CROMPTON
Crompt Grea Con Elec Ltd
Historical option data for CROMPTON
07 Jan 2025 11:01 AM IST
| CROMPTON 30JAN2025 370 CE | ||||||||||
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Delta: 0.49
Vega: 0.37
Theta: -0.29
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 7 Jan | 365.90 | 10.2 | -3.20 | 30.45 | 300 | 106 | 266 | |||
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| 6 Jan | 370.95 | 13.4 | 2.95 | 31.70 | 1,003 | -65 | 156 | |||
| 3 Jan | 366.75 | 10.45 | -2.85 | 25.41 | 610 | 115 | 223 | |||
| 2 Jan | 372.05 | 13.3 | -3.20 | 26.24 | 278 | 81 | 111 | |||
| 1 Jan | 375.30 | 16.5 | -26.30 | 28.45 | 156 | 34 | 34 | |||
| 31 Dec | 395.80 | 42.8 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Dec | 394.50 | 42.8 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Dec | 396.35 | 42.8 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Dec | 393.60 | 42.8 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Dec | 394.85 | 42.8 | 42.80 | - | 0 | 0 | 0 | |||
| 28 Nov | 406.65 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Nov | 408.95 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Nov | 408.55 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 405.45 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 393.05 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Nov | 381.95 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Nov | 390.70 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 390.70 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 384.25 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 371.05 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 385.00 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 390.40 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 390.55 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 398.60 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 389.95 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 385.50 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 384.75 | 0 | - | 0 | 0 | 0 | ||||
For Crompt Grea Con Elec Ltd - strike price 370 expiring on 30JAN2025
Delta for 370 CE is 0.49
Historical price for 370 CE is as follows
On 7 Jan CROMPTON was trading at 365.90. The strike last trading price was 10.2, which was -3.20 lower than the previous day. The implied volatity was 30.45, the open interest changed by 106 which increased total open position to 266
On 6 Jan CROMPTON was trading at 370.95. The strike last trading price was 13.4, which was 2.95 higher than the previous day. The implied volatity was 31.70, the open interest changed by -65 which decreased total open position to 156
On 3 Jan CROMPTON was trading at 366.75. The strike last trading price was 10.45, which was -2.85 lower than the previous day. The implied volatity was 25.41, the open interest changed by 115 which increased total open position to 223
On 2 Jan CROMPTON was trading at 372.05. The strike last trading price was 13.3, which was -3.20 lower than the previous day. The implied volatity was 26.24, the open interest changed by 81 which increased total open position to 111
On 1 Jan CROMPTON was trading at 375.30. The strike last trading price was 16.5, which was -26.30 lower than the previous day. The implied volatity was 28.45, the open interest changed by 34 which increased total open position to 34
On 31 Dec CROMPTON was trading at 395.80. The strike last trading price was 42.8, 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 42.8, 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 42.8, 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 42.8, 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 42.8, which was 42.80 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 28 Nov CROMPTON was trading at 406.65. The strike last trading price was 0, 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 Nov CROMPTON was trading at 408.95. The strike last trading price was 0, 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 Nov CROMPTON was trading at 408.55. The strike last trading price was 0, 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 25 Nov CROMPTON was trading at 405.45. The strike last trading price was 0, 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 22 Nov CROMPTON was trading at 393.05. The strike last trading price was 0, 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 21 Nov CROMPTON was trading at 381.95. The strike last trading price was 0, 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 20 Nov CROMPTON was trading at 390.70. The strike last trading price was 0, 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 19 Nov CROMPTON was trading at 390.70. The strike last trading price was 0, 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 18 Nov CROMPTON was trading at 384.25. The strike last trading price was 0, 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 14 Nov CROMPTON was trading at 371.05. The strike last trading price was 0, 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 13 Nov CROMPTON was trading at 385.00. The strike last trading price was 0, 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 12 Nov CROMPTON was trading at 390.40. The strike last trading price was 0, 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 11 Nov CROMPTON was trading at 390.55. The strike last trading price was 0, 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 8 Nov CROMPTON was trading at 398.60. The strike last trading price was 0, 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 7 Nov CROMPTON was trading at 389.95. The strike last trading price was 0, 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 5 Nov CROMPTON was trading at 385.50. The strike last trading price was 0, 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 4 Nov CROMPTON was trading at 384.75. The strike last trading price was 0, 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 370 PE | |||||||
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Delta: -0.51
Vega: 0.37
Theta: -0.21
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 7 Jan | 365.90 | 13.2 | 2.20 | 33.30 | 240 | 1 | 253 |
| 6 Jan | 370.95 | 11 | -0.50 | 32.70 | 922 | 21 | 250 |
| 3 Jan | 366.75 | 11.5 | 2.25 | 29.62 | 621 | 57 | 229 |
| 2 Jan | 372.05 | 9.25 | 0.20 | 28.18 | 440 | 8 | 171 |
| 1 Jan | 375.30 | 9.05 | 6.10 | 30.64 | 628 | 52 | 160 |
| 31 Dec | 395.80 | 2.95 | 0.15 | 28.09 | 88 | 29 | 109 |
| 30 Dec | 394.50 | 2.8 | 0.30 | 27.52 | 89 | 0 | 80 |
| 27 Dec | 396.35 | 2.5 | -0.65 | 25.80 | 137 | 65 | 80 |
| 26 Dec | 393.60 | 3.15 | 0.15 | 26.00 | 21 | 9 | 12 |
| 24 Dec | 394.85 | 3 | -12.15 | 25.72 | 3 | 2 | 2 |
| 28 Nov | 406.65 | 15.15 | 0.00 | 7.62 | 0 | 0 | 0 |
| 27 Nov | 408.95 | 15.15 | 0.00 | 7.72 | 0 | 0 | 0 |
| 26 Nov | 408.55 | 15.15 | 0.00 | 7.83 | 0 | 0 | 0 |
| 25 Nov | 405.45 | 15.15 | 0.00 | 7.64 | 0 | 0 | 0 |
| 22 Nov | 393.05 | 15.15 | 0.00 | 5.42 | 0 | 0 | 0 |
| 21 Nov | 381.95 | 15.15 | 0.00 | 3.50 | 0 | 0 | 0 |
| 20 Nov | 390.70 | 15.15 | 0.00 | 5.19 | 0 | 0 | 0 |
| 19 Nov | 390.70 | 15.15 | 0.00 | 5.19 | 0 | 0 | 0 |
| 18 Nov | 384.25 | 15.15 | 0.00 | 4.80 | 0 | 0 | 0 |
| 14 Nov | 371.05 | 15.15 | 0.00 | 1.56 | 0 | 0 | 0 |
| 13 Nov | 385.00 | 15.15 | 0.00 | 4.03 | 0 | 0 | 0 |
| 12 Nov | 390.40 | 15.15 | 0.00 | 4.62 | 0 | 0 | 0 |
| 11 Nov | 390.55 | 15.15 | 0.00 | 4.92 | 0 | 0 | 0 |
| 8 Nov | 398.60 | 15.15 | 0.00 | 6.11 | 0 | 0 | 0 |
| 7 Nov | 389.95 | 15.15 | 15.15 | 4.70 | 0 | 0 | 0 |
| 5 Nov | 385.50 | 0 | 0.00 | 4.04 | 0 | 0 | 0 |
| 4 Nov | 384.75 | 0 | 3.86 | 0 | 0 | 0 | |
For Crompt Grea Con Elec Ltd - strike price 370 expiring on 30JAN2025
Delta for 370 PE is -0.51
Historical price for 370 PE is as follows
On 7 Jan CROMPTON was trading at 365.90. The strike last trading price was 13.2, which was 2.20 higher than the previous day. The implied volatity was 33.30, the open interest changed by 1 which increased total open position to 253
On 6 Jan CROMPTON was trading at 370.95. The strike last trading price was 11, which was -0.50 lower than the previous day. The implied volatity was 32.70, the open interest changed by 21 which increased total open position to 250
On 3 Jan CROMPTON was trading at 366.75. The strike last trading price was 11.5, which was 2.25 higher than the previous day. The implied volatity was 29.62, the open interest changed by 57 which increased total open position to 229
On 2 Jan CROMPTON was trading at 372.05. The strike last trading price was 9.25, which was 0.20 higher than the previous day. The implied volatity was 28.18, the open interest changed by 8 which increased total open position to 171
On 1 Jan CROMPTON was trading at 375.30. The strike last trading price was 9.05, which was 6.10 higher than the previous day. The implied volatity was 30.64, the open interest changed by 52 which increased total open position to 160
On 31 Dec CROMPTON was trading at 395.80. The strike last trading price was 2.95, which was 0.15 higher than the previous day. The implied volatity was 28.09, the open interest changed by 29 which increased total open position to 109
On 30 Dec CROMPTON was trading at 394.50. The strike last trading price was 2.8, which was 0.30 higher than the previous day. The implied volatity was 27.52, the open interest changed by 0 which decreased total open position to 80
On 27 Dec CROMPTON was trading at 396.35. The strike last trading price was 2.5, which was -0.65 lower than the previous day. The implied volatity was 25.80, the open interest changed by 65 which increased total open position to 80
On 26 Dec CROMPTON was trading at 393.60. The strike last trading price was 3.15, which was 0.15 higher than the previous day. The implied volatity was 26.00, the open interest changed by 9 which increased total open position to 12
On 24 Dec CROMPTON was trading at 394.85. The strike last trading price was 3, which was -12.15 lower than the previous day. The implied volatity was 25.72, the open interest changed by 2 which increased total open position to 2
On 28 Nov CROMPTON was trading at 406.65. The strike last trading price was 15.15, which was 0.00 lower than the previous day. The implied volatity was 7.62, the open interest changed by 0 which decreased total open position to 0
On 27 Nov CROMPTON was trading at 408.95. The strike last trading price was 15.15, which was 0.00 lower than the previous day. The implied volatity was 7.72, the open interest changed by 0 which decreased total open position to 0
On 26 Nov CROMPTON was trading at 408.55. The strike last trading price was 15.15, which was 0.00 lower than the previous day. The implied volatity was 7.83, the open interest changed by 0 which decreased total open position to 0
On 25 Nov CROMPTON was trading at 405.45. The strike last trading price was 15.15, which was 0.00 lower than the previous day. The implied volatity was 7.64, the open interest changed by 0 which decreased total open position to 0
On 22 Nov CROMPTON was trading at 393.05. The strike last trading price was 15.15, which was 0.00 lower than the previous day. The implied volatity was 5.42, the open interest changed by 0 which decreased total open position to 0
On 21 Nov CROMPTON was trading at 381.95. The strike last trading price was 15.15, which was 0.00 lower than the previous day. The implied volatity was 3.50, the open interest changed by 0 which decreased total open position to 0
On 20 Nov CROMPTON was trading at 390.70. The strike last trading price was 15.15, which was 0.00 lower than the previous day. The implied volatity was 5.19, the open interest changed by 0 which decreased total open position to 0
On 19 Nov CROMPTON was trading at 390.70. The strike last trading price was 15.15, which was 0.00 lower than the previous day. The implied volatity was 5.19, the open interest changed by 0 which decreased total open position to 0
On 18 Nov CROMPTON was trading at 384.25. The strike last trading price was 15.15, which was 0.00 lower than the previous day. The implied volatity was 4.80, the open interest changed by 0 which decreased total open position to 0
On 14 Nov CROMPTON was trading at 371.05. The strike last trading price was 15.15, which was 0.00 lower than the previous day. The implied volatity was 1.56, the open interest changed by 0 which decreased total open position to 0
On 13 Nov CROMPTON was trading at 385.00. The strike last trading price was 15.15, which was 0.00 lower than the previous day. The implied volatity was 4.03, 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 15.15, which was 0.00 lower than the previous day. The implied volatity was 4.62, the open interest changed by 0 which decreased total open position to 0
On 11 Nov CROMPTON was trading at 390.55. The strike last trading price was 15.15, which was 0.00 lower than the previous day. The implied volatity was 4.92, the open interest changed by 0 which decreased total open position to 0
On 8 Nov CROMPTON was trading at 398.60. The strike last trading price was 15.15, which was 0.00 lower than the previous day. The implied volatity was 6.11, the open interest changed by 0 which decreased total open position to 0
On 7 Nov CROMPTON was trading at 389.95. The strike last trading price was 15.15, which was 15.15 higher than the previous day. The implied volatity was 4.70, the open interest changed by 0 which decreased total open position to 0
On 5 Nov CROMPTON was trading at 385.50. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 4.04, 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 0, which was lower than the previous day. The implied volatity was 3.86, the open interest changed by 0 which decreased total open position to 0
