CGPOWER
Cg Power And Ind Sol Ltd
Historical option data for CGPOWER
21 Sep 2025 04:15 PM IST
| CGPOWER 30SEP2025 720 CE | ||||||||||||||||
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Delta: 0.97
Vega: 0.09
Theta: -0.29
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 779.40 | 63.9 | -3.05 | 25.87 | 21 | -8 | 187 | |||||||||
| 14 Sept | 785.40 | 68.55 | -2.45 | - | 52 | -17 | 217 | |||||||||
For Cg Power And Ind Sol Ltd - strike price 720 expiring on 30SEP2025
Delta for 720 CE is 0.97
Historical price for 720 CE is as follows
On 21 Sept CGPOWER was trading at 779.40. The strike last trading price was 63.9, which was -3.05 lower than the previous day. The implied volatity was 25.87, the open interest changed by -8 which decreased total open position to 187
On 14 Sept CGPOWER was trading at 785.40. The strike last trading price was 68.55, which was -2.45 lower than the previous day. The implied volatity was -, the open interest changed by -17 which decreased total open position to 217
| CGPOWER 30SEP2025 720 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.06
Vega: 0.16
Theta: -0.22
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 779.40 | 1.1 | -0.2 | 31.70 | 186 | -19 | 591 |
| 14 Sept | 785.40 | 3.05 | -0.5 | 34.16 | 238 | -29 | 579 |
For Cg Power And Ind Sol Ltd - strike price 720 expiring on 30SEP2025
Delta for 720 PE is -0.06
Historical price for 720 PE is as follows
On 21 Sept CGPOWER was trading at 779.40. The strike last trading price was 1.1, which was -0.2 lower than the previous day. The implied volatity was 31.70, the open interest changed by -19 which decreased total open position to 591
On 14 Sept CGPOWER was trading at 785.40. The strike last trading price was 3.05, which was -0.5 lower than the previous day. The implied volatity was 34.16, the open interest changed by -29 which decreased total open position to 579
