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Historical option data for COFORGE

27 May 2026 04:10 PM IST
COFORGE 30-Jun-2026 (34d) 1540 CE
Delta: 0.18
Vega: 0.01
Theta: -0.6
Gamma: 0.00189
Date Close Ltp Change IV Volume OI Chg OI
27 May 1388.40 13.3 -5.9 (-30.73%) 32.89 268 -13 169
26 May 1422.80 19.75 0.45 (2.33%) 32.32 260 35 182
25 May 1398.00 19.1 -2.45 (-11.37%) 35.45 92 8 148
22 May 1387.10 21.35 0.5 (2.40%) 37.91 52 -8 140
21 May 1377.00 20.75 -3.25 (-13.54%) 38.24 85 22 148
20 May 1402.30 24.4 -3.6 (-12.86%) 36.5 142 -19 126
19 May 1412.00 29.65 13.65 (85.31%) 37.17 394 28 147
18 May 1348.10 18.3 9.3 (103.33%) 39.3 70 31 115
15 May 1282.10 9.35 0.45 (5.06%) 39.64 15 4 83
14 May 1274.60 8.9 -2.5 (-21.93%) 38.84 26 -2 76
13 May 1297.10 10.15 -4.55 (-30.95%) 37.18 69 30 77
12 May 1320.40 14.7 -9.25 (-38.62%) 0 30 12 47
11 May 1375.20 23.5 2.55 (12.17%) 36.21 72 25 25


For Coforge Limited - strike price 1540 expiring on 30JUN2026

Delta for 1540 CE is 0.18

Historical price for 1540 CE is as follows

On 27 May COFORGE was trading at 1388.40. The strike last trading price was 13.3, which was -5.9 lower than the previous day. The implied volatity was 32.89, the open interest changed by -13 which decreased total open position to 169


On 26 May COFORGE was trading at 1422.80. The strike last trading price was 19.75, which was 0.45 higher than the previous day. The implied volatity was 32.32, the open interest changed by 35 which increased total open position to 182


On 25 May COFORGE was trading at 1398.00. The strike last trading price was 19.1, which was -2.45 lower than the previous day. The implied volatity was 35.45, the open interest changed by 8 which increased total open position to 148


On 22 May COFORGE was trading at 1387.10. The strike last trading price was 21.35, which was 0.5 higher than the previous day. The implied volatity was 37.91, the open interest changed by -8 which decreased total open position to 140


On 21 May COFORGE was trading at 1377.00. The strike last trading price was 20.75, which was -3.25 lower than the previous day. The implied volatity was 38.24, the open interest changed by 22 which increased total open position to 148


On 20 May COFORGE was trading at 1402.30. The strike last trading price was 24.4, which was -3.6 lower than the previous day. The implied volatity was 36.5, the open interest changed by -19 which decreased total open position to 126


On 19 May COFORGE was trading at 1412.00. The strike last trading price was 29.65, which was 13.65 higher than the previous day. The implied volatity was 37.17, the open interest changed by 28 which increased total open position to 147


On 18 May COFORGE was trading at 1348.10. The strike last trading price was 18.3, which was 9.3 higher than the previous day. The implied volatity was 39.3, the open interest changed by 31 which increased total open position to 115


On 15 May COFORGE was trading at 1282.10. The strike last trading price was 9.35, which was 0.45 higher than the previous day. The implied volatity was 39.64, the open interest changed by 4 which increased total open position to 83


On 14 May COFORGE was trading at 1274.60. The strike last trading price was 8.9, which was -2.5 lower than the previous day. The implied volatity was 38.84, the open interest changed by -2 which decreased total open position to 76


On 13 May COFORGE was trading at 1297.10. The strike last trading price was 10.15, which was -4.55 lower than the previous day. The implied volatity was 37.18, the open interest changed by 30 which increased total open position to 77


On 12 May COFORGE was trading at 1320.40. The strike last trading price was 14.7, which was -9.25 lower than the previous day. The implied volatity was 0, the open interest changed by 12 which increased total open position to 47


On 11 May COFORGE was trading at 1375.20. The strike last trading price was 23.5, which was 2.55 higher than the previous day. The implied volatity was 36.21, the open interest changed by 25 which increased total open position to 25


COFORGE 30-Jun-2026 (34d) 1540 PE
Delta: -0.77
Vega: 0.01
Theta: -0.46
Gamma: 0.00204
Date Close Ltp Change IV Volume OI Chg OI
27 May 1388.40 142 142 (-8.06%) 33.67 1 0 16
26 May 1422.80 142 -12.45 (-8.06%) 33.67 1 -1 16
25 May 1398.00 154.45 8.45 (5.79%) 36.24 1 0 17
22 May 1387.10 146.15 146.15 - 0 0 17
21 May 1377.00 146.15 146.15 - 0 0 17
20 May 1402.30 146.15 146.15 (-37.81%) 46.73 0 0 17
19 May 1412.00 146.15 -88.85 (-37.81%) 46.73 4 0 17
18 May 1348.10 235 235 (0.00%) - 1 0 17
15 May 1282.10 235 0 (0.00%) - 0 0 17
14 May 1274.60 235 0 (0.00%) 0 0 0 17
13 May 1297.10 235 64 (37.43%) 0 1 0 16
12 May 1320.40 171 0 (0.00%) 0 0 0 16
11 May 1375.20 171 -95.95 (-35.94%) 30.89 16 0 0


For Coforge Limited - strike price 1540 expiring on 30JUN2026

Delta for 1540 PE is -0.77

Historical price for 1540 PE is as follows

On 27 May COFORGE was trading at 1388.40. The strike last trading price was 142, which was 142 higher than the previous day. The implied volatity was 33.67, the open interest changed by 0 which decreased total open position to 16


On 26 May COFORGE was trading at 1422.80. The strike last trading price was 142, which was -12.45 lower than the previous day. The implied volatity was 33.67, the open interest changed by -1 which decreased total open position to 16


On 25 May COFORGE was trading at 1398.00. The strike last trading price was 154.45, which was 8.45 higher than the previous day. The implied volatity was 36.24, the open interest changed by 0 which decreased total open position to 17


On 22 May COFORGE was trading at 1387.10. The strike last trading price was 146.15, which was 146.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 17


On 21 May COFORGE was trading at 1377.00. The strike last trading price was 146.15, which was 146.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 17


On 20 May COFORGE was trading at 1402.30. The strike last trading price was 146.15, which was 146.15 higher than the previous day. The implied volatity was 46.73, the open interest changed by 0 which decreased total open position to 17


On 19 May COFORGE was trading at 1412.00. The strike last trading price was 146.15, which was -88.85 lower than the previous day. The implied volatity was 46.73, the open interest changed by 0 which decreased total open position to 17


On 18 May COFORGE was trading at 1348.10. The strike last trading price was 235, which was 235 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 17


On 15 May COFORGE was trading at 1282.10. The strike last trading price was 235, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 17


On 14 May COFORGE was trading at 1274.60. The strike last trading price was 235, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 17


On 13 May COFORGE was trading at 1297.10. The strike last trading price was 235, which was 64 higher than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 16


On 12 May COFORGE was trading at 1320.40. The strike last trading price was 171, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 16


On 11 May COFORGE was trading at 1375.20. The strike last trading price was 171, which was -95.95 lower than the previous day. The implied volatity was 30.89, the open interest changed by 0 which decreased total open position to 0