CROMPTON
Crompt Grea Con Elec Ltd
Historical option data for CROMPTON
07 Jan 2025 10:51 AM IST
| CROMPTON 30JAN2025 355 CE | ||||||||||
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Delta: 0.65
Vega: 0.34
Theta: -0.36
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 7 Jan | 365.35 | 21.85 | 0.00 | 40.54 | 2 | 1 | 4 | |||
| 6 Jan | 370.95 | 21.85 | 2.60 | 29.18 | 1 | 0 | 3 | |||
| 3 Jan | 366.75 | 19.25 | -3.80 | 24.46 | 11 | -2 | 4 | |||
| 2 Jan | 372.05 | 23.05 | -9.70 | 25.85 | 2 | 1 | 5 | |||
| 1 Jan | 375.30 | 32.75 | -28.25 | 46.31 | 4 | 2 | 2 | |||
| 31 Dec | 395.80 | 61 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Dec | 394.50 | 61 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Dec | 396.35 | 61 | 0.00 | - | 0 | 0 | 0 | |||
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| 26 Dec | 393.60 | 61 | - | 0 | 0 | 0 | ||||
For Crompt Grea Con Elec Ltd - strike price 355 expiring on 30JAN2025
Delta for 355 CE is 0.65
Historical price for 355 CE is as follows
On 7 Jan CROMPTON was trading at 365.35. The strike last trading price was 21.85, which was 0.00 lower than the previous day. The implied volatity was 40.54, the open interest changed by 1 which increased total open position to 4
On 6 Jan CROMPTON was trading at 370.95. The strike last trading price was 21.85, which was 2.60 higher than the previous day. The implied volatity was 29.18, the open interest changed by 0 which decreased total open position to 3
On 3 Jan CROMPTON was trading at 366.75. The strike last trading price was 19.25, which was -3.80 lower than the previous day. The implied volatity was 24.46, the open interest changed by -2 which decreased total open position to 4
On 2 Jan CROMPTON was trading at 372.05. The strike last trading price was 23.05, which was -9.70 lower than the previous day. The implied volatity was 25.85, the open interest changed by 1 which increased total open position to 5
On 1 Jan CROMPTON was trading at 375.30. The strike last trading price was 32.75, which was -28.25 lower than the previous day. The implied volatity was 46.31, the open interest changed by 2 which increased total open position to 2
On 31 Dec CROMPTON was trading at 395.80. The strike last trading price was 61, 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 61, 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 61, 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 61, 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 355 PE | |||||||
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Delta: -0.32
Vega: 0.33
Theta: -0.21
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 7 Jan | 365.35 | 6.85 | 1.35 | 33.68 | 54 | 10 | 66 |
| 6 Jan | 370.95 | 5.5 | 0.05 | 33.50 | 250 | 8 | 57 |
| 3 Jan | 366.75 | 5.45 | 1.30 | 29.68 | 131 | 21 | 48 |
| 2 Jan | 372.05 | 4.15 | -0.25 | 28.49 | 110 | 6 | 28 |
| 1 Jan | 375.30 | 4.4 | -0.55 | 31.29 | 87 | 22 | 22 |
| 31 Dec | 395.80 | 4.95 | 0.00 | 11.51 | 0 | 0 | 0 |
| 30 Dec | 394.50 | 4.95 | 0.00 | 11.74 | 0 | 0 | 0 |
| 27 Dec | 396.35 | 4.95 | 0.00 | 10.71 | 0 | 0 | 0 |
| 26 Dec | 393.60 | 4.95 | 10.03 | 0 | 0 | 0 | |
For Crompt Grea Con Elec Ltd - strike price 355 expiring on 30JAN2025
Delta for 355 PE is -0.32
Historical price for 355 PE is as follows
On 7 Jan CROMPTON was trading at 365.35. The strike last trading price was 6.85, which was 1.35 higher than the previous day. The implied volatity was 33.68, the open interest changed by 10 which increased total open position to 66
On 6 Jan CROMPTON was trading at 370.95. The strike last trading price was 5.5, which was 0.05 higher than the previous day. The implied volatity was 33.50, the open interest changed by 8 which increased total open position to 57
On 3 Jan CROMPTON was trading at 366.75. The strike last trading price was 5.45, which was 1.30 higher than the previous day. The implied volatity was 29.68, the open interest changed by 21 which increased total open position to 48
On 2 Jan CROMPTON was trading at 372.05. The strike last trading price was 4.15, which was -0.25 lower than the previous day. The implied volatity was 28.49, the open interest changed by 6 which increased total open position to 28
On 1 Jan CROMPTON was trading at 375.30. The strike last trading price was 4.4, which was -0.55 lower than the previous day. The implied volatity was 31.29, the open interest changed by 22 which increased total open position to 22
On 31 Dec CROMPTON was trading at 395.80. The strike last trading price was 4.95, which was 0.00 lower than the previous day. The implied volatity was 11.51, 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 4.95, which was 0.00 lower than the previous day. The implied volatity was 11.74, 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 4.95, which was 0.00 lower than the previous day. The implied volatity was 10.71, 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 4.95, which was lower than the previous day. The implied volatity was 10.03, the open interest changed by 0 which decreased total open position to 0
