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

381.95 -8.75 (-2.24%)

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Historical option data for CROMPTON

21 Nov 2024 04:11 PM IST
CROMPTON 28NOV2024 370 CE
Delta: 0.78
Vega: 0.16
Theta: -0.42
Gamma: 0.02
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
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
Delta: -0.23
Vega: 0.16
Theta: -0.35
Gamma: 0.02
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