CGPOWER
Cg Power And Ind Sol Ltd
Historical option data for CGPOWER
20 Dec 2024 04:14 PM IST
| CGPOWER 26DEC2024 760 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.18
Vega: 0.25
Theta: -0.69
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 730.05 | 2.9 | -11.30 | 31.51 | 805 | 77 | 329 | |||
| 19 Dec | 764.65 | 14.2 | -3.10 | 27.41 | 162 | 1 | 250 | |||
| 18 Dec | 766.80 | 17.3 | -6.25 | 31.73 | 425 | 90 | 247 | |||
| 17 Dec | 770.80 | 23.55 | -1.25 | 39.32 | 106 | -11 | 157 | |||
| 16 Dec | 770.95 | 24.8 | 1.80 | 32.10 | 244 | -3 | 168 | |||
| 13 Dec | 769.00 | 23 | -9.75 | 28.82 | 329 | 26 | 170 | |||
| 12 Dec | 783.15 | 32.75 | -1.75 | 30.59 | 23 | 10 | 142 | |||
| 11 Dec | 783.10 | 34.5 | -8.10 | 29.81 | 13 | 2 | 132 | |||
| 10 Dec | 797.20 | 42.6 | -3.90 | 26.88 | 29 | -1 | 131 | |||
| 9 Dec | 793.50 | 46.5 | 5.35 | 34.38 | 267 | -89 | 133 | |||
| 6 Dec | 782.50 | 41.15 | 8.15 | 35.10 | 237 | -24 | 223 | |||
| 5 Dec | 769.35 | 33 | 11.15 | 33.72 | 650 | 52 | 248 | |||
| 4 Dec | 752.20 | 21.85 | -6.75 | 31.24 | 368 | 53 | 191 | |||
| 3 Dec | 761.30 | 28.6 | 1.30 | 34.40 | 490 | -36 | 140 | |||
| 2 Dec | 755.20 | 27.3 | 11.35 | 35.37 | 730 | 169 | 177 | |||
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| 29 Nov | 732.25 | 15.95 | 31.77 | 16 | 10 | 10 | ||||
For Cg Power And Ind Sol Ltd - strike price 760 expiring on 26DEC2024
Delta for 760 CE is 0.18
Historical price for 760 CE is as follows
On 20 Dec CGPOWER was trading at 730.05. The strike last trading price was 2.9, which was -11.30 lower than the previous day. The implied volatity was 31.51, the open interest changed by 77 which increased total open position to 329
On 19 Dec CGPOWER was trading at 764.65. The strike last trading price was 14.2, which was -3.10 lower than the previous day. The implied volatity was 27.41, the open interest changed by 1 which increased total open position to 250
On 18 Dec CGPOWER was trading at 766.80. The strike last trading price was 17.3, which was -6.25 lower than the previous day. The implied volatity was 31.73, the open interest changed by 90 which increased total open position to 247
On 17 Dec CGPOWER was trading at 770.80. The strike last trading price was 23.55, which was -1.25 lower than the previous day. The implied volatity was 39.32, the open interest changed by -11 which decreased total open position to 157
On 16 Dec CGPOWER was trading at 770.95. The strike last trading price was 24.8, which was 1.80 higher than the previous day. The implied volatity was 32.10, the open interest changed by -3 which decreased total open position to 168
On 13 Dec CGPOWER was trading at 769.00. The strike last trading price was 23, which was -9.75 lower than the previous day. The implied volatity was 28.82, the open interest changed by 26 which increased total open position to 170
On 12 Dec CGPOWER was trading at 783.15. The strike last trading price was 32.75, which was -1.75 lower than the previous day. The implied volatity was 30.59, the open interest changed by 10 which increased total open position to 142
On 11 Dec CGPOWER was trading at 783.10. The strike last trading price was 34.5, which was -8.10 lower than the previous day. The implied volatity was 29.81, the open interest changed by 2 which increased total open position to 132
On 10 Dec CGPOWER was trading at 797.20. The strike last trading price was 42.6, which was -3.90 lower than the previous day. The implied volatity was 26.88, the open interest changed by -1 which decreased total open position to 131
On 9 Dec CGPOWER was trading at 793.50. The strike last trading price was 46.5, which was 5.35 higher than the previous day. The implied volatity was 34.38, the open interest changed by -89 which decreased total open position to 133
On 6 Dec CGPOWER was trading at 782.50. The strike last trading price was 41.15, which was 8.15 higher than the previous day. The implied volatity was 35.10, the open interest changed by -24 which decreased total open position to 223
On 5 Dec CGPOWER was trading at 769.35. The strike last trading price was 33, which was 11.15 higher than the previous day. The implied volatity was 33.72, the open interest changed by 52 which increased total open position to 248
On 4 Dec CGPOWER was trading at 752.20. The strike last trading price was 21.85, which was -6.75 lower than the previous day. The implied volatity was 31.24, the open interest changed by 53 which increased total open position to 191
On 3 Dec CGPOWER was trading at 761.30. The strike last trading price was 28.6, which was 1.30 higher than the previous day. The implied volatity was 34.40, the open interest changed by -36 which decreased total open position to 140
On 2 Dec CGPOWER was trading at 755.20. The strike last trading price was 27.3, which was 11.35 higher than the previous day. The implied volatity was 35.37, the open interest changed by 169 which increased total open position to 177
On 29 Nov CGPOWER was trading at 732.25. The strike last trading price was 15.95, which was lower than the previous day. The implied volatity was 31.77, the open interest changed by 10 which increased total open position to 10
| CGPOWER 26DEC2024 760 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.75
Vega: 0.30
Theta: -0.86
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 730.05 | 33.3 | 23.45 | 41.13 | 597 | 8 | 235 |
| 19 Dec | 764.65 | 9.85 | -1.85 | 28.99 | 151 | 5 | 228 |
| 18 Dec | 766.80 | 11.7 | -0.95 | 31.98 | 451 | -82 | 226 |
| 17 Dec | 770.80 | 12.65 | 3.05 | 34.99 | 423 | -44 | 312 |
| 16 Dec | 770.95 | 9.6 | -2.10 | 31.63 | 606 | 2 | 348 |
| 13 Dec | 769.00 | 11.7 | 3.60 | 29.37 | 1,635 | 112 | 347 |
| 12 Dec | 783.15 | 8.1 | -1.00 | 29.17 | 94 | -14 | 236 |
| 11 Dec | 783.10 | 9.1 | 0.45 | 31.24 | 91 | 15 | 250 |
| 10 Dec | 797.20 | 8.65 | -1.20 | 35.17 | 190 | 83 | 234 |
| 9 Dec | 793.50 | 9.85 | -4.60 | 36.19 | 430 | 34 | 148 |
| 6 Dec | 782.50 | 14.45 | -4.60 | 35.95 | 171 | 39 | 114 |
| 5 Dec | 769.35 | 19.05 | -5.00 | 35.57 | 259 | 21 | 76 |
| 4 Dec | 752.20 | 24.05 | 0.05 | 30.86 | 52 | 34 | 56 |
| 3 Dec | 761.30 | 24 | -3.00 | 34.76 | 15 | 0 | 21 |
| 2 Dec | 755.20 | 27 | -11.80 | 34.96 | 65 | 20 | 20 |
| 29 Nov | 732.25 | 38.8 | - | 0 | 0 | 0 | |
For Cg Power And Ind Sol Ltd - strike price 760 expiring on 26DEC2024
Delta for 760 PE is -0.75
Historical price for 760 PE is as follows
On 20 Dec CGPOWER was trading at 730.05. The strike last trading price was 33.3, which was 23.45 higher than the previous day. The implied volatity was 41.13, the open interest changed by 8 which increased total open position to 235
On 19 Dec CGPOWER was trading at 764.65. The strike last trading price was 9.85, which was -1.85 lower than the previous day. The implied volatity was 28.99, the open interest changed by 5 which increased total open position to 228
On 18 Dec CGPOWER was trading at 766.80. The strike last trading price was 11.7, which was -0.95 lower than the previous day. The implied volatity was 31.98, the open interest changed by -82 which decreased total open position to 226
On 17 Dec CGPOWER was trading at 770.80. The strike last trading price was 12.65, which was 3.05 higher than the previous day. The implied volatity was 34.99, the open interest changed by -44 which decreased total open position to 312
On 16 Dec CGPOWER was trading at 770.95. The strike last trading price was 9.6, which was -2.10 lower than the previous day. The implied volatity was 31.63, the open interest changed by 2 which increased total open position to 348
On 13 Dec CGPOWER was trading at 769.00. The strike last trading price was 11.7, which was 3.60 higher than the previous day. The implied volatity was 29.37, the open interest changed by 112 which increased total open position to 347
On 12 Dec CGPOWER was trading at 783.15. The strike last trading price was 8.1, which was -1.00 lower than the previous day. The implied volatity was 29.17, the open interest changed by -14 which decreased total open position to 236
On 11 Dec CGPOWER was trading at 783.10. The strike last trading price was 9.1, which was 0.45 higher than the previous day. The implied volatity was 31.24, the open interest changed by 15 which increased total open position to 250
On 10 Dec CGPOWER was trading at 797.20. The strike last trading price was 8.65, which was -1.20 lower than the previous day. The implied volatity was 35.17, the open interest changed by 83 which increased total open position to 234
On 9 Dec CGPOWER was trading at 793.50. The strike last trading price was 9.85, which was -4.60 lower than the previous day. The implied volatity was 36.19, the open interest changed by 34 which increased total open position to 148
On 6 Dec CGPOWER was trading at 782.50. The strike last trading price was 14.45, which was -4.60 lower than the previous day. The implied volatity was 35.95, the open interest changed by 39 which increased total open position to 114
On 5 Dec CGPOWER was trading at 769.35. The strike last trading price was 19.05, which was -5.00 lower than the previous day. The implied volatity was 35.57, the open interest changed by 21 which increased total open position to 76
On 4 Dec CGPOWER was trading at 752.20. The strike last trading price was 24.05, which was 0.05 higher than the previous day. The implied volatity was 30.86, the open interest changed by 34 which increased total open position to 56
On 3 Dec CGPOWER was trading at 761.30. The strike last trading price was 24, which was -3.00 lower than the previous day. The implied volatity was 34.76, the open interest changed by 0 which decreased total open position to 21
On 2 Dec CGPOWER was trading at 755.20. The strike last trading price was 27, which was -11.80 lower than the previous day. The implied volatity was 34.96, the open interest changed by 20 which increased total open position to 20
On 29 Nov CGPOWER was trading at 732.25. The strike last trading price was 38.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
