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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 380 CE
Delta: 0.57
Vega: 0.21
Theta: -0.46
Gamma: 0.03
Date Close Ltp Change IV Volume Change OI OI
21 Nov 381.95 7 -6.70 27.14 620 -7 262
20 Nov 390.70 13.7 0.00 28.63 1,301 53 270
19 Nov 390.70 13.7 2.90 28.63 1,301 54 270
18 Nov 384.25 10.8 1.95 31.88 2,052 -99 223
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
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 0.57

Historical price for 380 CE is as follows

On 21 Nov CROMPTON was trading at 381.95. The strike last trading price was 7, which was -6.70 lower than the previous day. The implied volatity was 27.14, the open interest changed by -7 which decreased total open position to 262


On 20 Nov CROMPTON was trading at 390.70. The strike last trading price was 13.7, which was 0.00 lower than the previous day. The implied volatity was 28.63, the open interest changed by 53 which increased total open position to 270


On 19 Nov CROMPTON was trading at 390.70. The strike last trading price was 13.7, which was 2.90 higher than the previous day. The implied volatity was 28.63, the open interest changed by 54 which increased total open position to 270


On 18 Nov CROMPTON was trading at 384.25. The strike last trading price was 10.8, which was 1.95 higher than the previous day. The implied volatity was 31.88, the open interest changed by -99 which decreased total open position to 223


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
Delta: -0.43
Vega: 0.21
Theta: -0.43
Gamma: 0.02
Date Close Ltp Change IV Volume Change OI OI
21 Nov 381.95 5.55 2.25 31.85 829 -7 635
20 Nov 390.70 3.3 0.00 31.31 1,154 70 646
19 Nov 390.70 3.3 -2.15 31.31 1,154 74 646
18 Nov 384.25 5.45 -11.45 30.61 2,698 -33 575
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 -0.43

Historical price for 380 PE is as follows

On 21 Nov CROMPTON was trading at 381.95. The strike last trading price was 5.55, which was 2.25 higher than the previous day. The implied volatity was 31.85, the open interest changed by -7 which decreased total open position to 635


On 20 Nov CROMPTON was trading at 390.70. The strike last trading price was 3.3, which was 0.00 lower than the previous day. The implied volatity was 31.31, the open interest changed by 70 which increased total open position to 646


On 19 Nov CROMPTON was trading at 390.70. The strike last trading price was 3.3, which was -2.15 lower than the previous day. The implied volatity was 31.31, the open interest changed by 74 which increased total open position to 646


On 18 Nov CROMPTON was trading at 384.25. The strike last trading price was 5.45, which was -11.45 lower than the previous day. The implied volatity was 30.61, the open interest changed by -33 which decreased total open position to 575


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