CROMPTON
Crompt Grea Con Elec Ltd
Historical option data for CROMPTON
14 Nov 2024 04:11 PM IST
| CROMPTON 28NOV2024 340 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.87
Vega: 0.15
Theta: -0.31
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 371.05 | 34.75 | -97.45 | 42.85 | 5 | 3 | 3 | |||
| 13 Nov | 385.00 | 132.2 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 390.40 | 132.2 | 0.00 | - | 0 | 0 | 0 | |||
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| 11 Nov | 390.55 | 132.2 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 398.60 | 132.2 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 389.95 | 132.2 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 402.45 | 132.2 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 385.50 | 132.2 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 384.75 | 132.2 | - | 0 | 0 | 0 | ||||
For Crompt Grea Con Elec Ltd - strike price 340 expiring on 28NOV2024
Delta for 340 CE is 0.87
Historical price for 340 CE is as follows
On 14 Nov CROMPTON was trading at 371.05. The strike last trading price was 34.75, which was -97.45 lower than the previous day. The implied volatity was 42.85, the open interest changed by 3 which increased total open position to 3
On 13 Nov CROMPTON was trading at 385.00. The strike last trading price was 132.2, 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 132.2, 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 132.2, 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 132.2, 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 132.2, 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 132.2, 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 132.2, 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 132.2, 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 340 PE | |||||||
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Delta: -0.14
Vega: 0.16
Theta: -0.25
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 371.05 | 2.5 | 1.25 | 45.73 | 675 | 6 | 207 |
| 13 Nov | 385.00 | 1.25 | -0.15 | 45.10 | 140 | 14 | 196 |
| 12 Nov | 390.40 | 1.4 | -0.05 | 48.19 | 214 | 63 | 182 |
| 11 Nov | 390.55 | 1.45 | 0.65 | 48.19 | 162 | 71 | 114 |
| 8 Nov | 398.60 | 0.8 | -0.35 | 43.00 | 81 | 3 | 43 |
| 7 Nov | 389.95 | 1.15 | 0.55 | 41.46 | 59 | 9 | 34 |
| 6 Nov | 402.45 | 0.6 | -1.55 | 40.47 | 39 | -9 | 26 |
| 5 Nov | 385.50 | 2.15 | 1.05 | 43.01 | 79 | 39 | 39 |
| 4 Nov | 384.75 | 1.1 | 14.15 | 0 | 0 | 0 | |
For Crompt Grea Con Elec Ltd - strike price 340 expiring on 28NOV2024
Delta for 340 PE is -0.14
Historical price for 340 PE is as follows
On 14 Nov CROMPTON was trading at 371.05. The strike last trading price was 2.5, which was 1.25 higher than the previous day. The implied volatity was 45.73, the open interest changed by 6 which increased total open position to 207
On 13 Nov CROMPTON was trading at 385.00. The strike last trading price was 1.25, which was -0.15 lower than the previous day. The implied volatity was 45.10, the open interest changed by 14 which increased total open position to 196
On 12 Nov CROMPTON was trading at 390.40. The strike last trading price was 1.4, which was -0.05 lower than the previous day. The implied volatity was 48.19, the open interest changed by 63 which increased total open position to 182
On 11 Nov CROMPTON was trading at 390.55. The strike last trading price was 1.45, which was 0.65 higher than the previous day. The implied volatity was 48.19, the open interest changed by 71 which increased total open position to 114
On 8 Nov CROMPTON was trading at 398.60. The strike last trading price was 0.8, which was -0.35 lower than the previous day. The implied volatity was 43.00, the open interest changed by 3 which increased total open position to 43
On 7 Nov CROMPTON was trading at 389.95. The strike last trading price was 1.15, which was 0.55 higher than the previous day. The implied volatity was 41.46, the open interest changed by 9 which increased total open position to 34
On 6 Nov CROMPTON was trading at 402.45. The strike last trading price was 0.6, which was -1.55 lower than the previous day. The implied volatity was 40.47, the open interest changed by -9 which decreased total open position to 26
On 5 Nov CROMPTON was trading at 385.50. The strike last trading price was 2.15, which was 1.05 higher than the previous day. The implied volatity was 43.01, the open interest changed by 39 which increased total open position to 39
On 4 Nov CROMPTON was trading at 384.75. The strike last trading price was 1.1, which was lower than the previous day. The implied volatity was 14.15, the open interest changed by 0 which decreased total open position to 0
