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[--[65.84.65.76]--]
CROMPTON
Crompt Grea Con Elec Ltd

371.05 -13.95 (-3.62%)

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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