CROMPTON
Crompt Grea Con Elec Ltd
Historical option data for CROMPTON
21 Nov 2024 04:11 PM IST
| CROMPTON 28NOV2024 370 CE | ||||||||||
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Delta: 0.78
Vega: 0.16
Theta: -0.42
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 381.95 | 14.5 | -9.10 | 31.32 | 7 | -3 | 29 | |||
| 20 Nov | 390.70 | 23.6 | 0.00 | 41.20 | 46 | -2 | 33 | |||
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| 19 Nov | 390.70 | 23.6 | 5.65 | 41.20 | 46 | -1 | 33 | |||
| 18 Nov | 384.25 | 17.95 | 4.55 | 33.77 | 408 | -20 | 35 | |||
| 14 Nov | 371.05 | 13.4 | -11.10 | 41.31 | 209 | -12 | 51 | |||
| 13 Nov | 385.00 | 24.5 | -3.00 | 50.32 | 52 | 44 | 63 | |||
| 12 Nov | 390.40 | 27.5 | -3.35 | 47.15 | 12 | 7 | 16 | |||
| 11 Nov | 390.55 | 30.85 | -3.05 | 54.51 | 2 | 0 | 9 | |||
| 8 Nov | 398.60 | 33.9 | 5.45 | 38.07 | 3 | -1 | 9 | |||
| 7 Nov | 389.95 | 28.45 | -6.55 | 38.43 | 1 | 0 | 10 | |||
| 6 Nov | 402.45 | 35 | 9.75 | 25.01 | 20 | -2 | 15 | |||
| 5 Nov | 385.50 | 25.25 | -79.65 | 40.10 | 67 | 17 | 17 | |||
| 4 Nov | 384.75 | 104.9 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Nov | 392.15 | 104.9 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 391.00 | 104.9 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 393.50 | 104.9 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 391.55 | 104.9 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 389.35 | 104.9 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 391.95 | 104.9 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 398.05 | 104.9 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 404.70 | 104.9 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 409.05 | 104.9 | - | 0 | 0 | 0 | ||||
For Crompt Grea Con Elec Ltd - strike price 370 expiring on 28NOV2024
Delta for 370 CE is 0.78
Historical price for 370 CE is as follows
On 21 Nov CROMPTON was trading at 381.95. The strike last trading price was 14.5, which was -9.10 lower than the previous day. The implied volatity was 31.32, the open interest changed by -3 which decreased total open position to 29
On 20 Nov CROMPTON was trading at 390.70. The strike last trading price was 23.6, which was 0.00 lower than the previous day. The implied volatity was 41.20, the open interest changed by -2 which decreased total open position to 33
On 19 Nov CROMPTON was trading at 390.70. The strike last trading price was 23.6, which was 5.65 higher than the previous day. The implied volatity was 41.20, the open interest changed by -1 which decreased total open position to 33
On 18 Nov CROMPTON was trading at 384.25. The strike last trading price was 17.95, which was 4.55 higher than the previous day. The implied volatity was 33.77, the open interest changed by -20 which decreased total open position to 35
On 14 Nov CROMPTON was trading at 371.05. The strike last trading price was 13.4, which was -11.10 lower than the previous day. The implied volatity was 41.31, the open interest changed by -12 which decreased total open position to 51
On 13 Nov CROMPTON was trading at 385.00. The strike last trading price was 24.5, which was -3.00 lower than the previous day. The implied volatity was 50.32, the open interest changed by 44 which increased total open position to 63
On 12 Nov CROMPTON was trading at 390.40. The strike last trading price was 27.5, which was -3.35 lower than the previous day. The implied volatity was 47.15, the open interest changed by 7 which increased total open position to 16
On 11 Nov CROMPTON was trading at 390.55. The strike last trading price was 30.85, which was -3.05 lower than the previous day. The implied volatity was 54.51, the open interest changed by 0 which decreased total open position to 9
On 8 Nov CROMPTON was trading at 398.60. The strike last trading price was 33.9, which was 5.45 higher than the previous day. The implied volatity was 38.07, the open interest changed by -1 which decreased total open position to 9
On 7 Nov CROMPTON was trading at 389.95. The strike last trading price was 28.45, which was -6.55 lower than the previous day. The implied volatity was 38.43, the open interest changed by 0 which decreased total open position to 10
On 6 Nov CROMPTON was trading at 402.45. The strike last trading price was 35, which was 9.75 higher than the previous day. The implied volatity was 25.01, the open interest changed by -2 which decreased total open position to 15
On 5 Nov CROMPTON was trading at 385.50. The strike last trading price was 25.25, which was -79.65 lower than the previous day. The implied volatity was 40.10, the open interest changed by 17 which increased total open position to 17
On 4 Nov CROMPTON was trading at 384.75. The strike last trading price was 104.9, 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 104.9, 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 104.9, 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 104.9, 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 104.9, 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 28 Oct CROMPTON was trading at 389.35. The strike last trading price was 104.9, 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 104.9, 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 22 Oct CROMPTON was trading at 398.05. The strike last trading price was 104.9, 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 21 Oct CROMPTON was trading at 404.70. The strike last trading price was 104.9, 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 104.9, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| CROMPTON 28NOV2024 370 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.23
Vega: 0.16
Theta: -0.35
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 381.95 | 2.35 | 0.95 | 32.96 | 320 | -83 | 220 |
| 20 Nov | 390.70 | 1.4 | 0.00 | 32.64 | 673 | 13 | 301 |
| 19 Nov | 390.70 | 1.4 | -1.15 | 32.64 | 673 | 11 | 301 |
| 18 Nov | 384.25 | 2.55 | -8.90 | 31.72 | 2,112 | -274 | 289 |
| 14 Nov | 371.05 | 11.45 | 4.55 | 44.32 | 1,579 | 110 | 562 |
| 13 Nov | 385.00 | 6.9 | -0.25 | 43.86 | 452 | 104 | 450 |
| 12 Nov | 390.40 | 7.15 | 0.50 | 48.50 | 784 | 191 | 346 |
| 11 Nov | 390.55 | 6.65 | 1.95 | 46.45 | 184 | 70 | 154 |
| 8 Nov | 398.60 | 4.7 | -1.00 | 42.93 | 120 | 3 | 84 |
| 7 Nov | 389.95 | 5.7 | 2.90 | 39.70 | 150 | 17 | 82 |
| 6 Nov | 402.45 | 2.8 | -4.35 | 36.03 | 126 | 7 | 64 |
| 5 Nov | 385.50 | 7.15 | -0.35 | 37.50 | 205 | -5 | 54 |
| 4 Nov | 384.75 | 7.5 | 1.30 | 37.52 | 67 | 35 | 60 |
| 1 Nov | 392.15 | 6.2 | 0.00 | 0.00 | 0 | 6 | 0 |
| 31 Oct | 391.00 | 6.2 | 0.90 | - | 21 | 6 | 25 |
| 30 Oct | 393.50 | 5.3 | -1.60 | - | 1 | 0 | 18 |
| 29 Oct | 391.55 | 6.9 | -0.80 | - | 15 | 13 | 17 |
| 28 Oct | 389.35 | 7.7 | -0.30 | - | 3 | 0 | 2 |
| 25 Oct | 391.95 | 8 | 4.00 | - | 2 | 1 | 2 |
| 22 Oct | 398.05 | 4 | 0.35 | - | 2 | 1 | 1 |
| 21 Oct | 404.70 | 3.65 | 1.40 | - | 2 | 1 | 1 |
| 18 Oct | 409.05 | 2.25 | - | 2 | 1 | 1 | |
For Crompt Grea Con Elec Ltd - strike price 370 expiring on 28NOV2024
Delta for 370 PE is -0.23
Historical price for 370 PE is as follows
On 21 Nov CROMPTON was trading at 381.95. The strike last trading price was 2.35, which was 0.95 higher than the previous day. The implied volatity was 32.96, the open interest changed by -83 which decreased total open position to 220
On 20 Nov CROMPTON was trading at 390.70. The strike last trading price was 1.4, which was 0.00 lower than the previous day. The implied volatity was 32.64, the open interest changed by 13 which increased total open position to 301
On 19 Nov CROMPTON was trading at 390.70. The strike last trading price was 1.4, which was -1.15 lower than the previous day. The implied volatity was 32.64, the open interest changed by 11 which increased total open position to 301
On 18 Nov CROMPTON was trading at 384.25. The strike last trading price was 2.55, which was -8.90 lower than the previous day. The implied volatity was 31.72, the open interest changed by -274 which decreased total open position to 289
On 14 Nov CROMPTON was trading at 371.05. The strike last trading price was 11.45, which was 4.55 higher than the previous day. The implied volatity was 44.32, the open interest changed by 110 which increased total open position to 562
On 13 Nov CROMPTON was trading at 385.00. The strike last trading price was 6.9, which was -0.25 lower than the previous day. The implied volatity was 43.86, the open interest changed by 104 which increased total open position to 450
On 12 Nov CROMPTON was trading at 390.40. The strike last trading price was 7.15, which was 0.50 higher than the previous day. The implied volatity was 48.50, the open interest changed by 191 which increased total open position to 346
On 11 Nov CROMPTON was trading at 390.55. The strike last trading price was 6.65, which was 1.95 higher than the previous day. The implied volatity was 46.45, the open interest changed by 70 which increased total open position to 154
On 8 Nov CROMPTON was trading at 398.60. The strike last trading price was 4.7, which was -1.00 lower than the previous day. The implied volatity was 42.93, the open interest changed by 3 which increased total open position to 84
On 7 Nov CROMPTON was trading at 389.95. The strike last trading price was 5.7, which was 2.90 higher than the previous day. The implied volatity was 39.70, the open interest changed by 17 which increased total open position to 82
On 6 Nov CROMPTON was trading at 402.45. The strike last trading price was 2.8, which was -4.35 lower than the previous day. The implied volatity was 36.03, the open interest changed by 7 which increased total open position to 64
On 5 Nov CROMPTON was trading at 385.50. The strike last trading price was 7.15, which was -0.35 lower than the previous day. The implied volatity was 37.50, the open interest changed by -5 which decreased total open position to 54
On 4 Nov CROMPTON was trading at 384.75. The strike last trading price was 7.5, which was 1.30 higher than the previous day. The implied volatity was 37.52, the open interest changed by 35 which increased total open position to 60
On 1 Nov CROMPTON was trading at 392.15. The strike last trading price was 6.2, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 6 which increased total open position to 0
On 31 Oct CROMPTON was trading at 391.00. The strike last trading price was 6.2, which was 0.90 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 5.3, which was -1.60 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 6.9, which was -0.80 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct CROMPTON was trading at 389.35. The strike last trading price was 7.7, which was -0.30 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 8, which was 4.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct CROMPTON was trading at 398.05. The strike last trading price was 4, which was 0.35 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct CROMPTON was trading at 404.70. The strike last trading price was 3.65, which was 1.40 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 2.25, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
