`
[--[65.84.65.76]--]
CROMPTON
Crompt Grea Con Elec Ltd

371.05 -13.95 (-3.62%)

Back to Option Chain


Historical option data for CROMPTON

14 Nov 2024 04:11 PM IST
CROMPTON 28NOV2024 365 CE
Delta: 0.62
Vega: 0.28
Theta: -0.47
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
14 Nov 371.05 16.15 -25.55 41.27 12 3 10
13 Nov 385.00 41.7 0.00 0.00 0 0 0
12 Nov 390.40 41.7 0.00 0.00 0 5 0
11 Nov 390.55 41.7 9.60 80.52 5 3 5
8 Nov 398.60 32.1 10.10 - 1 0 1
7 Nov 389.95 22 0.00 0.00 0 0 0
6 Nov 402.45 22 0.00 0.00 0 1 0
5 Nov 385.50 22 -41.60 - 1 0 0
4 Nov 384.75 63.6 0.00 - 0 0 0
1 Nov 392.15 63.6 0.00 - 0 0 0
31 Oct 391.00 63.6 0.00 - 0 0 0
30 Oct 393.50 63.6 0.00 - 0 0 0
29 Oct 391.55 63.6 0.00 - 0 0 0
25 Oct 391.95 63.6 63.60 - 0 0 0
18 Oct 409.05 0 - 0 0 0


For Crompt Grea Con Elec Ltd - strike price 365 expiring on 28NOV2024

Delta for 365 CE is 0.62

Historical price for 365 CE is as follows

On 14 Nov CROMPTON was trading at 371.05. The strike last trading price was 16.15, which was -25.55 lower than the previous day. The implied volatity was 41.27, the open interest changed by 3 which increased total open position to 10


On 13 Nov CROMPTON was trading at 385.00. The strike last trading price was 41.7, 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 12 Nov CROMPTON was trading at 390.40. The strike last trading price was 41.7, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 5 which increased total open position to 0


On 11 Nov CROMPTON was trading at 390.55. The strike last trading price was 41.7, which was 9.60 higher than the previous day. The implied volatity was 80.52, the open interest changed by 3 which increased total open position to 5


On 8 Nov CROMPTON was trading at 398.60. The strike last trading price was 32.1, which was 10.10 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 7 Nov CROMPTON was trading at 389.95. The strike last trading price was 22, 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 6 Nov CROMPTON was trading at 402.45. The strike last trading price was 22, 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 5 Nov CROMPTON was trading at 385.50. The strike last trading price was 22, which was -41.60 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 63.6, 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 1 Nov CROMPTON was trading at 392.15. The strike last trading price was 63.6, 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 31 Oct CROMPTON was trading at 391.00. The strike last trading price was 63.6, 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 63.6, 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 63.6, 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 25 Oct CROMPTON was trading at 391.95. The strike last trading price was 63.6, which was 63.60 higher 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 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


CROMPTON 28NOV2024 365 PE
Delta: -0.39
Vega: 0.28
Theta: -0.42
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
14 Nov 371.05 9.65 4.10 45.93 188 41 89
13 Nov 385.00 5.55 0.00 44.58 51 -11 43
12 Nov 390.40 5.55 0.20 47.87 155 15 58
11 Nov 390.55 5.35 1.55 47.45 94 7 43
8 Nov 398.60 3.8 -0.55 43.55 62 -11 35
7 Nov 389.95 4.35 2.15 39.36 27 0 45
6 Nov 402.45 2.2 -3.60 36.77 71 7 44
5 Nov 385.50 5.8 0.45 38.03 27 -3 35
4 Nov 384.75 5.35 0.00 0.00 0 0 0
1 Nov 392.15 5.35 0.00 0.00 0 36 0
31 Oct 391.00 5.35 -0.15 - 40 35 37
30 Oct 393.50 5.5 0.00 - 0 0 0
29 Oct 391.55 5.5 0.00 - 0 0 0
25 Oct 391.95 5.5 5.50 - 2 1 1
18 Oct 409.05 0 - 0 0 0


For Crompt Grea Con Elec Ltd - strike price 365 expiring on 28NOV2024

Delta for 365 PE is -0.39

Historical price for 365 PE is as follows

On 14 Nov CROMPTON was trading at 371.05. The strike last trading price was 9.65, which was 4.10 higher than the previous day. The implied volatity was 45.93, the open interest changed by 41 which increased total open position to 89


On 13 Nov CROMPTON was trading at 385.00. The strike last trading price was 5.55, which was 0.00 lower than the previous day. The implied volatity was 44.58, the open interest changed by -11 which decreased total open position to 43


On 12 Nov CROMPTON was trading at 390.40. The strike last trading price was 5.55, which was 0.20 higher than the previous day. The implied volatity was 47.87, the open interest changed by 15 which increased total open position to 58


On 11 Nov CROMPTON was trading at 390.55. The strike last trading price was 5.35, which was 1.55 higher than the previous day. The implied volatity was 47.45, the open interest changed by 7 which increased total open position to 43


On 8 Nov CROMPTON was trading at 398.60. The strike last trading price was 3.8, which was -0.55 lower than the previous day. The implied volatity was 43.55, the open interest changed by -11 which decreased total open position to 35


On 7 Nov CROMPTON was trading at 389.95. The strike last trading price was 4.35, which was 2.15 higher than the previous day. The implied volatity was 39.36, the open interest changed by 0 which decreased total open position to 45


On 6 Nov CROMPTON was trading at 402.45. The strike last trading price was 2.2, which was -3.60 lower than the previous day. The implied volatity was 36.77, the open interest changed by 7 which increased total open position to 44


On 5 Nov CROMPTON was trading at 385.50. The strike last trading price was 5.8, which was 0.45 higher than the previous day. The implied volatity was 38.03, the open interest changed by -3 which decreased total open position to 35


On 4 Nov CROMPTON was trading at 384.75. The strike last trading price was 5.35, 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 5.35, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 36 which increased total open position to 0


On 31 Oct CROMPTON was trading at 391.00. The strike last trading price was 5.35, which was -0.15 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 5.5, 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 5.5, 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 25 Oct CROMPTON was trading at 391.95. The strike last trading price was 5.5, which was 5.50 higher 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 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to