CGPOWER
Cg Power And Ind Sol Ltd
Historical option data for CGPOWER
21 Sep 2025 04:15 PM IST
| CGPOWER 30SEP2025 790 CE | ||||||||||||||||
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Delta: 0.43
Vega: 0.53
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 | 10.6 | -3.35 | 24.86 | 1,143 | 54 | 891 | |||||||||
| 14 Sept | 785.40 | 18 | -2.05 | 25.90 | 2,081 | 98 | 726 | |||||||||
For Cg Power And Ind Sol Ltd - strike price 790 expiring on 30SEP2025
Delta for 790 CE is 0.43
Historical price for 790 CE is as follows
On 21 Sept CGPOWER was trading at 779.40. The strike last trading price was 10.6, which was -3.35 lower than the previous day. The implied volatity was 24.86, the open interest changed by 54 which increased total open position to 891
On 14 Sept CGPOWER was trading at 785.40. The strike last trading price was 18, which was -2.05 lower than the previous day. The implied volatity was 25.90, the open interest changed by 98 which increased total open position to 726
| CGPOWER 30SEP2025 790 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.56
Vega: 0.54
Theta: -0.56
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 779.40 | 18.7 | 0.55 | 28.28 | 266 | -2 | 268 |
| 14 Sept | 785.40 | 21.1 | -1.3 | 30.26 | 375 | 20 | 176 |
For Cg Power And Ind Sol Ltd - strike price 790 expiring on 30SEP2025
Delta for 790 PE is -0.56
Historical price for 790 PE is as follows
On 21 Sept CGPOWER was trading at 779.40. The strike last trading price was 18.7, which was 0.55 higher than the previous day. The implied volatity was 28.28, the open interest changed by -2 which decreased total open position to 268
On 14 Sept CGPOWER was trading at 785.40. The strike last trading price was 21.1, which was -1.3 lower than the previous day. The implied volatity was 30.26, the open interest changed by 20 which increased total open position to 176
