CGPOWER
Cg Power And Ind Sol Ltd
Historical option data for CGPOWER
21 Sep 2025 04:15 PM IST
| CGPOWER 30SEP2025 780 CE | ||||||||||||||||
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Delta: 0.55
Vega: 0.54
Theta: -0.70
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 779.40 | 14.9 | -3.75 | 24.02 | 1,510 | 53 | 924 | |||||||||
| 14 Sept | 785.40 | 23 | -2.1 | 25.46 | 2,007 | 22 | 990 | |||||||||
For Cg Power And Ind Sol Ltd - strike price 780 expiring on 30SEP2025
Delta for 780 CE is 0.55
Historical price for 780 CE is as follows
On 21 Sept CGPOWER was trading at 779.40. The strike last trading price was 14.9, which was -3.75 lower than the previous day. The implied volatity was 24.02, the open interest changed by 53 which increased total open position to 924
On 14 Sept CGPOWER was trading at 785.40. The strike last trading price was 23, which was -2.1 lower than the previous day. The implied volatity was 25.46, the open interest changed by 22 which increased total open position to 990
| CGPOWER 30SEP2025 780 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.46
Vega: 0.54
Theta: -0.54
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 779.40 | 12.9 | 0.05 | 26.12 | 775 | -81 | 478 |
| 14 Sept | 785.40 | 16.25 | -1.4 | 30.09 | 995 | 65 | 449 |
For Cg Power And Ind Sol Ltd - strike price 780 expiring on 30SEP2025
Delta for 780 PE is -0.46
Historical price for 780 PE is as follows
On 21 Sept CGPOWER was trading at 779.40. The strike last trading price was 12.9, which was 0.05 higher than the previous day. The implied volatity was 26.12, the open interest changed by -81 which decreased total open position to 478
On 14 Sept CGPOWER was trading at 785.40. The strike last trading price was 16.25, which was -1.4 lower than the previous day. The implied volatity was 30.09, the open interest changed by 65 which increased total open position to 449
