CROMPTON
Crompt Grea Con Elec Ltd
Historical option data for CROMPTON
14 Nov 2024 04:11 PM IST
| CROMPTON 28NOV2024 365 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.62
Vega: 0.28
Theta: -0.47
Gamma: 0.01
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| 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 | |||
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| 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 | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.39
Vega: 0.28
Theta: -0.42
Gamma: 0.01
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| 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
