CROMPTON
Crompt Grea Con Elec Ltd
Historical option data for CROMPTON
14 Nov 2024 04:11 PM IST
| CROMPTON 28NOV2024 380 CE | ||||||||||
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Delta: 0.42
Vega: 0.28
Theta: -0.46
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 371.05 | 8.85 | -9.15 | 41.27 | 924 | 181 | 296 | |||
| 13 Nov | 385.00 | 18 | -2.00 | 48.29 | 77 | 31 | 118 | |||
| 12 Nov | 390.40 | 20 | -2.20 | 43.59 | 33 | 12 | 88 | |||
| 11 Nov | 390.55 | 22.2 | -0.05 | 46.84 | 23 | -1 | 76 | |||
| 8 Nov | 398.60 | 22.25 | 1.85 | 22.85 | 21 | 3 | 77 | |||
| 7 Nov | 389.95 | 20.4 | -8.00 | 34.65 | 3 | 1 | 73 | |||
| 6 Nov | 402.45 | 28.4 | 9.50 | 33.39 | 81 | -2 | 72 | |||
| 5 Nov | 385.50 | 18.9 | -3.55 | 39.24 | 1,369 | 68 | 74 | |||
| 4 Nov | 384.75 | 22.45 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 1 Nov | 392.15 | 22.45 | 0.00 | 0.00 | 0 | 3 | 0 | |||
| 31 Oct | 391.00 | 22.45 | -3.55 | - | 13 | 3 | 6 | |||
| 30 Oct | 393.50 | 26 | 5.50 | - | 1 | 0 | 2 | |||
| 29 Oct | 391.55 | 20.5 | -5.80 | - | 1 | 0 | 1 | |||
| 28 Oct | 389.35 | 26.3 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 391.95 | 26.3 | 0.00 | - | 0 | 1 | 0 | |||
| 24 Oct | 395.55 | 26.3 | -70.00 | - | 1 | 0 | 0 | |||
| 23 Oct | 396.35 | 96.3 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 398.05 | 96.3 | 0.00 | - | 0 | 0 | 0 | |||
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| 21 Oct | 404.70 | 96.3 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 409.05 | 96.3 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 422.60 | 96.3 | - | 0 | 0 | 0 | ||||
For Crompt Grea Con Elec Ltd - strike price 380 expiring on 28NOV2024
Delta for 380 CE is 0.42
Historical price for 380 CE is as follows
On 14 Nov CROMPTON was trading at 371.05. The strike last trading price was 8.85, which was -9.15 lower than the previous day. The implied volatity was 41.27, the open interest changed by 181 which increased total open position to 296
On 13 Nov CROMPTON was trading at 385.00. The strike last trading price was 18, which was -2.00 lower than the previous day. The implied volatity was 48.29, the open interest changed by 31 which increased total open position to 118
On 12 Nov CROMPTON was trading at 390.40. The strike last trading price was 20, which was -2.20 lower than the previous day. The implied volatity was 43.59, the open interest changed by 12 which increased total open position to 88
On 11 Nov CROMPTON was trading at 390.55. The strike last trading price was 22.2, which was -0.05 lower than the previous day. The implied volatity was 46.84, the open interest changed by -1 which decreased total open position to 76
On 8 Nov CROMPTON was trading at 398.60. The strike last trading price was 22.25, which was 1.85 higher than the previous day. The implied volatity was 22.85, the open interest changed by 3 which increased total open position to 77
On 7 Nov CROMPTON was trading at 389.95. The strike last trading price was 20.4, which was -8.00 lower than the previous day. The implied volatity was 34.65, the open interest changed by 1 which increased total open position to 73
On 6 Nov CROMPTON was trading at 402.45. The strike last trading price was 28.4, which was 9.50 higher than the previous day. The implied volatity was 33.39, the open interest changed by -2 which decreased total open position to 72
On 5 Nov CROMPTON was trading at 385.50. The strike last trading price was 18.9, which was -3.55 lower than the previous day. The implied volatity was 39.24, the open interest changed by 68 which increased total open position to 74
On 4 Nov CROMPTON was trading at 384.75. The strike last trading price was 22.45, 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 1 Nov CROMPTON was trading at 392.15. The strike last trading price was 22.45, 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 31 Oct CROMPTON was trading at 391.00. The strike last trading price was 22.45, which was -3.55 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 26, which was 5.50 higher 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 20.5, which was -5.80 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 26.3, 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 26.3, 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 24 Oct CROMPTON was trading at 395.55. The strike last trading price was 26.3, which was -70.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct CROMPTON was trading at 396.35. The strike last trading price was 96.3, 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 96.3, 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 96.3, 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 96.3, 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 16 Oct CROMPTON was trading at 422.60. The strike last trading price was 96.3, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| CROMPTON 28NOV2024 380 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.57
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 | 16.9 | 5.55 | 44.44 | 887 | -2 | 603 |
| 13 Nov | 385.00 | 11.35 | 0.90 | 45.69 | 315 | 37 | 605 |
| 12 Nov | 390.40 | 10.45 | 0.75 | 47.54 | 280 | -4 | 601 |
| 11 Nov | 390.55 | 9.7 | 2.35 | 45.14 | 600 | -20 | 604 |
| 8 Nov | 398.60 | 7.35 | -1.35 | 42.74 | 944 | 66 | 639 |
| 7 Nov | 389.95 | 8.7 | 4.10 | 38.99 | 229 | 73 | 569 |
| 6 Nov | 402.45 | 4.6 | -6.60 | 35.06 | 255 | 17 | 495 |
| 5 Nov | 385.50 | 11.2 | 0.25 | 38.13 | 1,675 | 383 | 477 |
| 4 Nov | 384.75 | 10.95 | 0.65 | 36.43 | 127 | 35 | 94 |
| 1 Nov | 392.15 | 10.3 | 0.65 | 41.61 | 17 | -1 | 58 |
| 31 Oct | 391.00 | 9.65 | -1.10 | - | 22 | -1 | 58 |
| 30 Oct | 393.50 | 10.75 | 0.65 | - | 40 | 20 | 57 |
| 29 Oct | 391.55 | 10.1 | -0.90 | - | 27 | 8 | 37 |
| 28 Oct | 389.35 | 11 | 1.90 | - | 12 | 0 | 28 |
| 25 Oct | 391.95 | 9.1 | -0.50 | - | 21 | 14 | 28 |
| 24 Oct | 395.55 | 9.6 | 1.70 | - | 13 | 4 | 12 |
| 23 Oct | 396.35 | 7.9 | 1.35 | - | 4 | 2 | 8 |
| 22 Oct | 398.05 | 6.55 | 0.00 | - | 0 | 2 | 0 |
| 21 Oct | 404.70 | 6.55 | 2.35 | - | 9 | 2 | 6 |
| 18 Oct | 409.05 | 4.2 | 3.05 | - | 5 | 3 | 4 |
| 16 Oct | 422.60 | 1.15 | - | 2 | 1 | 1 | |
For Crompt Grea Con Elec Ltd - strike price 380 expiring on 28NOV2024
Delta for 380 PE is -0.57
Historical price for 380 PE is as follows
On 14 Nov CROMPTON was trading at 371.05. The strike last trading price was 16.9, which was 5.55 higher than the previous day. The implied volatity was 44.44, the open interest changed by -2 which decreased total open position to 603
On 13 Nov CROMPTON was trading at 385.00. The strike last trading price was 11.35, which was 0.90 higher than the previous day. The implied volatity was 45.69, the open interest changed by 37 which increased total open position to 605
On 12 Nov CROMPTON was trading at 390.40. The strike last trading price was 10.45, which was 0.75 higher than the previous day. The implied volatity was 47.54, the open interest changed by -4 which decreased total open position to 601
On 11 Nov CROMPTON was trading at 390.55. The strike last trading price was 9.7, which was 2.35 higher than the previous day. The implied volatity was 45.14, the open interest changed by -20 which decreased total open position to 604
On 8 Nov CROMPTON was trading at 398.60. The strike last trading price was 7.35, which was -1.35 lower than the previous day. The implied volatity was 42.74, the open interest changed by 66 which increased total open position to 639
On 7 Nov CROMPTON was trading at 389.95. The strike last trading price was 8.7, which was 4.10 higher than the previous day. The implied volatity was 38.99, the open interest changed by 73 which increased total open position to 569
On 6 Nov CROMPTON was trading at 402.45. The strike last trading price was 4.6, which was -6.60 lower than the previous day. The implied volatity was 35.06, the open interest changed by 17 which increased total open position to 495
On 5 Nov CROMPTON was trading at 385.50. The strike last trading price was 11.2, which was 0.25 higher than the previous day. The implied volatity was 38.13, the open interest changed by 383 which increased total open position to 477
On 4 Nov CROMPTON was trading at 384.75. The strike last trading price was 10.95, which was 0.65 higher than the previous day. The implied volatity was 36.43, the open interest changed by 35 which increased total open position to 94
On 1 Nov CROMPTON was trading at 392.15. The strike last trading price was 10.3, which was 0.65 higher than the previous day. The implied volatity was 41.61, the open interest changed by -1 which decreased total open position to 58
On 31 Oct CROMPTON was trading at 391.00. The strike last trading price was 9.65, which was -1.10 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 10.75, which was 0.65 higher 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 10.1, which was -0.90 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 11, which was 1.90 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 9.1, which was -0.50 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct CROMPTON was trading at 395.55. The strike last trading price was 9.6, which was 1.70 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct CROMPTON was trading at 396.35. The strike last trading price was 7.9, which was 1.35 higher 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 6.55, 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 6.55, which was 2.35 higher 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 4.2, which was 3.05 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 16 Oct CROMPTON was trading at 422.60. The strike last trading price was 1.15, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
