CGPOWER
Cg Power And Ind Sol Ltd
Historical option data for CGPOWER
20 Dec 2024 04:14 PM IST
| CGPOWER 26DEC2024 800 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.06
Vega: 0.12
Theta: -0.44
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 730.05 | 1.1 | -2.10 | 44.22 | 1,410 | 122 | 1,006 | |||
| 19 Dec | 764.65 | 3.2 | -0.95 | 33.39 | 572 | -48 | 891 | |||
| 18 Dec | 766.80 | 4.15 | -2.45 | 33.94 | 722 | 3 | 939 | |||
| 17 Dec | 770.80 | 6.6 | -1.15 | 36.78 | 2,233 | -38 | 936 | |||
| 16 Dec | 770.95 | 7.75 | 0.70 | 33.66 | 558 | 54 | 977 | |||
| 13 Dec | 769.00 | 7.05 | -5.00 | 30.04 | 870 | -16 | 924 | |||
| 12 Dec | 783.15 | 12.05 | -1.65 | 30.77 | 944 | 167 | 925 | |||
| 11 Dec | 783.10 | 13.7 | -8.10 | 30.98 | 648 | 101 | 757 | |||
| 10 Dec | 797.20 | 21.8 | -2.35 | 34.19 | 1,294 | 37 | 654 | |||
| 9 Dec | 793.50 | 24.15 | 3.90 | 36.86 | 6,126 | 132 | 730 | |||
| 6 Dec | 782.50 | 20.25 | 5.50 | 35.33 | 3,367 | 168 | 593 | |||
| 5 Dec | 769.35 | 14.75 | 6.45 | 33.54 | 3,090 | 61 | 425 | |||
| 4 Dec | 752.20 | 8.3 | -4.50 | 31.22 | 1,154 | 74 | 370 | |||
| 3 Dec | 761.30 | 12.8 | 0.80 | 34.29 | 308 | 38 | 296 | |||
| 2 Dec | 755.20 | 12 | 3.75 | 34.60 | 606 | 232 | 259 | |||
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| 29 Nov | 732.25 | 8.25 | 35.61 | 38 | 26 | 26 | ||||
For Cg Power And Ind Sol Ltd - strike price 800 expiring on 26DEC2024
Delta for 800 CE is 0.06
Historical price for 800 CE is as follows
On 20 Dec CGPOWER was trading at 730.05. The strike last trading price was 1.1, which was -2.10 lower than the previous day. The implied volatity was 44.22, the open interest changed by 122 which increased total open position to 1006
On 19 Dec CGPOWER was trading at 764.65. The strike last trading price was 3.2, which was -0.95 lower than the previous day. The implied volatity was 33.39, the open interest changed by -48 which decreased total open position to 891
On 18 Dec CGPOWER was trading at 766.80. The strike last trading price was 4.15, which was -2.45 lower than the previous day. The implied volatity was 33.94, the open interest changed by 3 which increased total open position to 939
On 17 Dec CGPOWER was trading at 770.80. The strike last trading price was 6.6, which was -1.15 lower than the previous day. The implied volatity was 36.78, the open interest changed by -38 which decreased total open position to 936
On 16 Dec CGPOWER was trading at 770.95. The strike last trading price was 7.75, which was 0.70 higher than the previous day. The implied volatity was 33.66, the open interest changed by 54 which increased total open position to 977
On 13 Dec CGPOWER was trading at 769.00. The strike last trading price was 7.05, which was -5.00 lower than the previous day. The implied volatity was 30.04, the open interest changed by -16 which decreased total open position to 924
On 12 Dec CGPOWER was trading at 783.15. The strike last trading price was 12.05, which was -1.65 lower than the previous day. The implied volatity was 30.77, the open interest changed by 167 which increased total open position to 925
On 11 Dec CGPOWER was trading at 783.10. The strike last trading price was 13.7, which was -8.10 lower than the previous day. The implied volatity was 30.98, the open interest changed by 101 which increased total open position to 757
On 10 Dec CGPOWER was trading at 797.20. The strike last trading price was 21.8, which was -2.35 lower than the previous day. The implied volatity was 34.19, the open interest changed by 37 which increased total open position to 654
On 9 Dec CGPOWER was trading at 793.50. The strike last trading price was 24.15, which was 3.90 higher than the previous day. The implied volatity was 36.86, the open interest changed by 132 which increased total open position to 730
On 6 Dec CGPOWER was trading at 782.50. The strike last trading price was 20.25, which was 5.50 higher than the previous day. The implied volatity was 35.33, the open interest changed by 168 which increased total open position to 593
On 5 Dec CGPOWER was trading at 769.35. The strike last trading price was 14.75, which was 6.45 higher than the previous day. The implied volatity was 33.54, the open interest changed by 61 which increased total open position to 425
On 4 Dec CGPOWER was trading at 752.20. The strike last trading price was 8.3, which was -4.50 lower than the previous day. The implied volatity was 31.22, the open interest changed by 74 which increased total open position to 370
On 3 Dec CGPOWER was trading at 761.30. The strike last trading price was 12.8, which was 0.80 higher than the previous day. The implied volatity was 34.29, the open interest changed by 38 which increased total open position to 296
On 2 Dec CGPOWER was trading at 755.20. The strike last trading price was 12, which was 3.75 higher than the previous day. The implied volatity was 34.60, the open interest changed by 232 which increased total open position to 259
On 29 Nov CGPOWER was trading at 732.25. The strike last trading price was 8.25, which was lower than the previous day. The implied volatity was 35.61, the open interest changed by 26 which increased total open position to 26
| CGPOWER 26DEC2024 800 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.85
Vega: 0.22
Theta: -0.99
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 730.05 | 72.25 | 34.05 | 64.39 | 25 | -8 | 165 |
| 19 Dec | 764.65 | 38.2 | 0.80 | 33.69 | 22 | -14 | 173 |
| 18 Dec | 766.80 | 37.4 | 3.30 | 30.81 | 22 | -4 | 186 |
| 17 Dec | 770.80 | 34.1 | -6.00 | 26.84 | 48 | -8 | 190 |
| 16 Dec | 770.95 | 40.1 | 4.75 | 49.67 | 21 | -10 | 199 |
| 13 Dec | 769.00 | 35.35 | 7.95 | 30.13 | 54 | -9 | 210 |
| 12 Dec | 783.15 | 27.4 | -0.35 | 29.76 | 33 | -16 | 220 |
| 11 Dec | 783.10 | 27.75 | 3.10 | 31.60 | 51 | -1 | 238 |
| 10 Dec | 797.20 | 24.65 | -1.35 | 35.69 | 329 | 60 | 239 |
| 9 Dec | 793.50 | 26 | -19.75 | 36.37 | 797 | 166 | 179 |
| 6 Dec | 782.50 | 45.75 | 0.00 | 0.00 | 0 | -8 | 0 |
| 5 Dec | 769.35 | 45.75 | -4.25 | 42.74 | 41 | -8 | 13 |
| 4 Dec | 752.20 | 50 | 0.00 | 0.00 | 0 | 0 | 0 |
| 3 Dec | 761.30 | 50 | 0.00 | 0.00 | 0 | 21 | 0 |
| 2 Dec | 755.20 | 50 | -13.50 | 31.94 | 21 | 11 | 11 |
| 29 Nov | 732.25 | 63.5 | - | 0 | 0 | 0 | |
For Cg Power And Ind Sol Ltd - strike price 800 expiring on 26DEC2024
Delta for 800 PE is -0.85
Historical price for 800 PE is as follows
On 20 Dec CGPOWER was trading at 730.05. The strike last trading price was 72.25, which was 34.05 higher than the previous day. The implied volatity was 64.39, the open interest changed by -8 which decreased total open position to 165
On 19 Dec CGPOWER was trading at 764.65. The strike last trading price was 38.2, which was 0.80 higher than the previous day. The implied volatity was 33.69, the open interest changed by -14 which decreased total open position to 173
On 18 Dec CGPOWER was trading at 766.80. The strike last trading price was 37.4, which was 3.30 higher than the previous day. The implied volatity was 30.81, the open interest changed by -4 which decreased total open position to 186
On 17 Dec CGPOWER was trading at 770.80. The strike last trading price was 34.1, which was -6.00 lower than the previous day. The implied volatity was 26.84, the open interest changed by -8 which decreased total open position to 190
On 16 Dec CGPOWER was trading at 770.95. The strike last trading price was 40.1, which was 4.75 higher than the previous day. The implied volatity was 49.67, the open interest changed by -10 which decreased total open position to 199
On 13 Dec CGPOWER was trading at 769.00. The strike last trading price was 35.35, which was 7.95 higher than the previous day. The implied volatity was 30.13, the open interest changed by -9 which decreased total open position to 210
On 12 Dec CGPOWER was trading at 783.15. The strike last trading price was 27.4, which was -0.35 lower than the previous day. The implied volatity was 29.76, the open interest changed by -16 which decreased total open position to 220
On 11 Dec CGPOWER was trading at 783.10. The strike last trading price was 27.75, which was 3.10 higher than the previous day. The implied volatity was 31.60, the open interest changed by -1 which decreased total open position to 238
On 10 Dec CGPOWER was trading at 797.20. The strike last trading price was 24.65, which was -1.35 lower than the previous day. The implied volatity was 35.69, the open interest changed by 60 which increased total open position to 239
On 9 Dec CGPOWER was trading at 793.50. The strike last trading price was 26, which was -19.75 lower than the previous day. The implied volatity was 36.37, the open interest changed by 166 which increased total open position to 179
On 6 Dec CGPOWER was trading at 782.50. The strike last trading price was 45.75, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -8 which decreased total open position to 0
On 5 Dec CGPOWER was trading at 769.35. The strike last trading price was 45.75, which was -4.25 lower than the previous day. The implied volatity was 42.74, the open interest changed by -8 which decreased total open position to 13
On 4 Dec CGPOWER was trading at 752.20. The strike last trading price was 50, 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 Dec CGPOWER was trading at 761.30. The strike last trading price was 50, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 21 which increased total open position to 0
On 2 Dec CGPOWER was trading at 755.20. The strike last trading price was 50, which was -13.50 lower than the previous day. The implied volatity was 31.94, the open interest changed by 11 which increased total open position to 11
On 29 Nov CGPOWER was trading at 732.25. The strike last trading price was 63.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
