CGPOWER
Cg Power And Ind Sol Ltd
Historical option data for CGPOWER
21 Sep 2025 04:15 PM IST
| CGPOWER 30SEP2025 740 CE | ||||||||||||||||
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Delta: 0.91
Vega: 0.22
Theta: -0.43
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 779.40 | 45 | -3.5 | 24.97 | 88 | -45 | 277 | |||||||||
| 14 Sept | 785.40 | 51.5 | -1.55 | 22.86 | 70 | 0 | 386 | |||||||||
For Cg Power And Ind Sol Ltd - strike price 740 expiring on 30SEP2025
Delta for 740 CE is 0.91
Historical price for 740 CE is as follows
On 21 Sept CGPOWER was trading at 779.40. The strike last trading price was 45, which was -3.5 lower than the previous day. The implied volatity was 24.97, the open interest changed by -45 which decreased total open position to 277
On 14 Sept CGPOWER was trading at 785.40. The strike last trading price was 51.5, which was -1.55 lower than the previous day. The implied volatity was 22.86, the open interest changed by 0 which decreased total open position to 386
| CGPOWER 30SEP2025 740 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.11
Vega: 0.26
Theta: -0.30
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 779.40 | 2.1 | -0.45 | 27.79 | 452 | 25 | 819 |
| 14 Sept | 785.40 | 5.3 | -0.75 | 32.13 | 351 | -20 | 1,479 |
For Cg Power And Ind Sol Ltd - strike price 740 expiring on 30SEP2025
Delta for 740 PE is -0.11
Historical price for 740 PE is as follows
On 21 Sept CGPOWER was trading at 779.40. The strike last trading price was 2.1, which was -0.45 lower than the previous day. The implied volatity was 27.79, the open interest changed by 25 which increased total open position to 819
On 14 Sept CGPOWER was trading at 785.40. The strike last trading price was 5.3, which was -0.75 lower than the previous day. The implied volatity was 32.13, the open interest changed by -20 which decreased total open position to 1479
