CGPOWER
Cg Power And Ind Sol Ltd
Historical option data for CGPOWER
21 Sep 2025 04:15 PM IST
| CGPOWER 30SEP2025 830 CE | ||||||||||||||||
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Delta: 0.14
Vega: 0.31
Theta: -0.46
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 779.40 | 3 | -1.25 | 30.45 | 507 | -35 | 383 | |||||||||
| 14 Sept | 785.40 | 5.75 | -1.4 | 27.39 | 252 | 64 | 172 | |||||||||
For Cg Power And Ind Sol Ltd - strike price 830 expiring on 30SEP2025
Delta for 830 CE is 0.14
Historical price for 830 CE is as follows
On 21 Sept CGPOWER was trading at 779.40. The strike last trading price was 3, which was -1.25 lower than the previous day. The implied volatity was 30.45, the open interest changed by -35 which decreased total open position to 383
On 14 Sept CGPOWER was trading at 785.40. The strike last trading price was 5.75, which was -1.4 lower than the previous day. The implied volatity was 27.39, the open interest changed by 64 which increased total open position to 172
| CGPOWER 30SEP2025 830 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.77
Vega: 0.41
Theta: -0.59
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 779.40 | 53.3 | 13.9 | 41.86 | 6 | 0 | 0 |
| 14 Sept | 785.40 | 167.8 | 0 | - | 0 | 0 | 0 |
For Cg Power And Ind Sol Ltd - strike price 830 expiring on 30SEP2025
Delta for 830 PE is -0.77
Historical price for 830 PE is as follows
On 21 Sept CGPOWER was trading at 779.40. The strike last trading price was 53.3, which was 13.9 higher than the previous day. The implied volatity was 41.86, the open interest changed by 0 which decreased total open position to 0
On 14 Sept CGPOWER was trading at 785.40. The strike last trading price was 167.8, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
