CROMPTON
Crompt Grea Con Elec Ltd
Historical option data for CROMPTON
20 Dec 2024 04:11 PM IST
| CROMPTON 26DEC2024 375 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 388.25 | 22.05 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 19 Dec | 395.45 | 22.05 | 0.00 | 0.00 | 0 | 4 | 0 | |||
| 18 Dec | 396.20 | 22.05 | -21.95 | 22.42 | 5 | 0 | 1 | |||
| 17 Dec | 397.60 | 44 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 16 Dec | 406.65 | 44 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Dec | 411.40 | 44 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Dec | 406.10 | 44 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 413.60 | 44 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 10 Dec | 415.70 | 44 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 9 Dec | 414.10 | 44 | 11.20 | 46.27 | 1 | 0 | 0 | |||
| 6 Dec | 406.20 | 32.8 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Dec | 405.20 | 32.8 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Dec | 408.55 | 32.8 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Dec | 409.15 | 32.8 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Dec | 416.85 | 32.8 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Nov | 409.70 | 32.8 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Nov | 406.65 | 32.8 | 0.00 | - | 0 | 0 | 0 | |||
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| 27 Nov | 408.95 | 32.8 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Nov | 408.55 | 32.8 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 405.45 | 32.8 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 393.05 | 32.8 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Nov | 381.95 | 32.8 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Nov | 390.70 | 32.8 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 390.70 | 32.8 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 384.25 | 32.8 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 371.05 | 32.8 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 385.00 | 32.8 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 390.40 | 32.8 | - | 0 | 0 | 0 | ||||
For Crompt Grea Con Elec Ltd - strike price 375 expiring on 26DEC2024
Delta for 375 CE is 0.00
Historical price for 375 CE is as follows
On 20 Dec CROMPTON was trading at 388.25. The strike last trading price was 22.05, 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 19 Dec CROMPTON was trading at 395.45. The strike last trading price was 22.05, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 18 Dec CROMPTON was trading at 396.20. The strike last trading price was 22.05, which was -21.95 lower than the previous day. The implied volatity was 22.42, the open interest changed by 0 which decreased total open position to 1
On 17 Dec CROMPTON was trading at 397.60. The strike last trading price was 44, 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 16 Dec CROMPTON was trading at 406.65. The strike last trading price was 44, 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 13 Dec CROMPTON was trading at 411.40. The strike last trading price was 44, 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 Dec CROMPTON was trading at 406.10. The strike last trading price was 44, 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 11 Dec CROMPTON was trading at 413.60. The strike last trading price was 44, 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 10 Dec CROMPTON was trading at 415.70. The strike last trading price was 44, 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 9 Dec CROMPTON was trading at 414.10. The strike last trading price was 44, which was 11.20 higher than the previous day. The implied volatity was 46.27, the open interest changed by 0 which decreased total open position to 0
On 6 Dec CROMPTON was trading at 406.20. The strike last trading price was 32.8, 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 5 Dec CROMPTON was trading at 405.20. The strike last trading price was 32.8, 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 4 Dec CROMPTON was trading at 408.55. The strike last trading price was 32.8, 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 3 Dec CROMPTON was trading at 409.15. The strike last trading price was 32.8, 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 2 Dec CROMPTON was trading at 416.85. The strike last trading price was 32.8, 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 29 Nov CROMPTON was trading at 409.70. The strike last trading price was 32.8, 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 28 Nov CROMPTON was trading at 406.65. The strike last trading price was 32.8, 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 Nov CROMPTON was trading at 408.95. The strike last trading price was 32.8, 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 Nov CROMPTON was trading at 408.55. The strike last trading price was 32.8, 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 25 Nov CROMPTON was trading at 405.45. The strike last trading price was 32.8, 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 22 Nov CROMPTON was trading at 393.05. The strike last trading price was 32.8, 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 21 Nov CROMPTON was trading at 381.95. The strike last trading price was 32.8, 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 20 Nov CROMPTON was trading at 390.70. The strike last trading price was 32.8, 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 19 Nov CROMPTON was trading at 390.70. The strike last trading price was 32.8, 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 18 Nov CROMPTON was trading at 384.25. The strike last trading price was 32.8, 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 14 Nov CROMPTON was trading at 371.05. The strike last trading price was 32.8, 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 13 Nov CROMPTON was trading at 385.00. The strike last trading price was 32.8, 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 12 Nov CROMPTON was trading at 390.40. The strike last trading price was 32.8, 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 26DEC2024 375 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.14
Vega: 0.11
Theta: -0.22
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 388.25 | 0.9 | 0.30 | 26.05 | 218 | 19 | 54 |
| 19 Dec | 395.45 | 0.6 | -0.50 | 29.39 | 30 | 4 | 37 |
| 18 Dec | 396.20 | 1.1 | 0.15 | 32.62 | 100 | -2 | 33 |
| 17 Dec | 397.60 | 0.95 | 0.15 | 30.09 | 30 | -2 | 34 |
| 16 Dec | 406.65 | 0.8 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Dec | 411.40 | 0.8 | 0.00 | 0.00 | 0 | -6 | 0 |
| 12 Dec | 406.10 | 0.8 | 0.00 | 29.80 | 8 | -6 | 36 |
| 11 Dec | 413.60 | 0.8 | 0.00 | 0.00 | 0 | 3 | 0 |
| 10 Dec | 415.70 | 0.8 | -0.05 | 33.69 | 9 | 3 | 42 |
| 9 Dec | 414.10 | 0.85 | -0.30 | 32.64 | 8 | -2 | 39 |
| 6 Dec | 406.20 | 1.15 | -0.85 | 27.86 | 5 | 1 | 41 |
| 5 Dec | 405.20 | 2 | 0.60 | 32.08 | 22 | 2 | 39 |
| 4 Dec | 408.55 | 1.4 | -0.20 | 29.30 | 4 | 0 | 33 |
| 3 Dec | 409.15 | 1.6 | 0.10 | 30.16 | 6 | -3 | 33 |
| 2 Dec | 416.85 | 1.5 | -0.65 | 33.35 | 38 | 21 | 34 |
| 29 Nov | 409.70 | 2.15 | -0.85 | 31.83 | 13 | 9 | 12 |
| 28 Nov | 406.65 | 3 | -0.50 | 32.16 | 1 | 0 | 2 |
| 27 Nov | 408.95 | 3.5 | 0.00 | 0.00 | 0 | 2 | 0 |
| 26 Nov | 408.55 | 3.5 | -9.15 | 34.08 | 2 | 0 | 0 |
| 25 Nov | 405.45 | 12.65 | 0.00 | 8.72 | 0 | 0 | 0 |
| 22 Nov | 393.05 | 12.65 | 0.00 | 5.48 | 0 | 0 | 0 |
| 21 Nov | 381.95 | 12.65 | 0.00 | 2.70 | 0 | 0 | 0 |
| 20 Nov | 390.70 | 12.65 | 0.00 | 4.63 | 0 | 0 | 0 |
| 19 Nov | 390.70 | 12.65 | 0.00 | 4.63 | 0 | 0 | 0 |
| 18 Nov | 384.25 | 12.65 | 0.00 | 3.22 | 0 | 0 | 0 |
| 14 Nov | 371.05 | 12.65 | 0.00 | 0.21 | 0 | 0 | 0 |
| 13 Nov | 385.00 | 12.65 | 0.00 | 3.22 | 0 | 0 | 0 |
| 12 Nov | 390.40 | 12.65 | 4.24 | 0 | 0 | 0 | |
For Crompt Grea Con Elec Ltd - strike price 375 expiring on 26DEC2024
Delta for 375 PE is -0.14
Historical price for 375 PE is as follows
On 20 Dec CROMPTON was trading at 388.25. The strike last trading price was 0.9, which was 0.30 higher than the previous day. The implied volatity was 26.05, the open interest changed by 19 which increased total open position to 54
On 19 Dec CROMPTON was trading at 395.45. The strike last trading price was 0.6, which was -0.50 lower than the previous day. The implied volatity was 29.39, the open interest changed by 4 which increased total open position to 37
On 18 Dec CROMPTON was trading at 396.20. The strike last trading price was 1.1, which was 0.15 higher than the previous day. The implied volatity was 32.62, the open interest changed by -2 which decreased total open position to 33
On 17 Dec CROMPTON was trading at 397.60. The strike last trading price was 0.95, which was 0.15 higher than the previous day. The implied volatity was 30.09, the open interest changed by -2 which decreased total open position to 34
On 16 Dec CROMPTON was trading at 406.65. The strike last trading price was 0.8, 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 13 Dec CROMPTON was trading at 411.40. The strike last trading price was 0.8, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -6 which decreased total open position to 0
On 12 Dec CROMPTON was trading at 406.10. The strike last trading price was 0.8, which was 0.00 lower than the previous day. The implied volatity was 29.80, the open interest changed by -6 which decreased total open position to 36
On 11 Dec CROMPTON was trading at 413.60. The strike last trading price was 0.8, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 10 Dec CROMPTON was trading at 415.70. The strike last trading price was 0.8, which was -0.05 lower than the previous day. The implied volatity was 33.69, the open interest changed by 3 which increased total open position to 42
On 9 Dec CROMPTON was trading at 414.10. The strike last trading price was 0.85, which was -0.30 lower than the previous day. The implied volatity was 32.64, the open interest changed by -2 which decreased total open position to 39
On 6 Dec CROMPTON was trading at 406.20. The strike last trading price was 1.15, which was -0.85 lower than the previous day. The implied volatity was 27.86, the open interest changed by 1 which increased total open position to 41
On 5 Dec CROMPTON was trading at 405.20. The strike last trading price was 2, which was 0.60 higher than the previous day. The implied volatity was 32.08, the open interest changed by 2 which increased total open position to 39
On 4 Dec CROMPTON was trading at 408.55. The strike last trading price was 1.4, which was -0.20 lower than the previous day. The implied volatity was 29.30, the open interest changed by 0 which decreased total open position to 33
On 3 Dec CROMPTON was trading at 409.15. The strike last trading price was 1.6, which was 0.10 higher than the previous day. The implied volatity was 30.16, the open interest changed by -3 which decreased total open position to 33
On 2 Dec CROMPTON was trading at 416.85. The strike last trading price was 1.5, which was -0.65 lower than the previous day. The implied volatity was 33.35, the open interest changed by 21 which increased total open position to 34
On 29 Nov CROMPTON was trading at 409.70. The strike last trading price was 2.15, which was -0.85 lower than the previous day. The implied volatity was 31.83, the open interest changed by 9 which increased total open position to 12
On 28 Nov CROMPTON was trading at 406.65. The strike last trading price was 3, which was -0.50 lower than the previous day. The implied volatity was 32.16, the open interest changed by 0 which decreased total open position to 2
On 27 Nov CROMPTON was trading at 408.95. The strike last trading price was 3.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 26 Nov CROMPTON was trading at 408.55. The strike last trading price was 3.5, which was -9.15 lower than the previous day. The implied volatity was 34.08, 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 12.65, which was 0.00 lower than the previous day. The implied volatity was 8.72, 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 12.65, which was 0.00 lower than the previous day. The implied volatity was 5.48, 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 12.65, which was 0.00 lower than the previous day. The implied volatity was 2.70, 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 12.65, which was 0.00 lower than the previous day. The implied volatity was 4.63, 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 12.65, which was 0.00 lower than the previous day. The implied volatity was 4.63, 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 12.65, which was 0.00 lower than the previous day. The implied volatity was 3.22, 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 12.65, which was 0.00 lower than the previous day. The implied volatity was 0.21, 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 12.65, which was 0.00 lower than the previous day. The implied volatity was 3.22, 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 12.65, which was lower than the previous day. The implied volatity was 4.24, the open interest changed by 0 which decreased total open position to 0
