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Related Pages for CROMPTON
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CROMPTON
Crompt Grea Con Elec Ltd
381.95 -8.75 (-2.24%)

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Historical option data for CROMPTON

21 Nov 2024 04:11 PM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
CROMPTON 28NOV2024 340 CE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Nov 381.95 34.75 0.00 0.00 0 0 0
20 Nov 390.70 34.75 0.00 0.00 0 0 0
19 Nov 390.70 34.75 0.00 0.00 0 0 0
18 Nov 384.25 34.75 0.00 0.00 0 5 0
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
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 0.00

Historical price for 340 CE is as follows

On 21 Nov CROMPTON was trading at 381.95. The strike last trading price was 34.75, 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 20 Nov CROMPTON was trading at 390.70. The strike last trading price was 34.75, 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 19 Nov CROMPTON was trading at 390.70. The strike last trading price was 34.75, 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 18 Nov CROMPTON was trading at 384.25. The strike last trading price was 34.75, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 5 which increased total open position to 0


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
Delta: -0.03
Vega: 0.03
Theta: -0.10
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Nov 381.95 0.25 0.10 44.83 37 -11 106
20 Nov 390.70 0.15 0.00 42.13 34 -7 117
19 Nov 390.70 0.15 -0.15 42.13 34 -7 117
18 Nov 384.25 0.3 -2.20 40.53 441 -87 123
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 -0.03

Historical price for 340 PE is as follows

On 21 Nov CROMPTON was trading at 381.95. The strike last trading price was 0.25, which was 0.10 higher than the previous day. The implied volatity was 44.83, the open interest changed by -11 which decreased total open position to 106


On 20 Nov CROMPTON was trading at 390.70. The strike last trading price was 0.15, which was 0.00 lower than the previous day. The implied volatity was 42.13, the open interest changed by -7 which decreased total open position to 117


On 19 Nov CROMPTON was trading at 390.70. The strike last trading price was 0.15, which was -0.15 lower than the previous day. The implied volatity was 42.13, the open interest changed by -7 which decreased total open position to 117


On 18 Nov CROMPTON was trading at 384.25. The strike last trading price was 0.3, which was -2.20 lower than the previous day. The implied volatity was 40.53, the open interest changed by -87 which decreased total open position to 123


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