CGPOWER
Cg Power And Ind Sol Ltd
Historical option data for CGPOWER
21 Sep 2025 04:15 PM IST
| CGPOWER 30SEP2025 750 CE | ||||||||||||||||
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Delta: 0.86
Vega: 0.30
Theta: -0.51
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 779.40 | 36 | -3.55 | 24.03 | 58 | -5 | 390 | |||||||||
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| 14 Sept | 785.40 | 42.75 | -2.55 | 22.62 | 174 | -50 | 523 | |||||||||
For Cg Power And Ind Sol Ltd - strike price 750 expiring on 30SEP2025
Delta for 750 CE is 0.86
Historical price for 750 CE is as follows
On 21 Sept CGPOWER was trading at 779.40. The strike last trading price was 36, which was -3.55 lower than the previous day. The implied volatity was 24.03, the open interest changed by -5 which decreased total open position to 390
On 14 Sept CGPOWER was trading at 785.40. The strike last trading price was 42.75, which was -2.55 lower than the previous day. The implied volatity was 22.62, the open interest changed by -50 which decreased total open position to 523
| CGPOWER 30SEP2025 750 PE | |||||||
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Delta: -0.17
Vega: 0.34
Theta: -0.38
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 779.40 | 3.3 | -0.45 | 26.84 | 474 | -12 | 654 |
| 14 Sept | 785.40 | 7 | -0.9 | 31.25 | 456 | -55 | 484 |
For Cg Power And Ind Sol Ltd - strike price 750 expiring on 30SEP2025
Delta for 750 PE is -0.17
Historical price for 750 PE is as follows
On 21 Sept CGPOWER was trading at 779.40. The strike last trading price was 3.3, which was -0.45 lower than the previous day. The implied volatity was 26.84, the open interest changed by -12 which decreased total open position to 654
On 14 Sept CGPOWER was trading at 785.40. The strike last trading price was 7, which was -0.9 lower than the previous day. The implied volatity was 31.25, the open interest changed by -55 which decreased total open position to 484
