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[--[65.84.65.76]--]
CROMPTON
Crompt Grea Con Elec Ltd

371.05 -13.95 (-3.62%)

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Historical option data for CROMPTON

14 Nov 2024 04:11 PM IST
CROMPTON 28NOV2024 390 CE
Delta: 0.30
Vega: 0.25
Theta: -0.39
Gamma: 0.01
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
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
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