CROMPTON
Crompt Grea Con Elec Ltd
Historical option data for CROMPTON
14 Nov 2024 04:11 PM IST
| CROMPTON 28NOV2024 375 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.49
Vega: 0.29
Theta: -0.48
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 371.05 | 11.05 | -8.45 | 41.59 | 310 | 117 | 126 | |||
| 13 Nov | 385.00 | 19.5 | -8.90 | 43.71 | 21 | 2 | 13 | |||
| 12 Nov | 390.40 | 28.4 | 0.00 | 0.00 | 0 | 4 | 0 | |||
| 11 Nov | 390.55 | 28.4 | 6.75 | 57.01 | 4 | 3 | 10 | |||
| 8 Nov | 398.60 | 21.65 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 7 Nov | 389.95 | 21.65 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Nov | 402.45 | 21.65 | 0.00 | 0.00 | 0 | 7 | 0 | |||
| 5 Nov | 385.50 | 21.65 | -34.05 | 38.82 | 18 | 6 | 6 | |||
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| 4 Nov | 384.75 | 55.7 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Nov | 392.15 | 55.7 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 391.00 | 55.7 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 393.50 | 55.7 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 391.55 | 55.7 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 389.35 | 55.7 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 391.95 | 55.7 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 398.05 | 55.7 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 404.70 | 55.7 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 409.05 | 55.7 | - | 0 | 0 | 0 | ||||
For Crompt Grea Con Elec Ltd - strike price 375 expiring on 28NOV2024
Delta for 375 CE is 0.49
Historical price for 375 CE is as follows
On 14 Nov CROMPTON was trading at 371.05. The strike last trading price was 11.05, which was -8.45 lower than the previous day. The implied volatity was 41.59, the open interest changed by 117 which increased total open position to 126
On 13 Nov CROMPTON was trading at 385.00. The strike last trading price was 19.5, which was -8.90 lower than the previous day. The implied volatity was 43.71, the open interest changed by 2 which increased total open position to 13
On 12 Nov CROMPTON was trading at 390.40. The strike last trading price was 28.4, 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 11 Nov CROMPTON was trading at 390.55. The strike last trading price was 28.4, which was 6.75 higher than the previous day. The implied volatity was 57.01, the open interest changed by 3 which increased total open position to 10
On 8 Nov CROMPTON was trading at 398.60. The strike last trading price was 21.65, 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 7 Nov CROMPTON was trading at 389.95. The strike last trading price was 21.65, 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 6 Nov CROMPTON was trading at 402.45. The strike last trading price was 21.65, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 7 which increased total open position to 0
On 5 Nov CROMPTON was trading at 385.50. The strike last trading price was 21.65, which was -34.05 lower than the previous day. The implied volatity was 38.82, the open interest changed by 6 which increased total open position to 6
On 4 Nov CROMPTON was trading at 384.75. The strike last trading price was 55.7, 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 55.7, 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 55.7, 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 55.7, 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 55.7, 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 55.7, 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 55.7, 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 55.7, 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 55.7, 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 55.7, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| CROMPTON 28NOV2024 375 PE | |||||||
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Delta: -0.51
Vega: 0.29
Theta: -0.39
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 371.05 | 13.7 | 4.55 | 43.27 | 1,820 | 581 | 649 |
| 13 Nov | 385.00 | 9.15 | 0.85 | 45.39 | 203 | 29 | 69 |
| 12 Nov | 390.40 | 8.3 | -0.05 | 46.70 | 73 | -22 | 40 |
| 11 Nov | 390.55 | 8.35 | 2.55 | 46.76 | 147 | 19 | 62 |
| 8 Nov | 398.60 | 5.8 | -1.05 | 42.42 | 24 | 0 | 41 |
| 7 Nov | 389.95 | 6.85 | 3.05 | 38.62 | 16 | 2 | 41 |
| 6 Nov | 402.45 | 3.8 | -5.80 | 36.28 | 66 | 13 | 44 |
| 5 Nov | 385.50 | 9.6 | 0.40 | 39.39 | 143 | 12 | 30 |
| 4 Nov | 384.75 | 9.2 | 1.70 | 37.24 | 36 | 8 | 17 |
| 1 Nov | 392.15 | 7.5 | 0.00 | 0.00 | 0 | -6 | 0 |
| 31 Oct | 391.00 | 7.5 | 0.45 | - | 6 | -3 | 12 |
| 30 Oct | 393.50 | 7.05 | -2.95 | - | 22 | 14 | 15 |
| 29 Oct | 391.55 | 10 | 1.50 | - | 3 | 0 | 1 |
| 28 Oct | 389.35 | 8.5 | 1.75 | - | 1 | 0 | 0 |
| 25 Oct | 391.95 | 6.75 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 398.05 | 6.75 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 404.70 | 6.75 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 409.05 | 6.75 | - | 0 | 0 | 0 | |
For Crompt Grea Con Elec Ltd - strike price 375 expiring on 28NOV2024
Delta for 375 PE is -0.51
Historical price for 375 PE is as follows
On 14 Nov CROMPTON was trading at 371.05. The strike last trading price was 13.7, which was 4.55 higher than the previous day. The implied volatity was 43.27, the open interest changed by 581 which increased total open position to 649
On 13 Nov CROMPTON was trading at 385.00. The strike last trading price was 9.15, which was 0.85 higher than the previous day. The implied volatity was 45.39, the open interest changed by 29 which increased total open position to 69
On 12 Nov CROMPTON was trading at 390.40. The strike last trading price was 8.3, which was -0.05 lower than the previous day. The implied volatity was 46.70, the open interest changed by -22 which decreased total open position to 40
On 11 Nov CROMPTON was trading at 390.55. The strike last trading price was 8.35, which was 2.55 higher than the previous day. The implied volatity was 46.76, the open interest changed by 19 which increased total open position to 62
On 8 Nov CROMPTON was trading at 398.60. The strike last trading price was 5.8, which was -1.05 lower than the previous day. The implied volatity was 42.42, the open interest changed by 0 which decreased total open position to 41
On 7 Nov CROMPTON was trading at 389.95. The strike last trading price was 6.85, which was 3.05 higher than the previous day. The implied volatity was 38.62, the open interest changed by 2 which increased total open position to 41
On 6 Nov CROMPTON was trading at 402.45. The strike last trading price was 3.8, which was -5.80 lower than the previous day. The implied volatity was 36.28, the open interest changed by 13 which increased total open position to 44
On 5 Nov CROMPTON was trading at 385.50. The strike last trading price was 9.6, which was 0.40 higher than the previous day. The implied volatity was 39.39, the open interest changed by 12 which increased total open position to 30
On 4 Nov CROMPTON was trading at 384.75. The strike last trading price was 9.2, which was 1.70 higher than the previous day. The implied volatity was 37.24, the open interest changed by 8 which increased total open position to 17
On 1 Nov CROMPTON was trading at 392.15. The strike last trading price was 7.5, 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 31 Oct CROMPTON was trading at 391.00. The strike last trading price was 7.5, which was 0.45 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 7.05, which was -2.95 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 10, which was 1.50 higher 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 8.5, which was 1.75 higher 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 6.75, 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 6.75, 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 6.75, 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 6.75, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
