CROMPTON
Crompt Grea Con Elec Ltd
Historical option data for CROMPTON
20 Dec 2024 04:11 PM IST
| CROMPTON 26DEC2024 385 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.64
Vega: 0.19
Theta: -0.43
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 388.25 | 6.75 | -5.55 | 23.19 | 62 | 25 | 30 | |||
| 19 Dec | 395.45 | 12.3 | -1.30 | 19.04 | 4 | 0 | 4 | |||
| 18 Dec | 396.20 | 13.6 | -13.40 | 25.50 | 6 | 4 | 4 | |||
| 17 Dec | 397.60 | 27 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Dec | 406.65 | 27 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Dec | 411.40 | 27 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Dec | 406.10 | 27 | 0.00 | - | 0 | 0 | 0 | |||
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| 11 Dec | 413.60 | 27 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Dec | 415.70 | 27 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Dec | 414.10 | 27 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Dec | 406.20 | 27 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Dec | 405.20 | 27 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Dec | 408.55 | 27 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Dec | 409.15 | 27 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Dec | 416.85 | 27 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Nov | 409.70 | 27 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Nov | 406.65 | 27 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Nov | 408.95 | 27 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Nov | 408.55 | 27 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 405.45 | 27 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 393.05 | 27 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Nov | 381.95 | 27 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Nov | 390.70 | 27 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 390.70 | 27 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 384.25 | 27 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 371.05 | 27 | 0.00 | 2.31 | 0 | 0 | 0 | |||
| 13 Nov | 385.00 | 27 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 390.40 | 27 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 390.55 | 27 | - | 0 | 0 | 0 | ||||
For Crompt Grea Con Elec Ltd - strike price 385 expiring on 26DEC2024
Delta for 385 CE is 0.64
Historical price for 385 CE is as follows
On 20 Dec CROMPTON was trading at 388.25. The strike last trading price was 6.75, which was -5.55 lower than the previous day. The implied volatity was 23.19, the open interest changed by 25 which increased total open position to 30
On 19 Dec CROMPTON was trading at 395.45. The strike last trading price was 12.3, which was -1.30 lower than the previous day. The implied volatity was 19.04, the open interest changed by 0 which decreased total open position to 4
On 18 Dec CROMPTON was trading at 396.20. The strike last trading price was 13.6, which was -13.40 lower than the previous day. The implied volatity was 25.50, the open interest changed by 4 which increased total open position to 4
On 17 Dec CROMPTON was trading at 397.60. The strike last trading price was 27, 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 16 Dec CROMPTON was trading at 406.65. The strike last trading price was 27, 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 13 Dec CROMPTON was trading at 411.40. The strike last trading price was 27, 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 12 Dec CROMPTON was trading at 406.10. The strike last trading price was 27, 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 11 Dec CROMPTON was trading at 413.60. The strike last trading price was 27, 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 10 Dec CROMPTON was trading at 415.70. The strike last trading price was 27, 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 9 Dec CROMPTON was trading at 414.10. The strike last trading price was 27, 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 6 Dec CROMPTON was trading at 406.20. The strike last trading price was 27, 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 5 Dec CROMPTON was trading at 405.20. The strike last trading price was 27, 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 4 Dec CROMPTON was trading at 408.55. The strike last trading price was 27, 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 3 Dec CROMPTON was trading at 409.15. The strike last trading price was 27, 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 2 Dec CROMPTON was trading at 416.85. The strike last trading price was 27, 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 29 Nov CROMPTON was trading at 409.70. The strike last trading price was 27, 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 28 Nov CROMPTON was trading at 406.65. The strike last trading price was 27, 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 27 Nov CROMPTON was trading at 408.95. The strike last trading price was 27, 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 26 Nov CROMPTON was trading at 408.55. The strike last trading price was 27, 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 25 Nov CROMPTON was trading at 405.45. The strike last trading price was 27, 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 22 Nov CROMPTON was trading at 393.05. The strike last trading price was 27, 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 21 Nov CROMPTON was trading at 381.95. The strike last trading price was 27, 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 20 Nov CROMPTON was trading at 390.70. The strike last trading price was 27, 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 19 Nov CROMPTON was trading at 390.70. The strike last trading price was 27, 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 18 Nov CROMPTON was trading at 384.25. The strike last trading price was 27, 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 14 Nov CROMPTON was trading at 371.05. The strike last trading price was 27, which was 0.00 lower than the previous day. The implied volatity was 2.31, the open interest changed by 0 which decreased total open position to 0
On 13 Nov CROMPTON was trading at 385.00. The strike last trading price was 27, 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 12 Nov CROMPTON was trading at 390.40. The strike last trading price was 27, 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 11 Nov CROMPTON was trading at 390.55. The strike last trading price was 27, 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 26DEC2024 385 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.36
Vega: 0.19
Theta: -0.30
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 388.25 | 2.7 | 1.10 | 22.02 | 220 | 11 | 104 |
| 19 Dec | 395.45 | 1.6 | -1.00 | 25.97 | 139 | 7 | 99 |
| 18 Dec | 396.20 | 2.6 | 0.25 | 30.31 | 226 | 1 | 89 |
| 17 Dec | 397.60 | 2.35 | 1.25 | 28.08 | 114 | 34 | 90 |
| 16 Dec | 406.65 | 1.1 | 0.20 | 28.83 | 29 | -11 | 57 |
| 13 Dec | 411.40 | 0.9 | -0.70 | 28.34 | 74 | 2 | 68 |
| 12 Dec | 406.10 | 1.6 | 0.25 | 27.43 | 46 | 12 | 64 |
| 11 Dec | 413.60 | 1.35 | -0.15 | 31.07 | 10 | 1 | 56 |
| 10 Dec | 415.70 | 1.5 | -0.25 | 31.26 | 27 | -14 | 61 |
| 9 Dec | 414.10 | 1.75 | -0.55 | 31.80 | 96 | 25 | 76 |
| 6 Dec | 406.20 | 2.3 | -1.25 | 26.66 | 47 | -14 | 53 |
| 5 Dec | 405.20 | 3.55 | 0.90 | 31.06 | 111 | 16 | 66 |
| 4 Dec | 408.55 | 2.65 | -0.35 | 28.31 | 21 | -2 | 51 |
| 3 Dec | 409.15 | 3 | 0.70 | 29.50 | 125 | 40 | 55 |
| 2 Dec | 416.85 | 2.3 | -1.25 | 31.18 | 31 | 5 | 16 |
| 29 Nov | 409.70 | 3.55 | -1.55 | 30.75 | 11 | 4 | 10 |
| 28 Nov | 406.65 | 5.1 | 0.10 | 32.02 | 1 | 0 | 6 |
| 27 Nov | 408.95 | 5 | 0.50 | 31.88 | 3 | 0 | 4 |
| 26 Nov | 408.55 | 4.5 | -1.40 | 30.60 | 1 | 0 | 4 |
| 25 Nov | 405.45 | 5.9 | -6.80 | 33.40 | 4 | 2 | 4 |
| 22 Nov | 393.05 | 12.7 | 2.25 | 38.06 | 1 | 0 | 2 |
| 21 Nov | 381.95 | 10.45 | 0.00 | 0.00 | 0 | 2 | 0 |
| 20 Nov | 390.70 | 10.45 | 0.00 | 29.50 | 2 | 2 | 1 |
| 19 Nov | 390.70 | 10.45 | -6.30 | 29.50 | 2 | 1 | 1 |
| 18 Nov | 384.25 | 16.75 | 0.00 | 0.83 | 0 | 0 | 0 |
| 14 Nov | 371.05 | 16.75 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 385.00 | 16.75 | 0.00 | 0.99 | 0 | 0 | 0 |
| 12 Nov | 390.40 | 16.75 | 0.00 | 2.01 | 0 | 0 | 0 |
| 11 Nov | 390.55 | 16.75 | 2.26 | 0 | 0 | 0 | |
For Crompt Grea Con Elec Ltd - strike price 385 expiring on 26DEC2024
Delta for 385 PE is -0.36
Historical price for 385 PE is as follows
On 20 Dec CROMPTON was trading at 388.25. The strike last trading price was 2.7, which was 1.10 higher than the previous day. The implied volatity was 22.02, the open interest changed by 11 which increased total open position to 104
On 19 Dec CROMPTON was trading at 395.45. The strike last trading price was 1.6, which was -1.00 lower than the previous day. The implied volatity was 25.97, the open interest changed by 7 which increased total open position to 99
On 18 Dec CROMPTON was trading at 396.20. The strike last trading price was 2.6, which was 0.25 higher than the previous day. The implied volatity was 30.31, the open interest changed by 1 which increased total open position to 89
On 17 Dec CROMPTON was trading at 397.60. The strike last trading price was 2.35, which was 1.25 higher than the previous day. The implied volatity was 28.08, the open interest changed by 34 which increased total open position to 90
On 16 Dec CROMPTON was trading at 406.65. The strike last trading price was 1.1, which was 0.20 higher than the previous day. The implied volatity was 28.83, the open interest changed by -11 which decreased total open position to 57
On 13 Dec CROMPTON was trading at 411.40. The strike last trading price was 0.9, which was -0.70 lower than the previous day. The implied volatity was 28.34, the open interest changed by 2 which increased total open position to 68
On 12 Dec CROMPTON was trading at 406.10. The strike last trading price was 1.6, which was 0.25 higher than the previous day. The implied volatity was 27.43, the open interest changed by 12 which increased total open position to 64
On 11 Dec CROMPTON was trading at 413.60. The strike last trading price was 1.35, which was -0.15 lower than the previous day. The implied volatity was 31.07, the open interest changed by 1 which increased total open position to 56
On 10 Dec CROMPTON was trading at 415.70. The strike last trading price was 1.5, which was -0.25 lower than the previous day. The implied volatity was 31.26, the open interest changed by -14 which decreased total open position to 61
On 9 Dec CROMPTON was trading at 414.10. The strike last trading price was 1.75, which was -0.55 lower than the previous day. The implied volatity was 31.80, the open interest changed by 25 which increased total open position to 76
On 6 Dec CROMPTON was trading at 406.20. The strike last trading price was 2.3, which was -1.25 lower than the previous day. The implied volatity was 26.66, the open interest changed by -14 which decreased total open position to 53
On 5 Dec CROMPTON was trading at 405.20. The strike last trading price was 3.55, which was 0.90 higher than the previous day. The implied volatity was 31.06, the open interest changed by 16 which increased total open position to 66
On 4 Dec CROMPTON was trading at 408.55. The strike last trading price was 2.65, which was -0.35 lower than the previous day. The implied volatity was 28.31, the open interest changed by -2 which decreased total open position to 51
On 3 Dec CROMPTON was trading at 409.15. The strike last trading price was 3, which was 0.70 higher than the previous day. The implied volatity was 29.50, the open interest changed by 40 which increased total open position to 55
On 2 Dec CROMPTON was trading at 416.85. The strike last trading price was 2.3, which was -1.25 lower than the previous day. The implied volatity was 31.18, the open interest changed by 5 which increased total open position to 16
On 29 Nov CROMPTON was trading at 409.70. The strike last trading price was 3.55, which was -1.55 lower than the previous day. The implied volatity was 30.75, the open interest changed by 4 which increased total open position to 10
On 28 Nov CROMPTON was trading at 406.65. The strike last trading price was 5.1, which was 0.10 higher than the previous day. The implied volatity was 32.02, the open interest changed by 0 which decreased total open position to 6
On 27 Nov CROMPTON was trading at 408.95. The strike last trading price was 5, which was 0.50 higher than the previous day. The implied volatity was 31.88, the open interest changed by 0 which decreased total open position to 4
On 26 Nov CROMPTON was trading at 408.55. The strike last trading price was 4.5, which was -1.40 lower than the previous day. The implied volatity was 30.60, the open interest changed by 0 which decreased total open position to 4
On 25 Nov CROMPTON was trading at 405.45. The strike last trading price was 5.9, which was -6.80 lower than the previous day. The implied volatity was 33.40, the open interest changed by 2 which increased total open position to 4
On 22 Nov CROMPTON was trading at 393.05. The strike last trading price was 12.7, which was 2.25 higher than the previous day. The implied volatity was 38.06, the open interest changed by 0 which decreased total open position to 2
On 21 Nov CROMPTON was trading at 381.95. The strike last trading price was 10.45, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 20 Nov CROMPTON was trading at 390.70. The strike last trading price was 10.45, which was 0.00 lower than the previous day. The implied volatity was 29.50, the open interest changed by 2 which increased total open position to 1
On 19 Nov CROMPTON was trading at 390.70. The strike last trading price was 10.45, which was -6.30 lower than the previous day. The implied volatity was 29.50, the open interest changed by 1 which increased total open position to 1
On 18 Nov CROMPTON was trading at 384.25. The strike last trading price was 16.75, which was 0.00 lower than the previous day. The implied volatity was 0.83, the open interest changed by 0 which decreased total open position to 0
On 14 Nov CROMPTON was trading at 371.05. The strike last trading price was 16.75, 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 13 Nov CROMPTON was trading at 385.00. The strike last trading price was 16.75, which was 0.00 lower than the previous day. The implied volatity was 0.99, the open interest changed by 0 which decreased total open position to 0
On 12 Nov CROMPTON was trading at 390.40. The strike last trading price was 16.75, which was 0.00 lower than the previous day. The implied volatity was 2.01, the open interest changed by 0 which decreased total open position to 0
On 11 Nov CROMPTON was trading at 390.55. The strike last trading price was 16.75, which was lower than the previous day. The implied volatity was 2.26, the open interest changed by 0 which decreased total open position to 0
