CGPOWER
Cg Power And Ind Sol Ltd
Historical option data for CGPOWER
21 Sep 2025 04:15 PM IST
| CGPOWER 30SEP2025 800 CE | ||||||||||||||||
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Delta: 0.33
Vega: 0.49
Theta: -0.67
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 779.40 | 7.75 | -2.55 | 27.26 | 1,586 | -55 | 1,950 | |||||||||
| 14 Sept | 785.40 | 14 | -1.75 | 26.52 | 3,102 | -24 | 1,636 | |||||||||
For Cg Power And Ind Sol Ltd - strike price 800 expiring on 30SEP2025
Delta for 800 CE is 0.33
Historical price for 800 CE is as follows
On 21 Sept CGPOWER was trading at 779.40. The strike last trading price was 7.75, which was -2.55 lower than the previous day. The implied volatity was 27.26, the open interest changed by -55 which decreased total open position to 1950
On 14 Sept CGPOWER was trading at 785.40. The strike last trading price was 14, which was -1.75 lower than the previous day. The implied volatity was 26.52, the open interest changed by -24 which decreased total open position to 1636
| CGPOWER 30SEP2025 800 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.65
Vega: 0.50
Theta: -0.51
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 779.40 | 25.15 | 0.45 | 28.74 | 104 | -12 | 191 |
| 14 Sept | 785.40 | 27 | -1.15 | 30.86 | 212 | 3 | 290 |
For Cg Power And Ind Sol Ltd - strike price 800 expiring on 30SEP2025
Delta for 800 PE is -0.65
Historical price for 800 PE is as follows
On 21 Sept CGPOWER was trading at 779.40. The strike last trading price was 25.15, which was 0.45 higher than the previous day. The implied volatity was 28.74, the open interest changed by -12 which decreased total open position to 191
On 14 Sept CGPOWER was trading at 785.40. The strike last trading price was 27, which was -1.15 lower than the previous day. The implied volatity was 30.86, the open interest changed by 3 which increased total open position to 290
