CROMPTON
Crompt Grea Con Elec Ltd
Historical option data for CROMPTON
07 Jan 2025 11:01 AM IST
| CROMPTON 30JAN2025 395 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.18
Vega: 0.24
Theta: -0.17
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 7 Jan | 365.90 | 2.6 | -1.60 | 29.76 | 36 | -4 | 54 | |||
| 6 Jan | 370.95 | 4.2 | 1.25 | 31.24 | 355 | -18 | 55 | |||
| 3 Jan | 366.75 | 2.95 | -1.00 | 26.92 | 135 | 13 | 73 | |||
| 2 Jan | 372.05 | 3.95 | -1.60 | 26.60 | 168 | -9 | 60 | |||
| 1 Jan | 375.30 | 5.55 | -7.20 | 27.91 | 217 | 44 | 69 | |||
| 31 Dec | 395.80 | 12.75 | -0.75 | 24.21 | 64 | 7 | 24 | |||
| 30 Dec | 394.50 | 13.5 | 0.65 | 24.58 | 64 | 8 | 17 | |||
| 27 Dec | 396.35 | 12.85 | -2.15 | 20.85 | 44 | 8 | 9 | |||
| 26 Dec | 393.60 | 15 | -18.20 | 28.50 | 1 | 0 | 0 | |||
| 24 Dec | 394.85 | 33.2 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Dec | 390.55 | 33.2 | 0.00 | 0.16 | 0 | 0 | 0 | |||
| 20 Dec | 388.25 | 33.2 | 0.00 | 0.63 | 0 | 0 | 0 | |||
| 19 Dec | 395.45 | 33.2 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Dec | 396.20 | 33.2 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Dec | 397.60 | 33.2 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Dec | 406.65 | 33.2 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Dec | 411.40 | 33.2 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Dec | 413.60 | 33.2 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Dec | 415.70 | 33.2 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Dec | 414.10 | 33.2 | 0.00 | - | 0 | 0 | 0 | |||
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| 5 Dec | 405.20 | 33.2 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Nov | 409.70 | 33.2 | - | 0 | 0 | 0 | ||||
For Crompt Grea Con Elec Ltd - strike price 395 expiring on 30JAN2025
Delta for 395 CE is 0.18
Historical price for 395 CE is as follows
On 7 Jan CROMPTON was trading at 365.90. The strike last trading price was 2.6, which was -1.60 lower than the previous day. The implied volatity was 29.76, the open interest changed by -4 which decreased total open position to 54
On 6 Jan CROMPTON was trading at 370.95. The strike last trading price was 4.2, which was 1.25 higher than the previous day. The implied volatity was 31.24, the open interest changed by -18 which decreased total open position to 55
On 3 Jan CROMPTON was trading at 366.75. The strike last trading price was 2.95, which was -1.00 lower than the previous day. The implied volatity was 26.92, the open interest changed by 13 which increased total open position to 73
On 2 Jan CROMPTON was trading at 372.05. The strike last trading price was 3.95, which was -1.60 lower than the previous day. The implied volatity was 26.60, the open interest changed by -9 which decreased total open position to 60
On 1 Jan CROMPTON was trading at 375.30. The strike last trading price was 5.55, which was -7.20 lower than the previous day. The implied volatity was 27.91, the open interest changed by 44 which increased total open position to 69
On 31 Dec CROMPTON was trading at 395.80. The strike last trading price was 12.75, which was -0.75 lower than the previous day. The implied volatity was 24.21, the open interest changed by 7 which increased total open position to 24
On 30 Dec CROMPTON was trading at 394.50. The strike last trading price was 13.5, which was 0.65 higher than the previous day. The implied volatity was 24.58, the open interest changed by 8 which increased total open position to 17
On 27 Dec CROMPTON was trading at 396.35. The strike last trading price was 12.85, which was -2.15 lower than the previous day. The implied volatity was 20.85, the open interest changed by 8 which increased total open position to 9
On 26 Dec CROMPTON was trading at 393.60. The strike last trading price was 15, which was -18.20 lower than the previous day. The implied volatity was 28.50, 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 33.2, 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 23 Dec CROMPTON was trading at 390.55. The strike last trading price was 33.2, which was 0.00 lower than the previous day. The implied volatity was 0.16, 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 33.2, which was 0.00 lower than the previous day. The implied volatity was 0.63, 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 33.2, 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 33.2, 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 33.2, 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 33.2, 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 33.2, 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 33.2, 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 33.2, 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 33.2, 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 33.2, 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 33.2, 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 395 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 | 365.90 | 26.65 | 0.00 | 0.00 | 0 | 1 | 0 |
| 6 Jan | 370.95 | 26.65 | -0.80 | 32.53 | 8 | 1 | 28 |
| 3 Jan | 366.75 | 27.45 | 3.45 | 28.01 | 1 | 0 | 27 |
| 2 Jan | 372.05 | 24 | 1.65 | 26.81 | 2 | -1 | 28 |
| 1 Jan | 375.30 | 22.35 | 12.00 | 28.78 | 91 | 5 | 29 |
| 31 Dec | 395.80 | 10.35 | 0.35 | 26.75 | 73 | -1 | 24 |
| 30 Dec | 394.50 | 10 | 0.50 | 26.22 | 140 | 15 | 26 |
| 27 Dec | 396.35 | 9.5 | -7.10 | 24.91 | 52 | 11 | 11 |
| 26 Dec | 393.60 | 16.6 | 0.00 | 0.66 | 0 | 0 | 0 |
| 24 Dec | 394.85 | 16.6 | 0.00 | 1.09 | 0 | 0 | 0 |
| 23 Dec | 390.55 | 16.6 | 0.00 | - | 0 | 0 | 0 |
| 20 Dec | 388.25 | 16.6 | 0.00 | - | 0 | 0 | 0 |
| 19 Dec | 395.45 | 16.6 | 0.00 | 1.39 | 0 | 0 | 0 |
| 18 Dec | 396.20 | 16.6 | 0.00 | 1.42 | 0 | 0 | 0 |
| 17 Dec | 397.60 | 16.6 | 0.00 | 1.43 | 0 | 0 | 0 |
| 16 Dec | 406.65 | 16.6 | 0.00 | 3.48 | 0 | 0 | 0 |
| 13 Dec | 411.40 | 16.6 | 0.00 | 4.56 | 0 | 0 | 0 |
| 11 Dec | 413.60 | 16.6 | 0.00 | 4.97 | 0 | 0 | 0 |
| 10 Dec | 415.70 | 16.6 | 0.00 | 4.92 | 0 | 0 | 0 |
| 9 Dec | 414.10 | 16.6 | 0.00 | 4.89 | 0 | 0 | 0 |
| 5 Dec | 405.20 | 16.6 | 0.00 | 3.36 | 0 | 0 | 0 |
| 29 Nov | 409.70 | 16.6 | 3.86 | 0 | 0 | 0 | |
For Crompt Grea Con Elec Ltd - strike price 395 expiring on 30JAN2025
Delta for 395 PE is 0.00
Historical price for 395 PE is as follows
On 7 Jan CROMPTON was trading at 365.90. The strike last trading price was 26.65, 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 6 Jan CROMPTON was trading at 370.95. The strike last trading price was 26.65, which was -0.80 lower than the previous day. The implied volatity was 32.53, the open interest changed by 1 which increased total open position to 28
On 3 Jan CROMPTON was trading at 366.75. The strike last trading price was 27.45, which was 3.45 higher than the previous day. The implied volatity was 28.01, the open interest changed by 0 which decreased total open position to 27
On 2 Jan CROMPTON was trading at 372.05. The strike last trading price was 24, which was 1.65 higher than the previous day. The implied volatity was 26.81, the open interest changed by -1 which decreased total open position to 28
On 1 Jan CROMPTON was trading at 375.30. The strike last trading price was 22.35, which was 12.00 higher than the previous day. The implied volatity was 28.78, the open interest changed by 5 which increased total open position to 29
On 31 Dec CROMPTON was trading at 395.80. The strike last trading price was 10.35, which was 0.35 higher than the previous day. The implied volatity was 26.75, the open interest changed by -1 which decreased total open position to 24
On 30 Dec CROMPTON was trading at 394.50. The strike last trading price was 10, which was 0.50 higher than the previous day. The implied volatity was 26.22, the open interest changed by 15 which increased total open position to 26
On 27 Dec CROMPTON was trading at 396.35. The strike last trading price was 9.5, which was -7.10 lower than the previous day. The implied volatity was 24.91, the open interest changed by 11 which increased total open position to 11
On 26 Dec CROMPTON was trading at 393.60. The strike last trading price was 16.6, which was 0.00 lower than the previous day. The implied volatity was 0.66, 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 16.6, which was 0.00 lower than the previous day. The implied volatity was 1.09, 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 16.6, 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 Dec CROMPTON was trading at 388.25. The strike last trading price was 16.6, 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 19 Dec CROMPTON was trading at 395.45. The strike last trading price was 16.6, which was 0.00 lower than the previous day. The implied volatity was 1.39, 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 16.6, which was 0.00 lower than the previous day. The implied volatity was 1.42, 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 16.6, which was 0.00 lower than the previous day. The implied volatity was 1.43, 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 16.6, which was 0.00 lower than the previous day. The implied volatity was 3.48, 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 16.6, which was 0.00 lower than the previous day. The implied volatity was 4.56, 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 16.6, which was 0.00 lower than the previous day. The implied volatity was 4.97, 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 16.6, which was 0.00 lower than the previous day. The implied volatity was 4.92, 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 16.6, which was 0.00 lower than the previous day. The implied volatity was 4.89, 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 16.6, which was 0.00 lower than the previous day. The implied volatity was 3.36, 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 16.6, which was lower than the previous day. The implied volatity was 3.86, the open interest changed by 0 which decreased total open position to 0
