CROMPTON
Crompt Grea Con Elec Ltd
Historical option data for CROMPTON
14 Nov 2024 04:11 PM IST
| CROMPTON 28NOV2024 345 CE | ||||||||||
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Delta: 0.74
Vega: 0.24
Theta: -0.65
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 371.05 | 36.35 | -1.40 | 69.62 | 1 | 0 | 1 | |||
| 13 Nov | 385.00 | 37.75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
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| 12 Nov | 390.40 | 37.75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Nov | 390.55 | 37.75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 8 Nov | 398.60 | 37.75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 7 Nov | 389.95 | 37.75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Nov | 402.45 | 37.75 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 5 Nov | 385.50 | 37.75 | -42.95 | - | 1 | 0 | 0 | |||
| 4 Nov | 384.75 | 80.7 | - | 0 | 0 | 0 | ||||
For Crompt Grea Con Elec Ltd - strike price 345 expiring on 28NOV2024
Delta for 345 CE is 0.74
Historical price for 345 CE is as follows
On 14 Nov CROMPTON was trading at 371.05. The strike last trading price was 36.35, which was -1.40 lower than the previous day. The implied volatity was 69.62, the open interest changed by 0 which decreased total open position to 1
On 13 Nov CROMPTON was trading at 385.00. The strike last trading price was 37.75, 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 12 Nov CROMPTON was trading at 390.40. The strike last trading price was 37.75, 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 11 Nov CROMPTON was trading at 390.55. The strike last trading price was 37.75, 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 8 Nov CROMPTON was trading at 398.60. The strike last trading price was 37.75, 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 7 Nov CROMPTON was trading at 389.95. The strike last trading price was 37.75, 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 6 Nov CROMPTON was trading at 402.45. The strike last trading price was 37.75, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 5 Nov CROMPTON was trading at 385.50. The strike last trading price was 37.75, which was -42.95 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 80.7, 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 345 PE | |||||||
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Delta: -0.17
Vega: 0.19
Theta: -0.28
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 371.05 | 3.15 | 1.60 | 44.33 | 257 | 89 | 106 |
| 13 Nov | 385.00 | 1.55 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Nov | 390.40 | 1.55 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Nov | 390.55 | 1.55 | 0.00 | 0.00 | 0 | 5 | 0 |
| 8 Nov | 398.60 | 1.55 | -0.15 | 46.38 | 11 | 6 | 18 |
| 7 Nov | 389.95 | 1.7 | 0.95 | 41.99 | 6 | 0 | 17 |
| 6 Nov | 402.45 | 0.75 | -1.65 | 39.37 | 8 | -3 | 16 |
| 5 Nov | 385.50 | 2.4 | 0.25 | 40.79 | 41 | 17 | 17 |
| 4 Nov | 384.75 | 2.15 | 12.76 | 0 | 0 | 0 | |
For Crompt Grea Con Elec Ltd - strike price 345 expiring on 28NOV2024
Delta for 345 PE is -0.17
Historical price for 345 PE is as follows
On 14 Nov CROMPTON was trading at 371.05. The strike last trading price was 3.15, which was 1.60 higher than the previous day. The implied volatity was 44.33, the open interest changed by 89 which increased total open position to 106
On 13 Nov CROMPTON was trading at 385.00. The strike last trading price was 1.55, 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 12 Nov CROMPTON was trading at 390.40. The strike last trading price was 1.55, 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 11 Nov CROMPTON was trading at 390.55. The strike last trading price was 1.55, 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 8 Nov CROMPTON was trading at 398.60. The strike last trading price was 1.55, which was -0.15 lower than the previous day. The implied volatity was 46.38, the open interest changed by 6 which increased total open position to 18
On 7 Nov CROMPTON was trading at 389.95. The strike last trading price was 1.7, which was 0.95 higher than the previous day. The implied volatity was 41.99, the open interest changed by 0 which decreased total open position to 17
On 6 Nov CROMPTON was trading at 402.45. The strike last trading price was 0.75, which was -1.65 lower than the previous day. The implied volatity was 39.37, the open interest changed by -3 which decreased total open position to 16
On 5 Nov CROMPTON was trading at 385.50. The strike last trading price was 2.4, which was 0.25 higher than the previous day. The implied volatity was 40.79, the open interest changed by 17 which increased total open position to 17
On 4 Nov CROMPTON was trading at 384.75. The strike last trading price was 2.15, which was lower than the previous day. The implied volatity was 12.76, the open interest changed by 0 which decreased total open position to 0
