CROMPTON
Crompt Grea Con Elec Ltd
Historical option data for CROMPTON
07 Jan 2025 10:31 AM IST
| CROMPTON 30JAN2025 375 CE | ||||||||||
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Delta: 0.42
Vega: 0.36
Theta: -0.28
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 7 Jan | 365.50 | 8.1 | -2.90 | 30.46 | 96 | 31 | 103 | |||
| 6 Jan | 370.95 | 11 | 2.55 | 31.76 | 789 | -70 | 72 | |||
| 3 Jan | 366.75 | 8.45 | -2.45 | 26.09 | 353 | 20 | 142 | |||
| 2 Jan | 372.05 | 10.9 | -2.70 | 26.68 | 551 | 53 | 122 | |||
| 1 Jan | 375.30 | 13.6 | -13.15 | 28.18 | 292 | 58 | 61 | |||
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| 31 Dec | 395.80 | 26.75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 30 Dec | 394.50 | 26.75 | 0.00 | 0.00 | 0 | 3 | 0 | |||
| 27 Dec | 396.35 | 26.75 | -19.20 | 19.88 | 3 | 2 | 2 | |||
| 26 Dec | 393.60 | 45.95 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Dec | 394.85 | 45.95 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Dec | 390.55 | 45.95 | - | 0 | 0 | 0 | ||||
For Crompt Grea Con Elec Ltd - strike price 375 expiring on 30JAN2025
Delta for 375 CE is 0.42
Historical price for 375 CE is as follows
On 7 Jan CROMPTON was trading at 365.50. The strike last trading price was 8.1, which was -2.90 lower than the previous day. The implied volatity was 30.46, the open interest changed by 31 which increased total open position to 103
On 6 Jan CROMPTON was trading at 370.95. The strike last trading price was 11, which was 2.55 higher than the previous day. The implied volatity was 31.76, the open interest changed by -70 which decreased total open position to 72
On 3 Jan CROMPTON was trading at 366.75. The strike last trading price was 8.45, which was -2.45 lower than the previous day. The implied volatity was 26.09, the open interest changed by 20 which increased total open position to 142
On 2 Jan CROMPTON was trading at 372.05. The strike last trading price was 10.9, which was -2.70 lower than the previous day. The implied volatity was 26.68, the open interest changed by 53 which increased total open position to 122
On 1 Jan CROMPTON was trading at 375.30. The strike last trading price was 13.6, which was -13.15 lower than the previous day. The implied volatity was 28.18, the open interest changed by 58 which increased total open position to 61
On 31 Dec CROMPTON was trading at 395.80. The strike last trading price was 26.75, 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 30 Dec CROMPTON was trading at 394.50. The strike last trading price was 26.75, 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 27 Dec CROMPTON was trading at 396.35. The strike last trading price was 26.75, which was -19.20 lower than the previous day. The implied volatity was 19.88, the open interest changed by 2 which increased total open position to 2
On 26 Dec CROMPTON was trading at 393.60. The strike last trading price was 45.95, 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 45.95, 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 23 Dec CROMPTON was trading at 390.55. The strike last trading price was 45.95, 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 375 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.57
Vega: 0.36
Theta: -0.20
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 7 Jan | 365.50 | 16.45 | 3.15 | 33.87 | 41 | -1 | 95 |
| 6 Jan | 370.95 | 13.3 | -1.15 | 32.04 | 494 | 3 | 98 |
| 3 Jan | 366.75 | 14.45 | 2.75 | 30.29 | 171 | 6 | 91 |
| 2 Jan | 372.05 | 11.7 | 0.70 | 28.30 | 383 | -2 | 85 |
| 1 Jan | 375.30 | 11 | 7.05 | 30.02 | 610 | 73 | 86 |
| 31 Dec | 395.80 | 3.95 | 0.05 | 27.93 | 36 | 2 | 12 |
| 30 Dec | 394.50 | 3.9 | 0.60 | 27.78 | 90 | -1 | 16 |
| 27 Dec | 396.35 | 3.3 | -1.00 | 25.35 | 47 | 17 | 22 |
| 26 Dec | 393.60 | 4.3 | 0.00 | 0.00 | 0 | 3 | 0 |
| 24 Dec | 394.85 | 4.3 | -2.70 | 26.39 | 3 | 1 | 3 |
| 23 Dec | 390.55 | 7 | 29.98 | 1 | 0 | 2 | |
For Crompt Grea Con Elec Ltd - strike price 375 expiring on 30JAN2025
Delta for 375 PE is -0.57
Historical price for 375 PE is as follows
On 7 Jan CROMPTON was trading at 365.50. The strike last trading price was 16.45, which was 3.15 higher than the previous day. The implied volatity was 33.87, the open interest changed by -1 which decreased total open position to 95
On 6 Jan CROMPTON was trading at 370.95. The strike last trading price was 13.3, which was -1.15 lower than the previous day. The implied volatity was 32.04, the open interest changed by 3 which increased total open position to 98
On 3 Jan CROMPTON was trading at 366.75. The strike last trading price was 14.45, which was 2.75 higher than the previous day. The implied volatity was 30.29, the open interest changed by 6 which increased total open position to 91
On 2 Jan CROMPTON was trading at 372.05. The strike last trading price was 11.7, which was 0.70 higher than the previous day. The implied volatity was 28.30, the open interest changed by -2 which decreased total open position to 85
On 1 Jan CROMPTON was trading at 375.30. The strike last trading price was 11, which was 7.05 higher than the previous day. The implied volatity was 30.02, the open interest changed by 73 which increased total open position to 86
On 31 Dec CROMPTON was trading at 395.80. The strike last trading price was 3.95, which was 0.05 higher than the previous day. The implied volatity was 27.93, the open interest changed by 2 which increased total open position to 12
On 30 Dec CROMPTON was trading at 394.50. The strike last trading price was 3.9, which was 0.60 higher than the previous day. The implied volatity was 27.78, the open interest changed by -1 which decreased total open position to 16
On 27 Dec CROMPTON was trading at 396.35. The strike last trading price was 3.3, which was -1.00 lower than the previous day. The implied volatity was 25.35, the open interest changed by 17 which increased total open position to 22
On 26 Dec CROMPTON was trading at 393.60. The strike last trading price was 4.3, 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 24 Dec CROMPTON was trading at 394.85. The strike last trading price was 4.3, which was -2.70 lower than the previous day. The implied volatity was 26.39, the open interest changed by 1 which increased total open position to 3
On 23 Dec CROMPTON was trading at 390.55. The strike last trading price was 7, which was lower than the previous day. The implied volatity was 29.98, the open interest changed by 0 which decreased total open position to 2
