CROMPTON
Crompt Grea Con Elec Ltd
Historical option data for CROMPTON
14 Nov 2024 04:11 PM IST
| CROMPTON 28NOV2024 385 CE | ||||||||||
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Delta: 0.36
Vega: 0.27
Theta: -0.43
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 371.05 | 6.85 | -8.25 | 40.52 | 156 | 42 | 85 | |||
| 13 Nov | 385.00 | 15.1 | -11.40 | 47.23 | 27 | 15 | 43 | |||
| 12 Nov | 390.40 | 26.5 | 0.00 | 0.00 | 0 | 7 | 0 | |||
| 11 Nov | 390.55 | 26.5 | 3.90 | 68.65 | 20 | 6 | 27 | |||
| 8 Nov | 398.60 | 22.6 | 4.60 | 36.89 | 11 | -4 | 20 | |||
| 7 Nov | 389.95 | 18 | -4.90 | 36.48 | 4 | 0 | 24 | |||
| 6 Nov | 402.45 | 22.9 | 6.30 | 27.46 | 17 | -2 | 24 | |||
| 5 Nov | 385.50 | 16.6 | 0.80 | 40.12 | 96 | 16 | 26 | |||
| 4 Nov | 384.75 | 15.8 | -32.50 | 37.59 | 15 | 9 | 9 | |||
| 1 Nov | 392.15 | 48.3 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 391.00 | 48.3 | 0.00 | - | 0 | 0 | 0 | |||
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| 30 Oct | 393.50 | 48.3 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 391.55 | 48.3 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 389.35 | 48.3 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 391.95 | 48.3 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 395.55 | 48.3 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 396.35 | 48.3 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 398.05 | 48.3 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 404.70 | 48.3 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 409.05 | 48.3 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 422.60 | 48.3 | - | 0 | 0 | 0 | ||||
For Crompt Grea Con Elec Ltd - strike price 385 expiring on 28NOV2024
Delta for 385 CE is 0.36
Historical price for 385 CE is as follows
On 14 Nov CROMPTON was trading at 371.05. The strike last trading price was 6.85, which was -8.25 lower than the previous day. The implied volatity was 40.52, the open interest changed by 42 which increased total open position to 85
On 13 Nov CROMPTON was trading at 385.00. The strike last trading price was 15.1, which was -11.40 lower than the previous day. The implied volatity was 47.23, the open interest changed by 15 which increased total open position to 43
On 12 Nov CROMPTON was trading at 390.40. The strike last trading price was 26.5, 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 11 Nov CROMPTON was trading at 390.55. The strike last trading price was 26.5, which was 3.90 higher than the previous day. The implied volatity was 68.65, the open interest changed by 6 which increased total open position to 27
On 8 Nov CROMPTON was trading at 398.60. The strike last trading price was 22.6, which was 4.60 higher than the previous day. The implied volatity was 36.89, the open interest changed by -4 which decreased total open position to 20
On 7 Nov CROMPTON was trading at 389.95. The strike last trading price was 18, which was -4.90 lower than the previous day. The implied volatity was 36.48, the open interest changed by 0 which decreased total open position to 24
On 6 Nov CROMPTON was trading at 402.45. The strike last trading price was 22.9, which was 6.30 higher than the previous day. The implied volatity was 27.46, the open interest changed by -2 which decreased total open position to 24
On 5 Nov CROMPTON was trading at 385.50. The strike last trading price was 16.6, which was 0.80 higher than the previous day. The implied volatity was 40.12, the open interest changed by 16 which increased total open position to 26
On 4 Nov CROMPTON was trading at 384.75. The strike last trading price was 15.8, which was -32.50 lower than the previous day. The implied volatity was 37.59, the open interest changed by 9 which increased total open position to 9
On 1 Nov CROMPTON was trading at 392.15. The strike last trading price was 48.3, 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 48.3, 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 30 Oct CROMPTON was trading at 393.50. The strike last trading price was 48.3, 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 29 Oct CROMPTON was trading at 391.55. The strike last trading price was 48.3, 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 28 Oct CROMPTON was trading at 389.35. The strike last trading price was 48.3, 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 48.3, 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 48.3, 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 23 Oct CROMPTON was trading at 396.35. The strike last trading price was 48.3, 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 48.3, 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 48.3, 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 48.3, 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 48.3, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| CROMPTON 28NOV2024 385 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.63
Vega: 0.28
Theta: -0.37
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 371.05 | 20.15 | 6.75 | 44.81 | 115 | -42 | 155 |
| 13 Nov | 385.00 | 13.4 | 0.60 | 44.58 | 185 | 88 | 196 |
| 12 Nov | 390.40 | 12.8 | 0.80 | 48.14 | 144 | 29 | 114 |
| 11 Nov | 390.55 | 12 | 3.50 | 45.79 | 74 | 53 | 86 |
| 8 Nov | 398.60 | 8.5 | -2.25 | 41.12 | 48 | 1 | 36 |
| 7 Nov | 389.95 | 10.75 | 4.95 | 39.14 | 30 | -3 | 35 |
| 6 Nov | 402.45 | 5.8 | -7.60 | 34.58 | 40 | 15 | 37 |
| 5 Nov | 385.50 | 13.4 | -1.10 | 37.82 | 83 | 5 | 21 |
| 4 Nov | 384.75 | 14.5 | 2.60 | 39.56 | 6 | 1 | 15 |
| 1 Nov | 392.15 | 11.9 | 0.00 | 0.00 | 0 | 6 | 0 |
| 31 Oct | 391.00 | 11.9 | 1.10 | - | 11 | 6 | 14 |
| 30 Oct | 393.50 | 10.8 | -2.60 | - | 3 | 0 | 8 |
| 29 Oct | 391.55 | 13.4 | 0.00 | - | 0 | 3 | 0 |
| 28 Oct | 389.35 | 13.4 | 2.90 | - | 5 | 8 | 8 |
| 25 Oct | 391.95 | 10.5 | 0.00 | - | 0 | 5 | 0 |
| 24 Oct | 395.55 | 10.5 | 7.50 | - | 5 | 0 | 0 |
| 23 Oct | 396.35 | 3 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 398.05 | 3 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 404.70 | 3 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 409.05 | 3 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 422.60 | 3 | - | 0 | 0 | 0 | |
For Crompt Grea Con Elec Ltd - strike price 385 expiring on 28NOV2024
Delta for 385 PE is -0.63
Historical price for 385 PE is as follows
On 14 Nov CROMPTON was trading at 371.05. The strike last trading price was 20.15, which was 6.75 higher than the previous day. The implied volatity was 44.81, the open interest changed by -42 which decreased total open position to 155
On 13 Nov CROMPTON was trading at 385.00. The strike last trading price was 13.4, which was 0.60 higher than the previous day. The implied volatity was 44.58, the open interest changed by 88 which increased total open position to 196
On 12 Nov CROMPTON was trading at 390.40. The strike last trading price was 12.8, which was 0.80 higher than the previous day. The implied volatity was 48.14, the open interest changed by 29 which increased total open position to 114
On 11 Nov CROMPTON was trading at 390.55. The strike last trading price was 12, which was 3.50 higher than the previous day. The implied volatity was 45.79, the open interest changed by 53 which increased total open position to 86
On 8 Nov CROMPTON was trading at 398.60. The strike last trading price was 8.5, which was -2.25 lower than the previous day. The implied volatity was 41.12, the open interest changed by 1 which increased total open position to 36
On 7 Nov CROMPTON was trading at 389.95. The strike last trading price was 10.75, which was 4.95 higher than the previous day. The implied volatity was 39.14, the open interest changed by -3 which decreased total open position to 35
On 6 Nov CROMPTON was trading at 402.45. The strike last trading price was 5.8, which was -7.60 lower than the previous day. The implied volatity was 34.58, the open interest changed by 15 which increased total open position to 37
On 5 Nov CROMPTON was trading at 385.50. The strike last trading price was 13.4, which was -1.10 lower than the previous day. The implied volatity was 37.82, the open interest changed by 5 which increased total open position to 21
On 4 Nov CROMPTON was trading at 384.75. The strike last trading price was 14.5, which was 2.60 higher than the previous day. The implied volatity was 39.56, the open interest changed by 1 which increased total open position to 15
On 1 Nov CROMPTON was trading at 392.15. The strike last trading price was 11.9, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 6 which increased total open position to 0
On 31 Oct CROMPTON was trading at 391.00. The strike last trading price was 11.9, which was 1.10 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 10.8, which was -2.60 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 13.4, 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 13.4, which was 2.90 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 10.5, 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 10.5, which was 7.50 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 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 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 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 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 3, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
