CGPOWER
Cg Power And Ind Sol Ltd
Historical option data for CGPOWER
20 Dec 2024 04:14 PM IST
| CGPOWER 26DEC2024 740 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.39
Vega: 0.36
Theta: -0.91
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 730.05 | 7.05 | -21.40 | 27.90 | 262 | 83 | 111 | |||
| 19 Dec | 764.65 | 28.45 | 2.45 | 29.11 | 25 | -9 | 28 | |||
| 18 Dec | 766.80 | 26 | -6.10 | 14.07 | 4 | 2 | 38 | |||
| 17 Dec | 770.80 | 32.1 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 16 Dec | 770.95 | 32.1 | -31.10 | - | 1 | 0 | 36 | |||
| 13 Dec | 769.00 | 63.2 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Dec | 783.15 | 63.2 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 783.10 | 63.2 | 0.00 | 0.00 | 0 | -3 | 0 | |||
| 10 Dec | 797.20 | 63.2 | 0.20 | 37.38 | 7 | -3 | 36 | |||
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| 9 Dec | 793.50 | 63 | 7.70 | 36.50 | 9 | -1 | 39 | |||
| 6 Dec | 782.50 | 55.3 | 8.20 | 35.21 | 34 | 10 | 43 | |||
| 5 Dec | 769.35 | 47.1 | 14.40 | 35.82 | 6 | -4 | 33 | |||
| 4 Dec | 752.20 | 32.7 | -6.55 | 31.51 | 11 | 3 | 32 | |||
| 3 Dec | 761.30 | 39.25 | 2.60 | 33.33 | 5 | -3 | 30 | |||
| 2 Dec | 755.20 | 36.65 | 9.45 | 33.48 | 67 | 1 | 32 | |||
| 29 Nov | 732.25 | 27.2 | 35.78 | 49 | 31 | 31 | ||||
For Cg Power And Ind Sol Ltd - strike price 740 expiring on 26DEC2024
Delta for 740 CE is 0.39
Historical price for 740 CE is as follows
On 20 Dec CGPOWER was trading at 730.05. The strike last trading price was 7.05, which was -21.40 lower than the previous day. The implied volatity was 27.90, the open interest changed by 83 which increased total open position to 111
On 19 Dec CGPOWER was trading at 764.65. The strike last trading price was 28.45, which was 2.45 higher than the previous day. The implied volatity was 29.11, the open interest changed by -9 which decreased total open position to 28
On 18 Dec CGPOWER was trading at 766.80. The strike last trading price was 26, which was -6.10 lower than the previous day. The implied volatity was 14.07, the open interest changed by 2 which increased total open position to 38
On 17 Dec CGPOWER was trading at 770.80. The strike last trading price was 32.1, 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 16 Dec CGPOWER was trading at 770.95. The strike last trading price was 32.1, which was -31.10 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 36
On 13 Dec CGPOWER was trading at 769.00. The strike last trading price was 63.2, 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 12 Dec CGPOWER was trading at 783.15. The strike last trading price was 63.2, 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 11 Dec CGPOWER was trading at 783.10. The strike last trading price was 63.2, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -3 which decreased total open position to 0
On 10 Dec CGPOWER was trading at 797.20. The strike last trading price was 63.2, which was 0.20 higher than the previous day. The implied volatity was 37.38, the open interest changed by -3 which decreased total open position to 36
On 9 Dec CGPOWER was trading at 793.50. The strike last trading price was 63, which was 7.70 higher than the previous day. The implied volatity was 36.50, the open interest changed by -1 which decreased total open position to 39
On 6 Dec CGPOWER was trading at 782.50. The strike last trading price was 55.3, which was 8.20 higher than the previous day. The implied volatity was 35.21, the open interest changed by 10 which increased total open position to 43
On 5 Dec CGPOWER was trading at 769.35. The strike last trading price was 47.1, which was 14.40 higher than the previous day. The implied volatity was 35.82, the open interest changed by -4 which decreased total open position to 33
On 4 Dec CGPOWER was trading at 752.20. The strike last trading price was 32.7, which was -6.55 lower than the previous day. The implied volatity was 31.51, the open interest changed by 3 which increased total open position to 32
On 3 Dec CGPOWER was trading at 761.30. The strike last trading price was 39.25, which was 2.60 higher than the previous day. The implied volatity was 33.33, the open interest changed by -3 which decreased total open position to 30
On 2 Dec CGPOWER was trading at 755.20. The strike last trading price was 36.65, which was 9.45 higher than the previous day. The implied volatity was 33.48, the open interest changed by 1 which increased total open position to 32
On 29 Nov CGPOWER was trading at 732.25. The strike last trading price was 27.2, which was lower than the previous day. The implied volatity was 35.78, the open interest changed by 31 which increased total open position to 31
| CGPOWER 26DEC2024 740 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.59
Vega: 0.36
Theta: -0.86
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 730.05 | 16.45 | 13.05 | 32.36 | 631 | -57 | 119 |
| 19 Dec | 764.65 | 3.4 | -1.60 | 28.83 | 67 | -4 | 176 |
| 18 Dec | 766.80 | 5 | -1.25 | 32.29 | 171 | 30 | 180 |
| 17 Dec | 770.80 | 6.25 | 2.00 | 35.84 | 450 | -21 | 150 |
| 16 Dec | 770.95 | 4.25 | -1.55 | 32.09 | 47 | 5 | 172 |
| 13 Dec | 769.00 | 5.8 | 1.80 | 30.25 | 231 | 8 | 167 |
| 12 Dec | 783.15 | 4 | -0.70 | 30.45 | 49 | 9 | 159 |
| 11 Dec | 783.10 | 4.7 | 0.10 | 32.16 | 76 | -41 | 148 |
| 10 Dec | 797.20 | 4.6 | -1.30 | 35.55 | 125 | 56 | 189 |
| 9 Dec | 793.50 | 5.9 | -3.10 | 37.53 | 453 | 57 | 132 |
| 6 Dec | 782.50 | 9 | -3.20 | 36.78 | 40 | -6 | 75 |
| 5 Dec | 769.35 | 12.2 | -3.40 | 36.22 | 272 | -10 | 81 |
| 4 Dec | 752.20 | 15.6 | 0.45 | 31.93 | 93 | 17 | 93 |
| 3 Dec | 761.30 | 15.15 | -2.80 | 34.26 | 40 | 19 | 75 |
| 2 Dec | 755.20 | 17.95 | -13.20 | 35.06 | 67 | 13 | 53 |
| 29 Nov | 732.25 | 31.15 | 37.55 | 75 | 34 | 34 | |
For Cg Power And Ind Sol Ltd - strike price 740 expiring on 26DEC2024
Delta for 740 PE is -0.59
Historical price for 740 PE is as follows
On 20 Dec CGPOWER was trading at 730.05. The strike last trading price was 16.45, which was 13.05 higher than the previous day. The implied volatity was 32.36, the open interest changed by -57 which decreased total open position to 119
On 19 Dec CGPOWER was trading at 764.65. The strike last trading price was 3.4, which was -1.60 lower than the previous day. The implied volatity was 28.83, the open interest changed by -4 which decreased total open position to 176
On 18 Dec CGPOWER was trading at 766.80. The strike last trading price was 5, which was -1.25 lower than the previous day. The implied volatity was 32.29, the open interest changed by 30 which increased total open position to 180
On 17 Dec CGPOWER was trading at 770.80. The strike last trading price was 6.25, which was 2.00 higher than the previous day. The implied volatity was 35.84, the open interest changed by -21 which decreased total open position to 150
On 16 Dec CGPOWER was trading at 770.95. The strike last trading price was 4.25, which was -1.55 lower than the previous day. The implied volatity was 32.09, the open interest changed by 5 which increased total open position to 172
On 13 Dec CGPOWER was trading at 769.00. The strike last trading price was 5.8, which was 1.80 higher than the previous day. The implied volatity was 30.25, the open interest changed by 8 which increased total open position to 167
On 12 Dec CGPOWER was trading at 783.15. The strike last trading price was 4, which was -0.70 lower than the previous day. The implied volatity was 30.45, the open interest changed by 9 which increased total open position to 159
On 11 Dec CGPOWER was trading at 783.10. The strike last trading price was 4.7, which was 0.10 higher than the previous day. The implied volatity was 32.16, the open interest changed by -41 which decreased total open position to 148
On 10 Dec CGPOWER was trading at 797.20. The strike last trading price was 4.6, which was -1.30 lower than the previous day. The implied volatity was 35.55, the open interest changed by 56 which increased total open position to 189
On 9 Dec CGPOWER was trading at 793.50. The strike last trading price was 5.9, which was -3.10 lower than the previous day. The implied volatity was 37.53, the open interest changed by 57 which increased total open position to 132
On 6 Dec CGPOWER was trading at 782.50. The strike last trading price was 9, which was -3.20 lower than the previous day. The implied volatity was 36.78, the open interest changed by -6 which decreased total open position to 75
On 5 Dec CGPOWER was trading at 769.35. The strike last trading price was 12.2, which was -3.40 lower than the previous day. The implied volatity was 36.22, the open interest changed by -10 which decreased total open position to 81
On 4 Dec CGPOWER was trading at 752.20. The strike last trading price was 15.6, which was 0.45 higher than the previous day. The implied volatity was 31.93, the open interest changed by 17 which increased total open position to 93
On 3 Dec CGPOWER was trading at 761.30. The strike last trading price was 15.15, which was -2.80 lower than the previous day. The implied volatity was 34.26, the open interest changed by 19 which increased total open position to 75
On 2 Dec CGPOWER was trading at 755.20. The strike last trading price was 17.95, which was -13.20 lower than the previous day. The implied volatity was 35.06, the open interest changed by 13 which increased total open position to 53
On 29 Nov CGPOWER was trading at 732.25. The strike last trading price was 31.15, which was lower than the previous day. The implied volatity was 37.55, the open interest changed by 34 which increased total open position to 34
