CROMPTON
Crompt Grea Con Elec Ltd
Historical option data for CROMPTON
07 Jan 2025 10:51 AM IST
| CROMPTON 30JAN2025 360 CE | ||||||||||
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Delta: 0.62
Vega: 0.35
Theta: -0.29
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 7 Jan | 365.35 | 15.3 | -3.70 | 30.36 | 10 | 4 | 34 | |||
| 6 Jan | 370.95 | 19 | 3.25 | 31.03 | 31 | 13 | 31 | |||
| 3 Jan | 366.75 | 15.75 | -3.75 | 24.31 | 21 | 9 | 17 | |||
| 2 Jan | 372.05 | 19.5 | -3.90 | 26.12 | 9 | 1 | 9 | |||
| 1 Jan | 375.30 | 23.4 | -25.85 | 29.54 | 24 | 8 | 8 | |||
| 31 Dec | 395.80 | 49.25 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Dec | 394.50 | 49.25 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Dec | 396.35 | 49.25 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Dec | 393.60 | 49.25 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Dec | 394.85 | 49.25 | 49.25 | - | 0 | 0 | 0 | |||
| 28 Nov | 406.65 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Nov | 408.95 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Nov | 408.55 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 405.45 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 393.05 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Nov | 381.95 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Nov | 390.70 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 390.70 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 384.25 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 371.05 | 0 | 0.00 | - | 0 | 0 | 0 | |||
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| 13 Nov | 385.00 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 390.40 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 390.55 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 398.60 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 389.95 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 385.50 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 384.75 | 0 | - | 0 | 0 | 0 | ||||
For Crompt Grea Con Elec Ltd - strike price 360 expiring on 30JAN2025
Delta for 360 CE is 0.62
Historical price for 360 CE is as follows
On 7 Jan CROMPTON was trading at 365.35. The strike last trading price was 15.3, which was -3.70 lower than the previous day. The implied volatity was 30.36, the open interest changed by 4 which increased total open position to 34
On 6 Jan CROMPTON was trading at 370.95. The strike last trading price was 19, which was 3.25 higher than the previous day. The implied volatity was 31.03, the open interest changed by 13 which increased total open position to 31
On 3 Jan CROMPTON was trading at 366.75. The strike last trading price was 15.75, which was -3.75 lower than the previous day. The implied volatity was 24.31, the open interest changed by 9 which increased total open position to 17
On 2 Jan CROMPTON was trading at 372.05. The strike last trading price was 19.5, which was -3.90 lower than the previous day. The implied volatity was 26.12, the open interest changed by 1 which increased total open position to 9
On 1 Jan CROMPTON was trading at 375.30. The strike last trading price was 23.4, which was -25.85 lower than the previous day. The implied volatity was 29.54, the open interest changed by 8 which increased total open position to 8
On 31 Dec CROMPTON was trading at 395.80. The strike last trading price was 49.25, 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 49.25, 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 49.25, 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 49.25, 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 24 Dec CROMPTON was trading at 394.85. The strike last trading price was 49.25, which was 49.25 higher than the previous day. The implied volatity was -, 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 0, 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 Nov CROMPTON was trading at 408.95. The strike last trading price was 0, 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 Nov CROMPTON was trading at 408.55. The strike last trading price was 0, 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 25 Nov CROMPTON was trading at 405.45. The strike last trading price was 0, 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 22 Nov CROMPTON was trading at 393.05. The strike last trading price was 0, 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 Nov CROMPTON was trading at 381.95. The strike last trading price was 0, 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 20 Nov CROMPTON was trading at 390.70. The strike last trading price was 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 360 PE | |||||||
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Delta: -0.39
Vega: 0.35
Theta: -0.22
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 7 Jan | 365.35 | 8.85 | 1.90 | 33.87 | 132 | 12 | 262 |
| 6 Jan | 370.95 | 6.95 | -0.25 | 32.97 | 656 | 44 | 250 |
| 3 Jan | 366.75 | 7.2 | 1.70 | 29.82 | 373 | -60 | 207 |
| 2 Jan | 372.05 | 5.5 | -0.05 | 28.28 | 353 | 65 | 268 |
| 1 Jan | 375.30 | 5.55 | 3.90 | 30.69 | 520 | 138 | 204 |
| 31 Dec | 395.80 | 1.65 | 0.05 | 28.92 | 23 | 9 | 66 |
| 30 Dec | 394.50 | 1.6 | 0.15 | 28.55 | 15 | 9 | 57 |
| 27 Dec | 396.35 | 1.45 | -0.35 | 27.02 | 127 | 32 | 52 |
| 26 Dec | 393.60 | 1.8 | -0.35 | 26.88 | 187 | 18 | 21 |
| 24 Dec | 394.85 | 2.15 | -9.60 | 28.38 | 4 | 2 | 2 |
| 28 Nov | 406.65 | 11.75 | 0.00 | 9.26 | 0 | 0 | 0 |
| 27 Nov | 408.95 | 11.75 | 0.00 | 9.34 | 0 | 0 | 0 |
| 26 Nov | 408.55 | 11.75 | 0.00 | 9.44 | 0 | 0 | 0 |
| 25 Nov | 405.45 | 11.75 | 0.00 | 9.24 | 0 | 0 | 0 |
| 22 Nov | 393.05 | 11.75 | 0.00 | 7.11 | 0 | 0 | 0 |
| 21 Nov | 381.95 | 11.75 | 0.00 | 5.28 | 0 | 0 | 0 |
| 20 Nov | 390.70 | 11.75 | 0.00 | 6.86 | 0 | 0 | 0 |
| 19 Nov | 390.70 | 11.75 | 0.00 | 6.86 | 0 | 0 | 0 |
| 18 Nov | 384.25 | 11.75 | 0.00 | 6.48 | 0 | 0 | 0 |
| 14 Nov | 371.05 | 11.75 | 0.00 | 3.44 | 0 | 0 | 0 |
| 13 Nov | 385.00 | 11.75 | 0.00 | 5.66 | 0 | 0 | 0 |
| 12 Nov | 390.40 | 11.75 | 0.00 | 6.89 | 0 | 0 | 0 |
| 11 Nov | 390.55 | 11.75 | 0.00 | 6.51 | 0 | 0 | 0 |
| 8 Nov | 398.60 | 11.75 | 0.00 | 7.69 | 0 | 0 | 0 |
| 7 Nov | 389.95 | 11.75 | 11.75 | 6.22 | 0 | 0 | 0 |
| 5 Nov | 385.50 | 0 | 0.00 | 5.66 | 0 | 0 | 0 |
| 4 Nov | 384.75 | 0 | 5.45 | 0 | 0 | 0 | |
For Crompt Grea Con Elec Ltd - strike price 360 expiring on 30JAN2025
Delta for 360 PE is -0.39
Historical price for 360 PE is as follows
On 7 Jan CROMPTON was trading at 365.35. The strike last trading price was 8.85, which was 1.90 higher than the previous day. The implied volatity was 33.87, the open interest changed by 12 which increased total open position to 262
On 6 Jan CROMPTON was trading at 370.95. The strike last trading price was 6.95, which was -0.25 lower than the previous day. The implied volatity was 32.97, the open interest changed by 44 which increased total open position to 250
On 3 Jan CROMPTON was trading at 366.75. The strike last trading price was 7.2, which was 1.70 higher than the previous day. The implied volatity was 29.82, the open interest changed by -60 which decreased total open position to 207
On 2 Jan CROMPTON was trading at 372.05. The strike last trading price was 5.5, which was -0.05 lower than the previous day. The implied volatity was 28.28, the open interest changed by 65 which increased total open position to 268
On 1 Jan CROMPTON was trading at 375.30. The strike last trading price was 5.55, which was 3.90 higher than the previous day. The implied volatity was 30.69, the open interest changed by 138 which increased total open position to 204
On 31 Dec CROMPTON was trading at 395.80. The strike last trading price was 1.65, which was 0.05 higher than the previous day. The implied volatity was 28.92, the open interest changed by 9 which increased total open position to 66
On 30 Dec CROMPTON was trading at 394.50. The strike last trading price was 1.6, which was 0.15 higher than the previous day. The implied volatity was 28.55, the open interest changed by 9 which increased total open position to 57
On 27 Dec CROMPTON was trading at 396.35. The strike last trading price was 1.45, which was -0.35 lower than the previous day. The implied volatity was 27.02, the open interest changed by 32 which increased total open position to 52
On 26 Dec CROMPTON was trading at 393.60. The strike last trading price was 1.8, which was -0.35 lower than the previous day. The implied volatity was 26.88, the open interest changed by 18 which increased total open position to 21
On 24 Dec CROMPTON was trading at 394.85. The strike last trading price was 2.15, which was -9.60 lower than the previous day. The implied volatity was 28.38, the open interest changed by 2 which increased total open position to 2
On 28 Nov CROMPTON was trading at 406.65. The strike last trading price was 11.75, which was 0.00 lower than the previous day. The implied volatity was 9.26, 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 11.75, which was 0.00 lower than the previous day. The implied volatity was 9.34, 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 11.75, which was 0.00 lower than the previous day. The implied volatity was 9.44, the open interest changed by 0 which decreased total open position to 0
On 25 Nov CROMPTON was trading at 405.45. The strike last trading price was 11.75, which was 0.00 lower than the previous day. The implied volatity was 9.24, the open interest changed by 0 which decreased total open position to 0
On 22 Nov CROMPTON was trading at 393.05. The strike last trading price was 11.75, which was 0.00 lower than the previous day. The implied volatity was 7.11, the open interest changed by 0 which decreased total open position to 0
On 21 Nov CROMPTON was trading at 381.95. The strike last trading price was 11.75, which was 0.00 lower than the previous day. The implied volatity was 5.28, 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 11.75, which was 0.00 lower than the previous day. The implied volatity was 6.86, 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 11.75, which was 0.00 lower than the previous day. The implied volatity was 6.86, 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 11.75, which was 0.00 lower than the previous day. The implied volatity was 6.48, 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 11.75, which was 0.00 lower than the previous day. The implied volatity was 3.44, 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 11.75, which was 0.00 lower than the previous day. The implied volatity was 5.66, 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 11.75, which was 0.00 lower than the previous day. The implied volatity was 6.89, 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 11.75, which was 0.00 lower than the previous day. The implied volatity was 6.51, 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 11.75, which was 0.00 lower than the previous day. The implied volatity was 7.69, 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 11.75, which was 11.75 higher than the previous day. The implied volatity was 6.22, 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 0, which was 0.00 lower than the previous day. The implied volatity was 5.66, 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 0, which was lower than the previous day. The implied volatity was 5.45, the open interest changed by 0 which decreased total open position to 0
