CROMPTON
Crompt Grea Con Elec Ltd
Historical option data for CROMPTON
07 Jan 2025 10:41 AM IST
| CROMPTON 30JAN2025 350 CE | ||||||||||
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 7 Jan | 365.40 | 29.9 | 0.00 | 0.00 | 0 | -2 | 0 | |||
| 6 Jan | 370.95 | 29.9 | 6.85 | 43.90 | 7 | -1 | 12 | |||
| 3 Jan | 366.75 | 23.05 | -3.45 | 24.49 | 3 | 1 | 12 | |||
| 2 Jan | 372.05 | 26.5 | -4.00 | 23.81 | 1 | 0 | 10 | |||
| 1 Jan | 375.30 | 30.5 | -25.75 | 27.61 | 15 | 9 | 9 | |||
| 31 Dec | 395.80 | 56.25 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Dec | 394.50 | 56.25 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Dec | 396.35 | 56.25 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Dec | 393.60 | 56.25 | 56.25 | - | 0 | 0 | 0 | |||
| 22 Nov | 393.05 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Nov | 381.95 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Nov | 390.70 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 390.70 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 384.25 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 371.05 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 385.00 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 390.40 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 390.55 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 398.60 | 0 | 0.00 | - | 0 | 0 | 0 | |||
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| 7 Nov | 389.95 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 385.50 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 384.75 | 0 | - | 0 | 0 | 0 | ||||
For Crompt Grea Con Elec Ltd - strike price 350 expiring on 30JAN2025
Delta for 350 CE is 0.00
Historical price for 350 CE is as follows
On 7 Jan CROMPTON was trading at 365.40. The strike last trading price was 29.9, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -2 which decreased total open position to 0
On 6 Jan CROMPTON was trading at 370.95. The strike last trading price was 29.9, which was 6.85 higher than the previous day. The implied volatity was 43.90, the open interest changed by -1 which decreased total open position to 12
On 3 Jan CROMPTON was trading at 366.75. The strike last trading price was 23.05, which was -3.45 lower than the previous day. The implied volatity was 24.49, the open interest changed by 1 which increased total open position to 12
On 2 Jan CROMPTON was trading at 372.05. The strike last trading price was 26.5, which was -4.00 lower than the previous day. The implied volatity was 23.81, the open interest changed by 0 which decreased total open position to 10
On 1 Jan CROMPTON was trading at 375.30. The strike last trading price was 30.5, which was -25.75 lower than the previous day. The implied volatity was 27.61, the open interest changed by 9 which increased total open position to 9
On 31 Dec CROMPTON was trading at 395.80. The strike last trading price was 56.25, 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 30 Dec CROMPTON was trading at 394.50. The strike last trading price was 56.25, 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 27 Dec CROMPTON was trading at 396.35. The strike last trading price was 56.25, 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 56.25, which was 56.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 22 Nov CROMPTON was trading at 393.05. The strike last trading price was 0, 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 21 Nov CROMPTON was trading at 381.95. The strike last trading price was 0, 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 20 Nov CROMPTON was trading at 390.70. The strike last trading price was 0, 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 19 Nov CROMPTON was trading at 390.70. The strike last trading price was 0, 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 18 Nov CROMPTON was trading at 384.25. The strike last trading price was 0, 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 14 Nov CROMPTON was trading at 371.05. The strike last trading price was 0, 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 13 Nov CROMPTON was trading at 385.00. The strike last trading price was 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 350 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.27
Vega: 0.30
Theta: -0.20
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 7 Jan | 365.40 | 5.4 | 1.05 | 34.16 | 142 | 23 | 161 |
| 6 Jan | 370.95 | 4.35 | 0.25 | 34.21 | 375 | 6 | 136 |
| 3 Jan | 366.75 | 4.1 | 1.00 | 29.83 | 182 | -22 | 131 |
| 2 Jan | 372.05 | 3.1 | -0.20 | 28.83 | 387 | -56 | 153 |
| 1 Jan | 375.30 | 3.3 | 2.35 | 31.33 | 602 | 85 | 195 |
| 31 Dec | 395.80 | 0.95 | 0.05 | 30.29 | 72 | 25 | 112 |
| 30 Dec | 394.50 | 0.9 | 0.05 | 29.75 | 105 | 40 | 87 |
| 27 Dec | 396.35 | 0.85 | -8.10 | 28.47 | 59 | 46 | 46 |
| 26 Dec | 393.60 | 8.95 | 0.00 | 11.88 | 0 | 0 | 0 |
| 22 Nov | 393.05 | 8.95 | 0.00 | 8.75 | 0 | 0 | 0 |
| 21 Nov | 381.95 | 8.95 | 0.00 | 7.01 | 0 | 0 | 0 |
| 20 Nov | 390.70 | 8.95 | 0.00 | 8.48 | 0 | 0 | 0 |
| 19 Nov | 390.70 | 8.95 | 0.00 | 8.48 | 0 | 0 | 0 |
| 18 Nov | 384.25 | 8.95 | 0.00 | 8.11 | 0 | 0 | 0 |
| 14 Nov | 371.05 | 8.95 | 0.00 | 5.10 | 0 | 0 | 0 |
| 13 Nov | 385.00 | 8.95 | 0.00 | 7.29 | 0 | 0 | 0 |
| 12 Nov | 390.40 | 8.95 | 8.95 | 8.44 | 0 | 0 | 0 |
| 11 Nov | 390.55 | 0 | 0.00 | 8.08 | 0 | 0 | 0 |
| 8 Nov | 398.60 | 0 | 0.00 | 9.16 | 0 | 0 | 0 |
| 7 Nov | 389.95 | 0 | 0.00 | 7.76 | 0 | 0 | 0 |
| 5 Nov | 385.50 | 0 | 0.00 | 7.21 | 0 | 0 | 0 |
| 4 Nov | 384.75 | 0 | 7.00 | 0 | 0 | 0 | |
For Crompt Grea Con Elec Ltd - strike price 350 expiring on 30JAN2025
Delta for 350 PE is -0.27
Historical price for 350 PE is as follows
On 7 Jan CROMPTON was trading at 365.40. The strike last trading price was 5.4, which was 1.05 higher than the previous day. The implied volatity was 34.16, the open interest changed by 23 which increased total open position to 161
On 6 Jan CROMPTON was trading at 370.95. The strike last trading price was 4.35, which was 0.25 higher than the previous day. The implied volatity was 34.21, the open interest changed by 6 which increased total open position to 136
On 3 Jan CROMPTON was trading at 366.75. The strike last trading price was 4.1, which was 1.00 higher than the previous day. The implied volatity was 29.83, the open interest changed by -22 which decreased total open position to 131
On 2 Jan CROMPTON was trading at 372.05. The strike last trading price was 3.1, which was -0.20 lower than the previous day. The implied volatity was 28.83, the open interest changed by -56 which decreased total open position to 153
On 1 Jan CROMPTON was trading at 375.30. The strike last trading price was 3.3, which was 2.35 higher than the previous day. The implied volatity was 31.33, the open interest changed by 85 which increased total open position to 195
On 31 Dec CROMPTON was trading at 395.80. The strike last trading price was 0.95, which was 0.05 higher than the previous day. The implied volatity was 30.29, the open interest changed by 25 which increased total open position to 112
On 30 Dec CROMPTON was trading at 394.50. The strike last trading price was 0.9, which was 0.05 higher than the previous day. The implied volatity was 29.75, the open interest changed by 40 which increased total open position to 87
On 27 Dec CROMPTON was trading at 396.35. The strike last trading price was 0.85, which was -8.10 lower than the previous day. The implied volatity was 28.47, the open interest changed by 46 which increased total open position to 46
On 26 Dec CROMPTON was trading at 393.60. The strike last trading price was 8.95, which was 0.00 lower than the previous day. The implied volatity was 11.88, the open interest changed by 0 which decreased total open position to 0
On 22 Nov CROMPTON was trading at 393.05. The strike last trading price was 8.95, which was 0.00 lower than the previous day. The implied volatity was 8.75, the open interest changed by 0 which decreased total open position to 0
On 21 Nov CROMPTON was trading at 381.95. The strike last trading price was 8.95, which was 0.00 lower than the previous day. The implied volatity was 7.01, 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 8.95, which was 0.00 lower than the previous day. The implied volatity was 8.48, 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 8.95, which was 0.00 lower than the previous day. The implied volatity was 8.48, 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 8.95, which was 0.00 lower than the previous day. The implied volatity was 8.11, the open interest changed by 0 which decreased total open position to 0
On 14 Nov CROMPTON was trading at 371.05. The strike last trading price was 8.95, which was 0.00 lower than the previous day. The implied volatity was 5.10, the open interest changed by 0 which decreased total open position to 0
On 13 Nov CROMPTON was trading at 385.00. The strike last trading price was 8.95, which was 0.00 lower than the previous day. The implied volatity was 7.29, 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 8.95, which was 8.95 higher than the previous day. The implied volatity was 8.44, 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 0, which was 0.00 lower than the previous day. The implied volatity was 8.08, 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 0, which was 0.00 lower than the previous day. The implied volatity was 9.16, 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 0, which was 0.00 lower than the previous day. The implied volatity was 7.76, 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 0, which was 0.00 lower than the previous day. The implied volatity was 7.21, 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 0, which was lower than the previous day. The implied volatity was 7.00, the open interest changed by 0 which decreased total open position to 0
