CROMPTON
Crompt Grea Con Elec Ltd
Historical option data for CROMPTON
07 Jan 2025 10:41 AM IST
| CROMPTON 30JAN2025 385 CE | ||||||||||
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Delta: 0.29
Vega: 0.31
Theta: -0.23
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 7 Jan | 365.40 | 4.85 | -2.05 | 30.43 | 122 | 3 | 166 | |||
| 6 Jan | 370.95 | 6.9 | 1.90 | 31.18 | 870 | -31 | 163 | |||
| 3 Jan | 366.75 | 5 | -1.75 | 26.17 | 350 | 9 | 196 | |||
| 2 Jan | 372.05 | 6.75 | -2.20 | 26.55 | 276 | 18 | 187 | |||
| 1 Jan | 375.30 | 8.95 | -9.85 | 28.05 | 672 | 141 | 170 | |||
| 31 Dec | 395.80 | 18.8 | -0.45 | 24.23 | 34 | 10 | 28 | |||
| 30 Dec | 394.50 | 19.25 | 0.05 | 23.72 | 40 | 7 | 21 | |||
| 27 Dec | 396.35 | 19.2 | -20.05 | 20.71 | 23 | 14 | 14 | |||
| 26 Dec | 393.60 | 39.25 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Dec | 394.85 | 39.25 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Dec | 390.55 | 39.25 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Dec | 388.25 | 39.25 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Dec | 395.45 | 39.25 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Dec | 396.20 | 39.25 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Dec | 397.60 | 39.25 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Dec | 406.65 | 39.25 | 0.00 | - | 0 | 0 | 0 | |||
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| 13 Dec | 411.40 | 39.25 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Dec | 413.60 | 39.25 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Dec | 415.70 | 39.25 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Dec | 414.10 | 39.25 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Dec | 405.20 | 39.25 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Nov | 409.70 | 39.25 | - | 0 | 0 | 0 | ||||
For Crompt Grea Con Elec Ltd - strike price 385 expiring on 30JAN2025
Delta for 385 CE is 0.29
Historical price for 385 CE is as follows
On 7 Jan CROMPTON was trading at 365.40. The strike last trading price was 4.85, which was -2.05 lower than the previous day. The implied volatity was 30.43, the open interest changed by 3 which increased total open position to 166
On 6 Jan CROMPTON was trading at 370.95. The strike last trading price was 6.9, which was 1.90 higher than the previous day. The implied volatity was 31.18, the open interest changed by -31 which decreased total open position to 163
On 3 Jan CROMPTON was trading at 366.75. The strike last trading price was 5, which was -1.75 lower than the previous day. The implied volatity was 26.17, the open interest changed by 9 which increased total open position to 196
On 2 Jan CROMPTON was trading at 372.05. The strike last trading price was 6.75, which was -2.20 lower than the previous day. The implied volatity was 26.55, the open interest changed by 18 which increased total open position to 187
On 1 Jan CROMPTON was trading at 375.30. The strike last trading price was 8.95, which was -9.85 lower than the previous day. The implied volatity was 28.05, the open interest changed by 141 which increased total open position to 170
On 31 Dec CROMPTON was trading at 395.80. The strike last trading price was 18.8, which was -0.45 lower than the previous day. The implied volatity was 24.23, the open interest changed by 10 which increased total open position to 28
On 30 Dec CROMPTON was trading at 394.50. The strike last trading price was 19.25, which was 0.05 higher than the previous day. The implied volatity was 23.72, the open interest changed by 7 which increased total open position to 21
On 27 Dec CROMPTON was trading at 396.35. The strike last trading price was 19.2, which was -20.05 lower than the previous day. The implied volatity was 20.71, the open interest changed by 14 which increased total open position to 14
On 26 Dec CROMPTON was trading at 393.60. The strike last trading price was 39.25, 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 39.25, 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 39.25, 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 Dec CROMPTON was trading at 388.25. The strike last trading price was 39.25, 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 Dec CROMPTON was trading at 395.45. The strike last trading price was 39.25, 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 Dec CROMPTON was trading at 396.20. The strike last trading price was 39.25, 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 17 Dec CROMPTON was trading at 397.60. The strike last trading price was 39.25, 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 39.25, 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 39.25, 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 39.25, 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 39.25, 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 39.25, 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 39.25, 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 39.25, 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 385 PE | |||||||
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Delta: -0.79
Vega: 0.27
Theta: -0.04
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 7 Jan | 365.40 | 19.5 | 0.25 | 21.87 | 2 | -1 | 52 |
| 6 Jan | 370.95 | 19.25 | -1.55 | 31.81 | 88 | -3 | 53 |
| 3 Jan | 366.75 | 20.8 | 3.20 | 30.45 | 17 | -4 | 59 |
| 2 Jan | 372.05 | 17.6 | 1.30 | 28.58 | 77 | -14 | 63 |
| 1 Jan | 375.30 | 16.3 | 9.65 | 29.97 | 617 | 52 | 78 |
| 31 Dec | 395.80 | 6.65 | 0.55 | 27.50 | 44 | 6 | 26 |
| 30 Dec | 394.50 | 6.1 | 0.35 | 26.24 | 87 | 18 | 22 |
| 27 Dec | 396.35 | 5.75 | -7.00 | 24.96 | 42 | 4 | 4 |
| 26 Dec | 393.60 | 12.75 | 0.00 | 3.11 | 0 | 0 | 0 |
| 24 Dec | 394.85 | 12.75 | 0.00 | 3.41 | 0 | 0 | 0 |
| 23 Dec | 390.55 | 12.75 | 0.00 | 2.33 | 0 | 0 | 0 |
| 20 Dec | 388.25 | 12.75 | 0.00 | 1.80 | 0 | 0 | 0 |
| 19 Dec | 395.45 | 12.75 | 0.00 | 3.53 | 0 | 0 | 0 |
| 18 Dec | 396.20 | 12.75 | 0.00 | 3.53 | 0 | 0 | 0 |
| 17 Dec | 397.60 | 12.75 | 0.00 | 3.63 | 0 | 0 | 0 |
| 16 Dec | 406.65 | 12.75 | 0.00 | 5.59 | 0 | 0 | 0 |
| 13 Dec | 411.40 | 12.75 | 0.00 | 6.50 | 0 | 0 | 0 |
| 11 Dec | 413.60 | 12.75 | 0.00 | 6.68 | 0 | 0 | 0 |
| 10 Dec | 415.70 | 12.75 | 0.00 | 6.79 | 0 | 0 | 0 |
| 9 Dec | 414.10 | 12.75 | 0.00 | 6.74 | 0 | 0 | 0 |
| 5 Dec | 405.20 | 12.75 | 0.00 | 5.20 | 0 | 0 | 0 |
| 29 Nov | 409.70 | 12.75 | 5.71 | 0 | 0 | 0 | |
For Crompt Grea Con Elec Ltd - strike price 385 expiring on 30JAN2025
Delta for 385 PE is -0.79
Historical price for 385 PE is as follows
On 7 Jan CROMPTON was trading at 365.40. The strike last trading price was 19.5, which was 0.25 higher than the previous day. The implied volatity was 21.87, the open interest changed by -1 which decreased total open position to 52
On 6 Jan CROMPTON was trading at 370.95. The strike last trading price was 19.25, which was -1.55 lower than the previous day. The implied volatity was 31.81, the open interest changed by -3 which decreased total open position to 53
On 3 Jan CROMPTON was trading at 366.75. The strike last trading price was 20.8, which was 3.20 higher than the previous day. The implied volatity was 30.45, the open interest changed by -4 which decreased total open position to 59
On 2 Jan CROMPTON was trading at 372.05. The strike last trading price was 17.6, which was 1.30 higher than the previous day. The implied volatity was 28.58, the open interest changed by -14 which decreased total open position to 63
On 1 Jan CROMPTON was trading at 375.30. The strike last trading price was 16.3, which was 9.65 higher than the previous day. The implied volatity was 29.97, the open interest changed by 52 which increased total open position to 78
On 31 Dec CROMPTON was trading at 395.80. The strike last trading price was 6.65, which was 0.55 higher than the previous day. The implied volatity was 27.50, the open interest changed by 6 which increased total open position to 26
On 30 Dec CROMPTON was trading at 394.50. The strike last trading price was 6.1, which was 0.35 higher than the previous day. The implied volatity was 26.24, the open interest changed by 18 which increased total open position to 22
On 27 Dec CROMPTON was trading at 396.35. The strike last trading price was 5.75, which was -7.00 lower than the previous day. The implied volatity was 24.96, the open interest changed by 4 which increased total open position to 4
On 26 Dec CROMPTON was trading at 393.60. The strike last trading price was 12.75, which was 0.00 lower than the previous day. The implied volatity was 3.11, 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 12.75, which was 0.00 lower than the previous day. The implied volatity was 3.41, 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 12.75, which was 0.00 lower than the previous day. The implied volatity was 2.33, the open interest changed by 0 which decreased total open position to 0
On 20 Dec CROMPTON was trading at 388.25. The strike last trading price was 12.75, which was 0.00 lower than the previous day. The implied volatity was 1.80, the open interest changed by 0 which decreased total open position to 0
On 19 Dec CROMPTON was trading at 395.45. The strike last trading price was 12.75, which was 0.00 lower than the previous day. The implied volatity was 3.53, the open interest changed by 0 which decreased total open position to 0
On 18 Dec CROMPTON was trading at 396.20. The strike last trading price was 12.75, which was 0.00 lower than the previous day. The implied volatity was 3.53, the open interest changed by 0 which decreased total open position to 0
On 17 Dec CROMPTON was trading at 397.60. The strike last trading price was 12.75, which was 0.00 lower than the previous day. The implied volatity was 3.63, 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 12.75, which was 0.00 lower than the previous day. The implied volatity was 5.59, 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 12.75, which was 0.00 lower than the previous day. The implied volatity was 6.50, 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 12.75, which was 0.00 lower than the previous day. The implied volatity was 6.68, 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 12.75, which was 0.00 lower than the previous day. The implied volatity was 6.79, 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 12.75, which was 0.00 lower than the previous day. The implied volatity was 6.74, 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 12.75, which was 0.00 lower than the previous day. The implied volatity was 5.20, 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 12.75, which was lower than the previous day. The implied volatity was 5.71, the open interest changed by 0 which decreased total open position to 0
