POWERGRID
Power Grid Corp. Ltd.
Historical option data for POWERGRID
09 Jan 2026 04:12 PM IST
| POWERGRID 27-JAN-2026 267.5 CE | ||||||||||||||||
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Delta: 0.26
Vega: 0.18
Theta: -0.11
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 9 Jan | 258.00 | 1.55 | -0.5 | 17.93 | 856 | 84 | 476 | |||||||||
| 8 Jan | 259.30 | 1.85 | -2.05 | 18.69 | 523 | 67 | 393 | |||||||||
| 7 Jan | 264.10 | 3.85 | -2.15 | 18.94 | 561 | 114 | 326 | |||||||||
| 6 Jan | 268.55 | 6.05 | -1.75 | 19.10 | 327 | 66 | 216 | |||||||||
| 5 Jan | 271.65 | 7.55 | -0.45 | 17.30 | 108 | -7 | 150 | |||||||||
| 2 Jan | 270.95 | 8 | 2.95 | 17.02 | 582 | 43 | 157 | |||||||||
| 1 Jan | 266.80 | 5.15 | 1.35 | 14.45 | 396 | 14 | 112 | |||||||||
| 31 Dec | 264.60 | 3.75 | 0.9 | 15.25 | 384 | 4 | 103 | |||||||||
| 30 Dec | 260.35 | 2.85 | -0.65 | 18.36 | 145 | 35 | 103 | |||||||||
| 29 Dec | 260.60 | 3.5 | -2.2 | 18.56 | 76 | 9 | 67 | |||||||||
| 26 Dec | 265.45 | 5.75 | -1.8 | 17.89 | 91 | 41 | 58 | |||||||||
| 24 Dec | 268.05 | 7.55 | 0.95 | 17.75 | 12 | 6 | 17 | |||||||||
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| 23 Dec | 267.00 | 6.5 | 3.7 | 17.08 | 19 | 10 | 11 | |||||||||
| 22 Dec | 265.00 | 2.8 | -14.9 | - | 0 | 0 | 1 | |||||||||
| 19 Dec | 263.45 | 2.8 | -14.9 | - | 0 | 0 | 1 | |||||||||
| 18 Dec | 257.95 | 2.8 | -14.9 | 15.92 | 1 | 0 | 0 | |||||||||
| 17 Dec | 261.10 | 17.7 | 0 | 1.28 | 0 | 0 | 0 | |||||||||
| 16 Dec | 260.35 | 17.7 | 0 | 1.64 | 0 | 0 | 0 | |||||||||
| 15 Dec | 262.20 | 17.7 | 0 | 0.86 | 0 | 0 | 0 | |||||||||
| 12 Dec | 263.60 | 17.7 | 0 | 0.23 | 0 | 0 | 0 | |||||||||
| 11 Dec | 264.80 | 17.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Dec | 265.50 | 17.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Dec | 264.55 | 17.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 8 Dec | 265.20 | 17.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Dec | 269.80 | 17.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Dec | 269.10 | 17.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Dec | 268.45 | 17.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Dec | 267.45 | 17.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Dec | 269.65 | 17.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 28 Nov | 269.95 | 17.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Nov | 273.70 | 17.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 Nov | 275.05 | 17.7 | 0 | - | 0 | 0 | 0 | |||||||||
For Power Grid Corp. Ltd. - strike price 267.5 expiring on 27JAN2026
Delta for 267.5 CE is 0.26
Historical price for 267.5 CE is as follows
On 9 Jan POWERGRID was trading at 258.00. The strike last trading price was 1.55, which was -0.5 lower than the previous day. The implied volatity was 17.93, the open interest changed by 84 which increased total open position to 476
On 8 Jan POWERGRID was trading at 259.30. The strike last trading price was 1.85, which was -2.05 lower than the previous day. The implied volatity was 18.69, the open interest changed by 67 which increased total open position to 393
On 7 Jan POWERGRID was trading at 264.10. The strike last trading price was 3.85, which was -2.15 lower than the previous day. The implied volatity was 18.94, the open interest changed by 114 which increased total open position to 326
On 6 Jan POWERGRID was trading at 268.55. The strike last trading price was 6.05, which was -1.75 lower than the previous day. The implied volatity was 19.10, the open interest changed by 66 which increased total open position to 216
On 5 Jan POWERGRID was trading at 271.65. The strike last trading price was 7.55, which was -0.45 lower than the previous day. The implied volatity was 17.30, the open interest changed by -7 which decreased total open position to 150
On 2 Jan POWERGRID was trading at 270.95. The strike last trading price was 8, which was 2.95 higher than the previous day. The implied volatity was 17.02, the open interest changed by 43 which increased total open position to 157
On 1 Jan POWERGRID was trading at 266.80. The strike last trading price was 5.15, which was 1.35 higher than the previous day. The implied volatity was 14.45, the open interest changed by 14 which increased total open position to 112
On 31 Dec POWERGRID was trading at 264.60. The strike last trading price was 3.75, which was 0.9 higher than the previous day. The implied volatity was 15.25, the open interest changed by 4 which increased total open position to 103
On 30 Dec POWERGRID was trading at 260.35. The strike last trading price was 2.85, which was -0.65 lower than the previous day. The implied volatity was 18.36, the open interest changed by 35 which increased total open position to 103
On 29 Dec POWERGRID was trading at 260.60. The strike last trading price was 3.5, which was -2.2 lower than the previous day. The implied volatity was 18.56, the open interest changed by 9 which increased total open position to 67
On 26 Dec POWERGRID was trading at 265.45. The strike last trading price was 5.75, which was -1.8 lower than the previous day. The implied volatity was 17.89, the open interest changed by 41 which increased total open position to 58
On 24 Dec POWERGRID was trading at 268.05. The strike last trading price was 7.55, which was 0.95 higher than the previous day. The implied volatity was 17.75, the open interest changed by 6 which increased total open position to 17
On 23 Dec POWERGRID was trading at 267.00. The strike last trading price was 6.5, which was 3.7 higher than the previous day. The implied volatity was 17.08, the open interest changed by 10 which increased total open position to 11
On 22 Dec POWERGRID was trading at 265.00. The strike last trading price was 2.8, which was -14.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 19 Dec POWERGRID was trading at 263.45. The strike last trading price was 2.8, which was -14.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 18 Dec POWERGRID was trading at 257.95. The strike last trading price was 2.8, which was -14.9 lower than the previous day. The implied volatity was 15.92, the open interest changed by 0 which decreased total open position to 0
On 17 Dec POWERGRID was trading at 261.10. The strike last trading price was 17.7, which was 0 lower than the previous day. The implied volatity was 1.28, the open interest changed by 0 which decreased total open position to 0
On 16 Dec POWERGRID was trading at 260.35. The strike last trading price was 17.7, which was 0 lower than the previous day. The implied volatity was 1.64, the open interest changed by 0 which decreased total open position to 0
On 15 Dec POWERGRID was trading at 262.20. The strike last trading price was 17.7, which was 0 lower than the previous day. The implied volatity was 0.86, the open interest changed by 0 which decreased total open position to 0
On 12 Dec POWERGRID was trading at 263.60. The strike last trading price was 17.7, which was 0 lower than the previous day. The implied volatity was 0.23, the open interest changed by 0 which decreased total open position to 0
On 11 Dec POWERGRID was trading at 264.80. The strike last trading price was 17.7, 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 Dec POWERGRID was trading at 265.50. The strike last trading price was 17.7, 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 9 Dec POWERGRID was trading at 264.55. The strike last trading price was 17.7, 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 8 Dec POWERGRID was trading at 265.20. The strike last trading price was 17.7, 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 5 Dec POWERGRID was trading at 269.80. The strike last trading price was 17.7, 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 4 Dec POWERGRID was trading at 269.10. The strike last trading price was 17.7, 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 3 Dec POWERGRID was trading at 268.45. The strike last trading price was 17.7, 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 2 Dec POWERGRID was trading at 267.45. The strike last trading price was 17.7, 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 1 Dec POWERGRID was trading at 269.65. The strike last trading price was 17.7, 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 28 Nov POWERGRID was trading at 269.95. The strike last trading price was 17.7, 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 27 Nov POWERGRID was trading at 273.70. The strike last trading price was 17.7, 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 26 Nov POWERGRID was trading at 275.05. The strike last trading price was 17.7, 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 27JAN2026 267.5 PE | |||||||
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Delta: -0.68
Vega: 0.21
Theta: -0.09
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 9 Jan | 258.00 | 9.9 | 0.85 | 24.36 | 67 | 2 | 273 |
| 8 Jan | 259.30 | 9.45 | 3.7 | 22.30 | 85 | -35 | 272 |
| 7 Jan | 264.10 | 5.95 | 2.25 | 20.22 | 538 | 34 | 304 |
| 6 Jan | 268.55 | 3.6 | 1 | 18.04 | 564 | 48 | 272 |
| 5 Jan | 271.65 | 2.8 | 0 | 18.79 | 325 | -11 | 225 |
| 2 Jan | 270.95 | 2.8 | -1.25 | 18.11 | 702 | 128 | 236 |
| 1 Jan | 266.80 | 4 | -1.6 | 17.31 | 168 | 49 | 110 |
| 31 Dec | 264.60 | 5.6 | -3 | 17.08 | 21 | 5 | 61 |
| 30 Dec | 260.35 | 8.6 | -0.05 | 17.38 | 9 | 3 | 57 |
| 29 Dec | 260.60 | 8.65 | 3.1 | 20.57 | 6 | 2 | 55 |
| 26 Dec | 265.45 | 5.6 | 1.2 | 18.32 | 76 | 37 | 52 |
| 24 Dec | 268.05 | 4.45 | -1.3 | 18.32 | 33 | 13 | 15 |
| 23 Dec | 267.00 | 5.75 | -3.2 | - | 0 | 2 | 0 |
| 22 Dec | 265.00 | 5.75 | -3.2 | 17.66 | 2 | 0 | 0 |
| 19 Dec | 263.45 | 8.95 | 0 | - | 0 | 0 | 0 |
| 18 Dec | 257.95 | 8.95 | 0 | - | 0 | 0 | 0 |
| 17 Dec | 261.10 | 8.95 | 0 | - | 0 | 0 | 0 |
| 16 Dec | 260.35 | 8.95 | 0 | - | 0 | 0 | 0 |
| 15 Dec | 262.20 | 8.95 | 0 | - | 0 | 0 | 0 |
| 12 Dec | 263.60 | 8.95 | 0 | - | 0 | 0 | 0 |
| 11 Dec | 264.80 | 8.95 | 0 | 0.23 | 0 | 0 | 0 |
| 10 Dec | 265.50 | 8.95 | 0 | 0.34 | 0 | 0 | 0 |
| 9 Dec | 264.55 | 8.95 | 0 | 0.21 | 0 | 0 | 0 |
| 8 Dec | 265.20 | 8.95 | 0 | 0.49 | 0 | 0 | 0 |
| 5 Dec | 269.80 | 8.95 | 0 | 2.05 | 0 | 0 | 0 |
| 4 Dec | 269.10 | 8.95 | 0 | 1.93 | 0 | 0 | 0 |
| 3 Dec | 268.45 | 8.95 | 0 | 1.54 | 0 | 0 | 0 |
| 2 Dec | 267.45 | 8.95 | 0 | 1.42 | 0 | 0 | 0 |
| 1 Dec | 269.65 | 8.95 | 0 | 2.03 | 0 | 0 | 0 |
| 28 Nov | 269.95 | 8.95 | 0 | 1.96 | 0 | 0 | 0 |
| 27 Nov | 273.70 | 8.95 | 0 | 2.97 | 0 | 0 | 0 |
| 26 Nov | 275.05 | 8.95 | 0 | 3.29 | 0 | 0 | 0 |
For Power Grid Corp. Ltd. - strike price 267.5 expiring on 27JAN2026
Delta for 267.5 PE is -0.68
Historical price for 267.5 PE is as follows
On 9 Jan POWERGRID was trading at 258.00. The strike last trading price was 9.9, which was 0.85 higher than the previous day. The implied volatity was 24.36, the open interest changed by 2 which increased total open position to 273
On 8 Jan POWERGRID was trading at 259.30. The strike last trading price was 9.45, which was 3.7 higher than the previous day. The implied volatity was 22.30, the open interest changed by -35 which decreased total open position to 272
On 7 Jan POWERGRID was trading at 264.10. The strike last trading price was 5.95, which was 2.25 higher than the previous day. The implied volatity was 20.22, the open interest changed by 34 which increased total open position to 304
On 6 Jan POWERGRID was trading at 268.55. The strike last trading price was 3.6, which was 1 higher than the previous day. The implied volatity was 18.04, the open interest changed by 48 which increased total open position to 272
On 5 Jan POWERGRID was trading at 271.65. The strike last trading price was 2.8, which was 0 lower than the previous day. The implied volatity was 18.79, the open interest changed by -11 which decreased total open position to 225
On 2 Jan POWERGRID was trading at 270.95. The strike last trading price was 2.8, which was -1.25 lower than the previous day. The implied volatity was 18.11, the open interest changed by 128 which increased total open position to 236
On 1 Jan POWERGRID was trading at 266.80. The strike last trading price was 4, which was -1.6 lower than the previous day. The implied volatity was 17.31, the open interest changed by 49 which increased total open position to 110
On 31 Dec POWERGRID was trading at 264.60. The strike last trading price was 5.6, which was -3 lower than the previous day. The implied volatity was 17.08, the open interest changed by 5 which increased total open position to 61
On 30 Dec POWERGRID was trading at 260.35. The strike last trading price was 8.6, which was -0.05 lower than the previous day. The implied volatity was 17.38, the open interest changed by 3 which increased total open position to 57
On 29 Dec POWERGRID was trading at 260.60. The strike last trading price was 8.65, which was 3.1 higher than the previous day. The implied volatity was 20.57, the open interest changed by 2 which increased total open position to 55
On 26 Dec POWERGRID was trading at 265.45. The strike last trading price was 5.6, which was 1.2 higher than the previous day. The implied volatity was 18.32, the open interest changed by 37 which increased total open position to 52
On 24 Dec POWERGRID was trading at 268.05. The strike last trading price was 4.45, which was -1.3 lower than the previous day. The implied volatity was 18.32, the open interest changed by 13 which increased total open position to 15
On 23 Dec POWERGRID was trading at 267.00. The strike last trading price was 5.75, which was -3.2 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0
On 22 Dec POWERGRID was trading at 265.00. The strike last trading price was 5.75, which was -3.2 lower than the previous day. The implied volatity was 17.66, the open interest changed by 0 which decreased total open position to 0
On 19 Dec POWERGRID was trading at 263.45. The strike last trading price was 8.95, 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 Dec POWERGRID was trading at 257.95. The strike last trading price was 8.95, 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 Dec POWERGRID was trading at 261.10. The strike last trading price was 8.95, 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 16 Dec POWERGRID was trading at 260.35. The strike last trading price was 8.95, 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 15 Dec POWERGRID was trading at 262.20. The strike last trading price was 8.95, 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 Dec POWERGRID was trading at 263.60. The strike last trading price was 8.95, 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 Dec POWERGRID was trading at 264.80. The strike last trading price was 8.95, which was 0 lower than the previous day. The implied volatity was 0.23, the open interest changed by 0 which decreased total open position to 0
On 10 Dec POWERGRID was trading at 265.50. The strike last trading price was 8.95, which was 0 lower than the previous day. The implied volatity was 0.34, the open interest changed by 0 which decreased total open position to 0
On 9 Dec POWERGRID was trading at 264.55. The strike last trading price was 8.95, which was 0 lower than the previous day. The implied volatity was 0.21, the open interest changed by 0 which decreased total open position to 0
On 8 Dec POWERGRID was trading at 265.20. The strike last trading price was 8.95, which was 0 lower than the previous day. The implied volatity was 0.49, the open interest changed by 0 which decreased total open position to 0
On 5 Dec POWERGRID was trading at 269.80. The strike last trading price was 8.95, 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 4 Dec POWERGRID was trading at 269.10. The strike last trading price was 8.95, which was 0 lower than the previous day. The implied volatity was 1.93, the open interest changed by 0 which decreased total open position to 0
On 3 Dec POWERGRID was trading at 268.45. The strike last trading price was 8.95, which was 0 lower than the previous day. The implied volatity was 1.54, the open interest changed by 0 which decreased total open position to 0
On 2 Dec POWERGRID was trading at 267.45. The strike last trading price was 8.95, which was 0 lower than the previous day. The implied volatity was 1.42, the open interest changed by 0 which decreased total open position to 0
On 1 Dec POWERGRID was trading at 269.65. The strike last trading price was 8.95, which was 0 lower than the previous day. The implied volatity was 2.03, the open interest changed by 0 which decreased total open position to 0
On 28 Nov POWERGRID was trading at 269.95. The strike last trading price was 8.95, which was 0 lower than the previous day. The implied volatity was 1.96, the open interest changed by 0 which decreased total open position to 0
On 27 Nov POWERGRID was trading at 273.70. The strike last trading price was 8.95, which was 0 lower than the previous day. The implied volatity was 2.97, the open interest changed by 0 which decreased total open position to 0
On 26 Nov POWERGRID was trading at 275.05. The strike last trading price was 8.95, which was 0 lower than the previous day. The implied volatity was 3.29, the open interest changed by 0 which decreased total open position to 0































































































































































































































