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

381.95 -8.75 (-2.24%)

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Historical option data for CROMPTON

21 Nov 2024 04:11 PM IST
CROMPTON 28NOV2024 355 CE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Nov 381.95 39.5 0.00 0.00 0 0 0
20 Nov 390.70 39.5 0.00 0.00 0 0 0
19 Nov 390.70 39.5 0.00 0.00 0 2 0
18 Nov 384.25 39.5 16.25 87.27 6 1 3
14 Nov 371.05 23.25 -14.95 43.80 1 0 1
13 Nov 385.00 38.2 -33.75 63.73 1 0 0
12 Nov 390.40 71.95 0.00 - 0 0 0
11 Nov 390.55 71.95 0.00 - 0 0 0
8 Nov 398.60 71.95 0.00 - 0 0 0
7 Nov 389.95 71.95 0.00 - 0 0 0
6 Nov 402.45 71.95 0.00 - 0 0 0
5 Nov 385.50 71.95 0.00 - 0 0 0
4 Nov 384.75 71.95 0.00 - 0 0 0
1 Nov 392.15 71.95 0.00 - 0 0 0
31 Oct 391.00 71.95 0.00 - 0 0 0
30 Oct 393.50 71.95 0.00 - 0 0 0
29 Oct 391.55 71.95 71.95 - 0 0 0
18 Oct 409.05 0 - 0 0 0


For Crompt Grea Con Elec Ltd - strike price 355 expiring on 28NOV2024

Delta for 355 CE is 0.00

Historical price for 355 CE is as follows

On 21 Nov CROMPTON was trading at 381.95. The strike last trading price was 39.5, 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 20 Nov CROMPTON was trading at 390.70. The strike last trading price was 39.5, 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 19 Nov CROMPTON was trading at 390.70. The strike last trading price was 39.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0


On 18 Nov CROMPTON was trading at 384.25. The strike last trading price was 39.5, which was 16.25 higher than the previous day. The implied volatity was 87.27, the open interest changed by 1 which increased total open position to 3


On 14 Nov CROMPTON was trading at 371.05. The strike last trading price was 23.25, which was -14.95 lower than the previous day. The implied volatity was 43.80, the open interest changed by 0 which decreased total open position to 1


On 13 Nov CROMPTON was trading at 385.00. The strike last trading price was 38.2, which was -33.75 lower than the previous day. The implied volatity was 63.73, 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 71.95, 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 71.95, 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 71.95, 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 71.95, 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 Nov CROMPTON was trading at 402.45. The strike last trading price was 71.95, 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 71.95, 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 71.95, 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 Nov CROMPTON was trading at 392.15. The strike last trading price was 71.95, 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 71.95, 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 71.95, 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 71.95, which was 71.95 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 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


CROMPTON 28NOV2024 355 PE
Delta: -0.07
Vega: 0.07
Theta: -0.19
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
21 Nov 381.95 0.65 0.25 37.50 67 12 110
20 Nov 390.70 0.4 0.00 36.41 81 -63 100
19 Nov 390.70 0.4 -0.40 36.41 81 -61 100
18 Nov 384.25 0.8 -4.85 35.24 276 -36 161
14 Nov 371.05 5.65 2.40 44.46 379 88 198
13 Nov 385.00 3.25 0.10 44.81 112 -20 103
12 Nov 390.40 3.15 -0.05 46.87 49 19 120
11 Nov 390.55 3.2 0.90 46.65 111 38 103
8 Nov 398.60 2.3 -0.35 44.07 41 12 60
7 Nov 389.95 2.65 1.35 40.20 73 14 46
6 Nov 402.45 1.3 -2.15 38.04 51 38 41
5 Nov 385.50 3.45 -0.25 38.04 1 0 2
4 Nov 384.75 3.7 0.00 0.00 0 0 0
1 Nov 392.15 3.7 0.00 0.00 0 2 0
31 Oct 391.00 3.7 0.45 - 2 0 0
30 Oct 393.50 3.25 0.00 - 0 0 0
29 Oct 391.55 3.25 3.25 - 0 0 0
18 Oct 409.05 0 - 0 0 0


For Crompt Grea Con Elec Ltd - strike price 355 expiring on 28NOV2024

Delta for 355 PE is -0.07

Historical price for 355 PE is as follows

On 21 Nov CROMPTON was trading at 381.95. The strike last trading price was 0.65, which was 0.25 higher than the previous day. The implied volatity was 37.50, the open interest changed by 12 which increased total open position to 110


On 20 Nov CROMPTON was trading at 390.70. The strike last trading price was 0.4, which was 0.00 lower than the previous day. The implied volatity was 36.41, the open interest changed by -63 which decreased total open position to 100


On 19 Nov CROMPTON was trading at 390.70. The strike last trading price was 0.4, which was -0.40 lower than the previous day. The implied volatity was 36.41, the open interest changed by -61 which decreased total open position to 100


On 18 Nov CROMPTON was trading at 384.25. The strike last trading price was 0.8, which was -4.85 lower than the previous day. The implied volatity was 35.24, the open interest changed by -36 which decreased total open position to 161


On 14 Nov CROMPTON was trading at 371.05. The strike last trading price was 5.65, which was 2.40 higher than the previous day. The implied volatity was 44.46, the open interest changed by 88 which increased total open position to 198


On 13 Nov CROMPTON was trading at 385.00. The strike last trading price was 3.25, which was 0.10 higher than the previous day. The implied volatity was 44.81, the open interest changed by -20 which decreased total open position to 103


On 12 Nov CROMPTON was trading at 390.40. The strike last trading price was 3.15, which was -0.05 lower than the previous day. The implied volatity was 46.87, the open interest changed by 19 which increased total open position to 120


On 11 Nov CROMPTON was trading at 390.55. The strike last trading price was 3.2, which was 0.90 higher than the previous day. The implied volatity was 46.65, the open interest changed by 38 which increased total open position to 103


On 8 Nov CROMPTON was trading at 398.60. The strike last trading price was 2.3, which was -0.35 lower than the previous day. The implied volatity was 44.07, the open interest changed by 12 which increased total open position to 60


On 7 Nov CROMPTON was trading at 389.95. The strike last trading price was 2.65, which was 1.35 higher than the previous day. The implied volatity was 40.20, the open interest changed by 14 which increased total open position to 46


On 6 Nov CROMPTON was trading at 402.45. The strike last trading price was 1.3, which was -2.15 lower than the previous day. The implied volatity was 38.04, the open interest changed by 38 which increased total open position to 41


On 5 Nov CROMPTON was trading at 385.50. The strike last trading price was 3.45, which was -0.25 lower than the previous day. The implied volatity was 38.04, the open interest changed by 0 which decreased total open position to 2


On 4 Nov CROMPTON was trading at 384.75. The strike last trading price was 3.7, 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 1 Nov CROMPTON was trading at 392.15. The strike last trading price was 3.7, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0


On 31 Oct CROMPTON was trading at 391.00. The strike last trading price was 3.7, which was 0.45 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 3.25, 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 3.25, which was 3.25 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 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to