`
Related Pages for CROMPTON
[--[65.84.65.76]--]
CROMPTON
Crompt Grea Con Elec Ltd
365.35 -5.60 (-1.51%)

Back to Option Chain

Historical option data for CROMPTON

07 Jan 2025 10:31 AM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
CROMPTON 30JAN2025 365 CE
Delta: 0.56
Vega: 0.36
Theta: -0.29
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
7 Jan 365.50 12.65 -3.65 30.55 26 -4 50
6 Jan 370.95 16.3 3.10 32.11 157 31 54
3 Jan 366.75 13.2 -3.20 25.66 79 3 20
2 Jan 372.05 16.4 -3.35 26.65 49 10 18
1 Jan 375.30 19.75 -33.45 28.83 40 9 9
31 Dec 395.80 53.2 0.00 - 0 0 0
30 Dec 394.50 53.2 0.00 - 0 0 0
27 Dec 396.35 53.2 0.00 - 0 0 0
26 Dec 393.60 53.2 0.00 - 0 0 0
24 Dec 394.85 53.2 - 0 0 0

For Crompt Grea Con Elec Ltd - strike price 365 expiring on 30JAN2025

Delta for 365 CE is 0.56

Historical price for 365 CE is as follows

On 7 Jan CROMPTON was trading at 365.50. The strike last trading price was 12.65, which was -3.65 lower than the previous day. The implied volatity was 30.55, the open interest changed by -4 which decreased total open position to 50


On 6 Jan CROMPTON was trading at 370.95. The strike last trading price was 16.3, which was 3.10 higher than the previous day. The implied volatity was 32.11, the open interest changed by 31 which increased total open position to 54


On 3 Jan CROMPTON was trading at 366.75. The strike last trading price was 13.2, which was -3.20 lower than the previous day. The implied volatity was 25.66, the open interest changed by 3 which increased total open position to 20


On 2 Jan CROMPTON was trading at 372.05. The strike last trading price was 16.4, which was -3.35 lower than the previous day. The implied volatity was 26.65, the open interest changed by 10 which increased total open position to 18


On 1 Jan CROMPTON was trading at 375.30. The strike last trading price was 19.75, which was -33.45 lower than the previous day. The implied volatity was 28.83, the open interest changed by 9 which increased total open position to 9


On 31 Dec CROMPTON was trading at 395.80. The strike last trading price was 53.2, 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 53.2, 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 53.2, 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 53.2, 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 53.2, 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 365 PE
Delta: -0.45
Vega: 0.36
Theta: -0.22
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
7 Jan 365.50 10.9 2.05 33.47 137 6 107
6 Jan 370.95 8.85 -0.40 32.92 370 3 102
3 Jan 366.75 9.25 2.00 29.89 217 20 100
2 Jan 372.05 7.25 0.20 28.33 115 -2 80
1 Jan 375.30 7.05 4.95 30.39 250 25 88
31 Dec 395.80 2.1 0.00 28.00 53 5 63
30 Dec 394.50 2.1 0.15 27.92 36 -1 57
27 Dec 396.35 1.95 -5.05 26.57 82 58 58
26 Dec 393.60 7 0.00 7.84 0 0 0
24 Dec 394.85 7 7.99 0 0 0

For Crompt Grea Con Elec Ltd - strike price 365 expiring on 30JAN2025

Delta for 365 PE is -0.45

Historical price for 365 PE is as follows

On 7 Jan CROMPTON was trading at 365.50. The strike last trading price was 10.9, which was 2.05 higher than the previous day. The implied volatity was 33.47, the open interest changed by 6 which increased total open position to 107


On 6 Jan CROMPTON was trading at 370.95. The strike last trading price was 8.85, which was -0.40 lower than the previous day. The implied volatity was 32.92, the open interest changed by 3 which increased total open position to 102


On 3 Jan CROMPTON was trading at 366.75. The strike last trading price was 9.25, which was 2.00 higher than the previous day. The implied volatity was 29.89, the open interest changed by 20 which increased total open position to 100


On 2 Jan CROMPTON was trading at 372.05. The strike last trading price was 7.25, which was 0.20 higher than the previous day. The implied volatity was 28.33, the open interest changed by -2 which decreased total open position to 80


On 1 Jan CROMPTON was trading at 375.30. The strike last trading price was 7.05, which was 4.95 higher than the previous day. The implied volatity was 30.39, the open interest changed by 25 which increased total open position to 88


On 31 Dec CROMPTON was trading at 395.80. The strike last trading price was 2.1, which was 0.00 lower than the previous day. The implied volatity was 28.00, the open interest changed by 5 which increased total open position to 63


On 30 Dec CROMPTON was trading at 394.50. The strike last trading price was 2.1, which was 0.15 higher than the previous day. The implied volatity was 27.92, the open interest changed by -1 which decreased total open position to 57


On 27 Dec CROMPTON was trading at 396.35. The strike last trading price was 1.95, which was -5.05 lower than the previous day. The implied volatity was 26.57, the open interest changed by 58 which increased total open position to 58


On 26 Dec CROMPTON was trading at 393.60. The strike last trading price was 7, which was 0.00 lower than the previous day. The implied volatity was 7.84, 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 7, which was lower than the previous day. The implied volatity was 7.99, the open interest changed by 0 which decreased total open position to 0