CGPOWER
Cg Power And Ind Sol Ltd
Historical option data for CGPOWER
21 Sep 2025 04:15 PM IST
| CGPOWER 30SEP2025 770 CE | ||||||||||||||||
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Delta: 0.67
Vega: 0.49
Theta: -0.69
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 779.40 | 21.1 | -3.4 | 24.52 | 426 | 18 | 447 | |||||||||
| 14 Sept | 785.40 | 28.65 | -2.3 | 24.60 | 475 | -6 | 480 | |||||||||
For Cg Power And Ind Sol Ltd - strike price 770 expiring on 30SEP2025
Delta for 770 CE is 0.67
Historical price for 770 CE is as follows
On 21 Sept CGPOWER was trading at 779.40. The strike last trading price was 21.1, which was -3.4 lower than the previous day. The implied volatity was 24.52, the open interest changed by 18 which increased total open position to 447
On 14 Sept CGPOWER was trading at 785.40. The strike last trading price was 28.65, which was -2.3 lower than the previous day. The implied volatity was 24.60, the open interest changed by -6 which decreased total open position to 480
| CGPOWER 30SEP2025 770 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.34
Vega: 0.50
Theta: -0.53
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 779.40 | 8.5 | -0.3 | 26.68 | 565 | 1 | 396 |
| 14 Sept | 785.40 | 12.55 | -1.1 | 30.54 | 490 | 38 | 339 |
For Cg Power And Ind Sol Ltd - strike price 770 expiring on 30SEP2025
Delta for 770 PE is -0.34
Historical price for 770 PE is as follows
On 21 Sept CGPOWER was trading at 779.40. The strike last trading price was 8.5, which was -0.3 lower than the previous day. The implied volatity was 26.68, the open interest changed by 1 which increased total open position to 396
On 14 Sept CGPOWER was trading at 785.40. The strike last trading price was 12.55, which was -1.1 lower than the previous day. The implied volatity was 30.54, the open interest changed by 38 which increased total open position to 339
