Historical option data for CGPOWER
26 May 2026 04:10 PM IST
| CGPOWER 30-Jun-2026 (34d) 850 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.67
Vega: 0.01
Theta: -0.53
Gamma: 0.00387
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 26 May | 879.15 | 57 | 9.1 (19.00%) | 34.11 | 512 | 272 | 471 | |||||||||
| 25 May | 867.90 | 47.4 | -0.3 (-0.63%) | 33.37 | 62 | -17 | 199 | |||||||||
| 22 May | 865.70 | 49 | 1.55 (3.27%) | 32.67 | 57 | -2 | 216 | |||||||||
| 21 May | 864.90 | 46.75 | 3.5 (8.09%) | 32.09 | 210 | -25 | 218 | |||||||||
| 20 May | 853.25 | 44.45 | 19.7 (79.60%) | 33.58 | 410 | 67 | 242 | |||||||||
| 19 May | 819.40 | 24.65 | 0.95 (4.01%) | 31.94 | 210 | 159 | 175 | |||||||||
| 18 May | 808.75 | 23.7 | -15.3 (-39.23%) | 34.93 | 50 | 10 | 15 | |||||||||
| 15 May | 838.20 | 39 | -6.75 (-14.75%) | 35.14 | 2 | 1 | 4 | |||||||||
| 14 May | 848.25 | 45.75 | -15.25 (-25.00%) | 34.04 | 3 | 1 | 2 | |||||||||
| 13 May | 847.05 | 61 | 0 (0.00%) | 0 | 0 | 0 | 1 | |||||||||
| 12 May | 833.70 | 61 | 0 (0.00%) | 0 | 0 | 0 | 1 | |||||||||
| 11 May | 858.10 | 61 | 0 (0.00%) | 0 | 0 | 0 | 1 | |||||||||
| 8 May | 873.55 | 61 | 0 (0.00%) | 39.63 | 0 | 0 | 1 | |||||||||
| 7 May | 859.10 | 61 | 7.7 (14.45%) | 39.63 | 5 | 2 | 2 | |||||||||
| 6 May | 828.90 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 May | 826.90 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 May | 802.30 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Apr | 813.35 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Apr | 825.60 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Cg Power And Ind Sol Ltd - strike price 850 expiring on 30JUN2026
Delta for 850 CE is 0.67
Historical price for 850 CE is as follows
On 26 May CGPOWER was trading at 879.15. The strike last trading price was 57, which was 9.1 higher than the previous day. The implied volatity was 34.11, the open interest changed by 272 which increased total open position to 471
On 25 May CGPOWER was trading at 867.90. The strike last trading price was 47.4, which was -0.3 lower than the previous day. The implied volatity was 33.37, the open interest changed by -17 which decreased total open position to 199
On 22 May CGPOWER was trading at 865.70. The strike last trading price was 49, which was 1.55 higher than the previous day. The implied volatity was 32.67, the open interest changed by -2 which decreased total open position to 216
On 21 May CGPOWER was trading at 864.90. The strike last trading price was 46.75, which was 3.5 higher than the previous day. The implied volatity was 32.09, the open interest changed by -25 which decreased total open position to 218
On 20 May CGPOWER was trading at 853.25. The strike last trading price was 44.45, which was 19.7 higher than the previous day. The implied volatity was 33.58, the open interest changed by 67 which increased total open position to 242
On 19 May CGPOWER was trading at 819.40. The strike last trading price was 24.65, which was 0.95 higher than the previous day. The implied volatity was 31.94, the open interest changed by 159 which increased total open position to 175
On 18 May CGPOWER was trading at 808.75. The strike last trading price was 23.7, which was -15.3 lower than the previous day. The implied volatity was 34.93, the open interest changed by 10 which increased total open position to 15
On 15 May CGPOWER was trading at 838.20. The strike last trading price was 39, which was -6.75 lower than the previous day. The implied volatity was 35.14, the open interest changed by 1 which increased total open position to 4
On 14 May CGPOWER was trading at 848.25. The strike last trading price was 45.75, which was -15.25 lower than the previous day. The implied volatity was 34.04, the open interest changed by 1 which increased total open position to 2
On 13 May CGPOWER was trading at 847.05. The strike last trading price was 61, 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 1
On 12 May CGPOWER was trading at 833.70. The strike last trading price was 61, 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 1
On 11 May CGPOWER was trading at 858.10. The strike last trading price was 61, 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 1
On 8 May CGPOWER was trading at 873.55. The strike last trading price was 61, which was 0 lower than the previous day. The implied volatity was 39.63, the open interest changed by 0 which decreased total open position to 1
On 7 May CGPOWER was trading at 859.10. The strike last trading price was 61, which was 7.7 higher than the previous day. The implied volatity was 39.63, the open interest changed by 2 which increased total open position to 2
On 6 May CGPOWER was trading at 828.90. 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
On 5 May CGPOWER was trading at 826.90. 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
On 4 May CGPOWER was trading at 802.30. 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 30 Apr CGPOWER was trading at 813.35. 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 29 Apr CGPOWER was trading at 825.60. 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 30-Jun-2026 (34d) 850 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.33
Vega: 0.01
Theta: -0.38
Gamma: 0.004
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 26 May | 879.15 | 20.25 | -3.2 (-13.65%) | 32.86 | 361 | 33 | 327 |
| 25 May | 867.90 | 23.5 | -1.15 (-4.67%) | 31.17 | 323 | 164 | 294 |
| 22 May | 865.70 | 24.3 | -1.9 (-7.25%) | 30.27 | 90 | 1 | 130 |
| 21 May | 864.90 | 26.6 | -4.8 (-15.29%) | 30.77 | 112 | 26 | 129 |
| 20 May | 853.25 | 31.1 | -18.9 (-37.80%) | 32.11 | 142 | 64 | 102 |
| 19 May | 819.40 | 48.85 | -7.45 (-13.23%) | 30.59 | 44 | 20 | 37 |
| 18 May | 808.75 | 56.3 | 14.3 (34.05%) | 32.09 | 5 | 3 | 18 |
| 15 May | 838.20 | 42 | 6.7 (18.98%) | 32.12 | 20 | 6 | 15 |
| 14 May | 848.25 | 35.3 | -10.7 (-23.26%) | 32.04 | 1 | 0 | 8 |
| 13 May | 847.05 | 46 | 1 (2.22%) | 0 | 1 | 0 | 8 |
| 12 May | 833.70 | 45 | 11.3 (33.53%) | 0 | 1 | 0 | 7 |
| 11 May | 858.10 | 33.7 | 2.7 (8.71%) | 0 | 3 | 2 | 7 |
| 8 May | 873.55 | 31 | -3.4 (-9.88%) | 34.2 | 3 | 1 | 5 |
| 7 May | 859.10 | 34.4 | -29.2 (-45.91%) | 32.43 | 9 | 5 | 5 |
| 6 May | 828.90 | 0 | 0 | - | 0 | 0 | 0 |
| 5 May | 826.90 | 0 | 0 | - | 0 | 0 | 0 |
| 4 May | 802.30 | 0 | 0 | - | 0 | 0 | 0 |
| 30 Apr | 813.35 | 0 | 0 | - | 0 | 0 | 0 |
| 29 Apr | 825.60 | 0 | 0 | - | 0 | 0 | 0 |
For Cg Power And Ind Sol Ltd - strike price 850 expiring on 30JUN2026
Delta for 850 PE is -0.33
Historical price for 850 PE is as follows
On 26 May CGPOWER was trading at 879.15. The strike last trading price was 20.25, which was -3.2 lower than the previous day. The implied volatity was 32.86, the open interest changed by 33 which increased total open position to 327
On 25 May CGPOWER was trading at 867.90. The strike last trading price was 23.5, which was -1.15 lower than the previous day. The implied volatity was 31.17, the open interest changed by 164 which increased total open position to 294
On 22 May CGPOWER was trading at 865.70. The strike last trading price was 24.3, which was -1.9 lower than the previous day. The implied volatity was 30.27, the open interest changed by 1 which increased total open position to 130
On 21 May CGPOWER was trading at 864.90. The strike last trading price was 26.6, which was -4.8 lower than the previous day. The implied volatity was 30.77, the open interest changed by 26 which increased total open position to 129
On 20 May CGPOWER was trading at 853.25. The strike last trading price was 31.1, which was -18.9 lower than the previous day. The implied volatity was 32.11, the open interest changed by 64 which increased total open position to 102
On 19 May CGPOWER was trading at 819.40. The strike last trading price was 48.85, which was -7.45 lower than the previous day. The implied volatity was 30.59, the open interest changed by 20 which increased total open position to 37
On 18 May CGPOWER was trading at 808.75. The strike last trading price was 56.3, which was 14.3 higher than the previous day. The implied volatity was 32.09, the open interest changed by 3 which increased total open position to 18
On 15 May CGPOWER was trading at 838.20. The strike last trading price was 42, which was 6.7 higher than the previous day. The implied volatity was 32.12, the open interest changed by 6 which increased total open position to 15
On 14 May CGPOWER was trading at 848.25. The strike last trading price was 35.3, which was -10.7 lower than the previous day. The implied volatity was 32.04, the open interest changed by 0 which decreased total open position to 8
On 13 May CGPOWER was trading at 847.05. The strike last trading price was 46, which was 1 higher than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 8
On 12 May CGPOWER was trading at 833.70. The strike last trading price was 45, which was 11.3 higher than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 7
On 11 May CGPOWER was trading at 858.10. The strike last trading price was 33.7, which was 2.7 higher than the previous day. The implied volatity was 0, the open interest changed by 2 which increased total open position to 7
On 8 May CGPOWER was trading at 873.55. The strike last trading price was 31, which was -3.4 lower than the previous day. The implied volatity was 34.2, the open interest changed by 1 which increased total open position to 5
On 7 May CGPOWER was trading at 859.10. The strike last trading price was 34.4, which was -29.2 lower than the previous day. The implied volatity was 32.43, the open interest changed by 5 which increased total open position to 5
On 6 May CGPOWER was trading at 828.90. 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
On 5 May CGPOWER was trading at 826.90. 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
On 4 May CGPOWER was trading at 802.30. 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 30 Apr CGPOWER was trading at 813.35. 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 29 Apr CGPOWER was trading at 825.60. 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
