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[--[65.84.65.76]--]
POWERGRID
Power Grid Corp. Ltd.

267.65 0.55 (0.21%)

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Historical option data for POWERGRID

13 Mar 2025 04:12 PM IST
POWERGRID 27MAR2025 245 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
13 Mar 267.65 23.3 -0.2 - 2 0 72
12 Mar 267.10 23.5 -0.75 22.45 12 -3 70
11 Mar 267.30 24.25 -2.65 30.47 2 0 73
10 Mar 271.30 26.6 5.85 - 38 9 75
7 Mar 263.30 20.75 -2.55 28.49 8 2 66
6 Mar 266.65 23.6 1.9 29.09 26 -2 63
5 Mar 264.40 21.85 8.35 24.59 56 3 67
4 Mar 254.00 13.5 1.45 27.78 71 11 64
3 Mar 252.50 12.3 0.5 26.32 114 9 54
28 Feb 250.85 12.05 -6.25 25.75 152 44 45
27 Feb 256.25 18.3 -5.15 37.18 1 0 1
26 Feb 255.25 23.45 0 0.00 0 0 0
25 Feb 255.75 23.45 0 0.00 0 0 0
24 Feb 259.15 23.45 0 0.00 0 0 0
21 Feb 261.90 23.45 0 0.00 0 0 0
20 Feb 265.75 23.45 0 0.00 0 0 0
19 Feb 263.05 23.45 0 0.00 0 1 0
18 Feb 266.95 23.45 -30.65 18.32 1 0 0


For Power Grid Corp. Ltd. - strike price 245 expiring on 27MAR2025

Delta for 245 CE is -

Historical price for 245 CE is as follows

On 13 Mar POWERGRID was trading at 267.65. The strike last trading price was 23.3, which was -0.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 72


On 12 Mar POWERGRID was trading at 267.10. The strike last trading price was 23.5, which was -0.75 lower than the previous day. The implied volatity was 22.45, the open interest changed by -3 which decreased total open position to 70


On 11 Mar POWERGRID was trading at 267.30. The strike last trading price was 24.25, which was -2.65 lower than the previous day. The implied volatity was 30.47, the open interest changed by 0 which decreased total open position to 73


On 10 Mar POWERGRID was trading at 271.30. The strike last trading price was 26.6, which was 5.85 higher than the previous day. The implied volatity was -, the open interest changed by 9 which increased total open position to 75


On 7 Mar POWERGRID was trading at 263.30. The strike last trading price was 20.75, which was -2.55 lower than the previous day. The implied volatity was 28.49, the open interest changed by 2 which increased total open position to 66


On 6 Mar POWERGRID was trading at 266.65. The strike last trading price was 23.6, which was 1.9 higher than the previous day. The implied volatity was 29.09, the open interest changed by -2 which decreased total open position to 63


On 5 Mar POWERGRID was trading at 264.40. The strike last trading price was 21.85, which was 8.35 higher than the previous day. The implied volatity was 24.59, the open interest changed by 3 which increased total open position to 67


On 4 Mar POWERGRID was trading at 254.00. The strike last trading price was 13.5, which was 1.45 higher than the previous day. The implied volatity was 27.78, the open interest changed by 11 which increased total open position to 64


On 3 Mar POWERGRID was trading at 252.50. The strike last trading price was 12.3, which was 0.5 higher than the previous day. The implied volatity was 26.32, the open interest changed by 9 which increased total open position to 54


On 28 Feb POWERGRID was trading at 250.85. The strike last trading price was 12.05, which was -6.25 lower than the previous day. The implied volatity was 25.75, the open interest changed by 44 which increased total open position to 45


On 27 Feb POWERGRID was trading at 256.25. The strike last trading price was 18.3, which was -5.15 lower than the previous day. The implied volatity was 37.18, the open interest changed by 0 which decreased total open position to 1


On 26 Feb POWERGRID was trading at 255.25. The strike last trading price was 23.45, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 25 Feb POWERGRID was trading at 255.75. The strike last trading price was 23.45, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 24 Feb POWERGRID was trading at 259.15. The strike last trading price was 23.45, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 21 Feb POWERGRID was trading at 261.90. The strike last trading price was 23.45, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 20 Feb POWERGRID was trading at 265.75. The strike last trading price was 23.45, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 19 Feb POWERGRID was trading at 263.05. The strike last trading price was 23.45, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0


On 18 Feb POWERGRID was trading at 266.95. The strike last trading price was 23.45, which was -30.65 lower than the previous day. The implied volatity was 18.32, the open interest changed by 0 which decreased total open position to 0


POWERGRID 27MAR2025 245 PE
Delta: -0.07
Vega: 0.07
Theta: -0.08
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
13 Mar 267.65 0.6 -0.15 33.83 92 -6 306
12 Mar 267.10 0.75 -0.05 33.97 342 -7 313
11 Mar 267.30 0.8 0.05 33.77 227 -6 325
10 Mar 271.30 0.7 -0.6 35.03 692 25 335
7 Mar 263.30 1.3 0.05 30.78 247 -5 310
6 Mar 266.65 1.25 -0.25 32.55 272 -36 309
5 Mar 264.40 1.45 -1.85 31.91 805 58 350
4 Mar 254.00 3.35 -0.4 30.11 420 30 293
3 Mar 252.50 3.7 -0.75 29.29 499 4 265
28 Feb 250.85 4.15 1.25 28.68 742 65 262
27 Feb 256.25 2.85 -0.4 28.18 282 2 197
26 Feb 255.25 3.35 0.75 28.21 365 138 198
25 Feb 255.75 3.35 0.75 28.21 365 141 198
24 Feb 259.15 2.6 0.25 28.49 67 22 48
21 Feb 261.90 2.35 1.3 28.44 39 26 26
20 Feb 265.75 1.05 0 8.16 0 0 0
19 Feb 263.05 1.05 0 7.42 0 0 0
18 Feb 266.95 1.05 0 8.11 0 0 0


For Power Grid Corp. Ltd. - strike price 245 expiring on 27MAR2025

Delta for 245 PE is -0.07

Historical price for 245 PE is as follows

On 13 Mar POWERGRID was trading at 267.65. The strike last trading price was 0.6, which was -0.15 lower than the previous day. The implied volatity was 33.83, the open interest changed by -6 which decreased total open position to 306


On 12 Mar POWERGRID was trading at 267.10. The strike last trading price was 0.75, which was -0.05 lower than the previous day. The implied volatity was 33.97, the open interest changed by -7 which decreased total open position to 313


On 11 Mar POWERGRID was trading at 267.30. The strike last trading price was 0.8, which was 0.05 higher than the previous day. The implied volatity was 33.77, the open interest changed by -6 which decreased total open position to 325


On 10 Mar POWERGRID was trading at 271.30. The strike last trading price was 0.7, which was -0.6 lower than the previous day. The implied volatity was 35.03, the open interest changed by 25 which increased total open position to 335


On 7 Mar POWERGRID was trading at 263.30. The strike last trading price was 1.3, which was 0.05 higher than the previous day. The implied volatity was 30.78, the open interest changed by -5 which decreased total open position to 310


On 6 Mar POWERGRID was trading at 266.65. The strike last trading price was 1.25, which was -0.25 lower than the previous day. The implied volatity was 32.55, the open interest changed by -36 which decreased total open position to 309


On 5 Mar POWERGRID was trading at 264.40. The strike last trading price was 1.45, which was -1.85 lower than the previous day. The implied volatity was 31.91, the open interest changed by 58 which increased total open position to 350


On 4 Mar POWERGRID was trading at 254.00. The strike last trading price was 3.35, which was -0.4 lower than the previous day. The implied volatity was 30.11, the open interest changed by 30 which increased total open position to 293


On 3 Mar POWERGRID was trading at 252.50. The strike last trading price was 3.7, which was -0.75 lower than the previous day. The implied volatity was 29.29, the open interest changed by 4 which increased total open position to 265


On 28 Feb POWERGRID was trading at 250.85. The strike last trading price was 4.15, which was 1.25 higher than the previous day. The implied volatity was 28.68, the open interest changed by 65 which increased total open position to 262


On 27 Feb POWERGRID was trading at 256.25. The strike last trading price was 2.85, which was -0.4 lower than the previous day. The implied volatity was 28.18, the open interest changed by 2 which increased total open position to 197


On 26 Feb POWERGRID was trading at 255.25. The strike last trading price was 3.35, which was 0.75 higher than the previous day. The implied volatity was 28.21, the open interest changed by 138 which increased total open position to 198


On 25 Feb POWERGRID was trading at 255.75. The strike last trading price was 3.35, which was 0.75 higher than the previous day. The implied volatity was 28.21, the open interest changed by 141 which increased total open position to 198


On 24 Feb POWERGRID was trading at 259.15. The strike last trading price was 2.6, which was 0.25 higher than the previous day. The implied volatity was 28.49, the open interest changed by 22 which increased total open position to 48


On 21 Feb POWERGRID was trading at 261.90. The strike last trading price was 2.35, which was 1.3 higher than the previous day. The implied volatity was 28.44, the open interest changed by 26 which increased total open position to 26


On 20 Feb POWERGRID was trading at 265.75. The strike last trading price was 1.05, which was 0 lower than the previous day. The implied volatity was 8.16, the open interest changed by 0 which decreased total open position to 0


On 19 Feb POWERGRID was trading at 263.05. The strike last trading price was 1.05, which was 0 lower than the previous day. The implied volatity was 7.42, the open interest changed by 0 which decreased total open position to 0


On 18 Feb POWERGRID was trading at 266.95. The strike last trading price was 1.05, which was 0 lower than the previous day. The implied volatity was 8.11, the open interest changed by 0 which decreased total open position to 0