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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 375 CE
Delta: 0.69
Vega: 0.19
Theta: -0.46
Gamma: 0.02
Date Close Ltp Change IV Volume Change OI OI
21 Nov 381.95 10.5 -6.45 29.14 37 9 70
20 Nov 390.70 16.95 0.00 24.39 134 -6 60
19 Nov 390.70 16.95 2.80 24.39 134 -7 60
18 Nov 384.25 14.15 3.10 32.68 502 -72 69
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
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 0.69

Historical price for 375 CE is as follows

On 21 Nov CROMPTON was trading at 381.95. The strike last trading price was 10.5, which was -6.45 lower than the previous day. The implied volatity was 29.14, the open interest changed by 9 which increased total open position to 70


On 20 Nov CROMPTON was trading at 390.70. The strike last trading price was 16.95, which was 0.00 lower than the previous day. The implied volatity was 24.39, the open interest changed by -6 which decreased total open position to 60


On 19 Nov CROMPTON was trading at 390.70. The strike last trading price was 16.95, which was 2.80 higher than the previous day. The implied volatity was 24.39, the open interest changed by -7 which decreased total open position to 60


On 18 Nov CROMPTON was trading at 384.25. The strike last trading price was 14.15, which was 3.10 higher than the previous day. The implied volatity was 32.68, the open interest changed by -72 which decreased total open position to 69


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
Delta: -0.32
Vega: 0.19
Theta: -0.40
Gamma: 0.02
Date Close Ltp Change IV Volume Change OI OI
21 Nov 381.95 3.65 1.55 32.17 269 -20 153
20 Nov 390.70 2.1 0.00 31.47 509 -32 173
19 Nov 390.70 2.1 -1.70 31.47 509 -32 173
18 Nov 384.25 3.8 -9.90 31.22 2,535 -491 204
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 -0.32

Historical price for 375 PE is as follows

On 21 Nov CROMPTON was trading at 381.95. The strike last trading price was 3.65, which was 1.55 higher than the previous day. The implied volatity was 32.17, the open interest changed by -20 which decreased total open position to 153


On 20 Nov CROMPTON was trading at 390.70. The strike last trading price was 2.1, which was 0.00 lower than the previous day. The implied volatity was 31.47, the open interest changed by -32 which decreased total open position to 173


On 19 Nov CROMPTON was trading at 390.70. The strike last trading price was 2.1, which was -1.70 lower than the previous day. The implied volatity was 31.47, the open interest changed by -32 which decreased total open position to 173


On 18 Nov CROMPTON was trading at 384.25. The strike last trading price was 3.8, which was -9.90 lower than the previous day. The implied volatity was 31.22, the open interest changed by -491 which decreased total open position to 204


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