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Related Pages for CROMPTON
[--[65.84.65.76]--]
CROMPTON
Crompt Grea Con Elec Ltd
365.3 -5.65 (-1.52%)

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Historical option data for CROMPTON

07 Jan 2025 10:31 AM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
CROMPTON 30JAN2025 345 CE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
7 Jan 365.50 25.75 0.00 0.00 0 0 0
6 Jan 370.95 25.75 0.00 0.00 0 2 0
3 Jan 366.75 25.75 -43.60 15.86 2 1 1
2 Jan 372.05 69.35 0.00 - 0 0 0
1 Jan 375.30 69.35 0.00 - 0 0 0
26 Dec 393.60 69.35 - 0 0 0

For Crompt Grea Con Elec Ltd - strike price 345 expiring on 30JAN2025

Delta for 345 CE is 0.00

Historical price for 345 CE is as follows

On 7 Jan CROMPTON was trading at 365.50. The strike last trading price was 25.75, 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 Jan CROMPTON was trading at 370.95. The strike last trading price was 25.75, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0


On 3 Jan CROMPTON was trading at 366.75. The strike last trading price was 25.75, which was -43.60 lower than the previous day. The implied volatity was 15.86, the open interest changed by 1 which increased total open position to 1


On 2 Jan CROMPTON was trading at 372.05. The strike last trading price was 69.35, 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 69.35, 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 26 Dec CROMPTON was trading at 393.60. The strike last trading price was 69.35, 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 30JAN2025 345 PE
Delta: -0.22
Vega: 0.27
Theta: -0.18
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
7 Jan 365.50 4.2 1.00 34.75 32 12 87
6 Jan 370.95 3.2 0.30 34.43 50 13 75
3 Jan 366.75 2.9 0.65 29.52 64 20 61
2 Jan 372.05 2.25 -0.30 29.05 82 29 40
1 Jan 375.30 2.55 -0.80 31.83 30 11 11
26 Dec 393.60 3.35 12.49 0 0 0

For Crompt Grea Con Elec Ltd - strike price 345 expiring on 30JAN2025

Delta for 345 PE is -0.22

Historical price for 345 PE is as follows

On 7 Jan CROMPTON was trading at 365.50. The strike last trading price was 4.2, which was 1.00 higher than the previous day. The implied volatity was 34.75, the open interest changed by 12 which increased total open position to 87


On 6 Jan CROMPTON was trading at 370.95. The strike last trading price was 3.2, which was 0.30 higher than the previous day. The implied volatity was 34.43, the open interest changed by 13 which increased total open position to 75


On 3 Jan CROMPTON was trading at 366.75. The strike last trading price was 2.9, which was 0.65 higher than the previous day. The implied volatity was 29.52, the open interest changed by 20 which increased total open position to 61


On 2 Jan CROMPTON was trading at 372.05. The strike last trading price was 2.25, which was -0.30 lower than the previous day. The implied volatity was 29.05, the open interest changed by 29 which increased total open position to 40


On 1 Jan CROMPTON was trading at 375.30. The strike last trading price was 2.55, which was -0.80 lower than the previous day. The implied volatity was 31.83, the open interest changed by 11 which increased total open position to 11


On 26 Dec CROMPTON was trading at 393.60. The strike last trading price was 3.35, which was lower than the previous day. The implied volatity was 12.49, the open interest changed by 0 which decreased total open position to 0