CGPOWER
Cg Power And Ind Sol Ltd
Historical option data for CGPOWER
20 Dec 2024 04:14 PM IST
| CGPOWER 26DEC2024 780 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.10
Vega: 0.16
Theta: -0.52
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 730.05 | 1.55 | -5.40 | 37.20 | 1,680 | 73 | 956 | |||
| 19 Dec | 764.65 | 6.95 | -2.00 | 30.74 | 584 | 15 | 881 | |||
| 18 Dec | 766.80 | 8.95 | -3.95 | 32.96 | 656 | -127 | 865 | |||
| 17 Dec | 770.80 | 12.9 | -1.45 | 36.99 | 2,865 | 732 | 994 | |||
| 16 Dec | 770.95 | 14.35 | 1.35 | 32.65 | 371 | -5 | 262 | |||
| 13 Dec | 769.00 | 13 | -7.05 | 28.93 | 630 | 89 | 266 | |||
| 12 Dec | 783.15 | 20.05 | -2.40 | 29.56 | 227 | 21 | 178 | |||
| 11 Dec | 783.10 | 22.45 | -8.95 | 30.39 | 94 | 21 | 158 | |||
| 10 Dec | 797.20 | 31.4 | -2.25 | 32.24 | 275 | -10 | 140 | |||
| 9 Dec | 793.50 | 33.65 | 4.15 | 35.13 | 939 | -179 | 154 | |||
| 6 Dec | 782.50 | 29.5 | 6.65 | 35.25 | 1,523 | -19 | 334 | |||
| 5 Dec | 769.35 | 22.85 | 9.10 | 33.93 | 1,688 | 276 | 352 | |||
| 4 Dec | 752.20 | 13.75 | -6.20 | 31.06 | 177 | 60 | 78 | |||
| 3 Dec | 761.30 | 19.95 | -0.30 | 34.86 | 31 | 12 | 18 | |||
| 2 Dec | 755.20 | 20.25 | -6.80 | 36.71 | 8 | 5 | 5 | |||
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| 29 Nov | 732.25 | 27.05 | 5.64 | 0 | 0 | 0 | ||||
For Cg Power And Ind Sol Ltd - strike price 780 expiring on 26DEC2024
Delta for 780 CE is 0.10
Historical price for 780 CE is as follows
On 20 Dec CGPOWER was trading at 730.05. The strike last trading price was 1.55, which was -5.40 lower than the previous day. The implied volatity was 37.20, the open interest changed by 73 which increased total open position to 956
On 19 Dec CGPOWER was trading at 764.65. The strike last trading price was 6.95, which was -2.00 lower than the previous day. The implied volatity was 30.74, the open interest changed by 15 which increased total open position to 881
On 18 Dec CGPOWER was trading at 766.80. The strike last trading price was 8.95, which was -3.95 lower than the previous day. The implied volatity was 32.96, the open interest changed by -127 which decreased total open position to 865
On 17 Dec CGPOWER was trading at 770.80. The strike last trading price was 12.9, which was -1.45 lower than the previous day. The implied volatity was 36.99, the open interest changed by 732 which increased total open position to 994
On 16 Dec CGPOWER was trading at 770.95. The strike last trading price was 14.35, which was 1.35 higher than the previous day. The implied volatity was 32.65, the open interest changed by -5 which decreased total open position to 262
On 13 Dec CGPOWER was trading at 769.00. The strike last trading price was 13, which was -7.05 lower than the previous day. The implied volatity was 28.93, the open interest changed by 89 which increased total open position to 266
On 12 Dec CGPOWER was trading at 783.15. The strike last trading price was 20.05, which was -2.40 lower than the previous day. The implied volatity was 29.56, the open interest changed by 21 which increased total open position to 178
On 11 Dec CGPOWER was trading at 783.10. The strike last trading price was 22.45, which was -8.95 lower than the previous day. The implied volatity was 30.39, the open interest changed by 21 which increased total open position to 158
On 10 Dec CGPOWER was trading at 797.20. The strike last trading price was 31.4, which was -2.25 lower than the previous day. The implied volatity was 32.24, the open interest changed by -10 which decreased total open position to 140
On 9 Dec CGPOWER was trading at 793.50. The strike last trading price was 33.65, which was 4.15 higher than the previous day. The implied volatity was 35.13, the open interest changed by -179 which decreased total open position to 154
On 6 Dec CGPOWER was trading at 782.50. The strike last trading price was 29.5, which was 6.65 higher than the previous day. The implied volatity was 35.25, the open interest changed by -19 which decreased total open position to 334
On 5 Dec CGPOWER was trading at 769.35. The strike last trading price was 22.85, which was 9.10 higher than the previous day. The implied volatity was 33.93, the open interest changed by 276 which increased total open position to 352
On 4 Dec CGPOWER was trading at 752.20. The strike last trading price was 13.75, which was -6.20 lower than the previous day. The implied volatity was 31.06, the open interest changed by 60 which increased total open position to 78
On 3 Dec CGPOWER was trading at 761.30. The strike last trading price was 19.95, which was -0.30 lower than the previous day. The implied volatity was 34.86, the open interest changed by 12 which increased total open position to 18
On 2 Dec CGPOWER was trading at 755.20. The strike last trading price was 20.25, which was -6.80 lower than the previous day. The implied volatity was 36.71, the open interest changed by 5 which increased total open position to 5
On 29 Nov CGPOWER was trading at 732.25. The strike last trading price was 27.05, which was lower than the previous day. The implied volatity was 5.64, the open interest changed by 0 which decreased total open position to 0
| CGPOWER 26DEC2024 780 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.81
Vega: 0.25
Theta: -0.95
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 730.05 | 52.75 | 30.75 | 53.66 | 100 | -9 | 176 |
| 19 Dec | 764.65 | 22 | -1.00 | 30.98 | 42 | -7 | 186 |
| 18 Dec | 766.80 | 23 | -0.60 | 32.50 | 137 | -69 | 193 |
| 17 Dec | 770.80 | 23.6 | 4.85 | 36.18 | 525 | 160 | 260 |
| 16 Dec | 770.95 | 18.75 | -2.75 | 31.54 | 73 | -2 | 99 |
| 13 Dec | 769.00 | 21.5 | 5.40 | 29.24 | 173 | -27 | 103 |
| 12 Dec | 783.15 | 16.1 | -0.65 | 29.62 | 119 | -18 | 130 |
| 11 Dec | 783.10 | 16.75 | 1.40 | 31.27 | 86 | 2 | 148 |
| 10 Dec | 797.20 | 15.35 | -1.15 | 35.48 | 208 | 4 | 147 |
| 9 Dec | 793.50 | 16.5 | -5.90 | 36.02 | 387 | 60 | 143 |
| 6 Dec | 782.50 | 22.4 | -7.05 | 35.61 | 124 | 61 | 79 |
| 5 Dec | 769.35 | 29.45 | -1.15 | 36.60 | 26 | 14 | 17 |
| 4 Dec | 752.20 | 30.6 | -19.75 | 22.92 | 3 | 0 | 0 |
| 3 Dec | 761.30 | 50.35 | 0.00 | - | 0 | 0 | 0 |
| 2 Dec | 755.20 | 50.35 | 0.00 | - | 0 | 0 | 0 |
| 29 Nov | 732.25 | 50.35 | - | 0 | 0 | 0 | |
For Cg Power And Ind Sol Ltd - strike price 780 expiring on 26DEC2024
Delta for 780 PE is -0.81
Historical price for 780 PE is as follows
On 20 Dec CGPOWER was trading at 730.05. The strike last trading price was 52.75, which was 30.75 higher than the previous day. The implied volatity was 53.66, the open interest changed by -9 which decreased total open position to 176
On 19 Dec CGPOWER was trading at 764.65. The strike last trading price was 22, which was -1.00 lower than the previous day. The implied volatity was 30.98, the open interest changed by -7 which decreased total open position to 186
On 18 Dec CGPOWER was trading at 766.80. The strike last trading price was 23, which was -0.60 lower than the previous day. The implied volatity was 32.50, the open interest changed by -69 which decreased total open position to 193
On 17 Dec CGPOWER was trading at 770.80. The strike last trading price was 23.6, which was 4.85 higher than the previous day. The implied volatity was 36.18, the open interest changed by 160 which increased total open position to 260
On 16 Dec CGPOWER was trading at 770.95. The strike last trading price was 18.75, which was -2.75 lower than the previous day. The implied volatity was 31.54, the open interest changed by -2 which decreased total open position to 99
On 13 Dec CGPOWER was trading at 769.00. The strike last trading price was 21.5, which was 5.40 higher than the previous day. The implied volatity was 29.24, the open interest changed by -27 which decreased total open position to 103
On 12 Dec CGPOWER was trading at 783.15. The strike last trading price was 16.1, which was -0.65 lower than the previous day. The implied volatity was 29.62, the open interest changed by -18 which decreased total open position to 130
On 11 Dec CGPOWER was trading at 783.10. The strike last trading price was 16.75, which was 1.40 higher than the previous day. The implied volatity was 31.27, the open interest changed by 2 which increased total open position to 148
On 10 Dec CGPOWER was trading at 797.20. The strike last trading price was 15.35, which was -1.15 lower than the previous day. The implied volatity was 35.48, the open interest changed by 4 which increased total open position to 147
On 9 Dec CGPOWER was trading at 793.50. The strike last trading price was 16.5, which was -5.90 lower than the previous day. The implied volatity was 36.02, the open interest changed by 60 which increased total open position to 143
On 6 Dec CGPOWER was trading at 782.50. The strike last trading price was 22.4, which was -7.05 lower than the previous day. The implied volatity was 35.61, the open interest changed by 61 which increased total open position to 79
On 5 Dec CGPOWER was trading at 769.35. The strike last trading price was 29.45, which was -1.15 lower than the previous day. The implied volatity was 36.60, the open interest changed by 14 which increased total open position to 17
On 4 Dec CGPOWER was trading at 752.20. The strike last trading price was 30.6, which was -19.75 lower than the previous day. The implied volatity was 22.92, the open interest changed by 0 which decreased total open position to 0
On 3 Dec CGPOWER was trading at 761.30. The strike last trading price was 50.35, 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 2 Dec CGPOWER was trading at 755.20. The strike last trading price was 50.35, 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 29 Nov CGPOWER was trading at 732.25. The strike last trading price was 50.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
