Make sure that you have set same
GroupName property for all the radio buttons.
Try this-
<asp:GridView ID="GridView1" runat="server" AutoGenerateColumns="False" BackColor="White" BorderColor="#CC9966" BorderStyle="None" BorderWidth="1px" CellPadding="4">
<Columns>
<asp:BoundField HeaderText="Date" DataField="Date" />
<asp:TemplateField HeaderText="A">
<ItemTemplate>
<asp:RadioButton ID="rdoA" runat="server" GroupName="MyGroup" />
</ItemTemplate>
</asp:TemplateField>
<asp:TemplateField HeaderText="CO">
<ItemTemplate>
<asp:RadioButton ID="rdoCO" runat="server" GroupName="MyGroup" />
</ItemTemplate>
</asp:TemplateField>
<asp:TemplateField HeaderText="FH">
<ItemTemplate>
<asp:RadioButton ID="rdoFH" runat="server" GroupName="MyGroup" />
</ItemTemplate>
</asp:TemplateField>
<asp:TemplateField HeaderText="HDLP">
<ItemTemplate>
<asp:RadioButton ID="rdoHDLP" runat="server" GroupName="MyGroup" />
</ItemTemplate>
</asp:TemplateField>
<asp:TemplateField HeaderText="HDPL">
<ItemTemplate>
<asp:RadioButton ID="rdoHDPL" runat="server" GroupName="MyGroup" />
</ItemTemplate>
</asp:TemplateField>
<asp:TemplateField HeaderText="HDSL">
<ItemTemplate>
<asp:RadioButton ID="rdoHDSL" runat="server" GroupName="MyGroup" />
</ItemTemplate>
</asp:TemplateField>
<asp:TemplateField HeaderText="LOP">
<ItemTemplate>
<asp:RadioButton ID="rdoLOP" runat="server" GroupName="MyGroup" />
</ItemTemplate>
</asp:TemplateField>
<asp:TemplateField HeaderText="MH">
<ItemTemplate>
<asp:RadioButton ID="rdoMH" runat="server" GroupName="MyGroup" />
</ItemTemplate>
</asp:TemplateField>
<asp:TemplateField HeaderText="PL">
<ItemTemplate>
<asp:RadioButton ID="rdoPL" runat="server" GroupName="MyGroup" />
</ItemTemplate>
</asp:TemplateField>
<asp:TemplateField HeaderText="P">
<ItemTemplate>
<asp:RadioButton ID="rdoP" runat="server" GroupName="MyGroup" />
</ItemTemplate>
</asp:TemplateField>
<asp:TemplateField HeaderText="SL">
<ItemTemplate>
<asp:RadioButton ID="rdoSL" runat="server" GroupName="MyGroup" />
</ItemTemplate>
</asp:TemplateField>
<asp:TemplateField HeaderText="UL">
<ItemTemplate>
<asp:RadioButton ID="rdoUL" runat="server" GroupName="MyGroup" />
</ItemTemplate>
</asp:TemplateField>
<asp:TemplateField HeaderText="WO">
<ItemTemplate>
<asp:RadioButton ID="rdoWO" runat="server" GroupName="MyGroup" />
</ItemTemplate>
</asp:TemplateField>
<asp:TemplateField HeaderText="Remarks">
<ItemTemplate>
<asp:TextBox ID="txtRemarks" runat="server" MaxLength="500" TextMode="MultiLine" ToolTip="Maximum 500 characters allowed"></asp:TextBox>
</ItemTemplate>
</asp:TemplateField>
</Columns>
<FooterStyle BackColor="#FFFFCC" ForeColor="#330099" />
<HeaderStyle BackColor="#990000" Font-Bold="True" ForeColor="#FFFFCC" />
<PagerStyle BackColor="#FFFFCC" ForeColor="#330099" HorizontalAlign="Center" />
<RowStyle BackColor="White" ForeColor="#330099" />
<SelectedRowStyle BackColor="#FFCC66" Font-Bold="True" ForeColor="#663399" />
<SortedAscendingCellStyle BackColor="#FEFCEB" />
<SortedAscendingHeaderStyle BackColor="#AF0101" />
<SortedDescendingCellStyle BackColor="#F6F0C0" />
<SortedDescendingHeaderStyle BackColor="#7E0000" />
</asp:GridView>
Hope, it helps :)