CROMPTON
Crompt Grea Con Elec Ltd
Historical option data for CROMPTON
14 Nov 2024 04:11 PM IST
| CROMPTON 28NOV2024 355 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.73
Vega: 0.24
Theta: -0.44
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 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 | |||
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| 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 0.73
Historical price for 355 CE is as follows
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 | |||||||
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Delta: -0.27
Vega: 0.24
Theta: -0.35
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 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 -0.27
Historical price for 355 PE is as follows
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
