CROMPTON
Crompt Grea Con Elec Ltd
Historical option data for CROMPTON
01 Feb 2025 11:21 PM IST
| CROMPTON 27FEB2025 350 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.74
Vega: 0.32
Theta: -0.28
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 1 Feb | 370.00 | 25.3 | 14.05 | 34.56 | 485 | -57 | 74 | |||
| 31 Jan | 343.40 | 11.25 | -1.65 | 36.45 | 379 | 20 | 134 | |||
| 30 Jan | 342.80 | 12.5 | -1.2 | 39.01 | 95 | 20 | 115 | |||
| 29 Jan | 344.70 | 13.95 | 0.9 | 39.93 | 218 | 37 | 95 | |||
| 28 Jan | 342.85 | 14 | 2.7 | 39.90 | 64 | 45 | 57 | |||
| 27 Jan | 338.15 | 11.6 | -2.05 | 40.85 | 19 | 4 | 11 | |||
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| 24 Jan | 339.70 | 13.65 | -5.15 | 40.68 | 10 | 3 | 7 | |||
| 23 Jan | 351.15 | 18.8 | 2.25 | 38.80 | 3 | 2 | 3 | |||
| 22 Jan | 347.00 | 16.55 | -52.90 | 37.12 | 2 | 1 | 1 | |||
| 21 Jan | 353.15 | 69.45 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Jan | 360.75 | 69.45 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Jan | 364.85 | 69.45 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Jan | 369.50 | 69.45 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Jan | 368.45 | 69.45 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Jan | 370.95 | 69.45 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Jan | 366.75 | 69.45 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Jan | 372.05 | 69.45 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Jan | 375.30 | 69.45 | 69.45 | - | 0 | 0 | 0 | |||
| 26 Dec | 393.60 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Dec | 394.85 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Dec | 390.55 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Dec | 388.25 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Dec | 395.45 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Dec | 396.20 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Dec | 397.60 | 0 | 0.00 | 0 | 0 | 0 | ||||
For Crompt Grea Con Elec Ltd - strike price 350 expiring on 27FEB2025
Delta for 350 CE is 0.74
Historical price for 350 CE is as follows
On 1 Feb CROMPTON was trading at 370.00. The strike last trading price was 25.3, which was 14.05 higher than the previous day. The implied volatity was 34.56, the open interest changed by -57 which decreased total open position to 74
On 31 Jan CROMPTON was trading at 343.40. The strike last trading price was 11.25, which was -1.65 lower than the previous day. The implied volatity was 36.45, the open interest changed by 20 which increased total open position to 134
On 30 Jan CROMPTON was trading at 342.80. The strike last trading price was 12.5, which was -1.2 lower than the previous day. The implied volatity was 39.01, the open interest changed by 20 which increased total open position to 115
On 29 Jan CROMPTON was trading at 344.70. The strike last trading price was 13.95, which was 0.9 higher than the previous day. The implied volatity was 39.93, the open interest changed by 37 which increased total open position to 95
On 28 Jan CROMPTON was trading at 342.85. The strike last trading price was 14, which was 2.7 higher than the previous day. The implied volatity was 39.90, the open interest changed by 45 which increased total open position to 57
On 27 Jan CROMPTON was trading at 338.15. The strike last trading price was 11.6, which was -2.05 lower than the previous day. The implied volatity was 40.85, the open interest changed by 4 which increased total open position to 11
On 24 Jan CROMPTON was trading at 339.70. The strike last trading price was 13.65, which was -5.15 lower than the previous day. The implied volatity was 40.68, the open interest changed by 3 which increased total open position to 7
On 23 Jan CROMPTON was trading at 351.15. The strike last trading price was 18.8, which was 2.25 higher than the previous day. The implied volatity was 38.80, the open interest changed by 2 which increased total open position to 3
On 22 Jan CROMPTON was trading at 347.00. The strike last trading price was 16.55, which was -52.90 lower than the previous day. The implied volatity was 37.12, the open interest changed by 1 which increased total open position to 1
On 21 Jan CROMPTON was trading at 353.15. The strike last trading price was 69.45, 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 16 Jan CROMPTON was trading at 360.75. The strike last trading price was 69.45, 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 15 Jan CROMPTON was trading at 364.85. The strike last trading price was 69.45, 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 Jan CROMPTON was trading at 369.50. The strike last trading price was 69.45, 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 Jan CROMPTON was trading at 368.45. The strike last trading price was 69.45, 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 6 Jan CROMPTON was trading at 370.95. The strike last trading price was 69.45, 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 3 Jan CROMPTON was trading at 366.75. The strike last trading price was 69.45, 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 Jan CROMPTON was trading at 372.05. The strike last trading price was 69.45, 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 69.45, which was 69.45 higher 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 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 24 Dec CROMPTON was trading at 394.85. 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 23 Dec 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 20 Dec CROMPTON was trading at 388.25. 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 19 Dec CROMPTON was trading at 395.45. 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 Dec CROMPTON was trading at 396.20. 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 17 Dec CROMPTON was trading at 397.60. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
| CROMPTON 27FEB2025 350 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.28
Vega: 0.33
Theta: -0.21
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 1 Feb | 370.00 | 6.7 | -10 | 38.07 | 413 | 87 | 223 |
| 31 Jan | 343.40 | 16.6 | -0.15 | 37.21 | 258 | 39 | 132 |
| 30 Jan | 342.80 | 16.7 | -0.35 | 36.95 | 67 | 17 | 93 |
| 29 Jan | 344.70 | 16.9 | -0.8 | 39.21 | 81 | 34 | 75 |
| 28 Jan | 342.85 | 17.4 | -7.25 | 39.30 | 22 | 7 | 37 |
| 27 Jan | 338.15 | 24.65 | 4.65 | 48.00 | 3 | 1 | 29 |
| 24 Jan | 339.70 | 20 | 6 | 38.73 | 8 | 0 | 27 |
| 23 Jan | 351.15 | 14 | -3.05 | 37.02 | 3 | 0 | 26 |
| 22 Jan | 347.00 | 17.05 | 3.55 | 40.20 | 5 | 1 | 25 |
| 21 Jan | 353.15 | 13.5 | 2.50 | 37.59 | 3 | 1 | 23 |
| 16 Jan | 360.75 | 11 | 0.00 | 0.00 | 0 | 0 | 0 |
| 15 Jan | 364.85 | 11 | 2.50 | 38.81 | 2 | 0 | 22 |
| 8 Jan | 369.50 | 8.5 | 0.45 | 34.43 | 2 | 0 | 20 |
| 7 Jan | 368.45 | 8.05 | 1.10 | 32.61 | 4 | 0 | 20 |
| 6 Jan | 370.95 | 6.95 | -0.55 | 30.90 | 2 | 0 | 21 |
| 3 Jan | 366.75 | 7.5 | -0.45 | 30.04 | 5 | 4 | 20 |
| 2 Jan | 372.05 | 7.95 | -0.15 | 33.06 | 10 | 1 | 16 |
| 1 Jan | 375.30 | 8.1 | 1.60 | 34.96 | 15 | 9 | 10 |
| 26 Dec | 393.60 | 6.5 | 0.00 | 9.08 | 0 | 0 | 0 |
| 24 Dec | 394.85 | 6.5 | 0.00 | 9.20 | 0 | 0 | 0 |
| 23 Dec | 390.55 | 6.5 | 0.00 | 8.50 | 0 | 0 | 0 |
| 20 Dec | 388.25 | 6.5 | 0.00 | 8.03 | 0 | 0 | 0 |
| 19 Dec | 395.45 | 6.5 | 0.00 | 9.11 | 0 | 0 | 0 |
| 18 Dec | 396.20 | 6.5 | 6.50 | 9.13 | 0 | 0 | 0 |
| 17 Dec | 397.60 | 0 | 0.00 | 0 | 0 | 0 | |
For Crompt Grea Con Elec Ltd - strike price 350 expiring on 27FEB2025
Delta for 350 PE is -0.28
Historical price for 350 PE is as follows
On 1 Feb CROMPTON was trading at 370.00. The strike last trading price was 6.7, which was -10 lower than the previous day. The implied volatity was 38.07, the open interest changed by 87 which increased total open position to 223
On 31 Jan CROMPTON was trading at 343.40. The strike last trading price was 16.6, which was -0.15 lower than the previous day. The implied volatity was 37.21, the open interest changed by 39 which increased total open position to 132
On 30 Jan CROMPTON was trading at 342.80. The strike last trading price was 16.7, which was -0.35 lower than the previous day. The implied volatity was 36.95, the open interest changed by 17 which increased total open position to 93
On 29 Jan CROMPTON was trading at 344.70. The strike last trading price was 16.9, which was -0.8 lower than the previous day. The implied volatity was 39.21, the open interest changed by 34 which increased total open position to 75
On 28 Jan CROMPTON was trading at 342.85. The strike last trading price was 17.4, which was -7.25 lower than the previous day. The implied volatity was 39.30, the open interest changed by 7 which increased total open position to 37
On 27 Jan CROMPTON was trading at 338.15. The strike last trading price was 24.65, which was 4.65 higher than the previous day. The implied volatity was 48.00, the open interest changed by 1 which increased total open position to 29
On 24 Jan CROMPTON was trading at 339.70. The strike last trading price was 20, which was 6 higher than the previous day. The implied volatity was 38.73, the open interest changed by 0 which decreased total open position to 27
On 23 Jan CROMPTON was trading at 351.15. The strike last trading price was 14, which was -3.05 lower than the previous day. The implied volatity was 37.02, the open interest changed by 0 which decreased total open position to 26
On 22 Jan CROMPTON was trading at 347.00. The strike last trading price was 17.05, which was 3.55 higher than the previous day. The implied volatity was 40.20, the open interest changed by 1 which increased total open position to 25
On 21 Jan CROMPTON was trading at 353.15. The strike last trading price was 13.5, which was 2.50 higher than the previous day. The implied volatity was 37.59, the open interest changed by 1 which increased total open position to 23
On 16 Jan CROMPTON was trading at 360.75. The strike last trading price was 11, 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 15 Jan CROMPTON was trading at 364.85. The strike last trading price was 11, which was 2.50 higher than the previous day. The implied volatity was 38.81, the open interest changed by 0 which decreased total open position to 22
On 8 Jan CROMPTON was trading at 369.50. The strike last trading price was 8.5, which was 0.45 higher than the previous day. The implied volatity was 34.43, the open interest changed by 0 which decreased total open position to 20
On 7 Jan CROMPTON was trading at 368.45. The strike last trading price was 8.05, which was 1.10 higher than the previous day. The implied volatity was 32.61, the open interest changed by 0 which decreased total open position to 20
On 6 Jan CROMPTON was trading at 370.95. The strike last trading price was 6.95, which was -0.55 lower than the previous day. The implied volatity was 30.90, the open interest changed by 0 which decreased total open position to 21
On 3 Jan CROMPTON was trading at 366.75. The strike last trading price was 7.5, which was -0.45 lower than the previous day. The implied volatity was 30.04, the open interest changed by 4 which increased total open position to 20
On 2 Jan CROMPTON was trading at 372.05. The strike last trading price was 7.95, which was -0.15 lower than the previous day. The implied volatity was 33.06, the open interest changed by 1 which increased total open position to 16
On 1 Jan CROMPTON was trading at 375.30. The strike last trading price was 8.1, which was 1.60 higher than the previous day. The implied volatity was 34.96, the open interest changed by 9 which increased total open position to 10
On 26 Dec CROMPTON was trading at 393.60. The strike last trading price was 6.5, which was 0.00 lower than the previous day. The implied volatity was 9.08, the open interest changed by 0 which decreased total open position to 0
On 24 Dec CROMPTON was trading at 394.85. The strike last trading price was 6.5, which was 0.00 lower than the previous day. The implied volatity was 9.20, the open interest changed by 0 which decreased total open position to 0
On 23 Dec CROMPTON was trading at 390.55. The strike last trading price was 6.5, which was 0.00 lower than the previous day. The implied volatity was 8.50, the open interest changed by 0 which decreased total open position to 0
On 20 Dec CROMPTON was trading at 388.25. The strike last trading price was 6.5, which was 0.00 lower than the previous day. The implied volatity was 8.03, the open interest changed by 0 which decreased total open position to 0
On 19 Dec CROMPTON was trading at 395.45. The strike last trading price was 6.5, which was 0.00 lower than the previous day. The implied volatity was 9.11, the open interest changed by 0 which decreased total open position to 0
On 18 Dec CROMPTON was trading at 396.20. The strike last trading price was 6.5, which was 6.50 higher than the previous day. The implied volatity was 9.13, the open interest changed by 0 which decreased total open position to 0
On 17 Dec CROMPTON was trading at 397.60. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
