CROMPTON
Crompt Grea Con Elec Ltd
Historical option data for CROMPTON
03 Feb 2025 04:11 PM IST
| CROMPTON 27FEB2025 390 CE | ||||||||||
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Delta: 0.32
Vega: 0.34
Theta: -0.29
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 3 Feb | 368.80 | 6.8 | -0.2 | 36.50 | 219 | -4 | 122 | |||
| 1 Feb | 370.00 | 6.35 | 4.4 | 35.26 | 381 | 115 | 124 | |||
| 31 Jan | 343.40 | 1.95 | -1.05 | 36.92 | 7 | 3 | 7 | |||
| 30 Jan | 342.80 | 3 | 0 | 0.00 | 0 | 2 | 0 | |||
| 29 Jan | 344.70 | 3 | 0.1 | 39.35 | 8 | 2 | 4 | |||
| 28 Jan | 342.85 | 2.9 | -5.1 | 38.53 | 1 | 0 | 1 | |||
| 27 Jan | 338.15 | 8 | 0 | 0.00 | 0 | 0 | 0 | |||
| 24 Jan | 339.70 | 8 | 0 | 0.00 | 0 | 0 | 0 | |||
| 23 Jan | 351.15 | 8 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 22 Jan | 347.00 | 8 | 0.00 | 0.00 | 0 | 0 | 0 | |||
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| 21 Jan | 353.15 | 8 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 17 Jan | 362.35 | 8 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 16 Jan | 360.75 | 8 | -33.95 | 34.19 | 1 | 0 | 0 | |||
| 15 Jan | 364.85 | 41.95 | 0.00 | 4.74 | 0 | 0 | 0 | |||
| 14 Jan | 357.20 | 41.95 | 0.00 | 5.99 | 0 | 0 | 0 | |||
| 13 Jan | 353.50 | 41.95 | 0.00 | 7.48 | 0 | 0 | 0 | |||
| 10 Jan | 359.75 | 41.95 | 0.00 | 5.67 | 0 | 0 | 0 | |||
| 9 Jan | 370.20 | 41.95 | 0.00 | 3.16 | 0 | 0 | 0 | |||
| 8 Jan | 369.50 | 41.95 | 0.00 | 3.28 | 0 | 0 | 0 | |||
| 31 Dec | 395.80 | 41.95 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Dec | 394.50 | 41.95 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Dec | 393.60 | 41.95 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Dec | 394.85 | 41.95 | 41.95 | - | 0 | 0 | 0 | |||
| 23 Dec | 390.55 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Dec | 388.25 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Dec | 395.45 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Dec | 396.20 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Dec | 397.60 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Dec | 406.65 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Dec | 411.40 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Dec | 406.10 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Dec | 413.60 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Dec | 415.70 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Dec | 414.10 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Dec | 406.20 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Dec | 405.20 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Dec | 408.55 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Dec | 409.15 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Dec | 416.85 | 0 | - | 0 | 0 | 0 | ||||
For Crompt Grea Con Elec Ltd - strike price 390 expiring on 27FEB2025
Delta for 390 CE is 0.32
Historical price for 390 CE is as follows
On 3 Feb CROMPTON was trading at 368.80. The strike last trading price was 6.8, which was -0.2 lower than the previous day. The implied volatity was 36.50, the open interest changed by -4 which decreased total open position to 122
On 1 Feb CROMPTON was trading at 370.00. The strike last trading price was 6.35, which was 4.4 higher than the previous day. The implied volatity was 35.26, the open interest changed by 115 which increased total open position to 124
On 31 Jan CROMPTON was trading at 343.40. The strike last trading price was 1.95, which was -1.05 lower than the previous day. The implied volatity was 36.92, the open interest changed by 3 which increased total open position to 7
On 30 Jan CROMPTON was trading at 342.80. The strike last trading price was 3, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 29 Jan CROMPTON was trading at 344.70. The strike last trading price was 3, which was 0.1 higher than the previous day. The implied volatity was 39.35, the open interest changed by 2 which increased total open position to 4
On 28 Jan CROMPTON was trading at 342.85. The strike last trading price was 2.9, which was -5.1 lower than the previous day. The implied volatity was 38.53, the open interest changed by 0 which decreased total open position to 1
On 27 Jan CROMPTON was trading at 338.15. The strike last trading price was 8, which was 0 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 24 Jan CROMPTON was trading at 339.70. The strike last trading price was 8, which was 0 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 23 Jan CROMPTON was trading at 351.15. The strike last trading price was 8, 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 22 Jan CROMPTON was trading at 347.00. The strike last trading price was 8, 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 21 Jan CROMPTON was trading at 353.15. The strike last trading price was 8, 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 17 Jan CROMPTON was trading at 362.35. The strike last trading price was 8, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 16 Jan CROMPTON was trading at 360.75. The strike last trading price was 8, which was -33.95 lower than the previous day. The implied volatity was 34.19, the open interest changed by 0 which decreased total open position to 0
On 15 Jan CROMPTON was trading at 364.85. The strike last trading price was 41.95, which was 0.00 lower than the previous day. The implied volatity was 4.74, the open interest changed by 0 which decreased total open position to 0
On 14 Jan CROMPTON was trading at 357.20. The strike last trading price was 41.95, which was 0.00 lower than the previous day. The implied volatity was 5.99, the open interest changed by 0 which decreased total open position to 0
On 13 Jan CROMPTON was trading at 353.50. The strike last trading price was 41.95, which was 0.00 lower than the previous day. The implied volatity was 7.48, the open interest changed by 0 which decreased total open position to 0
On 10 Jan CROMPTON was trading at 359.75. The strike last trading price was 41.95, which was 0.00 lower than the previous day. The implied volatity was 5.67, the open interest changed by 0 which decreased total open position to 0
On 9 Jan CROMPTON was trading at 370.20. The strike last trading price was 41.95, which was 0.00 lower than the previous day. The implied volatity was 3.16, the open interest changed by 0 which decreased total open position to 0
On 8 Jan CROMPTON was trading at 369.50. The strike last trading price was 41.95, which was 0.00 lower than the previous day. The implied volatity was 3.28, the open interest changed by 0 which decreased total open position to 0
On 31 Dec CROMPTON was trading at 395.80. The strike last trading price was 41.95, 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 30 Dec CROMPTON was trading at 394.50. The strike last trading price was 41.95, 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 Dec CROMPTON was trading at 393.60. The strike last trading price was 41.95, 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 41.95, which was 41.95 higher 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 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 20 Dec CROMPTON was trading at 388.25. 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 19 Dec CROMPTON was trading at 395.45. 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 Dec CROMPTON was trading at 396.20. 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 17 Dec CROMPTON was trading at 397.60. 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 16 Dec CROMPTON was trading at 406.65. 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 13 Dec CROMPTON was trading at 411.40. 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 12 Dec CROMPTON was trading at 406.10. 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 Dec CROMPTON was trading at 413.60. 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 10 Dec CROMPTON was trading at 415.70. 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 9 Dec CROMPTON was trading at 414.10. 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 6 Dec CROMPTON was trading at 406.20. 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 Dec CROMPTON was trading at 405.20. 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 Dec CROMPTON was trading at 408.55. 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 3 Dec CROMPTON was trading at 409.15. 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 2 Dec CROMPTON was trading at 416.85. 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 27FEB2025 390 PE | |||||||
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Delta: -0.66
Vega: 0.35
Theta: -0.21
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 3 Feb | 368.80 | 26.3 | -17.6 | 39.88 | 7 | 3 | 7 |
| 1 Feb | 370.00 | 44 | 0.1 | 0.00 | 0 | 0 | 0 |
| 31 Jan | 343.40 | 44 | 0.1 | 0.00 | 0 | 0 | 0 |
| 30 Jan | 342.80 | 44 | 0.1 | 0.00 | 0 | 4 | 0 |
| 29 Jan | 344.70 | 44 | 25.75 | 29.56 | 4 | 1 | 1 |
| 28 Jan | 342.85 | 18.25 | 0 | - | 0 | 0 | 0 |
| 27 Jan | 338.15 | 18.25 | 0 | - | 0 | 0 | 0 |
| 24 Jan | 339.70 | 18.25 | 0 | - | 0 | 0 | 0 |
| 23 Jan | 351.15 | 18.25 | 0.00 | - | 0 | 0 | 0 |
| 22 Jan | 347.00 | 18.25 | 0.00 | - | 0 | 0 | 0 |
| 21 Jan | 353.15 | 18.25 | 0.00 | - | 0 | 0 | 0 |
| 17 Jan | 362.35 | 18.25 | 0.00 | - | 0 | 0 | 0 |
| 16 Jan | 360.75 | 18.25 | 0.00 | - | 0 | 0 | 0 |
| 15 Jan | 364.85 | 18.25 | 0.00 | - | 0 | 0 | 0 |
| 14 Jan | 357.20 | 18.25 | 0.00 | - | 0 | 0 | 0 |
| 13 Jan | 353.50 | 18.25 | 0.00 | - | 0 | 0 | 0 |
| 10 Jan | 359.75 | 18.25 | 0.00 | - | 0 | 0 | 0 |
| 9 Jan | 370.20 | 18.25 | 0.00 | - | 0 | 0 | 0 |
| 8 Jan | 369.50 | 18.25 | 0.00 | - | 0 | 0 | 0 |
| 31 Dec | 395.80 | 18.25 | 0.00 | 2.05 | 0 | 0 | 0 |
| 30 Dec | 394.50 | 18.25 | 0.00 | 2.38 | 0 | 0 | 0 |
| 26 Dec | 393.60 | 18.25 | 0.00 | 1.96 | 0 | 0 | 0 |
| 24 Dec | 394.85 | 18.25 | 0.00 | 2.23 | 0 | 0 | 0 |
| 23 Dec | 390.55 | 18.25 | 0.00 | 1.40 | 0 | 0 | 0 |
| 20 Dec | 388.25 | 18.25 | 0.00 | 1.12 | 0 | 0 | 0 |
| 19 Dec | 395.45 | 18.25 | 0.00 | 2.40 | 0 | 0 | 0 |
| 18 Dec | 396.20 | 18.25 | 18.25 | 2.44 | 0 | 0 | 0 |
| 17 Dec | 397.60 | 0 | 0.00 | 2.89 | 0 | 0 | 0 |
| 16 Dec | 406.65 | 0 | 0.00 | 4.25 | 0 | 0 | 0 |
| 13 Dec | 411.40 | 0 | 0.00 | 4.73 | 0 | 0 | 0 |
| 12 Dec | 406.10 | 0 | 0.00 | 3.99 | 0 | 0 | 0 |
| 11 Dec | 413.60 | 0 | 0.00 | 5.08 | 0 | 0 | 0 |
| 10 Dec | 415.70 | 0 | 0.00 | 5.45 | 0 | 0 | 0 |
| 9 Dec | 414.10 | 0 | 0.00 | 5.16 | 0 | 0 | 0 |
| 6 Dec | 406.20 | 0 | 0.00 | 4.08 | 0 | 0 | 0 |
| 5 Dec | 405.20 | 0 | 0.00 | 3.62 | 0 | 0 | 0 |
| 4 Dec | 408.55 | 0 | 0.00 | 4.44 | 0 | 0 | 0 |
| 3 Dec | 409.15 | 0 | 0.00 | 4.37 | 0 | 0 | 0 |
| 2 Dec | 416.85 | 0 | 5.17 | 0 | 0 | 0 | |
For Crompt Grea Con Elec Ltd - strike price 390 expiring on 27FEB2025
Delta for 390 PE is -0.66
Historical price for 390 PE is as follows
On 3 Feb CROMPTON was trading at 368.80. The strike last trading price was 26.3, which was -17.6 lower than the previous day. The implied volatity was 39.88, the open interest changed by 3 which increased total open position to 7
On 1 Feb CROMPTON was trading at 370.00. The strike last trading price was 44, which was 0.1 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 31 Jan CROMPTON was trading at 343.40. The strike last trading price was 44, which was 0.1 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 30 Jan CROMPTON was trading at 342.80. The strike last trading price was 44, which was 0.1 higher than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 29 Jan CROMPTON was trading at 344.70. The strike last trading price was 44, which was 25.75 higher than the previous day. The implied volatity was 29.56, the open interest changed by 1 which increased total open position to 1
On 28 Jan CROMPTON was trading at 342.85. The strike last trading price was 18.25, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 27 Jan CROMPTON was trading at 338.15. The strike last trading price was 18.25, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 24 Jan CROMPTON was trading at 339.70. The strike last trading price was 18.25, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 23 Jan CROMPTON was trading at 351.15. The strike last trading price was 18.25, 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 22 Jan CROMPTON was trading at 347.00. The strike last trading price was 18.25, 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 21 Jan CROMPTON was trading at 353.15. The strike last trading price was 18.25, 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 Jan CROMPTON was trading at 362.35. The strike last trading price was 18.25, 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 Jan CROMPTON was trading at 360.75. The strike last trading price was 18.25, 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 15 Jan CROMPTON was trading at 364.85. The strike last trading price was 18.25, 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 14 Jan CROMPTON was trading at 357.20. The strike last trading price was 18.25, 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 Jan CROMPTON was trading at 353.50. The strike last trading price was 18.25, 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 Jan CROMPTON was trading at 359.75. The strike last trading price was 18.25, 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 Jan CROMPTON was trading at 370.20. The strike last trading price was 18.25, 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 8 Jan CROMPTON was trading at 369.50. The strike last trading price was 18.25, 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 31 Dec CROMPTON was trading at 395.80. The strike last trading price was 18.25, which was 0.00 lower than the previous day. The implied volatity was 2.05, the open interest changed by 0 which decreased total open position to 0
On 30 Dec CROMPTON was trading at 394.50. The strike last trading price was 18.25, which was 0.00 lower than the previous day. The implied volatity was 2.38, the open interest changed by 0 which decreased total open position to 0
On 26 Dec CROMPTON was trading at 393.60. The strike last trading price was 18.25, which was 0.00 lower than the previous day. The implied volatity was 1.96, 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 18.25, which was 0.00 lower than the previous day. The implied volatity was 2.23, 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 18.25, which was 0.00 lower than the previous day. The implied volatity was 1.40, 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 18.25, which was 0.00 lower than the previous day. The implied volatity was 1.12, 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 18.25, 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 18.25, which was 18.25 higher than the previous day. The implied volatity was 2.44, 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 0, which was 0.00 lower than the previous day. The implied volatity was 2.89, 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 0, which was 0.00 lower than the previous day. The implied volatity was 4.25, 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 0, which was 0.00 lower than the previous day. The implied volatity was 4.73, the open interest changed by 0 which decreased total open position to 0
On 12 Dec CROMPTON was trading at 406.10. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 3.99, 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 0, which was 0.00 lower than the previous day. The implied volatity was 5.08, 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 0, which was 0.00 lower than the previous day. The implied volatity was 5.45, 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 0, which was 0.00 lower than the previous day. The implied volatity was 5.16, the open interest changed by 0 which decreased total open position to 0
On 6 Dec CROMPTON was trading at 406.20. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 4.08, 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 0, which was 0.00 lower than the previous day. The implied volatity was 3.62, the open interest changed by 0 which decreased total open position to 0
On 4 Dec CROMPTON was trading at 408.55. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 4.44, the open interest changed by 0 which decreased total open position to 0
On 3 Dec CROMPTON was trading at 409.15. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 4.37, the open interest changed by 0 which decreased total open position to 0
On 2 Dec CROMPTON was trading at 416.85. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 5.17, the open interest changed by 0 which decreased total open position to 0
