CGPOWER
Cg Power And Ind Sol Ltd
Historical option data for CGPOWER
21 Sep 2025 04:15 PM IST
| CGPOWER 30SEP2025 760 CE | ||||||||||||||||
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Delta: 0.79
Vega: 0.40
Theta: -0.57
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 779.40 | 27.5 | -4.15 | 22.92 | 465 | 18 | 360 | |||||||||
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| 14 Sept | 785.40 | 35.6 | -2.05 | 24.35 | 304 | -37 | 411 | |||||||||
For Cg Power And Ind Sol Ltd - strike price 760 expiring on 30SEP2025
Delta for 760 CE is 0.79
Historical price for 760 CE is as follows
On 21 Sept CGPOWER was trading at 779.40. The strike last trading price was 27.5, which was -4.15 lower than the previous day. The implied volatity was 22.92, the open interest changed by 18 which increased total open position to 360
On 14 Sept CGPOWER was trading at 785.40. The strike last trading price was 35.6, which was -2.05 lower than the previous day. The implied volatity was 24.35, the open interest changed by -37 which decreased total open position to 411
| CGPOWER 30SEP2025 760 PE | |||||||
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Delta: -0.25
Vega: 0.43
Theta: -0.46
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 779.40 | 5.35 | -0.45 | 26.53 | 333 | 2 | 439 |
| 14 Sept | 785.40 | 9.35 | -1.1 | 30.69 | 525 | -13 | 506 |
For Cg Power And Ind Sol Ltd - strike price 760 expiring on 30SEP2025
Delta for 760 PE is -0.25
Historical price for 760 PE is as follows
On 21 Sept CGPOWER was trading at 779.40. The strike last trading price was 5.35, which was -0.45 lower than the previous day. The implied volatity was 26.53, the open interest changed by 2 which increased total open position to 439
On 14 Sept CGPOWER was trading at 785.40. The strike last trading price was 9.35, which was -1.1 lower than the previous day. The implied volatity was 30.69, the open interest changed by -13 which decreased total open position to 506
