CGPOWER
Cg Power And Ind Sol Ltd
Historical option data for CGPOWER
21 Sep 2025 04:15 PM IST
| CGPOWER 30SEP2025 810 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.25
Vega: 0.43
Theta: -0.58
Gamma: 0.01
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 779.40 | 5.35 | -2.25 | 27.16 | 901 | 23 | 606 | |||||||||
|
|
||||||||||||||||
| 14 Sept | 785.40 | 10.35 | -1.85 | 26.46 | 866 | 22 | 316 | |||||||||
For Cg Power And Ind Sol Ltd - strike price 810 expiring on 30SEP2025
Delta for 810 CE is 0.25
Historical price for 810 CE is as follows
On 21 Sept CGPOWER was trading at 779.40. The strike last trading price was 5.35, which was -2.25 lower than the previous day. The implied volatity was 27.16, the open interest changed by 23 which increased total open position to 606
On 14 Sept CGPOWER was trading at 785.40. The strike last trading price was 10.35, which was -1.85 lower than the previous day. The implied volatity was 26.46, the open interest changed by 22 which increased total open position to 316
| CGPOWER 30SEP2025 810 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.73
Vega: 0.45
Theta: -0.44
Gamma: 0.01
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 779.40 | 32.65 | 0.7 | 29.63 | 6 | -1 | 220 |
| 14 Sept | 785.40 | 34.85 | -0.55 | 33.38 | 18 | 7 | 18 |
For Cg Power And Ind Sol Ltd - strike price 810 expiring on 30SEP2025
Delta for 810 PE is -0.73
Historical price for 810 PE is as follows
On 21 Sept CGPOWER was trading at 779.40. The strike last trading price was 32.65, which was 0.7 higher than the previous day. The implied volatity was 29.63, the open interest changed by -1 which decreased total open position to 220
On 14 Sept CGPOWER was trading at 785.40. The strike last trading price was 34.85, which was -0.55 lower than the previous day. The implied volatity was 33.38, the open interest changed by 7 which increased total open position to 18
