CROMPTON
Crompt Grea Con Elec Ltd
Historical option data for CROMPTON
07 Jan 2025 10:51 AM IST
| CROMPTON 30JAN2025 330 CE | ||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 7 Jan | 365.35 | 71.7 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Jan | 370.95 | 71.7 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Jan | 366.75 | 71.7 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Jan | 372.05 | 71.7 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Jan | 375.30 | 71.7 | 0.00 | - | 0 | 0 | 0 | |||
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| 26 Dec | 393.60 | 71.7 | 71.70 | - | 0 | 0 | 0 | |||
| 14 Nov | 371.05 | 0 | - | 0 | 0 | 0 | ||||
For Crompt Grea Con Elec Ltd - strike price 330 expiring on 30JAN2025
Delta for 330 CE is -
Historical price for 330 CE is as follows
On 7 Jan CROMPTON was trading at 365.35. The strike last trading price was 71.7, 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 Jan CROMPTON was trading at 370.95. The strike last trading price was 71.7, 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 3 Jan CROMPTON was trading at 366.75. The strike last trading price was 71.7, 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 2 Jan CROMPTON was trading at 372.05. The strike last trading price was 71.7, 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 1 Jan CROMPTON was trading at 375.30. The strike last trading price was 71.7, 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 26 Dec CROMPTON was trading at 393.60. The strike last trading price was 71.7, which was 71.70 higher 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 0, 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 30JAN2025 330 PE | |||||||
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Delta: -0.10
Vega: 0.17
Theta: -0.12
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 7 Jan | 365.35 | 1.7 | 0.30 | 35.49 | 46 | 19 | 102 |
| 6 Jan | 370.95 | 1.4 | 0.30 | 36.00 | 208 | -24 | 83 |
| 3 Jan | 366.75 | 1.1 | 0.25 | 30.81 | 139 | 14 | 99 |
| 2 Jan | 372.05 | 0.85 | -0.10 | 30.53 | 142 | -1 | 84 |
| 1 Jan | 375.30 | 0.95 | -3.80 | 32.47 | 168 | 77 | 77 |
| 26 Dec | 393.60 | 4.75 | 0.00 | 16.86 | 0 | 0 | 0 |
| 14 Nov | 371.05 | 4.75 | 8.48 | 0 | 0 | 0 | |
For Crompt Grea Con Elec Ltd - strike price 330 expiring on 30JAN2025
Delta for 330 PE is -0.10
Historical price for 330 PE is as follows
On 7 Jan CROMPTON was trading at 365.35. The strike last trading price was 1.7, which was 0.30 higher than the previous day. The implied volatity was 35.49, the open interest changed by 19 which increased total open position to 102
On 6 Jan CROMPTON was trading at 370.95. The strike last trading price was 1.4, which was 0.30 higher than the previous day. The implied volatity was 36.00, the open interest changed by -24 which decreased total open position to 83
On 3 Jan CROMPTON was trading at 366.75. The strike last trading price was 1.1, which was 0.25 higher than the previous day. The implied volatity was 30.81, the open interest changed by 14 which increased total open position to 99
On 2 Jan CROMPTON was trading at 372.05. The strike last trading price was 0.85, which was -0.10 lower than the previous day. The implied volatity was 30.53, the open interest changed by -1 which decreased total open position to 84
On 1 Jan CROMPTON was trading at 375.30. The strike last trading price was 0.95, which was -3.80 lower than the previous day. The implied volatity was 32.47, the open interest changed by 77 which increased total open position to 77
On 26 Dec CROMPTON was trading at 393.60. The strike last trading price was 4.75, which was 0.00 lower than the previous day. The implied volatity was 16.86, 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 4.75, which was lower than the previous day. The implied volatity was 8.48, the open interest changed by 0 which decreased total open position to 0
