CROMPTON
Crompt Grea Con Elec Ltd
Historical option data for CROMPTON
03 Dec 2024 04:11 PM IST
| CROMPTON 26DEC2024 360 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 3 Dec | 409.15 | 39.25 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 2 Dec | 416.85 | 39.25 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 29 Nov | 409.70 | 39.25 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 28 Nov | 406.65 | 39.25 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 27 Nov | 408.95 | 39.25 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 26 Nov | 408.55 | 39.25 | 0.00 | 0.00 | 0 | -1 | 0 | |||
| 25 Nov | 405.45 | 39.25 | 5.25 | - | 1 | 0 | 1 | |||
| 22 Nov | 393.05 | 34 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 21 Nov | 381.95 | 34 | -38.10 | 41.14 | 1 | 0 | 0 | |||
| 20 Nov | 390.70 | 72.1 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 390.70 | 72.1 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 384.25 | 72.1 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 371.05 | 72.1 | 0.00 | - | 0 | 0 | 0 | |||
|
|
||||||||||
| 13 Nov | 385.00 | 72.1 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 390.40 | 72.1 | - | 0 | 0 | 0 | ||||
For Crompt Grea Con Elec Ltd - strike price 360 expiring on 26DEC2024
Delta for 360 CE is 0.00
Historical price for 360 CE is as follows
On 3 Dec CROMPTON was trading at 409.15. The strike last trading price was 39.25, 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 2 Dec CROMPTON was trading at 416.85. The strike last trading price was 39.25, 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 29 Nov CROMPTON was trading at 409.70. The strike last trading price was 39.25, 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 28 Nov CROMPTON was trading at 406.65. The strike last trading price was 39.25, 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 27 Nov CROMPTON was trading at 408.95. The strike last trading price was 39.25, 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 26 Nov CROMPTON was trading at 408.55. The strike last trading price was 39.25, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 25 Nov CROMPTON was trading at 405.45. The strike last trading price was 39.25, which was 5.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 22 Nov CROMPTON was trading at 393.05. The strike last trading price was 34, 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 Nov CROMPTON was trading at 381.95. The strike last trading price was 34, which was -38.10 lower than the previous day. The implied volatity was 41.14, 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 72.1, 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 Nov CROMPTON was trading at 390.70. The strike last trading price was 72.1, 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 Nov CROMPTON was trading at 384.25. The strike last trading price was 72.1, 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 14 Nov CROMPTON was trading at 371.05. The strike last trading price was 72.1, 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 13 Nov CROMPTON was trading at 385.00. The strike last trading price was 72.1, 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 12 Nov CROMPTON was trading at 390.40. The strike last trading price was 72.1, 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 26DEC2024 360 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.05
Vega: 0.11
Theta: -0.08
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 3 Dec | 409.15 | 0.8 | 0.05 | 33.67 | 222 | -32 | 145 |
| 2 Dec | 416.85 | 0.75 | -0.30 | 36.29 | 272 | -15 | 178 |
| 29 Nov | 409.70 | 1.05 | -0.70 | 34.22 | 192 | 126 | 193 |
| 28 Nov | 406.65 | 1.75 | 0.15 | 35.80 | 22 | -2 | 67 |
| 27 Nov | 408.95 | 1.6 | -0.15 | 34.86 | 28 | 20 | 69 |
| 26 Nov | 408.55 | 1.75 | -0.05 | 35.62 | 16 | 1 | 50 |
| 25 Nov | 405.45 | 1.8 | -1.65 | 34.85 | 13 | 0 | 49 |
| 22 Nov | 393.05 | 3.45 | -1.60 | 33.35 | 59 | 3 | 52 |
| 21 Nov | 381.95 | 5.05 | 0.95 | 31.21 | 58 | 5 | 50 |
| 20 Nov | 390.70 | 4.1 | 0.00 | 32.57 | 14 | -2 | 46 |
| 19 Nov | 390.70 | 4.1 | -2.10 | 32.57 | 14 | -1 | 46 |
| 18 Nov | 384.25 | 6.2 | -6.50 | 34.64 | 110 | 6 | 47 |
| 14 Nov | 371.05 | 12.7 | 4.20 | 39.63 | 54 | 25 | 40 |
| 13 Nov | 385.00 | 8.5 | 1.50 | 38.60 | 23 | 9 | 17 |
| 12 Nov | 390.40 | 7 | 37.42 | 15 | 7 | 7 | |
For Crompt Grea Con Elec Ltd - strike price 360 expiring on 26DEC2024
Delta for 360 PE is -0.05
Historical price for 360 PE is as follows
On 3 Dec CROMPTON was trading at 409.15. The strike last trading price was 0.8, which was 0.05 higher than the previous day. The implied volatity was 33.67, the open interest changed by -32 which decreased total open position to 145
On 2 Dec CROMPTON was trading at 416.85. The strike last trading price was 0.75, which was -0.30 lower than the previous day. The implied volatity was 36.29, the open interest changed by -15 which decreased total open position to 178
On 29 Nov CROMPTON was trading at 409.70. The strike last trading price was 1.05, which was -0.70 lower than the previous day. The implied volatity was 34.22, the open interest changed by 126 which increased total open position to 193
On 28 Nov CROMPTON was trading at 406.65. The strike last trading price was 1.75, which was 0.15 higher than the previous day. The implied volatity was 35.80, the open interest changed by -2 which decreased total open position to 67
On 27 Nov CROMPTON was trading at 408.95. The strike last trading price was 1.6, which was -0.15 lower than the previous day. The implied volatity was 34.86, the open interest changed by 20 which increased total open position to 69
On 26 Nov CROMPTON was trading at 408.55. The strike last trading price was 1.75, which was -0.05 lower than the previous day. The implied volatity was 35.62, the open interest changed by 1 which increased total open position to 50
On 25 Nov CROMPTON was trading at 405.45. The strike last trading price was 1.8, which was -1.65 lower than the previous day. The implied volatity was 34.85, the open interest changed by 0 which decreased total open position to 49
On 22 Nov CROMPTON was trading at 393.05. The strike last trading price was 3.45, which was -1.60 lower than the previous day. The implied volatity was 33.35, the open interest changed by 3 which increased total open position to 52
On 21 Nov CROMPTON was trading at 381.95. The strike last trading price was 5.05, which was 0.95 higher than the previous day. The implied volatity was 31.21, the open interest changed by 5 which increased total open position to 50
On 20 Nov CROMPTON was trading at 390.70. The strike last trading price was 4.1, which was 0.00 lower than the previous day. The implied volatity was 32.57, the open interest changed by -2 which decreased total open position to 46
On 19 Nov CROMPTON was trading at 390.70. The strike last trading price was 4.1, which was -2.10 lower than the previous day. The implied volatity was 32.57, the open interest changed by -1 which decreased total open position to 46
On 18 Nov CROMPTON was trading at 384.25. The strike last trading price was 6.2, which was -6.50 lower than the previous day. The implied volatity was 34.64, the open interest changed by 6 which increased total open position to 47
On 14 Nov CROMPTON was trading at 371.05. The strike last trading price was 12.7, which was 4.20 higher than the previous day. The implied volatity was 39.63, the open interest changed by 25 which increased total open position to 40
On 13 Nov CROMPTON was trading at 385.00. The strike last trading price was 8.5, which was 1.50 higher than the previous day. The implied volatity was 38.60, the open interest changed by 9 which increased total open position to 17
On 12 Nov CROMPTON was trading at 390.40. The strike last trading price was 7, which was lower than the previous day. The implied volatity was 37.42, the open interest changed by 7 which increased total open position to 7
