CROMPTON
Crompt Grea Con Elec Ltd
Historical option data for CROMPTON
03 Dec 2024 04:11 PM IST
| CROMPTON 26DEC2024 350 CE | ||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 3 Dec | 409.15 | 80.2 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Dec | 416.85 | 80.2 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Nov | 409.70 | 80.2 | 0.00 | - | 0 | 0 | 0 | |||
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| 28 Nov | 406.65 | 80.2 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Nov | 408.95 | 80.2 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Nov | 408.55 | 80.2 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 405.45 | 80.2 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 393.05 | 80.2 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Nov | 381.95 | 80.2 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Nov | 390.70 | 80.2 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 390.70 | 80.2 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 384.25 | 80.2 | - | 0 | 0 | 0 | ||||
For Crompt Grea Con Elec Ltd - strike price 350 expiring on 26DEC2024
Delta for 350 CE is -
Historical price for 350 CE is as follows
On 3 Dec CROMPTON was trading at 409.15. The strike last trading price was 80.2, 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 2 Dec CROMPTON was trading at 416.85. The strike last trading price was 80.2, 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 29 Nov CROMPTON was trading at 409.70. The strike last trading price was 80.2, 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 28 Nov CROMPTON was trading at 406.65. The strike last trading price was 80.2, 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 Nov CROMPTON was trading at 408.95. The strike last trading price was 80.2, 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 Nov CROMPTON was trading at 408.55. The strike last trading price was 80.2, 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 25 Nov CROMPTON was trading at 405.45. The strike last trading price was 80.2, 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 22 Nov CROMPTON was trading at 393.05. The strike last trading price was 80.2, 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 80.2, 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 80.2, 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 80.2, 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 80.2, 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 26DEC2024 350 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.03
Vega: 0.06
Theta: -0.04
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 3 Dec | 409.15 | 0.35 | -0.25 | 33.71 | 3 | 1 | 101 |
| 2 Dec | 416.85 | 0.6 | -0.30 | 39.94 | 17 | -2 | 100 |
| 29 Nov | 409.70 | 0.9 | -0.30 | 38.34 | 144 | 82 | 96 |
| 28 Nov | 406.65 | 1.2 | 0.00 | 38.01 | 8 | 0 | 15 |
| 27 Nov | 408.95 | 1.2 | 0.00 | 37.82 | 10 | 5 | 14 |
| 26 Nov | 408.55 | 1.2 | -0.35 | 37.81 | 1 | 0 | 9 |
| 25 Nov | 405.45 | 1.55 | -0.55 | 38.87 | 2 | 3 | 8 |
| 22 Nov | 393.05 | 2.1 | -0.20 | 33.96 | 2 | 0 | 5 |
| 21 Nov | 381.95 | 2.3 | 0.00 | 0.00 | 0 | 5 | 0 |
| 20 Nov | 390.70 | 2.3 | 0.00 | 32.08 | 4 | 5 | 2 |
| 19 Nov | 390.70 | 2.3 | -2.35 | 32.08 | 4 | 2 | 2 |
| 18 Nov | 384.25 | 4.65 | 8.97 | 0 | 0 | 0 | |
For Crompt Grea Con Elec Ltd - strike price 350 expiring on 26DEC2024
Delta for 350 PE is -0.03
Historical price for 350 PE is as follows
On 3 Dec CROMPTON was trading at 409.15. The strike last trading price was 0.35, which was -0.25 lower than the previous day. The implied volatity was 33.71, the open interest changed by 1 which increased total open position to 101
On 2 Dec CROMPTON was trading at 416.85. The strike last trading price was 0.6, which was -0.30 lower than the previous day. The implied volatity was 39.94, the open interest changed by -2 which decreased total open position to 100
On 29 Nov CROMPTON was trading at 409.70. The strike last trading price was 0.9, which was -0.30 lower than the previous day. The implied volatity was 38.34, the open interest changed by 82 which increased total open position to 96
On 28 Nov CROMPTON was trading at 406.65. The strike last trading price was 1.2, which was 0.00 lower than the previous day. The implied volatity was 38.01, the open interest changed by 0 which decreased total open position to 15
On 27 Nov CROMPTON was trading at 408.95. The strike last trading price was 1.2, which was 0.00 lower than the previous day. The implied volatity was 37.82, the open interest changed by 5 which increased total open position to 14
On 26 Nov CROMPTON was trading at 408.55. The strike last trading price was 1.2, which was -0.35 lower than the previous day. The implied volatity was 37.81, the open interest changed by 0 which decreased total open position to 9
On 25 Nov CROMPTON was trading at 405.45. The strike last trading price was 1.55, which was -0.55 lower than the previous day. The implied volatity was 38.87, the open interest changed by 3 which increased total open position to 8
On 22 Nov CROMPTON was trading at 393.05. The strike last trading price was 2.1, which was -0.20 lower than the previous day. The implied volatity was 33.96, the open interest changed by 0 which decreased total open position to 5
On 21 Nov CROMPTON was trading at 381.95. The strike last trading price was 2.3, 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 20 Nov CROMPTON was trading at 390.70. The strike last trading price was 2.3, which was 0.00 lower than the previous day. The implied volatity was 32.08, the open interest changed by 5 which increased total open position to 2
On 19 Nov CROMPTON was trading at 390.70. The strike last trading price was 2.3, which was -2.35 lower than the previous day. The implied volatity was 32.08, the open interest changed by 2 which increased total open position to 2
On 18 Nov CROMPTON was trading at 384.25. The strike last trading price was 4.65, which was lower than the previous day. The implied volatity was 8.97, the open interest changed by 0 which decreased total open position to 0
