CROMPTON
Crompt Grea Con Elec Ltd
Historical option data for CROMPTON
14 Nov 2024 04:11 PM IST
| CROMPTON 28NOV2024 390 CE | ||||||||||
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Delta: 0.30
Vega: 0.25
Theta: -0.39
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 371.05 | 5.2 | -7.15 | 39.90 | 1,072 | 161 | 485 | |||
| 13 Nov | 385.00 | 12.35 | -2.60 | 45.81 | 593 | 132 | 330 | |||
| 12 Nov | 390.40 | 14.95 | -1.70 | 44.81 | 226 | 0 | 198 | |||
| 11 Nov | 390.55 | 16.65 | -3.30 | 46.64 | 200 | 19 | 200 | |||
| 8 Nov | 398.60 | 19.95 | 5.20 | 38.32 | 338 | -24 | 184 | |||
| 7 Nov | 389.95 | 14.75 | -6.00 | 35.08 | 91 | 5 | 208 | |||
| 6 Nov | 402.45 | 20.75 | 7.30 | 31.73 | 217 | 28 | 203 | |||
| 5 Nov | 385.50 | 13.45 | 0.40 | 38.12 | 1,596 | 80 | 173 | |||
| 4 Nov | 384.75 | 13.05 | -4.85 | 36.61 | 126 | 39 | 94 | |||
| 1 Nov | 392.15 | 17.9 | 0.00 | 0.00 | 0 | 3 | 0 | |||
| 31 Oct | 391.00 | 17.9 | -1.25 | - | 27 | 3 | 55 | |||
| 30 Oct | 393.50 | 19.15 | 2.35 | - | 60 | 1 | 52 | |||
| 29 Oct | 391.55 | 16.8 | -71.20 | - | 70 | 50 | 50 | |||
| 28 Oct | 389.35 | 88 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 391.95 | 88 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 395.55 | 88 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 396.35 | 88 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 398.05 | 88 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 404.70 | 88 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 409.05 | 88 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 422.60 | 88 | 88.00 | - | 0 | 0 | 0 | |||
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| 24 Sept | 439.25 | 0 | - | 0 | 0 | 0 | ||||
For Crompt Grea Con Elec Ltd - strike price 390 expiring on 28NOV2024
Delta for 390 CE is 0.30
Historical price for 390 CE is as follows
On 14 Nov CROMPTON was trading at 371.05. The strike last trading price was 5.2, which was -7.15 lower than the previous day. The implied volatity was 39.90, the open interest changed by 161 which increased total open position to 485
On 13 Nov CROMPTON was trading at 385.00. The strike last trading price was 12.35, which was -2.60 lower than the previous day. The implied volatity was 45.81, the open interest changed by 132 which increased total open position to 330
On 12 Nov CROMPTON was trading at 390.40. The strike last trading price was 14.95, which was -1.70 lower than the previous day. The implied volatity was 44.81, the open interest changed by 0 which decreased total open position to 198
On 11 Nov CROMPTON was trading at 390.55. The strike last trading price was 16.65, which was -3.30 lower than the previous day. The implied volatity was 46.64, the open interest changed by 19 which increased total open position to 200
On 8 Nov CROMPTON was trading at 398.60. The strike last trading price was 19.95, which was 5.20 higher than the previous day. The implied volatity was 38.32, the open interest changed by -24 which decreased total open position to 184
On 7 Nov CROMPTON was trading at 389.95. The strike last trading price was 14.75, which was -6.00 lower than the previous day. The implied volatity was 35.08, the open interest changed by 5 which increased total open position to 208
On 6 Nov CROMPTON was trading at 402.45. The strike last trading price was 20.75, which was 7.30 higher than the previous day. The implied volatity was 31.73, the open interest changed by 28 which increased total open position to 203
On 5 Nov CROMPTON was trading at 385.50. The strike last trading price was 13.45, which was 0.40 higher than the previous day. The implied volatity was 38.12, the open interest changed by 80 which increased total open position to 173
On 4 Nov CROMPTON was trading at 384.75. The strike last trading price was 13.05, which was -4.85 lower than the previous day. The implied volatity was 36.61, the open interest changed by 39 which increased total open position to 94
On 1 Nov CROMPTON was trading at 392.15. The strike last trading price was 17.9, 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 17.9, which was -1.25 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 19.15, 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 29 Oct CROMPTON was trading at 391.55. The strike last trading price was 16.8, which was -71.20 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 88, 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 88, 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 88, 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 88, 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 88, 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 88, 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 88, 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 88, which was 88.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Sept CROMPTON was trading at 439.25. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| CROMPTON 28NOV2024 390 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.68
Vega: 0.26
Theta: -0.33
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 371.05 | 23.35 | 7.10 | 43.99 | 757 | -310 | 388 |
| 13 Nov | 385.00 | 16.25 | 1.10 | 45.16 | 478 | 41 | 699 |
| 12 Nov | 390.40 | 15.15 | 1.25 | 47.91 | 597 | 106 | 687 |
| 11 Nov | 390.55 | 13.9 | 2.40 | 44.44 | 760 | 347 | 579 |
| 8 Nov | 398.60 | 11.5 | -1.00 | 44.22 | 366 | 23 | 208 |
| 7 Nov | 389.95 | 12.5 | 5.30 | 37.75 | 126 | 18 | 184 |
| 6 Nov | 402.45 | 7.2 | -8.50 | 34.01 | 164 | 16 | 164 |
| 5 Nov | 385.50 | 15.7 | 0.00 | 37.08 | 440 | 60 | 147 |
| 4 Nov | 384.75 | 15.7 | 2.50 | 35.99 | 31 | 8 | 89 |
| 1 Nov | 392.15 | 13.2 | 0.05 | 38.63 | 5 | 0 | 81 |
| 31 Oct | 391.00 | 13.15 | 0.95 | - | 99 | 49 | 82 |
| 30 Oct | 393.50 | 12.2 | -1.05 | - | 28 | 11 | 33 |
| 29 Oct | 391.55 | 13.25 | -1.75 | - | 7 | 4 | 22 |
| 28 Oct | 389.35 | 15 | 0.75 | - | 1 | 0 | 18 |
| 25 Oct | 391.95 | 14.25 | 1.45 | - | 13 | 5 | 18 |
| 24 Oct | 395.55 | 12.8 | 2.80 | - | 9 | 2 | 13 |
| 23 Oct | 396.35 | 10 | 2.75 | - | 12 | 0 | 1 |
| 22 Oct | 398.05 | 7.25 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 404.70 | 7.25 | 0.00 | - | 0 | 1 | 0 |
| 18 Oct | 409.05 | 7.25 | 1.25 | - | 1 | 0 | 0 |
| 16 Oct | 422.60 | 6 | 6.00 | - | 0 | 0 | 0 |
| 24 Sept | 439.25 | 0 | - | 0 | 0 | 0 | |
For Crompt Grea Con Elec Ltd - strike price 390 expiring on 28NOV2024
Delta for 390 PE is -0.68
Historical price for 390 PE is as follows
On 14 Nov CROMPTON was trading at 371.05. The strike last trading price was 23.35, which was 7.10 higher than the previous day. The implied volatity was 43.99, the open interest changed by -310 which decreased total open position to 388
On 13 Nov CROMPTON was trading at 385.00. The strike last trading price was 16.25, which was 1.10 higher than the previous day. The implied volatity was 45.16, the open interest changed by 41 which increased total open position to 699
On 12 Nov CROMPTON was trading at 390.40. The strike last trading price was 15.15, which was 1.25 higher than the previous day. The implied volatity was 47.91, the open interest changed by 106 which increased total open position to 687
On 11 Nov CROMPTON was trading at 390.55. The strike last trading price was 13.9, which was 2.40 higher than the previous day. The implied volatity was 44.44, the open interest changed by 347 which increased total open position to 579
On 8 Nov CROMPTON was trading at 398.60. The strike last trading price was 11.5, which was -1.00 lower than the previous day. The implied volatity was 44.22, the open interest changed by 23 which increased total open position to 208
On 7 Nov CROMPTON was trading at 389.95. The strike last trading price was 12.5, which was 5.30 higher than the previous day. The implied volatity was 37.75, the open interest changed by 18 which increased total open position to 184
On 6 Nov CROMPTON was trading at 402.45. The strike last trading price was 7.2, which was -8.50 lower than the previous day. The implied volatity was 34.01, the open interest changed by 16 which increased total open position to 164
On 5 Nov CROMPTON was trading at 385.50. The strike last trading price was 15.7, which was 0.00 lower than the previous day. The implied volatity was 37.08, the open interest changed by 60 which increased total open position to 147
On 4 Nov CROMPTON was trading at 384.75. The strike last trading price was 15.7, which was 2.50 higher than the previous day. The implied volatity was 35.99, the open interest changed by 8 which increased total open position to 89
On 1 Nov CROMPTON was trading at 392.15. The strike last trading price was 13.2, which was 0.05 higher than the previous day. The implied volatity was 38.63, the open interest changed by 0 which decreased total open position to 81
On 31 Oct CROMPTON was trading at 391.00. The strike last trading price was 13.15, which was 0.95 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 12.2, which was -1.05 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 13.25, which was -1.75 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 15, which was 0.75 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 14.25, which was 1.45 higher 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 12.8, which was 2.80 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 10, which was 2.75 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 7.25, 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 7.25, 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 7.25, which was 1.25 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 6, which was 6.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Sept CROMPTON was trading at 439.25. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
