CROMPTON
Crompt Grea Con Elec Ltd
Historical option data for CROMPTON
03 Dec 2024 04:11 PM IST
| CROMPTON 26DEC2024 390 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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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 | |||
| 3 Dec | 409.15 | 34 | 0.00 | 0.00 | 0 | 4 | 0 | |||
| 2 Dec | 416.85 | 34 | 10.85 | 36.39 | 7 | 4 | 20 | |||
| 29 Nov | 409.70 | 23.15 | -4.35 | - | 3 | 0 | 17 | |||
| 28 Nov | 406.65 | 27.5 | 2.55 | 37.09 | 3 | 0 | 17 | |||
| 27 Nov | 408.95 | 24.95 | 0.70 | 27.80 | 1 | 0 | 16 | |||
| 26 Nov | 408.55 | 24.25 | -1.65 | 22.88 | 1 | 0 | 16 | |||
| 25 Nov | 405.45 | 25.9 | 12.25 | 29.19 | 17 | 0 | 15 | |||
| 22 Nov | 393.05 | 13.65 | -3.10 | 20.94 | 3 | 1 | 16 | |||
| 21 Nov | 381.95 | 16.75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 20 Nov | 390.70 | 16.75 | 0.00 | 29.84 | 9 | 0 | 15 | |||
| 19 Nov | 390.70 | 16.75 | 1.70 | 29.84 | 9 | 0 | 15 | |||
| 18 Nov | 384.25 | 15.05 | -6.40 | 32.32 | 21 | 10 | 15 | |||
| 14 Nov | 371.05 | 21.45 | 0.00 | 0.00 | 0 | 5 | 0 | |||
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| 13 Nov | 385.00 | 21.45 | -29.00 | 42.10 | 6 | 5 | 5 | |||
| 12 Nov | 390.40 | 50.45 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 390.55 | 50.45 | 50.45 | - | 0 | 0 | 0 | |||
| 3 Oct | 427.35 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 432.05 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 416.25 | 0 | - | 0 | 0 | 0 | ||||
For Crompt Grea Con Elec Ltd - strike price 390 expiring on 26DEC2024
Delta for 390 CE is 0.00
Historical price for 390 CE is as follows
On 3 Dec CROMPTON was trading at 409.15. The strike last trading price was 34, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 2 Dec CROMPTON was trading at 416.85. The strike last trading price was 34, which was 10.85 higher than the previous day. The implied volatity was 36.39, the open interest changed by 4 which increased total open position to 20
On 29 Nov CROMPTON was trading at 409.70. The strike last trading price was 23.15, which was -4.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 17
On 28 Nov CROMPTON was trading at 406.65. The strike last trading price was 27.5, which was 2.55 higher than the previous day. The implied volatity was 37.09, the open interest changed by 0 which decreased total open position to 17
On 27 Nov CROMPTON was trading at 408.95. The strike last trading price was 24.95, which was 0.70 higher than the previous day. The implied volatity was 27.80, the open interest changed by 0 which decreased total open position to 16
On 26 Nov CROMPTON was trading at 408.55. The strike last trading price was 24.25, which was -1.65 lower than the previous day. The implied volatity was 22.88, the open interest changed by 0 which decreased total open position to 16
On 25 Nov CROMPTON was trading at 405.45. The strike last trading price was 25.9, which was 12.25 higher than the previous day. The implied volatity was 29.19, the open interest changed by 0 which decreased total open position to 15
On 22 Nov CROMPTON was trading at 393.05. The strike last trading price was 13.65, which was -3.10 lower than the previous day. The implied volatity was 20.94, the open interest changed by 1 which increased total open position to 16
On 21 Nov CROMPTON was trading at 381.95. The strike last trading price was 16.75, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 16.75, which was 0.00 lower than the previous day. The implied volatity was 29.84, the open interest changed by 0 which decreased total open position to 15
On 19 Nov CROMPTON was trading at 390.70. The strike last trading price was 16.75, which was 1.70 higher than the previous day. The implied volatity was 29.84, the open interest changed by 0 which decreased total open position to 15
On 18 Nov CROMPTON was trading at 384.25. The strike last trading price was 15.05, which was -6.40 lower than the previous day. The implied volatity was 32.32, the open interest changed by 10 which increased total open position to 15
On 14 Nov CROMPTON was trading at 371.05. The strike last trading price was 21.45, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 5 which increased total open position to 0
On 13 Nov CROMPTON was trading at 385.00. The strike last trading price was 21.45, which was -29.00 lower than the previous day. The implied volatity was 42.10, the open interest changed by 5 which increased total open position to 5
On 12 Nov CROMPTON was trading at 390.40. The strike last trading price was 50.45, 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 50.45, which was 50.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Oct CROMPTON was trading at 427.35. 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 which decreased total open position to
On 1 Oct CROMPTON was trading at 432.05. 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 which decreased total open position to
On 30 Sept CROMPTON was trading at 416.25. 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 26DEC2024 390 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.22
Vega: 0.31
Theta: -0.17
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 3 Dec | 409.15 | 4 | 1.05 | 29.15 | 280 | 53 | 185 |
| 2 Dec | 416.85 | 2.95 | -1.65 | 30.45 | 181 | 2 | 132 |
| 29 Nov | 409.70 | 4.6 | -1.65 | 30.50 | 148 | 39 | 130 |
| 28 Nov | 406.65 | 6.25 | 0.35 | 31.32 | 40 | -6 | 90 |
| 27 Nov | 408.95 | 5.9 | -0.60 | 30.61 | 100 | 37 | 96 |
| 26 Nov | 408.55 | 6.5 | -0.55 | 32.44 | 54 | 14 | 57 |
| 25 Nov | 405.45 | 7.05 | -3.40 | 32.62 | 52 | 21 | 43 |
| 22 Nov | 393.05 | 10.45 | -2.45 | 28.55 | 2 | 0 | 22 |
| 21 Nov | 381.95 | 12.9 | 0.00 | 0.00 | 0 | 4 | 0 |
| 20 Nov | 390.70 | 12.9 | 0.00 | 30.01 | 7 | 4 | 21 |
| 19 Nov | 390.70 | 12.9 | -5.10 | 30.01 | 7 | 3 | 21 |
| 18 Nov | 384.25 | 18 | -2.30 | 34.33 | 19 | 8 | 17 |
| 14 Nov | 371.05 | 20.3 | 0.00 | 0.00 | 0 | 9 | 0 |
| 13 Nov | 385.00 | 20.3 | 6.15 | 37.18 | 9 | 5 | 5 |
| 12 Nov | 390.40 | 14.15 | 0.00 | 0.96 | 0 | 0 | 0 |
| 11 Nov | 390.55 | 14.15 | 14.15 | 1.25 | 0 | 0 | 0 |
| 3 Oct | 427.35 | 0 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 432.05 | 0 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 416.25 | 0 | - | 0 | 0 | 0 | |
For Crompt Grea Con Elec Ltd - strike price 390 expiring on 26DEC2024
Delta for 390 PE is -0.22
Historical price for 390 PE is as follows
On 3 Dec CROMPTON was trading at 409.15. The strike last trading price was 4, which was 1.05 higher than the previous day. The implied volatity was 29.15, the open interest changed by 53 which increased total open position to 185
On 2 Dec CROMPTON was trading at 416.85. The strike last trading price was 2.95, which was -1.65 lower than the previous day. The implied volatity was 30.45, the open interest changed by 2 which increased total open position to 132
On 29 Nov CROMPTON was trading at 409.70. The strike last trading price was 4.6, which was -1.65 lower than the previous day. The implied volatity was 30.50, the open interest changed by 39 which increased total open position to 130
On 28 Nov CROMPTON was trading at 406.65. The strike last trading price was 6.25, which was 0.35 higher than the previous day. The implied volatity was 31.32, the open interest changed by -6 which decreased total open position to 90
On 27 Nov CROMPTON was trading at 408.95. The strike last trading price was 5.9, which was -0.60 lower than the previous day. The implied volatity was 30.61, the open interest changed by 37 which increased total open position to 96
On 26 Nov CROMPTON was trading at 408.55. The strike last trading price was 6.5, which was -0.55 lower than the previous day. The implied volatity was 32.44, the open interest changed by 14 which increased total open position to 57
On 25 Nov CROMPTON was trading at 405.45. The strike last trading price was 7.05, which was -3.40 lower than the previous day. The implied volatity was 32.62, the open interest changed by 21 which increased total open position to 43
On 22 Nov CROMPTON was trading at 393.05. The strike last trading price was 10.45, which was -2.45 lower than the previous day. The implied volatity was 28.55, the open interest changed by 0 which decreased total open position to 22
On 21 Nov CROMPTON was trading at 381.95. The strike last trading price was 12.9, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 20 Nov CROMPTON was trading at 390.70. The strike last trading price was 12.9, which was 0.00 lower than the previous day. The implied volatity was 30.01, the open interest changed by 4 which increased total open position to 21
On 19 Nov CROMPTON was trading at 390.70. The strike last trading price was 12.9, which was -5.10 lower than the previous day. The implied volatity was 30.01, the open interest changed by 3 which increased total open position to 21
On 18 Nov CROMPTON was trading at 384.25. The strike last trading price was 18, which was -2.30 lower than the previous day. The implied volatity was 34.33, the open interest changed by 8 which increased total open position to 17
On 14 Nov CROMPTON was trading at 371.05. The strike last trading price was 20.3, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 9 which increased total open position to 0
On 13 Nov CROMPTON was trading at 385.00. The strike last trading price was 20.3, which was 6.15 higher than the previous day. The implied volatity was 37.18, the open interest changed by 5 which increased total open position to 5
On 12 Nov CROMPTON was trading at 390.40. The strike last trading price was 14.15, which was 0.00 lower than the previous day. The implied volatity was 0.96, 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 14.15, which was 14.15 higher than the previous day. The implied volatity was 1.25, the open interest changed by 0 which decreased total open position to 0
On 3 Oct CROMPTON was trading at 427.35. 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 which decreased total open position to
On 1 Oct CROMPTON was trading at 432.05. 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 which decreased total open position to
On 30 Sept CROMPTON was trading at 416.25. 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
