CROMPTON
Crompt Grea Con Elec Ltd
Historical option data for CROMPTON
03 Dec 2024 04:11 PM IST
| CROMPTON 26DEC2024 330 CE | ||||||||||
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 3 Dec | 409.15 | 97.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 2 Dec | 416.85 | 97.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 21 Nov | 381.95 | 97.5 | - | 0 | 0 | 0 | ||||
For Crompt Grea Con Elec Ltd - strike price 330 expiring on 26DEC2024
Delta for 330 CE is 0.00
Historical price for 330 CE is as follows
On 3 Dec CROMPTON was trading at 409.15. The strike last trading price was 97.5, 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 2 Dec CROMPTON was trading at 416.85. The strike last trading price was 97.5, 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 21 Nov CROMPTON was trading at 381.95. The strike last trading price was 97.5, 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 26DEC2024 330 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.02
Vega: 0.05
Theta: -0.05
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 3 Dec | 409.15 | 0.4 | -1.50 | 44.91 | 2 | 0 | 1 |
| 2 Dec | 416.85 | 1.9 | -0.40 | 0.00 | 0 | 0 | 0 |
| 21 Nov | 381.95 | 2.3 | 13.88 | 0 | 0 | 0 | |
For Crompt Grea Con Elec Ltd - strike price 330 expiring on 26DEC2024
Delta for 330 PE is -0.02
Historical price for 330 PE is as follows
On 3 Dec CROMPTON was trading at 409.15. The strike last trading price was 0.4, which was -1.50 lower than the previous day. The implied volatity was 44.91, the open interest changed by 0 which decreased total open position to 1
On 2 Dec CROMPTON was trading at 416.85. The strike last trading price was 1.9, which was -0.40 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 21 Nov CROMPTON was trading at 381.95. The strike last trading price was 2.3, which was lower than the previous day. The implied volatity was 13.88, the open interest changed by 0 which decreased total open position to 0
