CGPOWER
Cg Power And Ind Sol Ltd
Historical option data for CGPOWER
20 Dec 2024 04:14 PM IST
| CGPOWER 26DEC2024 770 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.13
Vega: 0.20
Theta: -0.58
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 730.05 | 2 | -7.90 | 33.95 | 3,445 | 197 | 610 | |||
| 19 Dec | 764.65 | 9.9 | -2.50 | 28.89 | 287 | 14 | 415 | |||
| 18 Dec | 766.80 | 12.4 | -4.15 | 31.90 | 399 | 39 | 402 | |||
| 17 Dec | 770.80 | 16.55 | -2.40 | 35.56 | 726 | -15 | 366 | |||
| 16 Dec | 770.95 | 18.95 | 1.70 | 32.09 | 428 | 14 | 380 | |||
| 13 Dec | 769.00 | 17.25 | -9.10 | 28.39 | 467 | 53 | 369 | |||
| 12 Dec | 783.15 | 26.35 | -1.55 | 30.68 | 43 | 3 | 316 | |||
| 11 Dec | 783.10 | 27.9 | -6.25 | 29.82 | 28 | 8 | 313 | |||
| 10 Dec | 797.20 | 34.15 | -6.30 | 25.30 | 49 | 3 | 305 | |||
| 9 Dec | 793.50 | 40.45 | 5.45 | 35.93 | 274 | -21 | 303 | |||
| 6 Dec | 782.50 | 35 | 7.75 | 35.15 | 562 | 35 | 325 | |||
| 5 Dec | 769.35 | 27.25 | 9.60 | 33.34 | 1,506 | 87 | 292 | |||
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| 4 Dec | 752.20 | 17.65 | -6.25 | 31.39 | 499 | 101 | 143 | |||
| 3 Dec | 761.30 | 23.9 | 1.80 | 34.52 | 39 | 7 | 33 | |||
| 2 Dec | 755.20 | 22.1 | 8.55 | 34.46 | 85 | 24 | 27 | |||
| 29 Nov | 732.25 | 13.55 | 32.85 | 6 | 3 | 3 | ||||
For Cg Power And Ind Sol Ltd - strike price 770 expiring on 26DEC2024
Delta for 770 CE is 0.13
Historical price for 770 CE is as follows
On 20 Dec CGPOWER was trading at 730.05. The strike last trading price was 2, which was -7.90 lower than the previous day. The implied volatity was 33.95, the open interest changed by 197 which increased total open position to 610
On 19 Dec CGPOWER was trading at 764.65. The strike last trading price was 9.9, which was -2.50 lower than the previous day. The implied volatity was 28.89, the open interest changed by 14 which increased total open position to 415
On 18 Dec CGPOWER was trading at 766.80. The strike last trading price was 12.4, which was -4.15 lower than the previous day. The implied volatity was 31.90, the open interest changed by 39 which increased total open position to 402
On 17 Dec CGPOWER was trading at 770.80. The strike last trading price was 16.55, which was -2.40 lower than the previous day. The implied volatity was 35.56, the open interest changed by -15 which decreased total open position to 366
On 16 Dec CGPOWER was trading at 770.95. The strike last trading price was 18.95, which was 1.70 higher than the previous day. The implied volatity was 32.09, the open interest changed by 14 which increased total open position to 380
On 13 Dec CGPOWER was trading at 769.00. The strike last trading price was 17.25, which was -9.10 lower than the previous day. The implied volatity was 28.39, the open interest changed by 53 which increased total open position to 369
On 12 Dec CGPOWER was trading at 783.15. The strike last trading price was 26.35, which was -1.55 lower than the previous day. The implied volatity was 30.68, the open interest changed by 3 which increased total open position to 316
On 11 Dec CGPOWER was trading at 783.10. The strike last trading price was 27.9, which was -6.25 lower than the previous day. The implied volatity was 29.82, the open interest changed by 8 which increased total open position to 313
On 10 Dec CGPOWER was trading at 797.20. The strike last trading price was 34.15, which was -6.30 lower than the previous day. The implied volatity was 25.30, the open interest changed by 3 which increased total open position to 305
On 9 Dec CGPOWER was trading at 793.50. The strike last trading price was 40.45, which was 5.45 higher than the previous day. The implied volatity was 35.93, the open interest changed by -21 which decreased total open position to 303
On 6 Dec CGPOWER was trading at 782.50. The strike last trading price was 35, which was 7.75 higher than the previous day. The implied volatity was 35.15, the open interest changed by 35 which increased total open position to 325
On 5 Dec CGPOWER was trading at 769.35. The strike last trading price was 27.25, which was 9.60 higher than the previous day. The implied volatity was 33.34, the open interest changed by 87 which increased total open position to 292
On 4 Dec CGPOWER was trading at 752.20. The strike last trading price was 17.65, which was -6.25 lower than the previous day. The implied volatity was 31.39, the open interest changed by 101 which increased total open position to 143
On 3 Dec CGPOWER was trading at 761.30. The strike last trading price was 23.9, which was 1.80 higher than the previous day. The implied volatity was 34.52, the open interest changed by 7 which increased total open position to 33
On 2 Dec CGPOWER was trading at 755.20. The strike last trading price was 22.1, which was 8.55 higher than the previous day. The implied volatity was 34.46, the open interest changed by 24 which increased total open position to 27
On 29 Nov CGPOWER was trading at 732.25. The strike last trading price was 13.55, which was lower than the previous day. The implied volatity was 32.85, the open interest changed by 3 which increased total open position to 3
| CGPOWER 26DEC2024 770 PE | |||||||
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Delta: -0.80
Vega: 0.27
Theta: -0.85
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 730.05 | 42.55 | 27.45 | 45.94 | 230 | 5 | 133 |
| 19 Dec | 764.65 | 15.1 | -1.90 | 29.43 | 15 | -4 | 126 |
| 18 Dec | 766.80 | 17 | 0.00 | 32.64 | 144 | -43 | 129 |
| 17 Dec | 770.80 | 17 | 3.15 | 34.20 | 146 | 6 | 173 |
| 16 Dec | 770.95 | 13.85 | -2.25 | 31.91 | 166 | 26 | 163 |
| 13 Dec | 769.00 | 16.1 | 4.85 | 29.24 | 362 | -3 | 137 |
| 12 Dec | 783.15 | 11.25 | -1.30 | 28.67 | 74 | -31 | 141 |
| 11 Dec | 783.10 | 12.55 | 1.05 | 31.27 | 67 | 16 | 171 |
| 10 Dec | 797.20 | 11.5 | -1.75 | 35.02 | 116 | 54 | 154 |
| 9 Dec | 793.50 | 13.25 | -4.70 | 36.72 | 246 | 33 | 100 |
| 6 Dec | 782.50 | 17.95 | -6.30 | 35.52 | 128 | 25 | 68 |
| 5 Dec | 769.35 | 24.25 | -1.15 | 36.50 | 152 | 37 | 43 |
| 4 Dec | 752.20 | 25.4 | -5.40 | 24.93 | 2 | 1 | 5 |
| 3 Dec | 761.30 | 30.8 | -8.75 | 37.53 | 2 | 0 | 2 |
| 2 Dec | 755.20 | 39.55 | -4.85 | 44.20 | 6 | 4 | 4 |
| 29 Nov | 732.25 | 44.4 | - | 0 | 0 | 0 | |
For Cg Power And Ind Sol Ltd - strike price 770 expiring on 26DEC2024
Delta for 770 PE is -0.80
Historical price for 770 PE is as follows
On 20 Dec CGPOWER was trading at 730.05. The strike last trading price was 42.55, which was 27.45 higher than the previous day. The implied volatity was 45.94, the open interest changed by 5 which increased total open position to 133
On 19 Dec CGPOWER was trading at 764.65. The strike last trading price was 15.1, which was -1.90 lower than the previous day. The implied volatity was 29.43, the open interest changed by -4 which decreased total open position to 126
On 18 Dec CGPOWER was trading at 766.80. The strike last trading price was 17, which was 0.00 lower than the previous day. The implied volatity was 32.64, the open interest changed by -43 which decreased total open position to 129
On 17 Dec CGPOWER was trading at 770.80. The strike last trading price was 17, which was 3.15 higher than the previous day. The implied volatity was 34.20, the open interest changed by 6 which increased total open position to 173
On 16 Dec CGPOWER was trading at 770.95. The strike last trading price was 13.85, which was -2.25 lower than the previous day. The implied volatity was 31.91, the open interest changed by 26 which increased total open position to 163
On 13 Dec CGPOWER was trading at 769.00. The strike last trading price was 16.1, which was 4.85 higher than the previous day. The implied volatity was 29.24, the open interest changed by -3 which decreased total open position to 137
On 12 Dec CGPOWER was trading at 783.15. The strike last trading price was 11.25, which was -1.30 lower than the previous day. The implied volatity was 28.67, the open interest changed by -31 which decreased total open position to 141
On 11 Dec CGPOWER was trading at 783.10. The strike last trading price was 12.55, which was 1.05 higher than the previous day. The implied volatity was 31.27, the open interest changed by 16 which increased total open position to 171
On 10 Dec CGPOWER was trading at 797.20. The strike last trading price was 11.5, which was -1.75 lower than the previous day. The implied volatity was 35.02, the open interest changed by 54 which increased total open position to 154
On 9 Dec CGPOWER was trading at 793.50. The strike last trading price was 13.25, which was -4.70 lower than the previous day. The implied volatity was 36.72, the open interest changed by 33 which increased total open position to 100
On 6 Dec CGPOWER was trading at 782.50. The strike last trading price was 17.95, which was -6.30 lower than the previous day. The implied volatity was 35.52, the open interest changed by 25 which increased total open position to 68
On 5 Dec CGPOWER was trading at 769.35. The strike last trading price was 24.25, which was -1.15 lower than the previous day. The implied volatity was 36.50, the open interest changed by 37 which increased total open position to 43
On 4 Dec CGPOWER was trading at 752.20. The strike last trading price was 25.4, which was -5.40 lower than the previous day. The implied volatity was 24.93, the open interest changed by 1 which increased total open position to 5
On 3 Dec CGPOWER was trading at 761.30. The strike last trading price was 30.8, which was -8.75 lower than the previous day. The implied volatity was 37.53, the open interest changed by 0 which decreased total open position to 2
On 2 Dec CGPOWER was trading at 755.20. The strike last trading price was 39.55, which was -4.85 lower than the previous day. The implied volatity was 44.20, the open interest changed by 4 which increased total open position to 4
On 29 Nov CGPOWER was trading at 732.25. The strike last trading price was 44.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
