We report on the performances measured at room temperature, before and after a cryogenic cooling cycle, of a set of NIR Volume Phase Holographic Gratings (VPHGs) manufactured at the Miguel Hernández University (UMH, Elche, Spain) aimed at their use in astronomical instrumentations. VPHGs are novel optical components which can replace standard ruled transmission gratings, offering some advantages. Instead of a surface modulation, a diffraction index modulation printed in a volume of material generates the diffraction according to the required specifications. While VPHGs are becoming an option for instruments working in the optical regime at room temperature, their use is still minimal in the NIR wavebands due to the stringent requirements impose by the cryogenic environment. But their good properties in terms of high transmission and compact mechanical design are kept even in cryogenic, so efforts to develop such devices functional at cryogenic temperatures are underway in several institutions. We report results on transmission of newly manufactured VPHGs. These results were achieved through a collaborative effort within the European network OPTICON WP6, “New Materials and Processes in Astronomical Instrumentation”, and whose participating institutions are Instituto de Astrofísica de Canarias (IAC), Universidad Miguel Hernández, Osservatorio Astronomico di Brera (INAF) and Politecnico di Milano.