POWERGRID
Power Grid Corp. Ltd.
Historical option data for POWERGRID
20 Dec 2024 04:12 PM IST
| POWERGRID 26DEC2024 315 CE | ||||||||||
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Delta: 0.57
Vega: 0.16
Theta: -0.32
Gamma: 0.05
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 315.80 | 3.95 | -5.50 | 20.33 | 1,478 | 127 | 286 | |||
| 19 Dec | 321.65 | 9.45 | 0.15 | 22.08 | 749 | 9 | 161 | |||
| 18 Dec | 321.55 | 9.3 | -6.90 | 25.09 | 294 | 34 | 150 | |||
| 17 Dec | 329.80 | 16.2 | -5.00 | 21.14 | 26 | 1 | 118 | |||
| 16 Dec | 335.00 | 21.2 | 1.50 | 28.02 | 3 | 1 | 117 | |||
| 13 Dec | 333.85 | 19.7 | 3.20 | - | 61 | -14 | 117 | |||
| 12 Dec | 329.20 | 16.5 | 1.80 | 17.96 | 45 | -12 | 129 | |||
| 11 Dec | 327.55 | 14.7 | 0.25 | 19.01 | 34 | 2 | 141 | |||
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| 10 Dec | 327.90 | 14.45 | -2.75 | 11.02 | 44 | -4 | 139 | |||
| 9 Dec | 329.10 | 17.2 | -0.15 | 22.71 | 2 | 0 | 142 | |||
| 6 Dec | 328.90 | 17.35 | 0.95 | 21.51 | 14 | 6 | 143 | |||
| 5 Dec | 328.35 | 16.4 | 2.20 | 18.64 | 349 | -15 | 132 | |||
| 4 Dec | 325.05 | 14.2 | -4.55 | 20.21 | 273 | 73 | 153 | |||
| 3 Dec | 329.65 | 18.75 | 0.55 | 23.20 | 49 | 9 | 81 | |||
| 2 Dec | 327.85 | 18.2 | 0.40 | 25.37 | 16 | -1 | 72 | |||
| 29 Nov | 329.40 | 17.8 | -5.30 | 18.67 | 49 | 18 | 71 | |||
| 28 Nov | 333.65 | 23.1 | -4.95 | 22.24 | 20 | 11 | 52 | |||
| 27 Nov | 339.25 | 28.05 | 0.40 | 27.86 | 7 | 5 | 40 | |||
| 26 Nov | 338.80 | 27.65 | 2.00 | 27.57 | 30 | 24 | 35 | |||
| 25 Nov | 342.75 | 25.65 | 12.15 | - | 2 | 0 | 9 | |||
| 22 Nov | 336.95 | 13.5 | 0.00 | 0.00 | 0 | -1 | 0 | |||
| 21 Nov | 325.90 | 13.5 | 3.60 | 8.44 | 12 | -1 | 9 | |||
| 20 Nov | 315.05 | 9.9 | 0.00 | 21.79 | 17 | 6 | 9 | |||
| 19 Nov | 315.05 | 9.9 | 1.00 | 21.79 | 17 | 5 | 9 | |||
| 18 Nov | 312.05 | 8.9 | -4.10 | 21.84 | 4 | 2 | 3 | |||
| 14 Nov | 312.10 | 13 | 3.00 | 29.35 | 1 | 0 | 1 | |||
| 13 Nov | 318.00 | 10 | -12.10 | 13.22 | 1 | 0 | 0 | |||
| 12 Nov | 322.70 | 22.1 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 329.80 | 22.1 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 316.25 | 22.1 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 312.95 | 22.1 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 318.50 | 22.1 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 316.60 | 22.1 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 315.45 | 22.1 | - | 0 | 0 | 0 | ||||
For Power Grid Corp. Ltd. - strike price 315 expiring on 26DEC2024
Delta for 315 CE is 0.57
Historical price for 315 CE is as follows
On 20 Dec POWERGRID was trading at 315.80. The strike last trading price was 3.95, which was -5.50 lower than the previous day. The implied volatity was 20.33, the open interest changed by 127 which increased total open position to 286
On 19 Dec POWERGRID was trading at 321.65. The strike last trading price was 9.45, which was 0.15 higher than the previous day. The implied volatity was 22.08, the open interest changed by 9 which increased total open position to 161
On 18 Dec POWERGRID was trading at 321.55. The strike last trading price was 9.3, which was -6.90 lower than the previous day. The implied volatity was 25.09, the open interest changed by 34 which increased total open position to 150
On 17 Dec POWERGRID was trading at 329.80. The strike last trading price was 16.2, which was -5.00 lower than the previous day. The implied volatity was 21.14, the open interest changed by 1 which increased total open position to 118
On 16 Dec POWERGRID was trading at 335.00. The strike last trading price was 21.2, which was 1.50 higher than the previous day. The implied volatity was 28.02, the open interest changed by 1 which increased total open position to 117
On 13 Dec POWERGRID was trading at 333.85. The strike last trading price was 19.7, which was 3.20 higher than the previous day. The implied volatity was -, the open interest changed by -14 which decreased total open position to 117
On 12 Dec POWERGRID was trading at 329.20. The strike last trading price was 16.5, which was 1.80 higher than the previous day. The implied volatity was 17.96, the open interest changed by -12 which decreased total open position to 129
On 11 Dec POWERGRID was trading at 327.55. The strike last trading price was 14.7, which was 0.25 higher than the previous day. The implied volatity was 19.01, the open interest changed by 2 which increased total open position to 141
On 10 Dec POWERGRID was trading at 327.90. The strike last trading price was 14.45, which was -2.75 lower than the previous day. The implied volatity was 11.02, the open interest changed by -4 which decreased total open position to 139
On 9 Dec POWERGRID was trading at 329.10. The strike last trading price was 17.2, which was -0.15 lower than the previous day. The implied volatity was 22.71, the open interest changed by 0 which decreased total open position to 142
On 6 Dec POWERGRID was trading at 328.90. The strike last trading price was 17.35, which was 0.95 higher than the previous day. The implied volatity was 21.51, the open interest changed by 6 which increased total open position to 143
On 5 Dec POWERGRID was trading at 328.35. The strike last trading price was 16.4, which was 2.20 higher than the previous day. The implied volatity was 18.64, the open interest changed by -15 which decreased total open position to 132
On 4 Dec POWERGRID was trading at 325.05. The strike last trading price was 14.2, which was -4.55 lower than the previous day. The implied volatity was 20.21, the open interest changed by 73 which increased total open position to 153
On 3 Dec POWERGRID was trading at 329.65. The strike last trading price was 18.75, which was 0.55 higher than the previous day. The implied volatity was 23.20, the open interest changed by 9 which increased total open position to 81
On 2 Dec POWERGRID was trading at 327.85. The strike last trading price was 18.2, which was 0.40 higher than the previous day. The implied volatity was 25.37, the open interest changed by -1 which decreased total open position to 72
On 29 Nov POWERGRID was trading at 329.40. The strike last trading price was 17.8, which was -5.30 lower than the previous day. The implied volatity was 18.67, the open interest changed by 18 which increased total open position to 71
On 28 Nov POWERGRID was trading at 333.65. The strike last trading price was 23.1, which was -4.95 lower than the previous day. The implied volatity was 22.24, the open interest changed by 11 which increased total open position to 52
On 27 Nov POWERGRID was trading at 339.25. The strike last trading price was 28.05, which was 0.40 higher than the previous day. The implied volatity was 27.86, the open interest changed by 5 which increased total open position to 40
On 26 Nov POWERGRID was trading at 338.80. The strike last trading price was 27.65, which was 2.00 higher than the previous day. The implied volatity was 27.57, the open interest changed by 24 which increased total open position to 35
On 25 Nov POWERGRID was trading at 342.75. The strike last trading price was 25.65, which was 12.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 22 Nov POWERGRID was trading at 336.95. The strike last trading price was 13.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 21 Nov POWERGRID was trading at 325.90. The strike last trading price was 13.5, which was 3.60 higher than the previous day. The implied volatity was 8.44, the open interest changed by -1 which decreased total open position to 9
On 20 Nov POWERGRID was trading at 315.05. The strike last trading price was 9.9, which was 0.00 lower than the previous day. The implied volatity was 21.79, the open interest changed by 6 which increased total open position to 9
On 19 Nov POWERGRID was trading at 315.05. The strike last trading price was 9.9, which was 1.00 higher than the previous day. The implied volatity was 21.79, the open interest changed by 5 which increased total open position to 9
On 18 Nov POWERGRID was trading at 312.05. The strike last trading price was 8.9, which was -4.10 lower than the previous day. The implied volatity was 21.84, the open interest changed by 2 which increased total open position to 3
On 14 Nov POWERGRID was trading at 312.10. The strike last trading price was 13, which was 3.00 higher than the previous day. The implied volatity was 29.35, the open interest changed by 0 which decreased total open position to 1
On 13 Nov POWERGRID was trading at 318.00. The strike last trading price was 10, which was -12.10 lower than the previous day. The implied volatity was 13.22, the open interest changed by 0 which decreased total open position to 0
On 12 Nov POWERGRID was trading at 322.70. The strike last trading price was 22.1, 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 Nov POWERGRID was trading at 329.80. The strike last trading price was 22.1, 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 8 Nov POWERGRID was trading at 316.25. The strike last trading price was 22.1, 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 7 Nov POWERGRID was trading at 312.95. The strike last trading price was 22.1, 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 Nov POWERGRID was trading at 318.50. The strike last trading price was 22.1, 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 Nov POWERGRID was trading at 316.60. The strike last trading price was 22.1, 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 Nov POWERGRID was trading at 315.45. The strike last trading price was 22.1, 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 26DEC2024 315 PE | |||||||
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Delta: -0.44
Vega: 0.16
Theta: -0.27
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 315.80 | 3.1 | 1.85 | 22.95 | 2,979 | 8 | 641 |
| 19 Dec | 321.65 | 1.25 | -0.30 | 23.71 | 2,644 | 17 | 632 |
| 18 Dec | 321.55 | 1.55 | 0.80 | 22.71 | 2,144 | 5 | 616 |
| 17 Dec | 329.80 | 0.75 | 0.15 | 26.24 | 679 | 66 | 615 |
| 16 Dec | 335.00 | 0.6 | -0.05 | 28.16 | 340 | -57 | 552 |
| 13 Dec | 333.85 | 0.65 | -0.55 | 24.88 | 987 | 115 | 608 |
| 12 Dec | 329.20 | 1.2 | -0.50 | 24.61 | 605 | -48 | 497 |
| 11 Dec | 327.55 | 1.7 | -0.10 | 24.61 | 411 | 41 | 545 |
| 10 Dec | 327.90 | 1.8 | -0.05 | 24.87 | 738 | 45 | 508 |
| 9 Dec | 329.10 | 1.85 | 0.05 | 25.89 | 508 | 7 | 467 |
| 6 Dec | 328.90 | 1.8 | -0.55 | 23.70 | 581 | 69 | 461 |
| 5 Dec | 328.35 | 2.35 | -0.90 | 25.14 | 1,036 | 48 | 401 |
| 4 Dec | 325.05 | 3.25 | 1.00 | 25.25 | 1,026 | 13 | 353 |
| 3 Dec | 329.65 | 2.25 | -0.60 | 24.91 | 652 | 25 | 338 |
| 2 Dec | 327.85 | 2.85 | 0.00 | 25.63 | 642 | 52 | 321 |
| 29 Nov | 329.40 | 2.85 | 0.30 | 25.06 | 724 | 88 | 273 |
| 28 Nov | 333.65 | 2.55 | 0.85 | 27.47 | 504 | 126 | 188 |
| 27 Nov | 339.25 | 1.7 | -0.35 | 26.17 | 26 | 3 | 63 |
| 26 Nov | 338.80 | 2.05 | 0.25 | 27.03 | 78 | 2 | 60 |
| 25 Nov | 342.75 | 1.8 | -0.75 | 28.85 | 124 | 54 | 56 |
| 22 Nov | 336.95 | 2.55 | -2.80 | 26.44 | 36 | 21 | 23 |
| 21 Nov | 325.90 | 5.35 | -7.45 | 27.23 | 2 | 0 | 0 |
| 20 Nov | 315.05 | 12.8 | 0.00 | 0.82 | 0 | 0 | 0 |
| 19 Nov | 315.05 | 12.8 | 0.00 | 0.82 | 0 | 0 | 0 |
| 18 Nov | 312.05 | 12.8 | 0.00 | 0.12 | 0 | 0 | 0 |
| 14 Nov | 312.10 | 12.8 | 0.00 | 0.44 | 0 | 0 | 0 |
| 13 Nov | 318.00 | 12.8 | 0.00 | 2.19 | 0 | 0 | 0 |
| 12 Nov | 322.70 | 12.8 | 0.00 | 3.16 | 0 | 0 | 0 |
| 11 Nov | 329.80 | 12.8 | 0.00 | 4.99 | 0 | 0 | 0 |
| 8 Nov | 316.25 | 12.8 | 0.00 | 1.09 | 0 | 0 | 0 |
| 7 Nov | 312.95 | 12.8 | 0.00 | 0.52 | 0 | 0 | 0 |
| 6 Nov | 318.50 | 12.8 | 0.00 | 1.93 | 0 | 0 | 0 |
| 5 Nov | 316.60 | 12.8 | 0.00 | 1.75 | 0 | 0 | 0 |
| 4 Nov | 315.45 | 12.8 | 1.28 | 0 | 0 | 0 | |
For Power Grid Corp. Ltd. - strike price 315 expiring on 26DEC2024
Delta for 315 PE is -0.44
Historical price for 315 PE is as follows
On 20 Dec POWERGRID was trading at 315.80. The strike last trading price was 3.1, which was 1.85 higher than the previous day. The implied volatity was 22.95, the open interest changed by 8 which increased total open position to 641
On 19 Dec POWERGRID was trading at 321.65. The strike last trading price was 1.25, which was -0.30 lower than the previous day. The implied volatity was 23.71, the open interest changed by 17 which increased total open position to 632
On 18 Dec POWERGRID was trading at 321.55. The strike last trading price was 1.55, which was 0.80 higher than the previous day. The implied volatity was 22.71, the open interest changed by 5 which increased total open position to 616
On 17 Dec POWERGRID was trading at 329.80. The strike last trading price was 0.75, which was 0.15 higher than the previous day. The implied volatity was 26.24, the open interest changed by 66 which increased total open position to 615
On 16 Dec POWERGRID was trading at 335.00. The strike last trading price was 0.6, which was -0.05 lower than the previous day. The implied volatity was 28.16, the open interest changed by -57 which decreased total open position to 552
On 13 Dec POWERGRID was trading at 333.85. The strike last trading price was 0.65, which was -0.55 lower than the previous day. The implied volatity was 24.88, the open interest changed by 115 which increased total open position to 608
On 12 Dec POWERGRID was trading at 329.20. The strike last trading price was 1.2, which was -0.50 lower than the previous day. The implied volatity was 24.61, the open interest changed by -48 which decreased total open position to 497
On 11 Dec POWERGRID was trading at 327.55. The strike last trading price was 1.7, which was -0.10 lower than the previous day. The implied volatity was 24.61, the open interest changed by 41 which increased total open position to 545
On 10 Dec POWERGRID was trading at 327.90. The strike last trading price was 1.8, which was -0.05 lower than the previous day. The implied volatity was 24.87, the open interest changed by 45 which increased total open position to 508
On 9 Dec POWERGRID was trading at 329.10. The strike last trading price was 1.85, which was 0.05 higher than the previous day. The implied volatity was 25.89, the open interest changed by 7 which increased total open position to 467
On 6 Dec POWERGRID was trading at 328.90. The strike last trading price was 1.8, which was -0.55 lower than the previous day. The implied volatity was 23.70, the open interest changed by 69 which increased total open position to 461
On 5 Dec POWERGRID was trading at 328.35. The strike last trading price was 2.35, which was -0.90 lower than the previous day. The implied volatity was 25.14, the open interest changed by 48 which increased total open position to 401
On 4 Dec POWERGRID was trading at 325.05. The strike last trading price was 3.25, which was 1.00 higher than the previous day. The implied volatity was 25.25, the open interest changed by 13 which increased total open position to 353
On 3 Dec POWERGRID was trading at 329.65. The strike last trading price was 2.25, which was -0.60 lower than the previous day. The implied volatity was 24.91, the open interest changed by 25 which increased total open position to 338
On 2 Dec POWERGRID was trading at 327.85. The strike last trading price was 2.85, which was 0.00 lower than the previous day. The implied volatity was 25.63, the open interest changed by 52 which increased total open position to 321
On 29 Nov POWERGRID was trading at 329.40. The strike last trading price was 2.85, which was 0.30 higher than the previous day. The implied volatity was 25.06, the open interest changed by 88 which increased total open position to 273
On 28 Nov POWERGRID was trading at 333.65. The strike last trading price was 2.55, which was 0.85 higher than the previous day. The implied volatity was 27.47, the open interest changed by 126 which increased total open position to 188
On 27 Nov POWERGRID was trading at 339.25. The strike last trading price was 1.7, which was -0.35 lower than the previous day. The implied volatity was 26.17, the open interest changed by 3 which increased total open position to 63
On 26 Nov POWERGRID was trading at 338.80. The strike last trading price was 2.05, which was 0.25 higher than the previous day. The implied volatity was 27.03, the open interest changed by 2 which increased total open position to 60
On 25 Nov POWERGRID was trading at 342.75. The strike last trading price was 1.8, which was -0.75 lower than the previous day. The implied volatity was 28.85, the open interest changed by 54 which increased total open position to 56
On 22 Nov POWERGRID was trading at 336.95. The strike last trading price was 2.55, which was -2.80 lower than the previous day. The implied volatity was 26.44, the open interest changed by 21 which increased total open position to 23
On 21 Nov POWERGRID was trading at 325.90. The strike last trading price was 5.35, which was -7.45 lower than the previous day. The implied volatity was 27.23, the open interest changed by 0 which decreased total open position to 0
On 20 Nov POWERGRID was trading at 315.05. The strike last trading price was 12.8, which was 0.00 lower than the previous day. The implied volatity was 0.82, the open interest changed by 0 which decreased total open position to 0
On 19 Nov POWERGRID was trading at 315.05. The strike last trading price was 12.8, which was 0.00 lower than the previous day. The implied volatity was 0.82, the open interest changed by 0 which decreased total open position to 0
On 18 Nov POWERGRID was trading at 312.05. The strike last trading price was 12.8, which was 0.00 lower than the previous day. The implied volatity was 0.12, the open interest changed by 0 which decreased total open position to 0
On 14 Nov POWERGRID was trading at 312.10. The strike last trading price was 12.8, which was 0.00 lower than the previous day. The implied volatity was 0.44, the open interest changed by 0 which decreased total open position to 0
On 13 Nov POWERGRID was trading at 318.00. The strike last trading price was 12.8, which was 0.00 lower than the previous day. The implied volatity was 2.19, the open interest changed by 0 which decreased total open position to 0
On 12 Nov POWERGRID was trading at 322.70. The strike last trading price was 12.8, which was 0.00 lower than the previous day. The implied volatity was 3.16, the open interest changed by 0 which decreased total open position to 0
On 11 Nov POWERGRID was trading at 329.80. The strike last trading price was 12.8, which was 0.00 lower than the previous day. The implied volatity was 4.99, the open interest changed by 0 which decreased total open position to 0
On 8 Nov POWERGRID was trading at 316.25. The strike last trading price was 12.8, which was 0.00 lower than the previous day. The implied volatity was 1.09, the open interest changed by 0 which decreased total open position to 0
On 7 Nov POWERGRID was trading at 312.95. The strike last trading price was 12.8, which was 0.00 lower than the previous day. The implied volatity was 0.52, the open interest changed by 0 which decreased total open position to 0
On 6 Nov POWERGRID was trading at 318.50. The strike last trading price was 12.8, which was 0.00 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 5 Nov POWERGRID was trading at 316.60. The strike last trading price was 12.8, which was 0.00 lower than the previous day. The implied volatity was 1.75, the open interest changed by 0 which decreased total open position to 0
On 4 Nov POWERGRID was trading at 315.45. The strike last trading price was 12.8, which was lower than the previous day. The implied volatity was 1.28, the open interest changed by 0 which decreased total open position to 0
