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[--[65.84.65.76]--]
CGPOWER
Cg Power And Ind Sol Ltd

615.1 -35.10 (-5.40%)

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Historical option data for CGPOWER

13 Jan 2025 04:13 PM IST
CGPOWER 30JAN2025 660 CE
Delta: 0.24
Vega: 0.41
Theta: -0.54
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
13 Jan 615.10 7.55 -14.80 41.46 145 -8 60
10 Jan 650.20 22.35 -14.40 40.89 115 52 67
9 Jan 678.15 36.75 -6.40 39.79 20 7 12
8 Jan 694.60 43.15 -38.25 29.69 3 -1 5
7 Jan 718.00 81.4 0.00 0.00 0 0 0
6 Jan 714.30 81.4 0.00 0.00 0 0 0
3 Jan 736.75 81.4 0.00 0.00 0 0 0
2 Jan 748.00 81.4 0.00 0.00 0 0 0
1 Jan 741.00 81.4 0.00 0.00 0 6 0
31 Dec 728.00 81.4 -35.50 42.40 11 5 5
30 Dec 735.85 116.9 0.00 - 0 0 0
27 Dec 748.25 116.9 0.00 - 0 0 0
26 Dec 743.75 116.9 - 0 0 0


For Cg Power And Ind Sol Ltd - strike price 660 expiring on 30JAN2025

Delta for 660 CE is 0.24

Historical price for 660 CE is as follows

On 13 Jan CGPOWER was trading at 615.10. The strike last trading price was 7.55, which was -14.80 lower than the previous day. The implied volatity was 41.46, the open interest changed by -8 which decreased total open position to 60


On 10 Jan CGPOWER was trading at 650.20. The strike last trading price was 22.35, which was -14.40 lower than the previous day. The implied volatity was 40.89, the open interest changed by 52 which increased total open position to 67


On 9 Jan CGPOWER was trading at 678.15. The strike last trading price was 36.75, which was -6.40 lower than the previous day. The implied volatity was 39.79, the open interest changed by 7 which increased total open position to 12


On 8 Jan CGPOWER was trading at 694.60. The strike last trading price was 43.15, which was -38.25 lower than the previous day. The implied volatity was 29.69, the open interest changed by -1 which decreased total open position to 5


On 7 Jan CGPOWER was trading at 718.00. The strike last trading price was 81.4, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 6 Jan CGPOWER was trading at 714.30. The strike last trading price was 81.4, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 3 Jan CGPOWER was trading at 736.75. The strike last trading price was 81.4, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 2 Jan CGPOWER was trading at 748.00. The strike last trading price was 81.4, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 1 Jan CGPOWER was trading at 741.00. The strike last trading price was 81.4, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 6 which increased total open position to 0


On 31 Dec CGPOWER was trading at 728.00. The strike last trading price was 81.4, which was -35.50 lower than the previous day. The implied volatity was 42.40, the open interest changed by 5 which increased total open position to 5


On 30 Dec CGPOWER was trading at 735.85. The strike last trading price was 116.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 27 Dec CGPOWER was trading at 748.25. The strike last trading price was 116.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 26 Dec CGPOWER was trading at 743.75. The strike last trading price was 116.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


CGPOWER 30JAN2025 660 PE
Delta: -0.77
Vega: 0.41
Theta: -0.34
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
13 Jan 615.10 49.2 22.70 40.04 147 -34 136
10 Jan 650.20 26.5 8.90 38.85 478 41 170
9 Jan 678.15 17.6 5.60 41.58 172 104 127
8 Jan 694.60 12 5.45 39.96 59 3 22
7 Jan 718.00 6.55 1.55 38.87 11 2 19
6 Jan 714.30 5 0.05 33.93 18 -2 7
3 Jan 736.75 4.95 1.30 38.02 12 2 10
2 Jan 748.00 3.65 0.00 0.00 0 1 0
1 Jan 741.00 3.65 -0.65 35.57 6 1 8
31 Dec 728.00 4.3 -11.90 32.77 10 6 6
30 Dec 735.85 16.2 0.00 10.74 0 0 0
27 Dec 748.25 16.2 0.00 11.50 0 0 0
26 Dec 743.75 16.2 11.15 0 0 0


For Cg Power And Ind Sol Ltd - strike price 660 expiring on 30JAN2025

Delta for 660 PE is -0.77

Historical price for 660 PE is as follows

On 13 Jan CGPOWER was trading at 615.10. The strike last trading price was 49.2, which was 22.70 higher than the previous day. The implied volatity was 40.04, the open interest changed by -34 which decreased total open position to 136


On 10 Jan CGPOWER was trading at 650.20. The strike last trading price was 26.5, which was 8.90 higher than the previous day. The implied volatity was 38.85, the open interest changed by 41 which increased total open position to 170


On 9 Jan CGPOWER was trading at 678.15. The strike last trading price was 17.6, which was 5.60 higher than the previous day. The implied volatity was 41.58, the open interest changed by 104 which increased total open position to 127


On 8 Jan CGPOWER was trading at 694.60. The strike last trading price was 12, which was 5.45 higher than the previous day. The implied volatity was 39.96, the open interest changed by 3 which increased total open position to 22


On 7 Jan CGPOWER was trading at 718.00. The strike last trading price was 6.55, which was 1.55 higher than the previous day. The implied volatity was 38.87, the open interest changed by 2 which increased total open position to 19


On 6 Jan CGPOWER was trading at 714.30. The strike last trading price was 5, which was 0.05 higher than the previous day. The implied volatity was 33.93, the open interest changed by -2 which decreased total open position to 7


On 3 Jan CGPOWER was trading at 736.75. The strike last trading price was 4.95, which was 1.30 higher than the previous day. The implied volatity was 38.02, the open interest changed by 2 which increased total open position to 10


On 2 Jan CGPOWER was trading at 748.00. The strike last trading price was 3.65, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0


On 1 Jan CGPOWER was trading at 741.00. The strike last trading price was 3.65, which was -0.65 lower than the previous day. The implied volatity was 35.57, the open interest changed by 1 which increased total open position to 8


On 31 Dec CGPOWER was trading at 728.00. The strike last trading price was 4.3, which was -11.90 lower than the previous day. The implied volatity was 32.77, the open interest changed by 6 which increased total open position to 6


On 30 Dec CGPOWER was trading at 735.85. The strike last trading price was 16.2, which was 0.00 lower than the previous day. The implied volatity was 10.74, the open interest changed by 0 which decreased total open position to 0


On 27 Dec CGPOWER was trading at 748.25. The strike last trading price was 16.2, which was 0.00 lower than the previous day. The implied volatity was 11.50, the open interest changed by 0 which decreased total open position to 0


On 26 Dec CGPOWER was trading at 743.75. The strike last trading price was 16.2, which was lower than the previous day. The implied volatity was 11.15, the open interest changed by 0 which decreased total open position to 0