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Historical option data for CGPOWER

29 Jun 2026 10:49 AM IST
CGPOWER 28-Jul-2026 (27d) 950 CE
Delta: 0.53
Vega: 0.01
Theta: -0.72
Gamma: 0.00402
Date Close Ltp Change IV Volume OI Chg OI
29 Jun 947.40 40.15 -0.25 (-0.62%) 36.71 125 41 412
25 Jun 942.10 39.65 11.55 (41.10%) 36.32 570 99 371
24 Jun 919.45 27.05 -14.35 (-34.66%) 34.86 456 109 269
23 Jun 950.50 40.5 -6.3 (-13.46%) 33.27 32 19 161
22 Jun 962.55 46.8 -5.05 (-9.74%) 33.87 7 2 142
19 Jun 963.70 52 2.3 (4.63%) 32.6 70 -2 140
18 Jun 954.45 48.95 -5.8 (-10.59%) 34.56 57 -6 142
17 Jun 963.75 54.5 12.65 (30.23%) 34.24 157 28 148
16 Jun 940.70 41.5 1.75 (4.40%) 34.27 102 61 120
15 Jun 935.50 39.55 6.55 (19.85%) 34.12 141 40 61
12 Jun 914.45 33 3.95 (13.60%) 34.82 12 5 21
11 Jun 901.35 29.05 -5.3 (-15.43%) 35.58 15 5 15
10 Jun 908.10 34.35 2.05 (6.35%) 34.9 14 5 9
9 Jun 911.20 33.95 -1.8 (-5.03%) 35.26 3 1 3
8 Jun 903.40 35.75 -1.35 (-3.64%) 40.61 2 1 1
5 Jun 937.85 0 0 - 0 0 0
4 Jun 937.90 0 0 - 0 0 0


For Cg Power And Ind Sol Ltd - strike price 950 expiring on 28JUL2026

Delta for 950 CE is 0.53

Historical price for 950 CE is as follows

On 29 Jun CGPOWER was trading at 947.40. The strike last trading price was 40.15, which was -0.25 lower than the previous day. The implied volatity was 36.71, the open interest changed by 41 which increased total open position to 412


On 25 Jun CGPOWER was trading at 942.10. The strike last trading price was 39.65, which was 11.55 higher than the previous day. The implied volatity was 36.32, the open interest changed by 99 which increased total open position to 371


On 24 Jun CGPOWER was trading at 919.45. The strike last trading price was 27.05, which was -14.35 lower than the previous day. The implied volatity was 34.86, the open interest changed by 109 which increased total open position to 269


On 23 Jun CGPOWER was trading at 950.50. The strike last trading price was 40.5, which was -6.3 lower than the previous day. The implied volatity was 33.27, the open interest changed by 19 which increased total open position to 161


On 22 Jun CGPOWER was trading at 962.55. The strike last trading price was 46.8, which was -5.05 lower than the previous day. The implied volatity was 33.87, the open interest changed by 2 which increased total open position to 142


On 19 Jun CGPOWER was trading at 963.70. The strike last trading price was 52, which was 2.3 higher than the previous day. The implied volatity was 32.6, the open interest changed by -2 which decreased total open position to 140


On 18 Jun CGPOWER was trading at 954.45. The strike last trading price was 48.95, which was -5.8 lower than the previous day. The implied volatity was 34.56, the open interest changed by -6 which decreased total open position to 142


On 17 Jun CGPOWER was trading at 963.75. The strike last trading price was 54.5, which was 12.65 higher than the previous day. The implied volatity was 34.24, the open interest changed by 28 which increased total open position to 148


On 16 Jun CGPOWER was trading at 940.70. The strike last trading price was 41.5, which was 1.75 higher than the previous day. The implied volatity was 34.27, the open interest changed by 61 which increased total open position to 120


On 15 Jun CGPOWER was trading at 935.50. The strike last trading price was 39.55, which was 6.55 higher than the previous day. The implied volatity was 34.12, the open interest changed by 40 which increased total open position to 61


On 12 Jun CGPOWER was trading at 914.45. The strike last trading price was 33, which was 3.95 higher than the previous day. The implied volatity was 34.82, the open interest changed by 5 which increased total open position to 21


On 11 Jun CGPOWER was trading at 901.35. The strike last trading price was 29.05, which was -5.3 lower than the previous day. The implied volatity was 35.58, the open interest changed by 5 which increased total open position to 15


On 10 Jun CGPOWER was trading at 908.10. The strike last trading price was 34.35, which was 2.05 higher than the previous day. The implied volatity was 34.9, the open interest changed by 5 which increased total open position to 9


On 9 Jun CGPOWER was trading at 911.20. The strike last trading price was 33.95, which was -1.8 lower than the previous day. The implied volatity was 35.26, the open interest changed by 1 which increased total open position to 3


On 8 Jun CGPOWER was trading at 903.40. The strike last trading price was 35.75, which was -1.35 lower than the previous day. The implied volatity was 40.61, the open interest changed by 1 which increased total open position to 1


On 5 Jun CGPOWER was trading at 937.85. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 4 Jun CGPOWER was trading at 937.90. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


CGPOWER 28-Jul-2026 (27d) 950 PE
Delta: -0.46
Vega: 0.01
Theta: -0.6
Gamma: 0.00393
Date Close Ltp Change IV Volume OI Chg OI
29 Jun 947.40 38.5 -2.1 (-5.17%) 37.48 14 7 137
25 Jun 942.10 41.3 -12.95 (-23.87%) 34.61 48 -1 129
24 Jun 919.45 54.2 17.85 (49.11%) 33.84 201 -21 129
23 Jun 950.50 36.2 5.3 (17.15%) 32.62 168 63 151
22 Jun 962.55 30.9 -4.1 (-11.71%) 32.89 22 9 87
19 Jun 963.70 35 -0.5 (-1.41%) 32.59 5 1 78
18 Jun 954.45 35.85 3.2 (9.80%) 31.86 29 0 74
17 Jun 963.75 32.8 -9.2 (-21.90%) 32.78 77 9 71
16 Jun 940.70 42.25 -3.35 (-7.35%) 32.52 41 27 63
15 Jun 935.50 45.6 -11.9 (-20.70%) 32.31 8 4 36
12 Jun 914.45 57.5 57.5 - 1 0 32
11 Jun 901.35 57.5 57.5 (16.99%) 31.22 1 0 32
10 Jun 908.10 57.5 8.35 (16.99%) 31.22 1 1 32
9 Jun 911.20 49.15 49.15 (0.00%) - 28 0 31
8 Jun 903.40 49.15 0 (0.00%) - 28 0 31
5 Jun 937.85 49.15 2.05 (4.35%) 32.73 28 19 32
4 Jun 937.90 47 -51 (-52.04%) 31.7 13 13 13


For Cg Power And Ind Sol Ltd - strike price 950 expiring on 28JUL2026

Delta for 950 PE is -0.46

Historical price for 950 PE is as follows

On 29 Jun CGPOWER was trading at 947.40. The strike last trading price was 38.5, which was -2.1 lower than the previous day. The implied volatity was 37.48, the open interest changed by 7 which increased total open position to 137


On 25 Jun CGPOWER was trading at 942.10. The strike last trading price was 41.3, which was -12.95 lower than the previous day. The implied volatity was 34.61, the open interest changed by -1 which decreased total open position to 129


On 24 Jun CGPOWER was trading at 919.45. The strike last trading price was 54.2, which was 17.85 higher than the previous day. The implied volatity was 33.84, the open interest changed by -21 which decreased total open position to 129


On 23 Jun CGPOWER was trading at 950.50. The strike last trading price was 36.2, which was 5.3 higher than the previous day. The implied volatity was 32.62, the open interest changed by 63 which increased total open position to 151


On 22 Jun CGPOWER was trading at 962.55. The strike last trading price was 30.9, which was -4.1 lower than the previous day. The implied volatity was 32.89, the open interest changed by 9 which increased total open position to 87


On 19 Jun CGPOWER was trading at 963.70. The strike last trading price was 35, which was -0.5 lower than the previous day. The implied volatity was 32.59, the open interest changed by 1 which increased total open position to 78


On 18 Jun CGPOWER was trading at 954.45. The strike last trading price was 35.85, which was 3.2 higher than the previous day. The implied volatity was 31.86, the open interest changed by 0 which decreased total open position to 74


On 17 Jun CGPOWER was trading at 963.75. The strike last trading price was 32.8, which was -9.2 lower than the previous day. The implied volatity was 32.78, the open interest changed by 9 which increased total open position to 71


On 16 Jun CGPOWER was trading at 940.70. The strike last trading price was 42.25, which was -3.35 lower than the previous day. The implied volatity was 32.52, the open interest changed by 27 which increased total open position to 63


On 15 Jun CGPOWER was trading at 935.50. The strike last trading price was 45.6, which was -11.9 lower than the previous day. The implied volatity was 32.31, the open interest changed by 4 which increased total open position to 36


On 12 Jun CGPOWER was trading at 914.45. The strike last trading price was 57.5, which was 57.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 32


On 11 Jun CGPOWER was trading at 901.35. The strike last trading price was 57.5, which was 57.5 higher than the previous day. The implied volatity was 31.22, the open interest changed by 0 which decreased total open position to 32


On 10 Jun CGPOWER was trading at 908.10. The strike last trading price was 57.5, which was 8.35 higher than the previous day. The implied volatity was 31.22, the open interest changed by 1 which increased total open position to 32


On 9 Jun CGPOWER was trading at 911.20. The strike last trading price was 49.15, which was 49.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 31


On 8 Jun CGPOWER was trading at 903.40. The strike last trading price was 49.15, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 31


On 5 Jun CGPOWER was trading at 937.85. The strike last trading price was 49.15, which was 2.05 higher than the previous day. The implied volatity was 32.73, the open interest changed by 19 which increased total open position to 32


On 4 Jun CGPOWER was trading at 937.90. The strike last trading price was 47, which was -51 lower than the previous day. The implied volatity was 31.7, the open interest changed by 13 which increased total open position to 13