CROMPTON
Crompt Grea Con Elec Ltd
Historical option data for CROMPTON
01 Feb 2025 11:21 PM IST
| CROMPTON 27FEB2025 355 CE | ||||||||||
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Delta: 0.69
Vega: 0.35
Theta: -0.29
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 1 Feb | 370.00 | 21.7 | 12.6 | 34.45 | 130 | -6 | 28 | |||
| 31 Jan | 343.40 | 9.15 | -1.95 | 36.05 | 77 | 23 | 34 | |||
| 30 Jan | 342.80 | 11.1 | -0.4 | 40.59 | 3 | 1 | 12 | |||
| 29 Jan | 344.70 | 11.5 | -10.55 | 38.97 | 17 | 10 | 11 | |||
| 28 Jan | 342.85 | 22.05 | 0 | 0.00 | 0 | 0 | 0 | |||
| 27 Jan | 338.15 | 22.05 | 0 | 0.00 | 0 | 0 | 0 | |||
| 24 Jan | 339.70 | 22.05 | 0 | 0.00 | 0 | 0 | 0 | |||
| 23 Jan | 351.15 | 22.05 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 22 Jan | 347.00 | 22.05 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 21 Jan | 353.15 | 22.05 | -27.75 | 47.18 | 1 | 0 | 0 | |||
| 16 Jan | 360.75 | 49.8 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Jan | 364.85 | 49.8 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Jan | 369.50 | 49.8 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Jan | 368.45 | 49.8 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Jan | 370.95 | 49.8 | 0.00 | - | 0 | 0 | 0 | |||
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| 3 Jan | 366.75 | 49.8 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Jan | 372.05 | 49.8 | - | 0 | 0 | 0 | ||||
For Crompt Grea Con Elec Ltd - strike price 355 expiring on 27FEB2025
Delta for 355 CE is 0.69
Historical price for 355 CE is as follows
On 1 Feb CROMPTON was trading at 370.00. The strike last trading price was 21.7, which was 12.6 higher than the previous day. The implied volatity was 34.45, the open interest changed by -6 which decreased total open position to 28
On 31 Jan CROMPTON was trading at 343.40. The strike last trading price was 9.15, which was -1.95 lower than the previous day. The implied volatity was 36.05, the open interest changed by 23 which increased total open position to 34
On 30 Jan CROMPTON was trading at 342.80. The strike last trading price was 11.1, which was -0.4 lower than the previous day. The implied volatity was 40.59, the open interest changed by 1 which increased total open position to 12
On 29 Jan CROMPTON was trading at 344.70. The strike last trading price was 11.5, which was -10.55 lower than the previous day. The implied volatity was 38.97, the open interest changed by 10 which increased total open position to 11
On 28 Jan CROMPTON was trading at 342.85. The strike last trading price was 22.05, which was 0 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 27 Jan CROMPTON was trading at 338.15. The strike last trading price was 22.05, which was 0 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 24 Jan CROMPTON was trading at 339.70. The strike last trading price was 22.05, which was 0 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 23 Jan CROMPTON was trading at 351.15. The strike last trading price was 22.05, 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 22 Jan CROMPTON was trading at 347.00. The strike last trading price was 22.05, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 21 Jan CROMPTON was trading at 353.15. The strike last trading price was 22.05, which was -27.75 lower than the previous day. The implied volatity was 47.18, 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 49.8, 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 49.8, 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 49.8, 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 49.8, 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 49.8, 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 49.8, 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 49.8, 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 27FEB2025 355 PE | |||||||
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Delta: -0.32
Vega: 0.35
Theta: -0.22
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 1 Feb | 370.00 | 8.1 | -9.5 | 37.08 | 93 | 13 | 18 |
| 31 Jan | 343.40 | 17.6 | -2.9 | 31.63 | 1 | 0 | 4 |
| 30 Jan | 342.80 | 20.5 | 0.7 | 39.14 | 2 | 1 | 3 |
| 29 Jan | 344.70 | 19.8 | -3.5 | 39.26 | 4 | 1 | 3 |
| 28 Jan | 342.85 | 23.3 | 0 | 0.00 | 0 | 1 | 0 |
| 27 Jan | 338.15 | 23.3 | 1.65 | 36.02 | 1 | 0 | 1 |
| 24 Jan | 339.70 | 21.65 | 8.35 | 35.22 | 2 | 1 | 2 |
| 23 Jan | 351.15 | 13.3 | 6.55 | 29.43 | 2 | 0 | 0 |
| 22 Jan | 347.00 | 6.75 | 0.00 | - | 0 | 0 | 0 |
| 21 Jan | 353.15 | 6.75 | 0.00 | 0.58 | 0 | 0 | 0 |
| 16 Jan | 360.75 | 6.75 | 0.00 | 2.80 | 0 | 0 | 0 |
| 15 Jan | 364.85 | 6.75 | 0.00 | 3.38 | 0 | 0 | 0 |
| 8 Jan | 369.50 | 6.75 | 0.00 | 4.39 | 0 | 0 | 0 |
| 7 Jan | 368.45 | 6.75 | 0.00 | 4.17 | 0 | 0 | 0 |
| 6 Jan | 370.95 | 6.75 | 0.00 | 4.45 | 0 | 0 | 0 |
| 3 Jan | 366.75 | 6.75 | 0.00 | 3.75 | 0 | 0 | 0 |
| 2 Jan | 372.05 | 6.75 | 4.83 | 0 | 0 | 0 | |
For Crompt Grea Con Elec Ltd - strike price 355 expiring on 27FEB2025
Delta for 355 PE is -0.32
Historical price for 355 PE is as follows
On 1 Feb CROMPTON was trading at 370.00. The strike last trading price was 8.1, which was -9.5 lower than the previous day. The implied volatity was 37.08, the open interest changed by 13 which increased total open position to 18
On 31 Jan CROMPTON was trading at 343.40. The strike last trading price was 17.6, which was -2.9 lower than the previous day. The implied volatity was 31.63, the open interest changed by 0 which decreased total open position to 4
On 30 Jan CROMPTON was trading at 342.80. The strike last trading price was 20.5, which was 0.7 higher than the previous day. The implied volatity was 39.14, the open interest changed by 1 which increased total open position to 3
On 29 Jan CROMPTON was trading at 344.70. The strike last trading price was 19.8, which was -3.5 lower than the previous day. The implied volatity was 39.26, the open interest changed by 1 which increased total open position to 3
On 28 Jan CROMPTON was trading at 342.85. The strike last trading price was 23.3, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 27 Jan CROMPTON was trading at 338.15. The strike last trading price was 23.3, which was 1.65 higher than the previous day. The implied volatity was 36.02, the open interest changed by 0 which decreased total open position to 1
On 24 Jan CROMPTON was trading at 339.70. The strike last trading price was 21.65, which was 8.35 higher than the previous day. The implied volatity was 35.22, the open interest changed by 1 which increased total open position to 2
On 23 Jan CROMPTON was trading at 351.15. The strike last trading price was 13.3, which was 6.55 higher than the previous day. The implied volatity was 29.43, the open interest changed by 0 which decreased total open position to 0
On 22 Jan CROMPTON was trading at 347.00. The strike last trading price was 6.75, 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 Jan CROMPTON was trading at 353.15. The strike last trading price was 6.75, which was 0.00 lower than the previous day. The implied volatity was 0.58, 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 6.75, which was 0.00 lower than the previous day. The implied volatity was 2.80, 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 6.75, which was 0.00 lower than the previous day. The implied volatity was 3.38, 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 6.75, which was 0.00 lower than the previous day. The implied volatity was 4.39, 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 6.75, which was 0.00 lower than the previous day. The implied volatity was 4.17, 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 6.75, which was 0.00 lower than the previous day. The implied volatity was 4.45, 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 6.75, which was 0.00 lower than the previous day. The implied volatity was 3.75, 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 6.75, which was lower than the previous day. The implied volatity was 4.83, the open interest changed by 0 which decreased total open position to 0
