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Related Pages for CROMPTON
[--[65.84.65.76]--]
CROMPTON
Crompt Grea Con Elec Ltd
365.2 -5.75 (-1.55%)

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Historical option data for CROMPTON

07 Jan 2025 10:51 AM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
CROMPTON 30JAN2025 335 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
7 Jan 365.35 78.05 0.00 - 0 0 0
6 Jan 370.95 78.05 0.00 - 0 0 0
3 Jan 366.75 78.05 0.00 - 0 0 0
2 Jan 372.05 78.05 0.00 - 0 0 0
1 Jan 375.30 78.05 78.05 - 0 0 0
26 Dec 393.60 0 0.00 0 0 0

For Crompt Grea Con Elec Ltd - strike price 335 expiring on 30JAN2025

Delta for 335 CE is -

Historical price for 335 CE is as follows

On 7 Jan CROMPTON was trading at 365.35. The strike last trading price was 78.05, 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 78.05, 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 78.05, 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 78.05, 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 78.05, which was 78.05 higher 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 0, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


CROMPTON 30JAN2025 335 PE
Delta: -0.14
Vega: 0.20
Theta: -0.14
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
7 Jan 365.35 2.35 0.55 35.29 6 0 9
6 Jan 370.95 1.8 0.15 35.00 28 -6 8
3 Jan 366.75 1.65 0.50 30.96 27 1 14
2 Jan 372.05 1.15 -1.05 29.77 13 0 0
1 Jan 375.30 2.2 2.20 12.31 0 0 0
26 Dec 393.60 0 0.00 0 0 0

For Crompt Grea Con Elec Ltd - strike price 335 expiring on 30JAN2025

Delta for 335 PE is -0.14

Historical price for 335 PE is as follows

On 7 Jan CROMPTON was trading at 365.35. The strike last trading price was 2.35, which was 0.55 higher than the previous day. The implied volatity was 35.29, the open interest changed by 0 which decreased total open position to 9


On 6 Jan CROMPTON was trading at 370.95. The strike last trading price was 1.8, which was 0.15 higher than the previous day. The implied volatity was 35.00, the open interest changed by -6 which decreased total open position to 8


On 3 Jan CROMPTON was trading at 366.75. The strike last trading price was 1.65, which was 0.50 higher than the previous day. The implied volatity was 30.96, the open interest changed by 1 which increased total open position to 14


On 2 Jan CROMPTON was trading at 372.05. The strike last trading price was 1.15, which was -1.05 lower than the previous day. The implied volatity was 29.77, 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 2.2, which was 2.20 higher than the previous day. The implied volatity was 12.31, 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 0, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0