POWERGRID POWER GRID CORP. LTD.
POWER GRID CORP. LTD. — on this desk since 4 Oct 2007.
Option chain
| Calls | Strike | Puts | ||||||
|---|---|---|---|---|---|---|---|---|
| What happened | Price | Change in OI | Open interest | Open interest | Change in OI | Price | What happened | |
| — | — | — | — | 225 | 77,900 | 0 | 0.01 | — |
| — | — | — | — | 228 | 28,500 | +19,000 | 0.03 | short build-up |
| short covering | 20.35 | −1,900 | 28,500 | 230 | 2,37,500 | +3,800 | 0.06 | short build-up |
| — | 17.92 | 0 | 1,900 | 233 | 55,100 | 0 | 0.13 | — |
| — | — | — | — | 235 | 8,66,400 | 0 | 0.35 | — |
| — | — | — | — | 238 | 3,76,200 | +39,900 | 0.45 | short build-up |
| short build-up | 10.90 | +9,500 | 1,27,300 | 240 | 10,26,000 | −5,700 | 0.70 | — |
| — | 9.04 | 0 | 15,200 | 243 | 3,21,100 | −62,700 | 1.05 | long unwinding |
| short build-up | 6.80 | +55,100 | 4,86,400 | 245 | 9,32,900 | −5,700 | 1.60 | long unwinding |
| long unwinding | 5.05 | −32,300 | 8,85,400 | 248 | 6,32,700 | +9,500 | 2.35 | short build-up |
| short build-up | 3.60 | +13,300 | 21,39,400 | 250at the money | 13,87,000 | +11,400 | 3.40 | short build-up |
| short build-up | 2.55 | +68,400 | 9,25,300 | 253 | 3,83,800 | −22,800 | 4.80 | long unwinding |
| long unwinding | 1.70 | −5,700 | 21,47,000 | 255 | 8,01,800 | −49,400 | 6.55 | short covering |
| short build-up | 1.20 | +5,700 | 22,07,800 | 258 | 3,61,000 | 0 | 8.64 | — |
| short build-up | 0.85 | +1,44,400 | 34,82,700 | 260 | 12,21,700 | −36,100 | 10.55 | long unwinding |
| short build-up | 0.55 | +11,400 | 8,01,800 | 263 | 3,00,200 | +3,800 | 12.70 | short build-up |
| long unwinding | 0.45 | −30,400 | 46,34,100 | 265 | 11,87,500 | −3,800 | 15.03 | short covering |
| long unwinding | 0.30 | −1,900 | 7,27,700 | 268 | 5,05,400 | 0 | 17.37 | — |
| short build-up | 0.25 | +2,29,900 | 54,07,400wall | 270 | wall16,47,300 | −11,400 | 20.00 | long unwinding |
| — | 0.07 | −9,500 | 6,19,400 | 273 | 28,500 | 0 | 22.20 | — |
| long unwinding | 0.15 | −68,400 | 9,51,900 | 275 | 1,93,800 | 0 | 24.67 | — |
The options were priced for a move of about 2.8% by 27 Oct.
Open interest
Short build: price fell and open interest rose.
For this stock, 486 of 879 times the close 5 sessions later was higher.
Across every F&O stock, 58,860 of 1,16,717 times the close 5 sessions later was higher.
Basis, rollover and the ban
The future traded 0.14% above the share.
Not in the F&O ban this session; open interest stood at 27% of its market-wide limit.
Implied volatility
The options were priced for a move of about 2.8% by 27 Oct; over the sessions the desk holds it ranged 1.0–6.4%.
Option prices were dearer than 43 of the past 252 sessions.
Puts were priced dearer than calls the same distance out.
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Implied and realised around results
- 5 Aug 2026: options priced about 4.6%; the share moved 4.5% by 6 Aug.
The futures, session by session
| session | futures | implied move | basis | ban |
|---|---|---|---|---|
| Thu 15 Oct | short build | 2.8% | 0.14% | |
| Wed 14 Oct | long build | 3.0% | 0.60% | |
| Tue 13 Oct | long build | 3.1% | -0.14% | |
| Mon 12 Oct | long unwind | 3.5% | 0.20% | |
| Fri 9 Oct | short cover | 3.7% | 0.64% | |
| Thu 8 Oct | short build | 4.3% | 0.63% | |
| Wed 7 Oct | short build | 3.9% | 0.20% | |
| Tue 6 Oct | short build | 3.9% | 0.06% | |
| Mon 5 Oct | long build | 4.0% | 0.47% | |
| Thu 1 Oct | short build | 4.3% | 0.71% | |
| Wed 30 Sep | long unwind | 4.0% | -0.33% | |
| Tue 29 Sep | short build | 4.1% | 0.13% | |
| Mon 28 Sep | short build | 4.1% | 0.71% | |
| Fri 25 Sep | long build | 1.4% | -0.33% | |
| Thu 24 Sep | long unwind | 1.4% | 0.32% | |
| Wed 23 Sep | short cover | 1.5% | -0.13% | |
| Tue 22 Sep | short cover | 1.9% | 0.49% | |
| Mon 21 Sep | short cover | 2.1% | 0.36% | |
| Fri 18 Sep | short cover | 2.6% | -1.46% | |
| Thu 17 Sep | long unwind | 2.5% | 0.08% |
After a name entered or left the ban
- Every F&O stock, on entering the ban: 755 of 1,496 times the close 5 sessions later was higher.
- Every F&O stock, on leaving it: 747 of 1,496 times the close 5 sessions later was higher.
Before comparing across time
Open interest is in shares. Traded volume is in contracts before July 2024 and in shares after, so volumes are not compared across that change.