POWERGRID
Power Grid Corp. Ltd.
Historical option data for POWERGRID
13 Mar 2025 04:12 PM IST
| POWERGRID 27MAR2025 255 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.94
Vega: 0.07
Theta: -0.11
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 13 Mar | 267.65 | 14.3 | -0.6 | 18.30 | 60 | 19 | 406 | |||
| 12 Mar | 267.10 | 14.6 | -0.5 | 25.72 | 88 | 5 | 388 | |||
| 11 Mar | 267.30 | 15 | -2.95 | 25.88 | 30 | -4 | 387 | |||
| 10 Mar | 271.30 | 17.8 | 5.4 | 20.85 | 112 | 17 | 390 | |||
| 7 Mar | 263.30 | 12.2 | -2.65 | 25.24 | 154 | -23 | 373 | |||
| 6 Mar | 266.65 | 14.15 | 0.7 | 22.28 | 368 | 24 | 397 | |||
| 5 Mar | 264.40 | 13.5 | 6.45 | 24.72 | 994 | -119 | 374 | |||
| 4 Mar | 254.00 | 7.1 | 1 | 26.54 | 1,105 | 82 | 491 | |||
| 3 Mar | 252.50 | 6.25 | 0.2 | 25.44 | 1,121 | 132 | 407 | |||
| 28 Feb | 250.85 | 6.25 | -2.45 | 25.16 | 895 | 151 | 280 | |||
| 27 Feb | 256.25 | 8.7 | -0.25 | 24.29 | 420 | 51 | 129 | |||
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| 26 Feb | 255.25 | 8.8 | -2.85 | 26.07 | 79 | 51 | 75 | |||
| 25 Feb | 255.75 | 8.8 | -2.85 | 26.07 | 79 | 48 | 75 | |||
| 24 Feb | 259.15 | 11.5 | -1.95 | 26.73 | 23 | 12 | 26 | |||
| 21 Feb | 261.90 | 13.45 | -31.75 | 26.20 | 17 | 13 | 13 | |||
| 20 Feb | 265.75 | 45.2 | 0 | - | 0 | 0 | 0 | |||
| 19 Feb | 263.05 | 45.2 | 0 | - | 0 | 0 | 0 | |||
| 18 Feb | 266.95 | 45.2 | 0 | - | 0 | 0 | 0 | |||
| 17 Feb | 263.20 | 45.2 | 0 | - | 0 | 0 | 0 | |||
| 14 Feb | 257.35 | 45.2 | 0 | - | 0 | 0 | 0 | |||
| 13 Feb | 259.15 | 45.2 | 0 | - | 0 | 0 | 0 | |||
| 12 Feb | 257.05 | 45.2 | 0 | - | 0 | 0 | 0 | |||
| 11 Feb | 261.45 | 45.2 | 0 | - | 0 | 0 | 0 | |||
| 10 Feb | 268.70 | 45.2 | 0 | - | 0 | 0 | 0 | |||
For Power Grid Corp. Ltd. - strike price 255 expiring on 27MAR2025
Delta for 255 CE is 0.94
Historical price for 255 CE is as follows
On 13 Mar POWERGRID was trading at 267.65. The strike last trading price was 14.3, which was -0.6 lower than the previous day. The implied volatity was 18.30, the open interest changed by 19 which increased total open position to 406
On 12 Mar POWERGRID was trading at 267.10. The strike last trading price was 14.6, which was -0.5 lower than the previous day. The implied volatity was 25.72, the open interest changed by 5 which increased total open position to 388
On 11 Mar POWERGRID was trading at 267.30. The strike last trading price was 15, which was -2.95 lower than the previous day. The implied volatity was 25.88, the open interest changed by -4 which decreased total open position to 387
On 10 Mar POWERGRID was trading at 271.30. The strike last trading price was 17.8, which was 5.4 higher than the previous day. The implied volatity was 20.85, the open interest changed by 17 which increased total open position to 390
On 7 Mar POWERGRID was trading at 263.30. The strike last trading price was 12.2, which was -2.65 lower than the previous day. The implied volatity was 25.24, the open interest changed by -23 which decreased total open position to 373
On 6 Mar POWERGRID was trading at 266.65. The strike last trading price was 14.15, which was 0.7 higher than the previous day. The implied volatity was 22.28, the open interest changed by 24 which increased total open position to 397
On 5 Mar POWERGRID was trading at 264.40. The strike last trading price was 13.5, which was 6.45 higher than the previous day. The implied volatity was 24.72, the open interest changed by -119 which decreased total open position to 374
On 4 Mar POWERGRID was trading at 254.00. The strike last trading price was 7.1, which was 1 higher than the previous day. The implied volatity was 26.54, the open interest changed by 82 which increased total open position to 491
On 3 Mar POWERGRID was trading at 252.50. The strike last trading price was 6.25, which was 0.2 higher than the previous day. The implied volatity was 25.44, the open interest changed by 132 which increased total open position to 407
On 28 Feb POWERGRID was trading at 250.85. The strike last trading price was 6.25, which was -2.45 lower than the previous day. The implied volatity was 25.16, the open interest changed by 151 which increased total open position to 280
On 27 Feb POWERGRID was trading at 256.25. The strike last trading price was 8.7, which was -0.25 lower than the previous day. The implied volatity was 24.29, the open interest changed by 51 which increased total open position to 129
On 26 Feb POWERGRID was trading at 255.25. The strike last trading price was 8.8, which was -2.85 lower than the previous day. The implied volatity was 26.07, the open interest changed by 51 which increased total open position to 75
On 25 Feb POWERGRID was trading at 255.75. The strike last trading price was 8.8, which was -2.85 lower than the previous day. The implied volatity was 26.07, the open interest changed by 48 which increased total open position to 75
On 24 Feb POWERGRID was trading at 259.15. The strike last trading price was 11.5, which was -1.95 lower than the previous day. The implied volatity was 26.73, the open interest changed by 12 which increased total open position to 26
On 21 Feb POWERGRID was trading at 261.90. The strike last trading price was 13.45, which was -31.75 lower than the previous day. The implied volatity was 26.20, the open interest changed by 13 which increased total open position to 13
On 20 Feb POWERGRID was trading at 265.75. The strike last trading price was 45.2, which was 0 lower than the previous day. The implied volatity was -, 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 45.2, which was 0 lower than the previous day. The implied volatity was -, 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 45.2, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 17 Feb POWERGRID was trading at 263.20. The strike last trading price was 45.2, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 Feb POWERGRID was trading at 257.35. The strike last trading price was 45.2, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Feb POWERGRID was trading at 259.15. The strike last trading price was 45.2, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Feb POWERGRID was trading at 257.05. The strike last trading price was 45.2, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Feb POWERGRID was trading at 261.45. The strike last trading price was 45.2, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Feb POWERGRID was trading at 268.70. The strike last trading price was 45.2, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| POWERGRID 27MAR2025 255 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.16
Vega: 0.13
Theta: -0.12
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 13 Mar | 267.65 | 1.35 | -0.4 | 28.88 | 497 | -21 | 683 |
| 12 Mar | 267.10 | 1.75 | -0.1 | 30.02 | 1,277 | 262 | 1,207 |
| 11 Mar | 267.30 | 1.7 | 0.05 | 29.14 | 1,187 | 168 | 949 |
| 10 Mar | 271.30 | 1.6 | -1.35 | 31.85 | 1,221 | 163 | 784 |
| 7 Mar | 263.30 | 3 | 0.4 | 28.20 | 701 | 75 | 621 |
| 6 Mar | 266.65 | 2.6 | -0.6 | 29.29 | 546 | 42 | 546 |
| 5 Mar | 264.40 | 3.1 | -3.65 | 29.30 | 1,049 | 58 | 513 |
| 4 Mar | 254.00 | 6.7 | -1 | 27.73 | 573 | 87 | 456 |
| 3 Mar | 252.50 | 7.65 | -1 | 28.23 | 558 | 11 | 371 |
| 28 Feb | 250.85 | 8.3 | 2.3 | 27.83 | 848 | 46 | 360 |
| 27 Feb | 256.25 | 6 | -0.5 | 27.00 | 511 | 161 | 314 |
| 26 Feb | 255.25 | 6.8 | 1.35 | 27.24 | 247 | 75 | 153 |
| 25 Feb | 255.75 | 6.8 | 1.35 | 27.24 | 247 | 75 | 153 |
| 24 Feb | 259.15 | 5.45 | 0.65 | 27.63 | 51 | 23 | 77 |
| 21 Feb | 261.90 | 4.75 | 0 | 27.13 | 73 | 49 | 52 |
| 20 Feb | 265.75 | 4.75 | 0 | 0.00 | 0 | 0 | 0 |
| 19 Feb | 263.05 | 4.75 | 0 | 0.00 | 0 | 1 | 0 |
| 18 Feb | 266.95 | 4.75 | -1.45 | 30.32 | 1 | 0 | 2 |
| 17 Feb | 263.20 | 6.2 | 0 | 32.35 | 1 | 0 | 2 |
| 14 Feb | 257.35 | 6.2 | 4.2 | 24.10 | 4 | 2 | 2 |
| 13 Feb | 259.15 | 2 | 0 | 2.52 | 0 | 0 | 0 |
| 12 Feb | 257.05 | 2 | 0 | 2.05 | 0 | 0 | 0 |
| 11 Feb | 261.45 | 2 | 0 | 3.20 | 0 | 0 | 0 |
| 10 Feb | 268.70 | 2 | 0 | 5.53 | 0 | 0 | 0 |
For Power Grid Corp. Ltd. - strike price 255 expiring on 27MAR2025
Delta for 255 PE is -0.16
Historical price for 255 PE is as follows
On 13 Mar POWERGRID was trading at 267.65. The strike last trading price was 1.35, which was -0.4 lower than the previous day. The implied volatity was 28.88, the open interest changed by -21 which decreased total open position to 683
On 12 Mar POWERGRID was trading at 267.10. The strike last trading price was 1.75, which was -0.1 lower than the previous day. The implied volatity was 30.02, the open interest changed by 262 which increased total open position to 1207
On 11 Mar POWERGRID was trading at 267.30. The strike last trading price was 1.7, which was 0.05 higher than the previous day. The implied volatity was 29.14, the open interest changed by 168 which increased total open position to 949
On 10 Mar POWERGRID was trading at 271.30. The strike last trading price was 1.6, which was -1.35 lower than the previous day. The implied volatity was 31.85, the open interest changed by 163 which increased total open position to 784
On 7 Mar POWERGRID was trading at 263.30. The strike last trading price was 3, which was 0.4 higher than the previous day. The implied volatity was 28.20, the open interest changed by 75 which increased total open position to 621
On 6 Mar POWERGRID was trading at 266.65. The strike last trading price was 2.6, which was -0.6 lower than the previous day. The implied volatity was 29.29, the open interest changed by 42 which increased total open position to 546
On 5 Mar POWERGRID was trading at 264.40. The strike last trading price was 3.1, which was -3.65 lower than the previous day. The implied volatity was 29.30, the open interest changed by 58 which increased total open position to 513
On 4 Mar POWERGRID was trading at 254.00. The strike last trading price was 6.7, which was -1 lower than the previous day. The implied volatity was 27.73, the open interest changed by 87 which increased total open position to 456
On 3 Mar POWERGRID was trading at 252.50. The strike last trading price was 7.65, which was -1 lower than the previous day. The implied volatity was 28.23, the open interest changed by 11 which increased total open position to 371
On 28 Feb POWERGRID was trading at 250.85. The strike last trading price was 8.3, which was 2.3 higher than the previous day. The implied volatity was 27.83, the open interest changed by 46 which increased total open position to 360
On 27 Feb POWERGRID was trading at 256.25. The strike last trading price was 6, which was -0.5 lower than the previous day. The implied volatity was 27.00, the open interest changed by 161 which increased total open position to 314
On 26 Feb POWERGRID was trading at 255.25. The strike last trading price was 6.8, which was 1.35 higher than the previous day. The implied volatity was 27.24, the open interest changed by 75 which increased total open position to 153
On 25 Feb POWERGRID was trading at 255.75. The strike last trading price was 6.8, which was 1.35 higher than the previous day. The implied volatity was 27.24, the open interest changed by 75 which increased total open position to 153
On 24 Feb POWERGRID was trading at 259.15. The strike last trading price was 5.45, which was 0.65 higher than the previous day. The implied volatity was 27.63, the open interest changed by 23 which increased total open position to 77
On 21 Feb POWERGRID was trading at 261.90. The strike last trading price was 4.75, which was 0 lower than the previous day. The implied volatity was 27.13, the open interest changed by 49 which increased total open position to 52
On 20 Feb POWERGRID was trading at 265.75. The strike last trading price was 4.75, 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 4.75, 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 4.75, which was -1.45 lower than the previous day. The implied volatity was 30.32, the open interest changed by 0 which decreased total open position to 2
On 17 Feb POWERGRID was trading at 263.20. The strike last trading price was 6.2, which was 0 lower than the previous day. The implied volatity was 32.35, the open interest changed by 0 which decreased total open position to 2
On 14 Feb POWERGRID was trading at 257.35. The strike last trading price was 6.2, which was 4.2 higher than the previous day. The implied volatity was 24.10, the open interest changed by 2 which increased total open position to 2
On 13 Feb POWERGRID was trading at 259.15. The strike last trading price was 2, which was 0 lower than the previous day. The implied volatity was 2.52, the open interest changed by 0 which decreased total open position to 0
On 12 Feb POWERGRID was trading at 257.05. The strike last trading price was 2, which was 0 lower than the previous day. The implied volatity was 2.05, the open interest changed by 0 which decreased total open position to 0
On 11 Feb POWERGRID was trading at 261.45. The strike last trading price was 2, which was 0 lower than the previous day. The implied volatity was 3.20, the open interest changed by 0 which decreased total open position to 0
On 10 Feb POWERGRID was trading at 268.70. The strike last trading price was 2, which was 0 lower than the previous day. The implied volatity was 5.53, the open interest changed by 0 which decreased total open position to 0
