POWERGRID
Power Grid Corp. Ltd.
Historical option data for POWERGRID
21 Nov 2024 04:12 PM IST
| POWERGRID 28NOV2024 345 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.07
Vega: 0.06
Theta: -0.13
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 325.90 | 0.4 | 0.20 | 27.84 | 153.5 | -7 | 134 | |||
| 20 Nov | 315.05 | 0.2 | 0.00 | 31.25 | 33 | -14 | 141.5 | |||
| 19 Nov | 315.05 | 0.2 | 0.05 | 31.25 | 33 | -13.5 | 141.5 | |||
| 18 Nov | 312.05 | 0.15 | -0.05 | 30.00 | 40 | -3 | 154.5 | |||
| 14 Nov | 312.10 | 0.2 | -0.20 | 25.92 | 88.5 | -8 | 160.5 | |||
| 13 Nov | 318.00 | 0.4 | -0.15 | 23.45 | 189.5 | 3 | 171 | |||
| 12 Nov | 322.70 | 0.55 | -0.35 | 21.40 | 393.5 | -14.5 | 166 | |||
| 11 Nov | 329.80 | 0.9 | 0.55 | 17.16 | 549.5 | 39 | 181.5 | |||
| 8 Nov | 316.25 | 0.35 | 0.00 | 22.45 | 54.5 | 6 | 144.5 | |||
| 7 Nov | 312.95 | 0.35 | -0.40 | 23.24 | 124.5 | 13 | 139.5 | |||
| 6 Nov | 318.50 | 0.75 | -0.25 | 22.73 | 303 | 44 | 127 | |||
| 5 Nov | 316.60 | 1 | -0.20 | 24.92 | 134.5 | 15 | 87 | |||
| 4 Nov | 315.45 | 1.2 | -1.30 | 26.87 | 129 | 29 | 76 | |||
| 1 Nov | 322.05 | 2.5 | 0.20 | 26.18 | 7.5 | 1.5 | 46.5 | |||
| 31 Oct | 320.80 | 2.3 | -0.05 | - | 95 | 27 | 43 | |||
| 30 Oct | 318.45 | 2.35 | -0.05 | - | 28 | 5 | 16 | |||
| 29 Oct | 320.55 | 2.4 | -0.10 | - | 5 | 0 | 11 | |||
| 28 Oct | 318.30 | 2.5 | 0.20 | - | 15 | 3 | 8 | |||
| 25 Oct | 315.80 | 2.3 | -1.55 | - | 3 | 0 | 5 | |||
| 24 Oct | 319.15 | 3.85 | 0.00 | - | 0 | 1 | 0 | |||
| 23 Oct | 316.90 | 3.85 | -0.80 | - | 2 | 1 | 5 | |||
| 22 Oct | 322.75 | 4.65 | -1.10 | - | 2 | 1 | 3 | |||
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| 21 Oct | 331.15 | 5.75 | 0.75 | - | 2 | 0 | 2 | |||
| 18 Oct | 332.05 | 5 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 331.15 | 5 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 327.20 | 5 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 329.85 | 5 | 0.00 | - | 0 | 1 | 0 | |||
| 14 Oct | 330.70 | 5 | -4.00 | - | 1 | 0 | 1 | |||
| 11 Oct | 330.05 | 9 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 334.35 | 9 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 329.75 | 9 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 327.15 | 9 | 0.00 | - | 0 | 1 | 0 | |||
| 7 Oct | 328.95 | 9 | -26.45 | - | 1 | 0 | 0 | |||
| 4 Oct | 338.85 | 35.45 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 344.15 | 35.45 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 350.80 | 35.45 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 352.85 | 35.45 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Sept | 354.25 | 35.45 | - | 0 | 0 | 0 | ||||
For Power Grid Corp. Ltd. - strike price 345 expiring on 28NOV2024
Delta for 345 CE is 0.07
Historical price for 345 CE is as follows
On 21 Nov POWERGRID was trading at 325.90. The strike last trading price was 0.4, which was 0.20 higher than the previous day. The implied volatity was 27.84, the open interest changed by -14 which decreased total open position to 268
On 20 Nov POWERGRID was trading at 315.05. The strike last trading price was 0.2, which was 0.00 lower than the previous day. The implied volatity was 31.25, the open interest changed by -28 which decreased total open position to 283
On 19 Nov POWERGRID was trading at 315.05. The strike last trading price was 0.2, which was 0.05 higher than the previous day. The implied volatity was 31.25, the open interest changed by -27 which decreased total open position to 283
On 18 Nov POWERGRID was trading at 312.05. The strike last trading price was 0.15, which was -0.05 lower than the previous day. The implied volatity was 30.00, the open interest changed by -6 which decreased total open position to 309
On 14 Nov POWERGRID was trading at 312.10. The strike last trading price was 0.2, which was -0.20 lower than the previous day. The implied volatity was 25.92, the open interest changed by -16 which decreased total open position to 321
On 13 Nov POWERGRID was trading at 318.00. The strike last trading price was 0.4, which was -0.15 lower than the previous day. The implied volatity was 23.45, the open interest changed by 6 which increased total open position to 342
On 12 Nov POWERGRID was trading at 322.70. The strike last trading price was 0.55, which was -0.35 lower than the previous day. The implied volatity was 21.40, the open interest changed by -29 which decreased total open position to 332
On 11 Nov POWERGRID was trading at 329.80. The strike last trading price was 0.9, which was 0.55 higher than the previous day. The implied volatity was 17.16, the open interest changed by 78 which increased total open position to 363
On 8 Nov POWERGRID was trading at 316.25. The strike last trading price was 0.35, which was 0.00 lower than the previous day. The implied volatity was 22.45, the open interest changed by 12 which increased total open position to 289
On 7 Nov POWERGRID was trading at 312.95. The strike last trading price was 0.35, which was -0.40 lower than the previous day. The implied volatity was 23.24, the open interest changed by 26 which increased total open position to 279
On 6 Nov POWERGRID was trading at 318.50. The strike last trading price was 0.75, which was -0.25 lower than the previous day. The implied volatity was 22.73, the open interest changed by 88 which increased total open position to 254
On 5 Nov POWERGRID was trading at 316.60. The strike last trading price was 1, which was -0.20 lower than the previous day. The implied volatity was 24.92, the open interest changed by 30 which increased total open position to 174
On 4 Nov POWERGRID was trading at 315.45. The strike last trading price was 1.2, which was -1.30 lower than the previous day. The implied volatity was 26.87, the open interest changed by 58 which increased total open position to 152
On 1 Nov POWERGRID was trading at 322.05. The strike last trading price was 2.5, which was 0.20 higher than the previous day. The implied volatity was 26.18, the open interest changed by 3 which increased total open position to 93
On 31 Oct POWERGRID was trading at 320.80. The strike last trading price was 2.3, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct POWERGRID was trading at 318.45. The strike last trading price was 2.35, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct POWERGRID was trading at 320.55. The strike last trading price was 2.4, which was -0.10 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct POWERGRID was trading at 318.30. The strike last trading price was 2.5, which was 0.20 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct POWERGRID was trading at 315.80. The strike last trading price was 2.3, which was -1.55 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct POWERGRID was trading at 319.15. The strike last trading price was 3.85, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct POWERGRID was trading at 316.90. The strike last trading price was 3.85, which was -0.80 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct POWERGRID was trading at 322.75. The strike last trading price was 4.65, which was -1.10 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct POWERGRID was trading at 331.15. The strike last trading price was 5.75, which was 0.75 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Oct POWERGRID was trading at 332.05. The strike last trading price was 5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Oct POWERGRID was trading at 331.15. The strike last trading price was 5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 16 Oct POWERGRID was trading at 327.20. The strike last trading price was 5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 15 Oct POWERGRID was trading at 329.85. The strike last trading price was 5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 14 Oct POWERGRID was trading at 330.70. The strike last trading price was 5, which was -4.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 11 Oct POWERGRID was trading at 330.05. The strike last trading price was 9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 10 Oct POWERGRID was trading at 334.35. The strike last trading price was 9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 9 Oct POWERGRID was trading at 329.75. The strike last trading price was 9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 8 Oct POWERGRID was trading at 327.15. The strike last trading price was 9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 7 Oct POWERGRID was trading at 328.95. The strike last trading price was 9, which was -26.45 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 4 Oct POWERGRID was trading at 338.85. The strike last trading price was 35.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 3 Oct POWERGRID was trading at 344.15. The strike last trading price was 35.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 1 Oct POWERGRID was trading at 350.80. The strike last trading price was 35.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Sept POWERGRID was trading at 352.85. The strike last trading price was 35.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 27 Sept POWERGRID was trading at 354.25. The strike last trading price was 35.45, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| POWERGRID 28NOV2024 345 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.86
Vega: 0.10
Theta: -0.17
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 325.90 | 20.15 | -9.85 | 36.57 | 44 | 12.5 | 49 |
| 20 Nov | 315.05 | 30 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Nov | 315.05 | 30 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Nov | 312.05 | 30 | 0.00 | 0.00 | 0 | -1 | 0 |
| 14 Nov | 312.10 | 30 | 3.05 | - | 1 | 0 | 37.5 |
| 13 Nov | 318.00 | 26.95 | 0.00 | 0.00 | 0 | -3.5 | 0 |
| 12 Nov | 322.70 | 26.95 | 7.20 | 50.92 | 16.5 | -4 | 37 |
| 11 Nov | 329.80 | 19.75 | -15.10 | 40.96 | 20 | 7.5 | 41 |
| 8 Nov | 316.25 | 34.85 | 0.00 | 0.00 | 0 | 0 | 0 |
| 7 Nov | 312.95 | 34.85 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Nov | 318.50 | 34.85 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Nov | 316.60 | 34.85 | 1.20 | 57.47 | 0.5 | 0 | 33.5 |
| 4 Nov | 315.45 | 33.65 | 5.65 | 47.85 | 4.5 | 0 | 34 |
| 1 Nov | 322.05 | 28 | 0.00 | 0.00 | 0 | 1 | 0 |
| 31 Oct | 320.80 | 28 | 3.70 | - | 1 | 0 | 33 |
| 30 Oct | 318.45 | 24.3 | -4.05 | - | 1 | 0 | 32 |
| 29 Oct | 320.55 | 28.35 | -1.15 | - | 2 | 1 | 31 |
| 28 Oct | 318.30 | 29.5 | -2.50 | - | 7 | 7 | 29 |
| 25 Oct | 315.80 | 32 | 3.00 | - | 1 | 0 | 22 |
| 24 Oct | 319.15 | 29 | 0.50 | - | 2 | 1 | 21 |
| 23 Oct | 316.90 | 28.5 | 9.50 | - | 5 | 2 | 17 |
| 22 Oct | 322.75 | 19 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 331.15 | 19 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 332.05 | 19 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 331.15 | 19 | 0.00 | - | 0 | 6 | 0 |
| 16 Oct | 327.20 | 19 | 5.50 | - | 11 | 3 | 12 |
| 15 Oct | 329.85 | 13.5 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 330.70 | 13.5 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 330.05 | 13.5 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 334.35 | 13.5 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 329.75 | 13.5 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 327.15 | 13.5 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 328.95 | 13.5 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 338.85 | 13.5 | 0.00 | - | 0 | 9 | 0 |
| 3 Oct | 344.15 | 13.5 | 2.80 | - | 10 | 8 | 8 |
| 1 Oct | 350.80 | 10.7 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 352.85 | 10.7 | 0.00 | - | 0 | 0 | 0 |
| 27 Sept | 354.25 | 10.7 | - | 0 | 0 | 0 | |
For Power Grid Corp. Ltd. - strike price 345 expiring on 28NOV2024
Delta for 345 PE is -0.86
Historical price for 345 PE is as follows
On 21 Nov POWERGRID was trading at 325.90. The strike last trading price was 20.15, which was -9.85 lower than the previous day. The implied volatity was 36.57, the open interest changed by 25 which increased total open position to 98
On 20 Nov POWERGRID was trading at 315.05. The strike last trading price was 30, 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 19 Nov POWERGRID was trading at 315.05. The strike last trading price was 30, 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 18 Nov POWERGRID was trading at 312.05. The strike last trading price was 30, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -2 which decreased total open position to 0
On 14 Nov POWERGRID was trading at 312.10. The strike last trading price was 30, which was 3.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 75
On 13 Nov POWERGRID was trading at 318.00. The strike last trading price was 26.95, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -7 which decreased total open position to 0
On 12 Nov POWERGRID was trading at 322.70. The strike last trading price was 26.95, which was 7.20 higher than the previous day. The implied volatity was 50.92, the open interest changed by -8 which decreased total open position to 74
On 11 Nov POWERGRID was trading at 329.80. The strike last trading price was 19.75, which was -15.10 lower than the previous day. The implied volatity was 40.96, the open interest changed by 15 which increased total open position to 82
On 8 Nov POWERGRID was trading at 316.25. The strike last trading price was 34.85, 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 7 Nov POWERGRID was trading at 312.95. The strike last trading price was 34.85, 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 6 Nov POWERGRID was trading at 318.50. The strike last trading price was 34.85, 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 5 Nov POWERGRID was trading at 316.60. The strike last trading price was 34.85, which was 1.20 higher than the previous day. The implied volatity was 57.47, the open interest changed by 0 which decreased total open position to 67
On 4 Nov POWERGRID was trading at 315.45. The strike last trading price was 33.65, which was 5.65 higher than the previous day. The implied volatity was 47.85, the open interest changed by 0 which decreased total open position to 68
On 1 Nov POWERGRID was trading at 322.05. The strike last trading price was 28, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 31 Oct POWERGRID was trading at 320.80. The strike last trading price was 28, which was 3.70 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct POWERGRID was trading at 318.45. The strike last trading price was 24.3, which was -4.05 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct POWERGRID was trading at 320.55. The strike last trading price was 28.35, which was -1.15 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct POWERGRID was trading at 318.30. The strike last trading price was 29.5, which was -2.50 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct POWERGRID was trading at 315.80. The strike last trading price was 32, which was 3.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct POWERGRID was trading at 319.15. The strike last trading price was 29, which was 0.50 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct POWERGRID was trading at 316.90. The strike last trading price was 28.5, which was 9.50 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct POWERGRID was trading at 322.75. The strike last trading price was 19, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct POWERGRID was trading at 331.15. The strike last trading price was 19, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Oct POWERGRID was trading at 332.05. The strike last trading price was 19, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Oct POWERGRID was trading at 331.15. The strike last trading price was 19, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 16 Oct POWERGRID was trading at 327.20. The strike last trading price was 19, which was 5.50 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 15 Oct POWERGRID was trading at 329.85. The strike last trading price was 13.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 14 Oct POWERGRID was trading at 330.70. The strike last trading price was 13.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 11 Oct POWERGRID was trading at 330.05. The strike last trading price was 13.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 10 Oct POWERGRID was trading at 334.35. The strike last trading price was 13.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 9 Oct POWERGRID was trading at 329.75. The strike last trading price was 13.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 8 Oct POWERGRID was trading at 327.15. The strike last trading price was 13.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 7 Oct POWERGRID was trading at 328.95. The strike last trading price was 13.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 4 Oct POWERGRID was trading at 338.85. The strike last trading price was 13.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 3 Oct POWERGRID was trading at 344.15. The strike last trading price was 13.5, which was 2.80 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 1 Oct POWERGRID was trading at 350.80. The strike last trading price was 10.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Sept POWERGRID was trading at 352.85. The strike last trading price was 10.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 27 Sept POWERGRID was trading at 354.25. The strike last trading price was 10.7, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
