POWERGRID
Power Grid Corp. Ltd.
Historical option data for POWERGRID
26 Dec 2024 04:12 PM IST
| POWERGRID 30JAN2025 305 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.68
Vega: 0.34
Theta: -0.15
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 26 Dec | 310.30 | 12.7 | -0.10 | 20.17 | 23 | 13 | 28 | |||
| 24 Dec | 310.10 | 12.8 | -3.95 | 20.93 | 21 | 12 | 15 | |||
| 23 Dec | 315.30 | 16.75 | -22.15 | 21.15 | 9 | 3 | 3 | |||
| 20 Dec | 315.80 | 38.9 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Dec | 321.65 | 38.9 | 0.00 | - | 0 | 0 | 0 | |||
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| 18 Dec | 321.55 | 38.9 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Dec | 329.80 | 38.9 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Dec | 335.00 | 38.9 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Dec | 333.85 | 38.9 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Dec | 329.20 | 38.9 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Dec | 327.55 | 38.9 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Dec | 327.90 | 38.9 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Dec | 329.10 | 38.9 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Dec | 328.90 | 38.9 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Dec | 328.35 | 38.9 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Dec | 325.05 | 38.9 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Dec | 329.65 | 38.9 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Dec | 327.85 | 38.9 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Nov | 329.40 | 38.9 | - | 0 | 0 | 0 | ||||
For Power Grid Corp. Ltd. - strike price 305 expiring on 30JAN2025
Delta for 305 CE is 0.68
Historical price for 305 CE is as follows
On 26 Dec POWERGRID was trading at 310.30. The strike last trading price was 12.7, which was -0.10 lower than the previous day. The implied volatity was 20.17, the open interest changed by 13 which increased total open position to 28
On 24 Dec POWERGRID was trading at 310.10. The strike last trading price was 12.8, which was -3.95 lower than the previous day. The implied volatity was 20.93, the open interest changed by 12 which increased total open position to 15
On 23 Dec POWERGRID was trading at 315.30. The strike last trading price was 16.75, which was -22.15 lower than the previous day. The implied volatity was 21.15, the open interest changed by 3 which increased total open position to 3
On 20 Dec POWERGRID was trading at 315.80. The strike last trading price was 38.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 19 Dec POWERGRID was trading at 321.65. The strike last trading price was 38.9, which was 0.00 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 321.55. The strike last trading price was 38.9, which was 0.00 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 329.80. The strike last trading price was 38.9, which was 0.00 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 335.00. The strike last trading price was 38.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Dec POWERGRID was trading at 333.85. The strike last trading price was 38.9, which was 0.00 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 329.20. The strike last trading price was 38.9, which was 0.00 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 327.55. The strike last trading price was 38.9, which was 0.00 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 327.90. The strike last trading price was 38.9, which was 0.00 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 329.10. The strike last trading price was 38.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Dec POWERGRID was trading at 328.90. The strike last trading price was 38.9, which was 0.00 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 328.35. The strike last trading price was 38.9, which was 0.00 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 325.05. The strike last trading price was 38.9, which was 0.00 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 329.65. The strike last trading price was 38.9, which was 0.00 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 327.85. The strike last trading price was 38.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 29 Nov POWERGRID was trading at 329.40. The strike last trading price was 38.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| POWERGRID 30JAN2025 305 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.33
Vega: 0.35
Theta: -0.08
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 26 Dec | 310.30 | 4.95 | -0.40 | 22.66 | 192 | 71 | 121 |
| 24 Dec | 310.10 | 5.35 | 0.80 | 22.66 | 95 | 13 | 50 |
| 23 Dec | 315.30 | 4.55 | 0.45 | 24.77 | 61 | 22 | 37 |
| 20 Dec | 315.80 | 4.1 | 1.90 | 23.17 | 17 | -2 | 17 |
| 19 Dec | 321.65 | 2.2 | -0.40 | 21.72 | 79 | 2 | 17 |
| 18 Dec | 321.55 | 2.6 | 0.00 | 22.21 | 2 | 0 | 14 |
| 17 Dec | 329.80 | 2.6 | 0.00 | 0.00 | 0 | 0 | 0 |
| 16 Dec | 335.00 | 2.6 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Dec | 333.85 | 2.6 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Dec | 329.20 | 2.6 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Dec | 327.55 | 2.6 | 0.00 | 0.00 | 0 | 0 | 0 |
| 10 Dec | 327.90 | 2.6 | 0.00 | 0.00 | 0 | 0 | 0 |
| 9 Dec | 329.10 | 2.6 | 0.00 | 0.00 | 0 | 11 | 0 |
| 6 Dec | 328.90 | 2.6 | -0.90 | 24.27 | 192 | 11 | 14 |
| 5 Dec | 328.35 | 3.5 | -2.90 | 26.53 | 230 | 4 | 4 |
| 4 Dec | 325.05 | 6.4 | 0.00 | 5.92 | 0 | 0 | 0 |
| 3 Dec | 329.65 | 6.4 | 0.00 | 6.87 | 0 | 0 | 0 |
| 2 Dec | 327.85 | 6.4 | 0.00 | 6.41 | 0 | 0 | 0 |
| 29 Nov | 329.40 | 6.4 | 6.54 | 0 | 0 | 0 | |
For Power Grid Corp. Ltd. - strike price 305 expiring on 30JAN2025
Delta for 305 PE is -0.33
Historical price for 305 PE is as follows
On 26 Dec POWERGRID was trading at 310.30. The strike last trading price was 4.95, which was -0.40 lower than the previous day. The implied volatity was 22.66, the open interest changed by 71 which increased total open position to 121
On 24 Dec POWERGRID was trading at 310.10. The strike last trading price was 5.35, which was 0.80 higher than the previous day. The implied volatity was 22.66, the open interest changed by 13 which increased total open position to 50
On 23 Dec POWERGRID was trading at 315.30. The strike last trading price was 4.55, which was 0.45 higher than the previous day. The implied volatity was 24.77, the open interest changed by 22 which increased total open position to 37
On 20 Dec POWERGRID was trading at 315.80. The strike last trading price was 4.1, which was 1.90 higher than the previous day. The implied volatity was 23.17, the open interest changed by -2 which decreased total open position to 17
On 19 Dec POWERGRID was trading at 321.65. The strike last trading price was 2.2, which was -0.40 lower than the previous day. The implied volatity was 21.72, the open interest changed by 2 which increased total open position to 17
On 18 Dec POWERGRID was trading at 321.55. The strike last trading price was 2.6, which was 0.00 lower than the previous day. The implied volatity was 22.21, the open interest changed by 0 which decreased total open position to 14
On 17 Dec POWERGRID was trading at 329.80. The strike last trading price was 2.6, which was 0.00 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 16 Dec POWERGRID was trading at 335.00. The strike last trading price was 2.6, which was 0.00 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 13 Dec POWERGRID was trading at 333.85. The strike last trading price was 2.6, which was 0.00 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 12 Dec POWERGRID was trading at 329.20. The strike last trading price was 2.6, which was 0.00 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 11 Dec POWERGRID was trading at 327.55. The strike last trading price was 2.6, which was 0.00 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 10 Dec POWERGRID was trading at 327.90. The strike last trading price was 2.6, which was 0.00 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 9 Dec POWERGRID was trading at 329.10. The strike last trading price was 2.6, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 11 which increased total open position to 0
On 6 Dec POWERGRID was trading at 328.90. The strike last trading price was 2.6, which was -0.90 lower than the previous day. The implied volatity was 24.27, the open interest changed by 11 which increased total open position to 14
On 5 Dec POWERGRID was trading at 328.35. The strike last trading price was 3.5, which was -2.90 lower than the previous day. The implied volatity was 26.53, the open interest changed by 4 which increased total open position to 4
On 4 Dec POWERGRID was trading at 325.05. The strike last trading price was 6.4, which was 0.00 lower than the previous day. The implied volatity was 5.92, the open interest changed by 0 which decreased total open position to 0
On 3 Dec POWERGRID was trading at 329.65. The strike last trading price was 6.4, which was 0.00 lower than the previous day. The implied volatity was 6.87, the open interest changed by 0 which decreased total open position to 0
On 2 Dec POWERGRID was trading at 327.85. The strike last trading price was 6.4, which was 0.00 lower than the previous day. The implied volatity was 6.41, the open interest changed by 0 which decreased total open position to 0
On 29 Nov POWERGRID was trading at 329.40. The strike last trading price was 6.4, which was lower than the previous day. The implied volatity was 6.54, the open interest changed by 0 which decreased total open position to 0
