CROMPTON
Crompt Grea Con Elec Ltd
Historical option data for CROMPTON
21 Nov 2024 04:11 PM IST
| CROMPTON 28NOV2024 395 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.22
Vega: 0.16
Theta: -0.35
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 381.95 | 1.9 | -2.70 | 29.29 | 1,182 | -27 | 180 | |||
| 20 Nov | 390.70 | 4.6 | 0.00 | 26.12 | 1,427 | -8 | 207 | |||
| 19 Nov | 390.70 | 4.6 | 0.75 | 26.12 | 1,427 | -8 | 207 | |||
| 18 Nov | 384.25 | 3.85 | -0.20 | 30.49 | 2,190 | 71 | 220 | |||
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| 14 Nov | 371.05 | 4.05 | -6.80 | 40.17 | 302 | 18 | 146 | |||
| 13 Nov | 385.00 | 10.85 | -1.70 | 47.57 | 54 | 11 | 129 | |||
| 12 Nov | 390.40 | 12.55 | -1.40 | 44.52 | 232 | 53 | 118 | |||
| 11 Nov | 390.55 | 13.95 | -2.30 | 45.65 | 95 | 27 | 64 | |||
| 8 Nov | 398.60 | 16.25 | 3.95 | 35.97 | 120 | 3 | 40 | |||
| 7 Nov | 389.95 | 12.3 | -5.55 | 35.08 | 53 | 4 | 37 | |||
| 6 Nov | 402.45 | 17.85 | 6.75 | 32.42 | 81 | 9 | 32 | |||
| 5 Nov | 385.50 | 11.1 | 0.15 | 37.51 | 74 | 3 | 23 | |||
| 4 Nov | 384.75 | 10.95 | -4.05 | 36.61 | 33 | 9 | 17 | |||
| 1 Nov | 392.15 | 15 | 0.00 | 0.00 | 0 | 7 | 0 | |||
| 31 Oct | 391.00 | 15 | -0.50 | - | 23 | 6 | 7 | |||
| 30 Oct | 393.50 | 15.5 | -26.00 | - | 2 | 1 | 1 | |||
| 29 Oct | 391.55 | 41.5 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 389.35 | 41.5 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 391.95 | 41.5 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 395.55 | 41.5 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 396.35 | 41.5 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 398.05 | 41.5 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 404.70 | 41.5 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 409.05 | 41.5 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 422.60 | 41.5 | - | 0 | 0 | 0 | ||||
For Crompt Grea Con Elec Ltd - strike price 395 expiring on 28NOV2024
Delta for 395 CE is 0.22
Historical price for 395 CE is as follows
On 21 Nov CROMPTON was trading at 381.95. The strike last trading price was 1.9, which was -2.70 lower than the previous day. The implied volatity was 29.29, the open interest changed by -27 which decreased total open position to 180
On 20 Nov CROMPTON was trading at 390.70. The strike last trading price was 4.6, which was 0.00 lower than the previous day. The implied volatity was 26.12, the open interest changed by -8 which decreased total open position to 207
On 19 Nov CROMPTON was trading at 390.70. The strike last trading price was 4.6, which was 0.75 higher than the previous day. The implied volatity was 26.12, the open interest changed by -8 which decreased total open position to 207
On 18 Nov CROMPTON was trading at 384.25. The strike last trading price was 3.85, which was -0.20 lower than the previous day. The implied volatity was 30.49, the open interest changed by 71 which increased total open position to 220
On 14 Nov CROMPTON was trading at 371.05. The strike last trading price was 4.05, which was -6.80 lower than the previous day. The implied volatity was 40.17, the open interest changed by 18 which increased total open position to 146
On 13 Nov CROMPTON was trading at 385.00. The strike last trading price was 10.85, which was -1.70 lower than the previous day. The implied volatity was 47.57, the open interest changed by 11 which increased total open position to 129
On 12 Nov CROMPTON was trading at 390.40. The strike last trading price was 12.55, which was -1.40 lower than the previous day. The implied volatity was 44.52, the open interest changed by 53 which increased total open position to 118
On 11 Nov CROMPTON was trading at 390.55. The strike last trading price was 13.95, which was -2.30 lower than the previous day. The implied volatity was 45.65, the open interest changed by 27 which increased total open position to 64
On 8 Nov CROMPTON was trading at 398.60. The strike last trading price was 16.25, which was 3.95 higher than the previous day. The implied volatity was 35.97, the open interest changed by 3 which increased total open position to 40
On 7 Nov CROMPTON was trading at 389.95. The strike last trading price was 12.3, which was -5.55 lower than the previous day. The implied volatity was 35.08, the open interest changed by 4 which increased total open position to 37
On 6 Nov CROMPTON was trading at 402.45. The strike last trading price was 17.85, which was 6.75 higher than the previous day. The implied volatity was 32.42, the open interest changed by 9 which increased total open position to 32
On 5 Nov CROMPTON was trading at 385.50. The strike last trading price was 11.1, which was 0.15 higher than the previous day. The implied volatity was 37.51, the open interest changed by 3 which increased total open position to 23
On 4 Nov CROMPTON was trading at 384.75. The strike last trading price was 10.95, which was -4.05 lower than the previous day. The implied volatity was 36.61, the open interest changed by 9 which increased total open position to 17
On 1 Nov CROMPTON was trading at 392.15. The strike last trading price was 15, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 7 which increased total open position to 0
On 31 Oct CROMPTON was trading at 391.00. The strike last trading price was 15, which was -0.50 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 15.5, which was -26.00 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 41.5, 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 28 Oct CROMPTON was trading at 389.35. The strike last trading price was 41.5, 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 41.5, 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 41.5, 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 41.5, 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 41.5, 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 41.5, 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 41.5, 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 41.5, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| CROMPTON 28NOV2024 395 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.78
Vega: 0.16
Theta: -0.25
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 381.95 | 14.5 | 5.00 | 29.65 | 263 | -13 | 85 |
| 20 Nov | 390.70 | 9.5 | 0.00 | 29.77 | 322 | 31 | 100 |
| 19 Nov | 390.70 | 9.5 | -3.90 | 29.77 | 322 | 33 | 100 |
| 18 Nov | 384.25 | 13.4 | -8.50 | 28.85 | 638 | -45 | 68 |
| 14 Nov | 371.05 | 21.9 | 2.55 | - | 19 | -2 | 112 |
| 13 Nov | 385.00 | 19.35 | 3.35 | 45.67 | 38 | -16 | 114 |
| 12 Nov | 390.40 | 16 | -0.90 | 42.29 | 107 | 35 | 132 |
| 11 Nov | 390.55 | 16.9 | 4.85 | 45.60 | 120 | 38 | 97 |
| 8 Nov | 398.60 | 12.05 | -2.85 | 39.70 | 74 | 26 | 59 |
| 7 Nov | 389.95 | 14.9 | 5.95 | 37.39 | 15 | 5 | 33 |
| 6 Nov | 402.45 | 8.95 | -8.90 | 33.69 | 51 | 17 | 28 |
| 5 Nov | 385.50 | 17.85 | 0.95 | 35.22 | 6 | 0 | 10 |
| 4 Nov | 384.75 | 16.9 | 0.00 | 0.00 | 0 | 0 | 0 |
| 1 Nov | 392.15 | 16.9 | 0.00 | 0.00 | 0 | 10 | 0 |
| 31 Oct | 391.00 | 16.9 | 4.60 | - | 15 | 9 | 9 |
| 30 Oct | 393.50 | 12.3 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 391.55 | 12.3 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 389.35 | 12.3 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 391.95 | 12.3 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 395.55 | 12.3 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 396.35 | 12.3 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 398.05 | 12.3 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 404.70 | 12.3 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 409.05 | 12.3 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 422.60 | 12.3 | - | 0 | 0 | 0 | |
For Crompt Grea Con Elec Ltd - strike price 395 expiring on 28NOV2024
Delta for 395 PE is -0.78
Historical price for 395 PE is as follows
On 21 Nov CROMPTON was trading at 381.95. The strike last trading price was 14.5, which was 5.00 higher than the previous day. The implied volatity was 29.65, the open interest changed by -13 which decreased total open position to 85
On 20 Nov CROMPTON was trading at 390.70. The strike last trading price was 9.5, which was 0.00 lower than the previous day. The implied volatity was 29.77, the open interest changed by 31 which increased total open position to 100
On 19 Nov CROMPTON was trading at 390.70. The strike last trading price was 9.5, which was -3.90 lower than the previous day. The implied volatity was 29.77, the open interest changed by 33 which increased total open position to 100
On 18 Nov CROMPTON was trading at 384.25. The strike last trading price was 13.4, which was -8.50 lower than the previous day. The implied volatity was 28.85, the open interest changed by -45 which decreased total open position to 68
On 14 Nov CROMPTON was trading at 371.05. The strike last trading price was 21.9, which was 2.55 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 112
On 13 Nov CROMPTON was trading at 385.00. The strike last trading price was 19.35, which was 3.35 higher than the previous day. The implied volatity was 45.67, the open interest changed by -16 which decreased total open position to 114
On 12 Nov CROMPTON was trading at 390.40. The strike last trading price was 16, which was -0.90 lower than the previous day. The implied volatity was 42.29, the open interest changed by 35 which increased total open position to 132
On 11 Nov CROMPTON was trading at 390.55. The strike last trading price was 16.9, which was 4.85 higher than the previous day. The implied volatity was 45.60, the open interest changed by 38 which increased total open position to 97
On 8 Nov CROMPTON was trading at 398.60. The strike last trading price was 12.05, which was -2.85 lower than the previous day. The implied volatity was 39.70, the open interest changed by 26 which increased total open position to 59
On 7 Nov CROMPTON was trading at 389.95. The strike last trading price was 14.9, which was 5.95 higher than the previous day. The implied volatity was 37.39, the open interest changed by 5 which increased total open position to 33
On 6 Nov CROMPTON was trading at 402.45. The strike last trading price was 8.95, which was -8.90 lower than the previous day. The implied volatity was 33.69, the open interest changed by 17 which increased total open position to 28
On 5 Nov CROMPTON was trading at 385.50. The strike last trading price was 17.85, which was 0.95 higher than the previous day. The implied volatity was 35.22, the open interest changed by 0 which decreased total open position to 10
On 4 Nov CROMPTON was trading at 384.75. The strike last trading price was 16.9, 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 1 Nov CROMPTON was trading at 392.15. The strike last trading price was 16.9, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 10 which increased total open position to 0
On 31 Oct CROMPTON was trading at 391.00. The strike last trading price was 16.9, which was 4.60 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 12.3, 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 29 Oct CROMPTON was trading at 391.55. The strike last trading price was 12.3, 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 28 Oct CROMPTON was trading at 389.35. The strike last trading price was 12.3, 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 12.3, 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 12.3, 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 12.3, 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 12.3, 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 12.3, 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 12.3, 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 12.3, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
