CROMPTON
Crompt Grea Con Elec Ltd
Historical option data for CROMPTON
07 Jan 2025 10:51 AM IST
CROMPTON 30JAN2025 390 CE | ||||||||||
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Delta: 0.23
Vega: 0.28
Theta: -0.21
Gamma: 0.01
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
7 Jan | 365.35 | 3.65 | -1.75 | 30.33 | 243 | 19 | 295 | |||
6 Jan | 370.95 | 5.4 | 1.50 | 31.15 | 1,704 | 65 | 274 | |||
3 Jan | 366.75 | 3.9 | -1.30 | 26.69 | 504 | 19 | 206 | |||
2 Jan | 372.05 | 5.2 | -1.90 | 26.56 | 668 | 3 | 185 | |||
1 Jan | 375.30 | 7.1 | -8.30 | 27.98 | 823 | 139 | 183 | |||
31 Dec | 395.80 | 15.4 | -1.00 | 23.75 | 28 | 8 | 44 | |||
30 Dec | 394.50 | 16.4 | 0.90 | 24.64 | 94 | 0 | 35 | |||
27 Dec | 396.35 | 15.5 | 0.15 | 20.01 | 65 | 16 | 34 | |||
26 Dec | 393.60 | 15.35 | -1.05 | 23.56 | 42 | 6 | 19 | |||
24 Dec | 394.85 | 16.4 | 1.25 | 22.95 | 1 | 0 | 13 | |||
23 Dec | 390.55 | 15.15 | -1.85 | 25.58 | 30 | 12 | 13 | |||
20 Dec | 388.25 | 17 | -14.65 | 30.34 | 1 | 0 | 0 | |||
19 Dec | 395.45 | 31.65 | 0.00 | - | 0 | 0 | 0 | |||
18 Dec | 396.20 | 31.65 | 0.00 | - | 0 | 0 | 0 | |||
17 Dec | 397.60 | 31.65 | 0.00 | - | 0 | 0 | 0 | |||
16 Dec | 406.65 | 31.65 | 0.00 | - | 0 | 0 | 0 | |||
13 Dec | 411.40 | 31.65 | 0.00 | - | 0 | 0 | 0 | |||
11 Dec | 413.60 | 31.65 | 0.00 | - | 0 | 0 | 0 | |||
10 Dec | 415.70 | 31.65 | 0.00 | - | 0 | 0 | 0 | |||
9 Dec | 414.10 | 31.65 | 0.00 | - | 0 | 0 | 0 | |||
5 Dec | 405.20 | 31.65 | 0.00 | - | 0 | 0 | 0 | |||
29 Nov | 409.70 | 31.65 | 0.00 | - | 0 | 0 | 0 | |||
28 Nov | 406.65 | 31.65 | 0.00 | - | 0 | 0 | 0 | |||
27 Nov | 408.95 | 31.65 | 0.00 | - | 0 | 0 | 0 | |||
26 Nov | 408.55 | 31.65 | 0.00 | - | 0 | 0 | 0 | |||
25 Nov | 405.45 | 31.65 | 0.00 | - | 0 | 0 | 0 | |||
22 Nov | 393.05 | 31.65 | 0.00 | - | 0 | 0 | 0 | |||
21 Nov | 381.95 | 31.65 | 31.65 | 0.18 | 0 | 0 | 0 | |||
20 Nov | 390.70 | 0 | 0.00 | - | 0 | 0 | 0 | |||
19 Nov | 390.70 | 0 | 0.00 | - | 0 | 0 | 0 | |||
18 Nov | 384.25 | 0 | 0.00 | - | 0 | 0 | 0 | |||
14 Nov | 371.05 | 0 | 0.00 | 1.98 | 0 | 0 | 0 | |||
13 Nov | 385.00 | 0 | 0.00 | - | 0 | 0 | 0 | |||
12 Nov | 390.40 | 0 | 0.00 | - | 0 | 0 | 0 | |||
11 Nov | 390.55 | 0 | 0.00 | - | 0 | 0 | 0 | |||
8 Nov | 398.60 | 0 | 0.00 | - | 0 | 0 | 0 | |||
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7 Nov | 389.95 | 0 | 0.00 | - | 0 | 0 | 0 | |||
5 Nov | 385.50 | 0 | 0.00 | - | 0 | 0 | 0 | |||
4 Nov | 384.75 | 0 | - | 0 | 0 | 0 |
For Crompt Grea Con Elec Ltd - strike price 390 expiring on 30JAN2025
Delta for 390 CE is 0.23
Historical price for 390 CE is as follows
On 7 Jan CROMPTON was trading at 365.35. The strike last trading price was 3.65, which was -1.75 lower than the previous day. The implied volatity was 30.33, the open interest changed by 19 which increased total open position to 295
On 6 Jan CROMPTON was trading at 370.95. The strike last trading price was 5.4, which was 1.50 higher than the previous day. The implied volatity was 31.15, the open interest changed by 65 which increased total open position to 274
On 3 Jan CROMPTON was trading at 366.75. The strike last trading price was 3.9, which was -1.30 lower than the previous day. The implied volatity was 26.69, the open interest changed by 19 which increased total open position to 206
On 2 Jan CROMPTON was trading at 372.05. The strike last trading price was 5.2, which was -1.90 lower than the previous day. The implied volatity was 26.56, the open interest changed by 3 which increased total open position to 185
On 1 Jan CROMPTON was trading at 375.30. The strike last trading price was 7.1, which was -8.30 lower than the previous day. The implied volatity was 27.98, the open interest changed by 139 which increased total open position to 183
On 31 Dec CROMPTON was trading at 395.80. The strike last trading price was 15.4, which was -1.00 lower than the previous day. The implied volatity was 23.75, the open interest changed by 8 which increased total open position to 44
On 30 Dec CROMPTON was trading at 394.50. The strike last trading price was 16.4, which was 0.90 higher than the previous day. The implied volatity was 24.64, the open interest changed by 0 which decreased total open position to 35
On 27 Dec CROMPTON was trading at 396.35. The strike last trading price was 15.5, which was 0.15 higher than the previous day. The implied volatity was 20.01, the open interest changed by 16 which increased total open position to 34
On 26 Dec CROMPTON was trading at 393.60. The strike last trading price was 15.35, which was -1.05 lower than the previous day. The implied volatity was 23.56, the open interest changed by 6 which increased total open position to 19
On 24 Dec CROMPTON was trading at 394.85. The strike last trading price was 16.4, which was 1.25 higher than the previous day. The implied volatity was 22.95, the open interest changed by 0 which decreased total open position to 13
On 23 Dec CROMPTON was trading at 390.55. The strike last trading price was 15.15, which was -1.85 lower than the previous day. The implied volatity was 25.58, the open interest changed by 12 which increased total open position to 13
On 20 Dec CROMPTON was trading at 388.25. The strike last trading price was 17, which was -14.65 lower than the previous day. The implied volatity was 30.34, 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 31.65, 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 31.65, 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 31.65, 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 31.65, 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 31.65, 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 31.65, 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 31.65, 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 31.65, 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 31.65, 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 31.65, 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 31.65, 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 31.65, 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 31.65, 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 31.65, 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 31.65, 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 31.65, which was 31.65 higher than the previous day. The implied volatity was 0.18, 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 0, 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 0, 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 0, 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 0, which was 0.00 lower than the previous day. The implied volatity was 1.98, 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 0, 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 0, 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 0, 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 8 Nov CROMPTON was trading at 398.60. The strike last trading price was 0, 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 7 Nov CROMPTON was trading at 389.95. The strike last trading price was 0, 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 Nov CROMPTON was trading at 385.50. The strike last trading price was 0, 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 Nov CROMPTON was trading at 384.75. The strike last trading price was 0, 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 390 PE | |||||||
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
7 Jan | 365.35 | 22.95 | 0.00 | 0.00 | 0 | -13 | 0 |
6 Jan | 370.95 | 22.95 | -3.10 | 32.53 | 55 | -13 | 125 |
3 Jan | 366.75 | 26.05 | 6.05 | 35.29 | 5 | 0 | 139 |
2 Jan | 372.05 | 20 | 0.50 | 25.96 | 34 | 0 | 139 |
1 Jan | 375.30 | 19.5 | 11.15 | 30.19 | 487 | 8 | 138 |
31 Dec | 395.80 | 8.35 | 0.45 | 27.12 | 166 | -15 | 129 |
30 Dec | 394.50 | 7.9 | 0.50 | 26.25 | 194 | 24 | 146 |
27 Dec | 396.35 | 7.4 | -0.60 | 24.79 | 155 | 28 | 122 |
26 Dec | 393.60 | 8 | -0.65 | 23.39 | 125 | 81 | 94 |
24 Dec | 394.85 | 8.65 | -2.85 | 25.44 | 28 | 8 | 9 |
23 Dec | 390.55 | 11.5 | 1.00 | 27.28 | 1 | 0 | 1 |
20 Dec | 388.25 | 10.5 | -13.10 | 22.69 | 1 | 0 | 0 |
19 Dec | 395.45 | 23.6 | 0.00 | 2.40 | 0 | 0 | 0 |
18 Dec | 396.20 | 23.6 | 0.00 | 2.42 | 0 | 0 | 0 |
17 Dec | 397.60 | 23.6 | 0.00 | 2.54 | 0 | 0 | 0 |
16 Dec | 406.65 | 23.6 | 0.00 | 4.57 | 0 | 0 | 0 |
13 Dec | 411.40 | 23.6 | 0.00 | 5.55 | 0 | 0 | 0 |
11 Dec | 413.60 | 23.6 | 0.00 | 5.87 | 0 | 0 | 0 |
10 Dec | 415.70 | 23.6 | 0.00 | 5.86 | 0 | 0 | 0 |
9 Dec | 414.10 | 23.6 | 0.00 | 5.82 | 0 | 0 | 0 |
5 Dec | 405.20 | 23.6 | 0.00 | 4.30 | 0 | 0 | 0 |
29 Nov | 409.70 | 23.6 | 0.00 | 4.98 | 0 | 0 | 0 |
28 Nov | 406.65 | 23.6 | 0.00 | 4.17 | 0 | 0 | 0 |
27 Nov | 408.95 | 23.6 | 0.00 | 4.32 | 0 | 0 | 0 |
26 Nov | 408.55 | 23.6 | 0.00 | 4.47 | 0 | 0 | 0 |
25 Nov | 405.45 | 23.6 | 0.00 | 4.28 | 0 | 0 | 0 |
22 Nov | 393.05 | 23.6 | 0.00 | 1.87 | 0 | 0 | 0 |
21 Nov | 381.95 | 23.6 | 0.00 | - | 0 | 0 | 0 |
20 Nov | 390.70 | 23.6 | 0.00 | 1.73 | 0 | 0 | 0 |
19 Nov | 390.70 | 23.6 | 0.00 | 1.73 | 0 | 0 | 0 |
18 Nov | 384.25 | 23.6 | 0.00 | 0.50 | 0 | 0 | 0 |
14 Nov | 371.05 | 23.6 | 0.00 | - | 0 | 0 | 0 |
13 Nov | 385.00 | 23.6 | 0.00 | 0.64 | 0 | 0 | 0 |
12 Nov | 390.40 | 23.6 | 0.00 | 1.97 | 0 | 0 | 0 |
11 Nov | 390.55 | 23.6 | 0.00 | 1.62 | 0 | 0 | 0 |
8 Nov | 398.60 | 23.6 | 0.00 | 3.07 | 0 | 0 | 0 |
7 Nov | 389.95 | 23.6 | 23.60 | 1.41 | 0 | 0 | 0 |
5 Nov | 385.50 | 0 | 0.00 | 0.88 | 0 | 0 | 0 |
4 Nov | 384.75 | 0 | 0.69 | 0 | 0 | 0 |
For Crompt Grea Con Elec Ltd - strike price 390 expiring on 30JAN2025
Delta for 390 PE is 0.00
Historical price for 390 PE is as follows
On 7 Jan CROMPTON was trading at 365.35. The strike last trading price was 22.95, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -13 which decreased total open position to 0
On 6 Jan CROMPTON was trading at 370.95. The strike last trading price was 22.95, which was -3.10 lower than the previous day. The implied volatity was 32.53, the open interest changed by -13 which decreased total open position to 125
On 3 Jan CROMPTON was trading at 366.75. The strike last trading price was 26.05, which was 6.05 higher than the previous day. The implied volatity was 35.29, the open interest changed by 0 which decreased total open position to 139
On 2 Jan CROMPTON was trading at 372.05. The strike last trading price was 20, which was 0.50 higher than the previous day. The implied volatity was 25.96, the open interest changed by 0 which decreased total open position to 139
On 1 Jan CROMPTON was trading at 375.30. The strike last trading price was 19.5, which was 11.15 higher than the previous day. The implied volatity was 30.19, the open interest changed by 8 which increased total open position to 138
On 31 Dec CROMPTON was trading at 395.80. The strike last trading price was 8.35, which was 0.45 higher than the previous day. The implied volatity was 27.12, the open interest changed by -15 which decreased total open position to 129
On 30 Dec CROMPTON was trading at 394.50. The strike last trading price was 7.9, which was 0.50 higher than the previous day. The implied volatity was 26.25, the open interest changed by 24 which increased total open position to 146
On 27 Dec CROMPTON was trading at 396.35. The strike last trading price was 7.4, which was -0.60 lower than the previous day. The implied volatity was 24.79, the open interest changed by 28 which increased total open position to 122
On 26 Dec CROMPTON was trading at 393.60. The strike last trading price was 8, which was -0.65 lower than the previous day. The implied volatity was 23.39, the open interest changed by 81 which increased total open position to 94
On 24 Dec CROMPTON was trading at 394.85. The strike last trading price was 8.65, which was -2.85 lower than the previous day. The implied volatity was 25.44, the open interest changed by 8 which increased total open position to 9
On 23 Dec CROMPTON was trading at 390.55. The strike last trading price was 11.5, which was 1.00 higher than the previous day. The implied volatity was 27.28, the open interest changed by 0 which decreased total open position to 1
On 20 Dec CROMPTON was trading at 388.25. The strike last trading price was 10.5, which was -13.10 lower than the previous day. The implied volatity was 22.69, 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 23.6, which was 0.00 lower than the previous day. The implied volatity was 2.40, 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 23.6, which was 0.00 lower than the previous day. The implied volatity was 2.42, 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 23.6, which was 0.00 lower than the previous day. The implied volatity was 2.54, 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 23.6, which was 0.00 lower than the previous day. The implied volatity was 4.57, 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 23.6, which was 0.00 lower than the previous day. The implied volatity was 5.55, 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 23.6, which was 0.00 lower than the previous day. The implied volatity was 5.87, 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 23.6, which was 0.00 lower than the previous day. The implied volatity was 5.86, 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 23.6, which was 0.00 lower than the previous day. The implied volatity was 5.82, 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 23.6, which was 0.00 lower than the previous day. The implied volatity was 4.30, 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 23.6, which was 0.00 lower than the previous day. The implied volatity was 4.98, 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 23.6, which was 0.00 lower than the previous day. The implied volatity was 4.17, 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 23.6, which was 0.00 lower than the previous day. The implied volatity was 4.32, 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 23.6, which was 0.00 lower than the previous day. The implied volatity was 4.47, 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 23.6, which was 0.00 lower than the previous day. The implied volatity was 4.28, 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 23.6, which was 0.00 lower than the previous day. The implied volatity was 1.87, 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 23.6, 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 23.6, which was 0.00 lower than the previous day. The implied volatity was 1.73, 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 23.6, which was 0.00 lower than the previous day. The implied volatity was 1.73, 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 23.6, which was 0.00 lower than the previous day. The implied volatity was 0.50, 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 23.6, 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 23.6, which was 0.00 lower than the previous day. The implied volatity was 0.64, 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 23.6, which was 0.00 lower than the previous day. The implied volatity was 1.97, 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 23.6, which was 0.00 lower than the previous day. The implied volatity was 1.62, the open interest changed by 0 which decreased total open position to 0
On 8 Nov CROMPTON was trading at 398.60. The strike last trading price was 23.6, which was 0.00 lower than the previous day. The implied volatity was 3.07, the open interest changed by 0 which decreased total open position to 0
On 7 Nov CROMPTON was trading at 389.95. The strike last trading price was 23.6, which was 23.60 higher than the previous day. The implied volatity was 1.41, the open interest changed by 0 which decreased total open position to 0
On 5 Nov CROMPTON was trading at 385.50. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 0.88, the open interest changed by 0 which decreased total open position to 0
On 4 Nov CROMPTON was trading at 384.75. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 0.69, the open interest changed by 0 which decreased total open position to 0