CROMPTON
Crompt Grea Con Elec Ltd
Historical option data for CROMPTON
21 Nov 2024 04:11 PM IST
| CROMPTON 28NOV2024 330 CE | ||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 381.95 | 127.15 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Nov | 390.70 | 127.15 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 390.70 | 127.15 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 384.25 | 127.15 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 371.05 | 127.15 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 385.00 | 127.15 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 390.40 | 127.15 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 390.55 | 127.15 | 0.00 | - | 0 | 0 | 0 | |||
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| 8 Nov | 398.60 | 127.15 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 389.95 | 127.15 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 402.45 | 127.15 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 385.50 | 127.15 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 384.75 | 127.15 | - | 0 | 0 | 0 | ||||
For Crompt Grea Con Elec Ltd - strike price 330 expiring on 28NOV2024
Delta for 330 CE is -
Historical price for 330 CE is as follows
On 21 Nov CROMPTON was trading at 381.95. The strike last trading price was 127.15, 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 20 Nov CROMPTON was trading at 390.70. The strike last trading price was 127.15, 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 19 Nov CROMPTON was trading at 390.70. The strike last trading price was 127.15, 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 18 Nov CROMPTON was trading at 384.25. The strike last trading price was 127.15, 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 14 Nov CROMPTON was trading at 371.05. The strike last trading price was 127.15, 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 13 Nov CROMPTON was trading at 385.00. The strike last trading price was 127.15, 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 12 Nov CROMPTON was trading at 390.40. The strike last trading price was 127.15, 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 11 Nov CROMPTON was trading at 390.55. The strike last trading price was 127.15, 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 8 Nov CROMPTON was trading at 398.60. The strike last trading price was 127.15, 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 7 Nov CROMPTON was trading at 389.95. The strike last trading price was 127.15, 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 6 Nov CROMPTON was trading at 402.45. The strike last trading price was 127.15, 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 5 Nov CROMPTON was trading at 385.50. The strike last trading price was 127.15, 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 4 Nov CROMPTON was trading at 384.75. The strike last trading price was 127.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| CROMPTON 28NOV2024 330 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.02
Vega: 0.02
Theta: -0.09
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 381.95 | 0.2 | 0.05 | 52.47 | 19 | -6 | 155 |
| 20 Nov | 390.70 | 0.15 | 0.00 | 49.10 | 5 | -2 | 162 |
| 19 Nov | 390.70 | 0.15 | 0.00 | 49.10 | 5 | -1 | 162 |
| 18 Nov | 384.25 | 0.15 | -1.30 | 43.63 | 217 | -103 | 163 |
| 14 Nov | 371.05 | 1.45 | 0.70 | 47.57 | 355 | 88 | 263 |
| 13 Nov | 385.00 | 0.75 | 0.15 | 47.51 | 145 | 90 | 175 |
| 12 Nov | 390.40 | 0.6 | 0.10 | 46.79 | 51 | 22 | 78 |
| 11 Nov | 390.55 | 0.5 | 0.00 | 44.31 | 2 | 0 | 57 |
| 8 Nov | 398.60 | 0.5 | 0.10 | 45.16 | 23 | 0 | 57 |
| 7 Nov | 389.95 | 0.4 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Nov | 402.45 | 0.4 | -0.90 | 43.07 | 22 | 0 | 57 |
| 5 Nov | 385.50 | 1.3 | 0.15 | 44.12 | 95 | 1 | 57 |
| 4 Nov | 384.75 | 1.15 | 41.85 | 74 | 55 | 55 | |
For Crompt Grea Con Elec Ltd - strike price 330 expiring on 28NOV2024
Delta for 330 PE is -0.02
Historical price for 330 PE is as follows
On 21 Nov CROMPTON was trading at 381.95. The strike last trading price was 0.2, which was 0.05 higher than the previous day. The implied volatity was 52.47, the open interest changed by -6 which decreased total open position to 155
On 20 Nov CROMPTON was trading at 390.70. The strike last trading price was 0.15, which was 0.00 lower than the previous day. The implied volatity was 49.10, the open interest changed by -2 which decreased total open position to 162
On 19 Nov CROMPTON was trading at 390.70. The strike last trading price was 0.15, which was 0.00 lower than the previous day. The implied volatity was 49.10, the open interest changed by -1 which decreased total open position to 162
On 18 Nov CROMPTON was trading at 384.25. The strike last trading price was 0.15, which was -1.30 lower than the previous day. The implied volatity was 43.63, the open interest changed by -103 which decreased total open position to 163
On 14 Nov CROMPTON was trading at 371.05. The strike last trading price was 1.45, which was 0.70 higher than the previous day. The implied volatity was 47.57, the open interest changed by 88 which increased total open position to 263
On 13 Nov CROMPTON was trading at 385.00. The strike last trading price was 0.75, which was 0.15 higher than the previous day. The implied volatity was 47.51, the open interest changed by 90 which increased total open position to 175
On 12 Nov CROMPTON was trading at 390.40. The strike last trading price was 0.6, which was 0.10 higher than the previous day. The implied volatity was 46.79, the open interest changed by 22 which increased total open position to 78
On 11 Nov CROMPTON was trading at 390.55. The strike last trading price was 0.5, which was 0.00 lower than the previous day. The implied volatity was 44.31, the open interest changed by 0 which decreased total open position to 57
On 8 Nov CROMPTON was trading at 398.60. The strike last trading price was 0.5, which was 0.10 higher than the previous day. The implied volatity was 45.16, the open interest changed by 0 which decreased total open position to 57
On 7 Nov CROMPTON was trading at 389.95. The strike last trading price was 0.4, 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 6 Nov CROMPTON was trading at 402.45. The strike last trading price was 0.4, which was -0.90 lower than the previous day. The implied volatity was 43.07, the open interest changed by 0 which decreased total open position to 57
On 5 Nov CROMPTON was trading at 385.50. The strike last trading price was 1.3, which was 0.15 higher than the previous day. The implied volatity was 44.12, the open interest changed by 1 which increased total open position to 57
On 4 Nov CROMPTON was trading at 384.75. The strike last trading price was 1.15, which was lower than the previous day. The implied volatity was 41.85, the open interest changed by 55 which increased total open position to 55
