CGPOWER
Cg Power And Ind Sol Ltd
Historical option data for CGPOWER
21 Sep 2025 04:15 PM IST
| CGPOWER 28OCT2025 780 CE | ||||||||||||||||
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Delta: 0.57
Vega: 1.00
Theta: -0.51
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 779.40 | 36.15 | -2.15 | 30.72 | 30 | 3 | 110 | |||||||||
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| 14 Sept | 785.40 | 38.5 | -1.05 | 27.17 | 8 | -1 | 94 | |||||||||
For Cg Power And Ind Sol Ltd - strike price 780 expiring on 28OCT2025
Delta for 780 CE is 0.57
Historical price for 780 CE is as follows
On 21 Sept CGPOWER was trading at 779.40. The strike last trading price was 36.15, which was -2.15 lower than the previous day. The implied volatity was 30.72, the open interest changed by 3 which increased total open position to 110
On 14 Sept CGPOWER was trading at 785.40. The strike last trading price was 38.5, which was -1.05 lower than the previous day. The implied volatity was 27.17, the open interest changed by -1 which decreased total open position to 94
| CGPOWER 28OCT2025 780 PE | |||||||
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Delta: -0.43
Vega: 1.00
Theta: -0.34
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 779.40 | 29.85 | 2 | 34.04 | 16 | 4 | 29 |
| 14 Sept | 785.40 | 130.3 | 0 | 1.77 | 0 | 0 | 0 |
For Cg Power And Ind Sol Ltd - strike price 780 expiring on 28OCT2025
Delta for 780 PE is -0.43
Historical price for 780 PE is as follows
On 21 Sept CGPOWER was trading at 779.40. The strike last trading price was 29.85, which was 2 higher than the previous day. The implied volatity was 34.04, the open interest changed by 4 which increased total open position to 29
On 14 Sept CGPOWER was trading at 785.40. The strike last trading price was 130.3, which was 0 lower than the previous day. The implied volatity was 1.77, the open interest changed by 0 which decreased total open position to 0
