CROMPTON
Crompt Grea Con Elec Ltd
Historical option data for CROMPTON
14 Nov 2024 04:11 PM IST
| CROMPTON 28NOV2024 350 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.81
Vega: 0.20
Theta: -0.35
Gamma: 0.01
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 371.05 | 25.75 | -12.80 | 38.31 | 23 | 14 | 19 | |||
| 13 Nov | 385.00 | 38.55 | -1.75 | 47.25 | 4 | 0 | 5 | |||
| 12 Nov | 390.40 | 40.3 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Nov | 390.55 | 40.3 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 8 Nov | 398.60 | 40.3 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 7 Nov | 389.95 | 40.3 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Nov | 402.45 | 40.3 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Nov | 385.50 | 40.3 | 0.00 | 0.00 | 0 | 5 | 0 | |||
| 4 Nov | 384.75 | 40.3 | -82.05 | 40.96 | 8 | 4 | 4 | |||
| 1 Nov | 392.15 | 122.35 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 391.00 | 122.35 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 393.50 | 122.35 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 391.55 | 122.35 | 0.00 | - | 0 | 0 | 0 | |||
|
|
||||||||||
| 18 Oct | 409.05 | 122.35 | - | 0 | 0 | 0 | ||||
For Crompt Grea Con Elec Ltd - strike price 350 expiring on 28NOV2024
Delta for 350 CE is 0.81
Historical price for 350 CE is as follows
On 14 Nov CROMPTON was trading at 371.05. The strike last trading price was 25.75, which was -12.80 lower than the previous day. The implied volatity was 38.31, the open interest changed by 14 which increased total open position to 19
On 13 Nov CROMPTON was trading at 385.00. The strike last trading price was 38.55, which was -1.75 lower than the previous day. The implied volatity was 47.25, the open interest changed by 0 which decreased total open position to 5
On 12 Nov CROMPTON was trading at 390.40. The strike last trading price was 40.3, 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 40.3, 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 40.3, 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 40.3, 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 40.3, 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 5 Nov CROMPTON was trading at 385.50. The strike last trading price was 40.3, 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 4 Nov CROMPTON was trading at 384.75. The strike last trading price was 40.3, which was -82.05 lower than the previous day. The implied volatity was 40.96, the open interest changed by 4 which increased total open position to 4
On 1 Nov CROMPTON was trading at 392.15. The strike last trading price was 122.35, 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 31 Oct CROMPTON was trading at 391.00. The strike last trading price was 122.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct CROMPTON was trading at 393.50. The strike last trading price was 122.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct CROMPTON was trading at 391.55. The strike last trading price was 122.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Oct CROMPTON was trading at 409.05. The strike last trading price was 122.35, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| CROMPTON 28NOV2024 350 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.22
Vega: 0.22
Theta: -0.32
Gamma: 0.01
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 371.05 | 4.35 | 1.95 | 44.77 | 918 | 9 | 253 |
| 13 Nov | 385.00 | 2.4 | -0.15 | 44.83 | 343 | -27 | 243 |
| 12 Nov | 390.40 | 2.55 | 0.20 | 48.00 | 207 | 41 | 306 |
| 11 Nov | 390.55 | 2.35 | 0.55 | 46.26 | 293 | 74 | 269 |
| 8 Nov | 398.60 | 1.8 | -0.25 | 44.64 | 30 | 6 | 193 |
| 7 Nov | 389.95 | 2.05 | 1.05 | 40.73 | 86 | 21 | 187 |
| 6 Nov | 402.45 | 1 | -2.45 | 38.78 | 160 | 48 | 166 |
| 5 Nov | 385.50 | 3.45 | 0.35 | 41.98 | 295 | 21 | 118 |
| 4 Nov | 384.75 | 3.1 | 0.60 | 39.43 | 167 | 69 | 96 |
| 1 Nov | 392.15 | 2.5 | 0.00 | 40.19 | 4 | 2 | 25 |
| 31 Oct | 391.00 | 2.5 | 0.30 | - | 23 | 2 | 22 |
| 30 Oct | 393.50 | 2.2 | -0.90 | - | 35 | 15 | 19 |
| 29 Oct | 391.55 | 3.1 | 1.70 | - | 5 | 3 | 4 |
| 18 Oct | 409.05 | 1.4 | - | 2 | 1 | 2 | |
For Crompt Grea Con Elec Ltd - strike price 350 expiring on 28NOV2024
Delta for 350 PE is -0.22
Historical price for 350 PE is as follows
On 14 Nov CROMPTON was trading at 371.05. The strike last trading price was 4.35, which was 1.95 higher than the previous day. The implied volatity was 44.77, the open interest changed by 9 which increased total open position to 253
On 13 Nov CROMPTON was trading at 385.00. The strike last trading price was 2.4, which was -0.15 lower than the previous day. The implied volatity was 44.83, the open interest changed by -27 which decreased total open position to 243
On 12 Nov CROMPTON was trading at 390.40. The strike last trading price was 2.55, which was 0.20 higher than the previous day. The implied volatity was 48.00, the open interest changed by 41 which increased total open position to 306
On 11 Nov CROMPTON was trading at 390.55. The strike last trading price was 2.35, which was 0.55 higher than the previous day. The implied volatity was 46.26, the open interest changed by 74 which increased total open position to 269
On 8 Nov CROMPTON was trading at 398.60. The strike last trading price was 1.8, which was -0.25 lower than the previous day. The implied volatity was 44.64, the open interest changed by 6 which increased total open position to 193
On 7 Nov CROMPTON was trading at 389.95. The strike last trading price was 2.05, which was 1.05 higher than the previous day. The implied volatity was 40.73, the open interest changed by 21 which increased total open position to 187
On 6 Nov CROMPTON was trading at 402.45. The strike last trading price was 1, which was -2.45 lower than the previous day. The implied volatity was 38.78, the open interest changed by 48 which increased total open position to 166
On 5 Nov CROMPTON was trading at 385.50. The strike last trading price was 3.45, which was 0.35 higher than the previous day. The implied volatity was 41.98, the open interest changed by 21 which increased total open position to 118
On 4 Nov CROMPTON was trading at 384.75. The strike last trading price was 3.1, which was 0.60 higher than the previous day. The implied volatity was 39.43, the open interest changed by 69 which increased total open position to 96
On 1 Nov CROMPTON was trading at 392.15. The strike last trading price was 2.5, which was 0.00 lower than the previous day. The implied volatity was 40.19, the open interest changed by 2 which increased total open position to 25
On 31 Oct CROMPTON was trading at 391.00. The strike last trading price was 2.5, which was 0.30 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct CROMPTON was trading at 393.50. The strike last trading price was 2.2, which was -0.90 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct CROMPTON was trading at 391.55. The strike last trading price was 3.1, which was 1.70 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Oct CROMPTON was trading at 409.05. The strike last trading price was 1.4, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
