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[--[65.84.65.76]--]
CROMPTON
Crompt Grea Con Elec Ltd

371.05 -13.95 (-3.62%)

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Historical option data for CROMPTON

14 Nov 2024 04:11 PM IST
CROMPTON 28NOV2024 330 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
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
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 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
Delta: -0.09
Vega: 0.12
Theta: -0.19
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
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 -0.09

Historical price for 330 PE is as follows

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