CROMPTON
Crompt Grea Con Elec Ltd
Historical option data for CROMPTON
20 Dec 2024 04:11 PM IST
| CROMPTON 26DEC2024 395 CE | ||||||||||
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Delta: 0.30
Vega: 0.17
Theta: -0.36
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 388.25 | 2.15 | -4.20 | 22.91 | 746 | 9 | 111 | |||
| 19 Dec | 395.45 | 6.35 | -1.05 | 25.12 | 379 | 51 | 102 | |||
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| 18 Dec | 396.20 | 7.4 | -0.80 | 27.54 | 182 | 25 | 53 | |||
| 17 Dec | 397.60 | 8.2 | -9.35 | 27.73 | 66 | 14 | 26 | |||
| 16 Dec | 406.65 | 17.55 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 13 Dec | 411.40 | 17.55 | -6.80 | - | 1 | 0 | 11 | |||
| 12 Dec | 406.10 | 24.35 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 413.60 | 24.35 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 10 Dec | 415.70 | 24.35 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 9 Dec | 414.10 | 24.35 | 6.55 | 30.64 | 3 | 0 | 10 | |||
| 6 Dec | 406.20 | 17.8 | 1.50 | 26.43 | 7 | -1 | 9 | |||
| 5 Dec | 405.20 | 16.3 | -4.05 | 20.37 | 19 | -1 | 10 | |||
| 4 Dec | 408.55 | 20.35 | -0.10 | 28.05 | 6 | -1 | 11 | |||
| 3 Dec | 409.15 | 20.45 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 2 Dec | 416.85 | 20.45 | 0.00 | 0.00 | 0 | 8 | 0 | |||
| 29 Nov | 409.70 | 20.45 | -2.00 | 17.81 | 18 | 8 | 12 | |||
| 28 Nov | 406.65 | 22.45 | -0.75 | 32.52 | 2 | 0 | 4 | |||
| 27 Nov | 408.95 | 23.2 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 26 Nov | 408.55 | 23.2 | 0.60 | 29.68 | 2 | 1 | 5 | |||
| 25 Nov | 405.45 | 22.6 | 9.40 | 29.41 | 7 | 5 | 5 | |||
| 22 Nov | 393.05 | 13.2 | -8.75 | 25.76 | 3 | 1 | 1 | |||
| 21 Nov | 381.95 | 21.95 | 0.00 | 2.45 | 0 | 0 | 0 | |||
| 20 Nov | 390.70 | 21.95 | 0.00 | 0.33 | 0 | 0 | 0 | |||
| 19 Nov | 390.70 | 21.95 | 0.00 | 0.33 | 0 | 0 | 0 | |||
| 18 Nov | 384.25 | 21.95 | 0.00 | 1.71 | 0 | 0 | 0 | |||
| 14 Nov | 371.05 | 21.95 | 0.00 | 4.52 | 0 | 0 | 0 | |||
| 13 Nov | 385.00 | 21.95 | 0.00 | 1.54 | 0 | 0 | 0 | |||
| 12 Nov | 390.40 | 21.95 | 0.00 | 0.25 | 0 | 0 | 0 | |||
| 11 Nov | 390.55 | 21.95 | 0.12 | 0 | 0 | 0 | ||||
For Crompt Grea Con Elec Ltd - strike price 395 expiring on 26DEC2024
Delta for 395 CE is 0.30
Historical price for 395 CE is as follows
On 20 Dec CROMPTON was trading at 388.25. The strike last trading price was 2.15, which was -4.20 lower than the previous day. The implied volatity was 22.91, the open interest changed by 9 which increased total open position to 111
On 19 Dec CROMPTON was trading at 395.45. The strike last trading price was 6.35, which was -1.05 lower than the previous day. The implied volatity was 25.12, the open interest changed by 51 which increased total open position to 102
On 18 Dec CROMPTON was trading at 396.20. The strike last trading price was 7.4, which was -0.80 lower than the previous day. The implied volatity was 27.54, the open interest changed by 25 which increased total open position to 53
On 17 Dec CROMPTON was trading at 397.60. The strike last trading price was 8.2, which was -9.35 lower than the previous day. The implied volatity was 27.73, the open interest changed by 14 which increased total open position to 26
On 16 Dec CROMPTON was trading at 406.65. The strike last trading price was 17.55, 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 13 Dec CROMPTON was trading at 411.40. The strike last trading price was 17.55, which was -6.80 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11
On 12 Dec CROMPTON was trading at 406.10. The strike last trading price was 24.35, 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 11 Dec CROMPTON was trading at 413.60. The strike last trading price was 24.35, 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 10 Dec CROMPTON was trading at 415.70. The strike last trading price was 24.35, 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 9 Dec CROMPTON was trading at 414.10. The strike last trading price was 24.35, which was 6.55 higher than the previous day. The implied volatity was 30.64, the open interest changed by 0 which decreased total open position to 10
On 6 Dec CROMPTON was trading at 406.20. The strike last trading price was 17.8, which was 1.50 higher than the previous day. The implied volatity was 26.43, the open interest changed by -1 which decreased total open position to 9
On 5 Dec CROMPTON was trading at 405.20. The strike last trading price was 16.3, which was -4.05 lower than the previous day. The implied volatity was 20.37, the open interest changed by -1 which decreased total open position to 10
On 4 Dec CROMPTON was trading at 408.55. The strike last trading price was 20.35, which was -0.10 lower than the previous day. The implied volatity was 28.05, the open interest changed by -1 which decreased total open position to 11
On 3 Dec CROMPTON was trading at 409.15. The strike last trading price was 20.45, 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 2 Dec CROMPTON was trading at 416.85. The strike last trading price was 20.45, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 8 which increased total open position to 0
On 29 Nov CROMPTON was trading at 409.70. The strike last trading price was 20.45, which was -2.00 lower than the previous day. The implied volatity was 17.81, the open interest changed by 8 which increased total open position to 12
On 28 Nov CROMPTON was trading at 406.65. The strike last trading price was 22.45, which was -0.75 lower than the previous day. The implied volatity was 32.52, the open interest changed by 0 which decreased total open position to 4
On 27 Nov CROMPTON was trading at 408.95. The strike last trading price was 23.2, 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 26 Nov CROMPTON was trading at 408.55. The strike last trading price was 23.2, which was 0.60 higher than the previous day. The implied volatity was 29.68, the open interest changed by 1 which increased total open position to 5
On 25 Nov CROMPTON was trading at 405.45. The strike last trading price was 22.6, which was 9.40 higher than the previous day. The implied volatity was 29.41, the open interest changed by 5 which increased total open position to 5
On 22 Nov CROMPTON was trading at 393.05. The strike last trading price was 13.2, which was -8.75 lower than the previous day. The implied volatity was 25.76, the open interest changed by 1 which increased total open position to 1
On 21 Nov CROMPTON was trading at 381.95. The strike last trading price was 21.95, which was 0.00 lower than the previous day. The implied volatity was 2.45, 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 21.95, which was 0.00 lower than the previous day. The implied volatity was 0.33, 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 21.95, which was 0.00 lower than the previous day. The implied volatity was 0.33, 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 21.95, which was 0.00 lower than the previous day. The implied volatity was 1.71, 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 21.95, which was 0.00 lower than the previous day. The implied volatity was 4.52, 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 21.95, which was 0.00 lower than the previous day. The implied volatity was 1.54, 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 21.95, which was 0.00 lower than the previous day. The implied volatity was 0.25, 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 21.95, which was lower than the previous day. The implied volatity was 0.12, the open interest changed by 0 which decreased total open position to 0
| CROMPTON 26DEC2024 395 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.71
Vega: 0.17
Theta: -0.23
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 388.25 | 8.05 | 3.55 | 21.44 | 786 | 5 | 115 |
| 19 Dec | 395.45 | 4.5 | -1.50 | 24.22 | 441 | 34 | 109 |
| 18 Dec | 396.20 | 6 | 0.25 | 29.54 | 614 | -32 | 78 |
| 17 Dec | 397.60 | 5.75 | 3.15 | 28.02 | 346 | 17 | 116 |
| 16 Dec | 406.65 | 2.6 | 0.75 | 26.95 | 56 | 9 | 100 |
| 13 Dec | 411.40 | 1.85 | -1.45 | 25.89 | 130 | 6 | 91 |
| 12 Dec | 406.10 | 3.3 | 1.15 | 25.60 | 68 | 13 | 85 |
| 11 Dec | 413.60 | 2.15 | -0.25 | 28.10 | 24 | 5 | 72 |
| 10 Dec | 415.70 | 2.4 | -0.70 | 27.88 | 38 | 2 | 66 |
| 9 Dec | 414.10 | 3.1 | -1.25 | 29.99 | 228 | -12 | 63 |
| 6 Dec | 406.20 | 4.35 | -1.45 | 25.52 | 114 | 23 | 76 |
| 5 Dec | 405.20 | 5.8 | 0.75 | 29.51 | 39 | 3 | 52 |
| 4 Dec | 408.55 | 5.05 | -0.15 | 28.27 | 101 | 8 | 48 |
| 3 Dec | 409.15 | 5.2 | 1.40 | 28.67 | 67 | 18 | 37 |
| 2 Dec | 416.85 | 3.8 | -2.05 | 29.85 | 42 | 16 | 20 |
| 29 Nov | 409.70 | 5.85 | -15.70 | 30.18 | 5 | 2 | 2 |
| 28 Nov | 406.65 | 21.55 | 0.00 | 3.85 | 0 | 0 | 0 |
| 27 Nov | 408.95 | 21.55 | 0.00 | 4.05 | 0 | 0 | 0 |
| 26 Nov | 408.55 | 21.55 | 0.00 | 4.26 | 0 | 0 | 0 |
| 25 Nov | 405.45 | 21.55 | 0.00 | 3.95 | 0 | 0 | 0 |
| 22 Nov | 393.05 | 21.55 | 0.00 | 0.51 | 0 | 0 | 0 |
| 21 Nov | 381.95 | 21.55 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 390.70 | 21.55 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 390.70 | 21.55 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 384.25 | 21.55 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 371.05 | 21.55 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 385.00 | 21.55 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 390.40 | 21.55 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 390.55 | 21.55 | 0.01 | 0 | 0 | 0 | |
For Crompt Grea Con Elec Ltd - strike price 395 expiring on 26DEC2024
Delta for 395 PE is -0.71
Historical price for 395 PE is as follows
On 20 Dec CROMPTON was trading at 388.25. The strike last trading price was 8.05, which was 3.55 higher than the previous day. The implied volatity was 21.44, the open interest changed by 5 which increased total open position to 115
On 19 Dec CROMPTON was trading at 395.45. The strike last trading price was 4.5, which was -1.50 lower than the previous day. The implied volatity was 24.22, the open interest changed by 34 which increased total open position to 109
On 18 Dec CROMPTON was trading at 396.20. The strike last trading price was 6, which was 0.25 higher than the previous day. The implied volatity was 29.54, the open interest changed by -32 which decreased total open position to 78
On 17 Dec CROMPTON was trading at 397.60. The strike last trading price was 5.75, which was 3.15 higher than the previous day. The implied volatity was 28.02, the open interest changed by 17 which increased total open position to 116
On 16 Dec CROMPTON was trading at 406.65. The strike last trading price was 2.6, which was 0.75 higher than the previous day. The implied volatity was 26.95, the open interest changed by 9 which increased total open position to 100
On 13 Dec CROMPTON was trading at 411.40. The strike last trading price was 1.85, which was -1.45 lower than the previous day. The implied volatity was 25.89, the open interest changed by 6 which increased total open position to 91
On 12 Dec CROMPTON was trading at 406.10. The strike last trading price was 3.3, which was 1.15 higher than the previous day. The implied volatity was 25.60, the open interest changed by 13 which increased total open position to 85
On 11 Dec CROMPTON was trading at 413.60. The strike last trading price was 2.15, which was -0.25 lower than the previous day. The implied volatity was 28.10, the open interest changed by 5 which increased total open position to 72
On 10 Dec CROMPTON was trading at 415.70. The strike last trading price was 2.4, which was -0.70 lower than the previous day. The implied volatity was 27.88, the open interest changed by 2 which increased total open position to 66
On 9 Dec CROMPTON was trading at 414.10. The strike last trading price was 3.1, which was -1.25 lower than the previous day. The implied volatity was 29.99, the open interest changed by -12 which decreased total open position to 63
On 6 Dec CROMPTON was trading at 406.20. The strike last trading price was 4.35, which was -1.45 lower than the previous day. The implied volatity was 25.52, the open interest changed by 23 which increased total open position to 76
On 5 Dec CROMPTON was trading at 405.20. The strike last trading price was 5.8, which was 0.75 higher than the previous day. The implied volatity was 29.51, the open interest changed by 3 which increased total open position to 52
On 4 Dec CROMPTON was trading at 408.55. The strike last trading price was 5.05, which was -0.15 lower than the previous day. The implied volatity was 28.27, the open interest changed by 8 which increased total open position to 48
On 3 Dec CROMPTON was trading at 409.15. The strike last trading price was 5.2, which was 1.40 higher than the previous day. The implied volatity was 28.67, the open interest changed by 18 which increased total open position to 37
On 2 Dec CROMPTON was trading at 416.85. The strike last trading price was 3.8, which was -2.05 lower than the previous day. The implied volatity was 29.85, the open interest changed by 16 which increased total open position to 20
On 29 Nov CROMPTON was trading at 409.70. The strike last trading price was 5.85, which was -15.70 lower than the previous day. The implied volatity was 30.18, the open interest changed by 2 which increased total open position to 2
On 28 Nov CROMPTON was trading at 406.65. The strike last trading price was 21.55, which was 0.00 lower than the previous day. The implied volatity was 3.85, 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 21.55, which was 0.00 lower than the previous day. The implied volatity was 4.05, 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 21.55, which was 0.00 lower than the previous day. The implied volatity was 4.26, 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 21.55, which was 0.00 lower than the previous day. The implied volatity was 3.95, 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 21.55, which was 0.00 lower than the previous day. The implied volatity was 0.51, 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 21.55, 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 21.55, 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 21.55, 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 21.55, 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 21.55, 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 21.55, 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 21.55, 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 21.55, which was lower than the previous day. The implied volatity was 0.01, the open interest changed by 0 which decreased total open position to 0
