CROMPTON
Crompt Grea Con Elec Ltd
Historical option data for CROMPTON
14 Nov 2024 04:11 PM IST
| CROMPTON 28NOV2024 360 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.68
Vega: 0.26
Theta: -0.45
Gamma: 0.01
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 371.05 | 19.35 | -11.25 | 41.69 | 9 | 2 | 8 | |||
| 13 Nov | 385.00 | 30.6 | -5.55 | 47.06 | 5 | 3 | 7 | |||
| 12 Nov | 390.40 | 36.15 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Nov | 390.55 | 36.15 | 0.00 | 0.00 | 0 | 0 | 0 | |||
|
|
||||||||||
| 8 Nov | 398.60 | 36.15 | -3.90 | - | 1 | 0 | 4 | |||
| 7 Nov | 389.95 | 40.05 | 0.00 | 0.00 | 0 | 3 | 0 | |||
| 6 Nov | 402.45 | 40.05 | 5.05 | - | 8 | 3 | 4 | |||
| 5 Nov | 385.50 | 35 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Nov | 384.75 | 35 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 1 Nov | 392.15 | 35 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 31 Oct | 391.00 | 35 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 393.50 | 35 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 391.55 | 35 | -78.80 | - | 0 | 0 | 0 | |||
| 18 Oct | 409.05 | 113.8 | - | 0 | 0 | 0 | ||||
For Crompt Grea Con Elec Ltd - strike price 360 expiring on 28NOV2024
Delta for 360 CE is 0.68
Historical price for 360 CE is as follows
On 14 Nov CROMPTON was trading at 371.05. The strike last trading price was 19.35, which was -11.25 lower than the previous day. The implied volatity was 41.69, the open interest changed by 2 which increased total open position to 8
On 13 Nov CROMPTON was trading at 385.00. The strike last trading price was 30.6, which was -5.55 lower than the previous day. The implied volatity was 47.06, the open interest changed by 3 which increased total open position to 7
On 12 Nov CROMPTON was trading at 390.40. The strike last trading price was 36.15, 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 11 Nov CROMPTON was trading at 390.55. The strike last trading price was 36.15, 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 8 Nov CROMPTON was trading at 398.60. The strike last trading price was 36.15, which was -3.90 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 7 Nov CROMPTON was trading at 389.95. The strike last trading price was 40.05, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 6 Nov CROMPTON was trading at 402.45. The strike last trading price was 40.05, which was 5.05 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 4
On 5 Nov CROMPTON was trading at 385.50. The strike last trading price was 35, 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 4 Nov CROMPTON was trading at 384.75. The strike last trading price was 35, 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 35, 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 31 Oct CROMPTON was trading at 391.00. The strike last trading price was 35, 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 35, 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 35, which was -78.80 lower 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 113.8, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| CROMPTON 28NOV2024 360 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.33
Vega: 0.26
Theta: -0.38
Gamma: 0.01
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 371.05 | 7.25 | 3.00 | 44.28 | 1,131 | 23 | 251 |
| 13 Nov | 385.00 | 4.25 | -0.10 | 44.53 | 553 | 48 | 227 |
| 12 Nov | 390.40 | 4.35 | 0.10 | 47.89 | 221 | 27 | 177 |
| 11 Nov | 390.55 | 4.25 | 1.20 | 47.03 | 108 | 4 | 154 |
| 8 Nov | 398.60 | 3.05 | -0.40 | 44.17 | 299 | 18 | 150 |
| 7 Nov | 389.95 | 3.45 | 1.60 | 39.93 | 121 | 4 | 130 |
| 6 Nov | 402.45 | 1.85 | -3.30 | 38.30 | 131 | 48 | 162 |
| 5 Nov | 385.50 | 5.15 | 0.20 | 40.30 | 306 | 76 | 112 |
| 4 Nov | 384.75 | 4.95 | 0.45 | 38.58 | 70 | 13 | 37 |
| 1 Nov | 392.15 | 4.5 | 0.25 | 41.37 | 3 | 1 | 24 |
| 31 Oct | 391.00 | 4.25 | 0.75 | - | 23 | 20 | 24 |
| 30 Oct | 393.50 | 3.5 | 1.15 | - | 5 | 4 | 4 |
| 29 Oct | 391.55 | 2.35 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 409.05 | 2.35 | - | 0 | 0 | 0 | |
For Crompt Grea Con Elec Ltd - strike price 360 expiring on 28NOV2024
Delta for 360 PE is -0.33
Historical price for 360 PE is as follows
On 14 Nov CROMPTON was trading at 371.05. The strike last trading price was 7.25, which was 3.00 higher than the previous day. The implied volatity was 44.28, the open interest changed by 23 which increased total open position to 251
On 13 Nov CROMPTON was trading at 385.00. The strike last trading price was 4.25, which was -0.10 lower than the previous day. The implied volatity was 44.53, the open interest changed by 48 which increased total open position to 227
On 12 Nov CROMPTON was trading at 390.40. The strike last trading price was 4.35, which was 0.10 higher than the previous day. The implied volatity was 47.89, the open interest changed by 27 which increased total open position to 177
On 11 Nov CROMPTON was trading at 390.55. The strike last trading price was 4.25, which was 1.20 higher than the previous day. The implied volatity was 47.03, the open interest changed by 4 which increased total open position to 154
On 8 Nov CROMPTON was trading at 398.60. The strike last trading price was 3.05, which was -0.40 lower than the previous day. The implied volatity was 44.17, the open interest changed by 18 which increased total open position to 150
On 7 Nov CROMPTON was trading at 389.95. The strike last trading price was 3.45, which was 1.60 higher than the previous day. The implied volatity was 39.93, the open interest changed by 4 which increased total open position to 130
On 6 Nov CROMPTON was trading at 402.45. The strike last trading price was 1.85, which was -3.30 lower than the previous day. The implied volatity was 38.30, the open interest changed by 48 which increased total open position to 162
On 5 Nov CROMPTON was trading at 385.50. The strike last trading price was 5.15, which was 0.20 higher than the previous day. The implied volatity was 40.30, the open interest changed by 76 which increased total open position to 112
On 4 Nov CROMPTON was trading at 384.75. The strike last trading price was 4.95, which was 0.45 higher than the previous day. The implied volatity was 38.58, the open interest changed by 13 which increased total open position to 37
On 1 Nov CROMPTON was trading at 392.15. The strike last trading price was 4.5, which was 0.25 higher than the previous day. The implied volatity was 41.37, the open interest changed by 1 which increased total open position to 24
On 31 Oct CROMPTON was trading at 391.00. The strike last trading price was 4.25, which was 0.75 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 3.5, which was 1.15 higher 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 2.35, 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 18 Oct CROMPTON was trading at 409.05. The strike last trading price was 2.35, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
