Historical option data for GVT&D
27 May 2026 04:10 PM IST
| GVT&D 30-Jun-2026 (33d) 5000 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.59
Vega: 0.06
Theta: -4.37
Gamma: 0.00054
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 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 0.59
Historical price for 5000 CE is as follows
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 (33d) 5000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.4
Vega: 0.06
Theta: -3.34
Gamma: 0.00057
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 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 -0.4
Historical price for 5000 PE is as follows
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
