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

315.8 -5.84 (-1.82%)

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Historical option data for POWERGRID

20 Dec 2024 04:12 PM IST
POWERGRID 26DEC2024 335 CE
Delta: 0.06
Vega: 0.05
Theta: -0.12
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
20 Dec 315.80 0.3 -0.70 28.65 2,573 29 1,743
19 Dec 321.65 1 -0.10 25.74 2,097 50 1,722
18 Dec 321.55 1.1 -1.75 26.33 3,229 12 1,675
17 Dec 329.80 2.85 -1.75 22.13 4,535 222 1,661
16 Dec 335.00 4.6 0.15 19.29 4,918 -373 1,440
13 Dec 333.85 4.45 0.90 17.11 7,567 123 1,809
12 Dec 329.20 3.55 0.45 20.21 1,773 -128 1,689
11 Dec 327.55 3.1 -0.30 20.97 1,217 157 1,817
10 Dec 327.90 3.4 -0.65 20.81 1,633 73 1,668
9 Dec 329.10 4.05 -0.50 20.29 1,638 19 1,601
6 Dec 328.90 4.55 0.25 20.43 2,901 -16 1,587
5 Dec 328.35 4.3 0.30 19.93 2,911 -34 1,606
4 Dec 325.05 4 -1.65 22.34 3,056 346 1,641
3 Dec 329.65 5.65 -0.20 21.24 1,862 -40 1,298
2 Dec 327.85 5.85 -0.70 23.30 4,859 938 1,341
29 Nov 329.40 6.55 -2.75 22.65 1,583 230 407
28 Nov 333.65 9.3 -2.35 22.64 725 110 177
27 Nov 339.25 11.65 -0.25 21.77 79 0 66
26 Nov 338.80 11.9 -3.05 22.95 68 17 65
25 Nov 342.75 14.95 3.55 20.92 223 49 49
22 Nov 336.95 11.4 -1.45 22.63 58 27 27
21 Nov 325.90 12.85 0.00 2.16 0 0 0
20 Nov 315.05 12.85 0.00 5.05 0 0 0
19 Nov 315.05 12.85 0.00 5.05 0 0 0
18 Nov 312.05 12.85 0.00 5.63 0 0 0
14 Nov 312.10 12.85 0.00 5.10 0 0 0
13 Nov 318.00 12.85 0.00 3.41 0 0 0
12 Nov 322.70 12.85 0.00 2.26 0 0 0
11 Nov 329.80 12.85 0.00 0.30 0 0 0
8 Nov 316.25 12.85 0.00 4.06 0 0 0
7 Nov 312.95 12.85 0.00 4.65 0 0 0
6 Nov 318.50 12.85 0.00 3.01 0 0 0
5 Nov 316.60 12.85 0.00 3.48 0 0 0
4 Nov 315.45 12.85 3.73 0 0 0


For Power Grid Corp. Ltd. - strike price 335 expiring on 26DEC2024

Delta for 335 CE is 0.06

Historical price for 335 CE is as follows

On 20 Dec POWERGRID was trading at 315.80. The strike last trading price was 0.3, which was -0.70 lower than the previous day. The implied volatity was 28.65, the open interest changed by 29 which increased total open position to 1743


On 19 Dec POWERGRID was trading at 321.65. The strike last trading price was 1, which was -0.10 lower than the previous day. The implied volatity was 25.74, the open interest changed by 50 which increased total open position to 1722


On 18 Dec POWERGRID was trading at 321.55. The strike last trading price was 1.1, which was -1.75 lower than the previous day. The implied volatity was 26.33, the open interest changed by 12 which increased total open position to 1675


On 17 Dec POWERGRID was trading at 329.80. The strike last trading price was 2.85, which was -1.75 lower than the previous day. The implied volatity was 22.13, the open interest changed by 222 which increased total open position to 1661


On 16 Dec POWERGRID was trading at 335.00. The strike last trading price was 4.6, which was 0.15 higher than the previous day. The implied volatity was 19.29, the open interest changed by -373 which decreased total open position to 1440


On 13 Dec POWERGRID was trading at 333.85. The strike last trading price was 4.45, which was 0.90 higher than the previous day. The implied volatity was 17.11, the open interest changed by 123 which increased total open position to 1809


On 12 Dec POWERGRID was trading at 329.20. The strike last trading price was 3.55, which was 0.45 higher than the previous day. The implied volatity was 20.21, the open interest changed by -128 which decreased total open position to 1689


On 11 Dec POWERGRID was trading at 327.55. The strike last trading price was 3.1, which was -0.30 lower than the previous day. The implied volatity was 20.97, the open interest changed by 157 which increased total open position to 1817


On 10 Dec POWERGRID was trading at 327.90. The strike last trading price was 3.4, which was -0.65 lower than the previous day. The implied volatity was 20.81, the open interest changed by 73 which increased total open position to 1668


On 9 Dec POWERGRID was trading at 329.10. The strike last trading price was 4.05, which was -0.50 lower than the previous day. The implied volatity was 20.29, the open interest changed by 19 which increased total open position to 1601


On 6 Dec POWERGRID was trading at 328.90. The strike last trading price was 4.55, which was 0.25 higher than the previous day. The implied volatity was 20.43, the open interest changed by -16 which decreased total open position to 1587


On 5 Dec POWERGRID was trading at 328.35. The strike last trading price was 4.3, which was 0.30 higher than the previous day. The implied volatity was 19.93, the open interest changed by -34 which decreased total open position to 1606


On 4 Dec POWERGRID was trading at 325.05. The strike last trading price was 4, which was -1.65 lower than the previous day. The implied volatity was 22.34, the open interest changed by 346 which increased total open position to 1641


On 3 Dec POWERGRID was trading at 329.65. The strike last trading price was 5.65, which was -0.20 lower than the previous day. The implied volatity was 21.24, the open interest changed by -40 which decreased total open position to 1298


On 2 Dec POWERGRID was trading at 327.85. The strike last trading price was 5.85, which was -0.70 lower than the previous day. The implied volatity was 23.30, the open interest changed by 938 which increased total open position to 1341


On 29 Nov POWERGRID was trading at 329.40. The strike last trading price was 6.55, which was -2.75 lower than the previous day. The implied volatity was 22.65, the open interest changed by 230 which increased total open position to 407


On 28 Nov POWERGRID was trading at 333.65. The strike last trading price was 9.3, which was -2.35 lower than the previous day. The implied volatity was 22.64, the open interest changed by 110 which increased total open position to 177


On 27 Nov POWERGRID was trading at 339.25. The strike last trading price was 11.65, which was -0.25 lower than the previous day. The implied volatity was 21.77, the open interest changed by 0 which decreased total open position to 66


On 26 Nov POWERGRID was trading at 338.80. The strike last trading price was 11.9, which was -3.05 lower than the previous day. The implied volatity was 22.95, the open interest changed by 17 which increased total open position to 65


On 25 Nov POWERGRID was trading at 342.75. The strike last trading price was 14.95, which was 3.55 higher than the previous day. The implied volatity was 20.92, the open interest changed by 49 which increased total open position to 49


On 22 Nov POWERGRID was trading at 336.95. The strike last trading price was 11.4, which was -1.45 lower than the previous day. The implied volatity was 22.63, the open interest changed by 27 which increased total open position to 27


On 21 Nov POWERGRID was trading at 325.90. The strike last trading price was 12.85, which was 0.00 lower than the previous day. The implied volatity was 2.16, 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 12.85, which was 0.00 lower than the previous day. The implied volatity was 5.05, 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 12.85, which was 0.00 lower than the previous day. The implied volatity was 5.05, 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 12.85, which was 0.00 lower than the previous day. The implied volatity was 5.63, 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 12.85, which was 0.00 lower than the previous day. The implied volatity was 5.10, 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 12.85, which was 0.00 lower than the previous day. The implied volatity was 3.41, 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 12.85, which was 0.00 lower than the previous day. The implied volatity was 2.26, 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 12.85, which was 0.00 lower than the previous day. The implied volatity was 0.30, 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 12.85, which was 0.00 lower than the previous day. The implied volatity was 4.06, 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 12.85, which was 0.00 lower than the previous day. The implied volatity was 4.65, 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 12.85, which was 0.00 lower than the previous day. The implied volatity was 3.01, 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 12.85, which was 0.00 lower than the previous day. The implied volatity was 3.48, 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 12.85, which was lower than the previous day. The implied volatity was 3.73, the open interest changed by 0 which decreased total open position to 0


POWERGRID 26DEC2024 335 PE
Delta: -0.86
Vega: 0.09
Theta: -0.23
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
20 Dec 315.80 19.85 7.25 40.62 70 -5 213
19 Dec 321.65 12.6 -0.85 26.11 60 -8 219
18 Dec 321.55 13.45 6.00 24.46 247 -43 227
17 Dec 329.80 7.45 2.65 24.79 1,418 -97 268
16 Dec 335.00 4.8 -0.15 23.22 1,708 62 388
13 Dec 333.85 4.95 -3.25 20.26 1,393 148 347
12 Dec 329.20 8.2 -1.75 23.54 256 -20 193
11 Dec 327.55 9.95 -0.10 24.30 187 -39 212
10 Dec 327.90 10.05 0.95 25.10 337 -8 252
9 Dec 329.10 9.1 0.25 24.46 319 -31 256
6 Dec 328.90 8.85 -1.40 21.69 614 -28 291
5 Dec 328.35 10.25 -2.55 24.57 413 8 319
4 Dec 325.05 12.8 3.85 26.07 393 52 312
3 Dec 329.65 8.95 -1.25 22.17 494 -34 262
2 Dec 327.85 10.2 0.10 22.98 2,364 79 299
29 Nov 329.40 10.1 1.80 23.13 514 36 219
28 Nov 333.65 8.3 2.30 24.98 736 36 183
27 Nov 339.25 6 -0.80 23.16 213 30 144
26 Nov 338.80 6.8 1.30 24.41 217 -2 115
25 Nov 342.75 5.5 -2.40 25.75 202 119 119
22 Nov 336.95 7.9 -15.45 24.15 86 53 53
21 Nov 325.90 23.35 0.00 - 0 0 0
20 Nov 315.05 23.35 0.00 - 0 0 0
19 Nov 315.05 23.35 0.00 - 0 0 0
18 Nov 312.05 23.35 0.00 - 0 0 0
14 Nov 312.10 23.35 0.00 - 0 0 0
13 Nov 318.00 23.35 0.00 - 0 0 0
12 Nov 322.70 23.35 0.00 - 0 0 0
11 Nov 329.80 23.35 0.00 - 0 0 0
8 Nov 316.25 23.35 0.00 - 0 0 0
7 Nov 312.95 23.35 0.00 - 0 0 0
6 Nov 318.50 23.35 0.00 - 0 0 0
5 Nov 316.60 23.35 0.00 - 0 0 0
4 Nov 315.45 23.35 - 0 0 0


For Power Grid Corp. Ltd. - strike price 335 expiring on 26DEC2024

Delta for 335 PE is -0.86

Historical price for 335 PE is as follows

On 20 Dec POWERGRID was trading at 315.80. The strike last trading price was 19.85, which was 7.25 higher than the previous day. The implied volatity was 40.62, the open interest changed by -5 which decreased total open position to 213


On 19 Dec POWERGRID was trading at 321.65. The strike last trading price was 12.6, which was -0.85 lower than the previous day. The implied volatity was 26.11, the open interest changed by -8 which decreased total open position to 219


On 18 Dec POWERGRID was trading at 321.55. The strike last trading price was 13.45, which was 6.00 higher than the previous day. The implied volatity was 24.46, the open interest changed by -43 which decreased total open position to 227


On 17 Dec POWERGRID was trading at 329.80. The strike last trading price was 7.45, which was 2.65 higher than the previous day. The implied volatity was 24.79, the open interest changed by -97 which decreased total open position to 268


On 16 Dec POWERGRID was trading at 335.00. The strike last trading price was 4.8, which was -0.15 lower than the previous day. The implied volatity was 23.22, the open interest changed by 62 which increased total open position to 388


On 13 Dec POWERGRID was trading at 333.85. The strike last trading price was 4.95, which was -3.25 lower than the previous day. The implied volatity was 20.26, the open interest changed by 148 which increased total open position to 347


On 12 Dec POWERGRID was trading at 329.20. The strike last trading price was 8.2, which was -1.75 lower than the previous day. The implied volatity was 23.54, the open interest changed by -20 which decreased total open position to 193


On 11 Dec POWERGRID was trading at 327.55. The strike last trading price was 9.95, which was -0.10 lower than the previous day. The implied volatity was 24.30, the open interest changed by -39 which decreased total open position to 212


On 10 Dec POWERGRID was trading at 327.90. The strike last trading price was 10.05, which was 0.95 higher than the previous day. The implied volatity was 25.10, the open interest changed by -8 which decreased total open position to 252


On 9 Dec POWERGRID was trading at 329.10. The strike last trading price was 9.1, which was 0.25 higher than the previous day. The implied volatity was 24.46, the open interest changed by -31 which decreased total open position to 256


On 6 Dec POWERGRID was trading at 328.90. The strike last trading price was 8.85, which was -1.40 lower than the previous day. The implied volatity was 21.69, the open interest changed by -28 which decreased total open position to 291


On 5 Dec POWERGRID was trading at 328.35. The strike last trading price was 10.25, which was -2.55 lower than the previous day. The implied volatity was 24.57, the open interest changed by 8 which increased total open position to 319


On 4 Dec POWERGRID was trading at 325.05. The strike last trading price was 12.8, which was 3.85 higher than the previous day. The implied volatity was 26.07, the open interest changed by 52 which increased total open position to 312


On 3 Dec POWERGRID was trading at 329.65. The strike last trading price was 8.95, which was -1.25 lower than the previous day. The implied volatity was 22.17, the open interest changed by -34 which decreased total open position to 262


On 2 Dec POWERGRID was trading at 327.85. The strike last trading price was 10.2, which was 0.10 higher than the previous day. The implied volatity was 22.98, the open interest changed by 79 which increased total open position to 299


On 29 Nov POWERGRID was trading at 329.40. The strike last trading price was 10.1, which was 1.80 higher than the previous day. The implied volatity was 23.13, the open interest changed by 36 which increased total open position to 219


On 28 Nov POWERGRID was trading at 333.65. The strike last trading price was 8.3, which was 2.30 higher than the previous day. The implied volatity was 24.98, the open interest changed by 36 which increased total open position to 183


On 27 Nov POWERGRID was trading at 339.25. The strike last trading price was 6, which was -0.80 lower than the previous day. The implied volatity was 23.16, the open interest changed by 30 which increased total open position to 144


On 26 Nov POWERGRID was trading at 338.80. The strike last trading price was 6.8, which was 1.30 higher than the previous day. The implied volatity was 24.41, the open interest changed by -2 which decreased total open position to 115


On 25 Nov POWERGRID was trading at 342.75. The strike last trading price was 5.5, which was -2.40 lower than the previous day. The implied volatity was 25.75, the open interest changed by 119 which increased total open position to 119


On 22 Nov POWERGRID was trading at 336.95. The strike last trading price was 7.9, which was -15.45 lower than the previous day. The implied volatity was 24.15, the open interest changed by 53 which increased total open position to 53


On 21 Nov POWERGRID was trading at 325.90. The strike last trading price was 23.35, 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 20 Nov POWERGRID was trading at 315.05. The strike last trading price was 23.35, 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 Nov POWERGRID was trading at 315.05. The strike last trading price was 23.35, 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 Nov POWERGRID was trading at 312.05. The strike last trading price was 23.35, 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 14 Nov POWERGRID was trading at 312.10. The strike last trading price was 23.35, 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 Nov POWERGRID was trading at 318.00. The strike last trading price was 23.35, 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 Nov POWERGRID was trading at 322.70. The strike last trading price was 23.35, 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 23.35, 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 23.35, 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 23.35, 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 23.35, 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 23.35, 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 23.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0