -92 which decreased total open position to 395


On 9 Jun GVT&D was trading at 4931.00. The strike last trading price was 215.8, which was 76.8 higher than the previous day. The implied volatity was 49.68, the open interest changed by 105 which increased total open position to 482


On 8 Jun GVT&D was trading at 4744.00. The strike last trading price was 140, which was -149 lower than the previous day. The implied volatity was 50.08, the open interest changed by -1 which decreased total open position to 369


On 5 Jun GVT&D was trading at 5067.00. The strike last trading price was 287, which was -58 lower than the previous day. The implied volatity was 50.21, the open interest changed by -57 which decreased total open position to 357


On 4 Jun GVT&D was trading at 5086.50. The strike last trading price was 350, which was 67 higher than the previous day. The implied volatity was 55.24, the open interest changed by 30 which increased total open position to 407


On 3 Jun GVT&D was trading at 4964.50. The strike last trading price was 284, which was 66 higher than the previous day. The implied volatity was 53.2, the open interest changed by 96 which increased total open position to 380


On 2 Jun GVT&D was trading at 4781.00. The strike last trading price was 217.2, which was 41.2 higher than the previous day. The implied volatity was 52.41, the open interest changed by 85 which increased total open position to 284


On 1 Jun GVT&D was trading at 4755.00. The strike last trading price was 172, which was -240.2 lower than the previous day. The implied volatity was 49.33, the open interest changed by 69 which increased total open position to 200


On 29 May GVT&D was trading at 5148.60. The strike last trading price was 355, which was 16.95 higher than the previous day. The implied volatity was 52.61, the open interest changed by 52 which increased total open position to 131


On 27 May GVT&D was trading at 5097.70. The strike last trading price was 348.6, which was 88.6 higher than the previous day. The implied volatity was 46.16, the open interest changed by 78 which increased total open position to 78


GVT&D 30-Jun-2026 (10d) 5000 PE
Delta: -0.12
Vega: 0.02
Theta: -3.3
Gamma: 0.00044
Date Close Ltp Change IV Volume OI Chg OI
19 Jun 5533.50 26.55 -47.4 (-64.10%) 46.49 1,218 -136 292
18 Jun 5250.00 74.55 -37.8 (-33.64%) 44.7 948 16 430
17 Jun 5152.50 118 -104.9 (-47.06%) 46.51 840 145 413
16 Jun 4872.50 222.9 -62.95 (-22.02%) 40.2 10 -2 268
15 Jun 4805.50 282 90.55 (47.30%) 44.55 55 0 271
12 Jun 4942.50 214.85 -123.85 (-36.57%) 41.71 83 -1 271
11 Jun 4735.00 331.35 60.25 (22.22%) 44.58 18 -6 273
10 Jun 4866.00 277.95 30.75 (12.44%) 45.21 139 11 280
9 Jun 4931.00 242.25 -167.35 (-40.86%) 45.74 128 62 268
8 Jun 4744.00 398.4 193.45 (94.39%) 52.66 1,035 -71 205
5 Jun 5067.00 207 -11.85 (-5.41%) 45.46 160 -27 277
4 Jun 5086.50 217 -51 (-19.03%) 49.77 236 -3 304
3 Jun 4964.50 262 -70.4 (-21.18%) 47.31 526 121 308
2 Jun 4781.00 330.45 -57.85 (-14.90%) 46.37 95 25 186
1 Jun 4755.00 408 181.95 (80.49%) 47.92 385 47 161
29 May 5148.60 250 45.15 (22.04%) 44.26 249 69 113
27 May 5097.70 208 -175.15 (-45.71%) 43.1 53 44 44


For Ge Vernova T&D India Ltd - strike price 5000 expiring on 30JUN2026

Delta for 5000 PE is -0.12

Historical price for 5000 PE is as follows

On 19 Jun GVT&D was trading at 5533.50. The strike last trading price was 26.55, which was -47.4 lower than the previous day. The implied volatity was 46.49, the open interest changed by -136 which decreased total open position to 292


On 18 Jun GVT&D was trading at 5250.00. The strike last trading price was 74.55, which was -37.8 lower than the previous day. The implied volatity was 44.7, the open interest changed by 16 which increased total open position to 430


On 17 Jun GVT&D was trading at 5152.50. The strike last trading price was 118, which was -104.9 lower than the previous day. The implied volatity was 46.51, the open interest changed by 145 which increased total open position to 413


On 16 Jun GVT&D was trading at 4872.50. The strike last trading price was 222.9, which was -62.95 lower than the previous day. The implied volatity was 40.2, the open interest changed by -2 which decreased total open position to 268


On 15 Jun GVT&D was trading at 4805.50. The strike last trading price was 282, which was 90.55 higher than the previous day. The implied volatity was 44.55, the open interest changed by 0 which decreased total open position to 271


On 12 Jun GVT&D was trading at 4942.50. The strike last trading price was 214.85, which was -123.85 lower than the previous day. The implied volatity was 41.71, the open interest changed by -1 which decreased total open position to 271


On 11 Jun GVT&D was trading at 4735.00. The strike last trading price was 331.35, which was 60.25 higher than the previous day. The implied volatity was 44.58, the open interest changed by -6 which decreased total open position to 273


On 10 Jun GVT&D was trading at 4866.00. The strike last trading price was 277.95, which was 30.75 higher than the previous day. The implied volatity was 45.21, the open interest changed by 11 which increased total open position to 280


On 9 Jun GVT&D was trading at 4931.00. The strike last trading price was 242.25, which was -167.35 lower than the previous day. The implied volatity was 45.74, the open interest changed by 62 which increased total open position to 268


On 8 Jun GVT&D was trading at 4744.00. The strike last trading price was 398.4, which was 193.45 higher than the previous day. The implied volatity was 52.66, the open interest changed by -71 which decreased total open position to 205


On 5 Jun GVT&D was trading at 5067.00. The strike last trading price was 207, which was -11.85 lower than the previous day. The implied volatity was 45.46, the open interest changed by -27 which decreased total open position to 277


On 4 Jun GVT&D was trading at 5086.50. The strike last trading price was 217, which was -51 lower than the previous day. The implied volatity was 49.77, the open interest changed by -3 which decreased total open position to 304


On 3 Jun GVT&D was trading at 4964.50. The strike last trading price was 262, which was -70.4 lower than the previous day. The implied volatity was 47.31, the open interest changed by 121 which increased total open position to 308


On 2 Jun GVT&D was trading at 4781.00. The strike last trading price was 330.45, which was -57.85 lower than the previous day. The implied volatity was 46.37, the open interest changed by 25 which increased total open position to 186


On 1 Jun GVT&D was trading at 4755.00. The strike last trading price was 408, which was 181.95 higher than the previous day. The implied volatity was 47.92, the open interest changed by 47 which increased total open position to 161


On 29 May GVT&D was trading at 5148.60. The strike last trading price was 250, which was 45.15 higher than the previous day. The implied volatity was 44.26, the open interest changed by 69 which increased total open position to 113


On 27 May GVT&D was trading at 5097.70. The strike last trading price was 208, which was -175.15 lower than the previous day. The implied volatity was 43.1, the open interest changed by 44 which increased total open position to 44