CROMPTON
Crompt Grea Con Elec Ltd
Historical option data for CROMPTON
21 Nov 2024 04:11 PM IST
| CROMPTON 28NOV2024 400 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.15
Vega: 0.13
Theta: -0.30
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 381.95 | 1.3 | -1.90 | 31.18 | 1,278 | 96 | 759 | |||
| 20 Nov | 390.70 | 3.2 | 0.00 | 27.42 | 2,349 | -197 | 667 | |||
| 19 Nov | 390.70 | 3.2 | 0.60 | 27.42 | 2,349 | -193 | 667 | |||
| 18 Nov | 384.25 | 2.6 | -0.40 | 30.65 | 6,901 | -178 | 884 | |||
| 14 Nov | 371.05 | 3 | -5.50 | 39.82 | 2,195 | -101 | 1,071 | |||
| 13 Nov | 385.00 | 8.5 | -1.80 | 45.70 | 1,148 | 122 | 1,162 | |||
| 12 Nov | 390.40 | 10.3 | -1.50 | 43.86 | 1,384 | 39 | 1,041 | |||
| 11 Nov | 390.55 | 11.8 | -1.90 | 45.54 | 2,484 | 514 | 994 | |||
| 8 Nov | 398.60 | 13.7 | 3.30 | 36.07 | 1,029 | 124 | 482 | |||
| 7 Nov | 389.95 | 10.4 | -4.25 | 35.76 | 414 | 10 | 359 | |||
| 6 Nov | 402.45 | 14.65 | 5.45 | 31.48 | 1,369 | 5 | 353 | |||
| 5 Nov | 385.50 | 9.2 | 0.30 | 37.39 | 902 | 75 | 354 | |||
| 4 Nov | 384.75 | 8.9 | -4.85 | 36.06 | 331 | 42 | 276 | |||
| 1 Nov | 392.15 | 13.75 | 0.35 | 35.84 | 38 | 9 | 232 | |||
| 31 Oct | 391.00 | 13.4 | -0.05 | - | 465 | 72 | 221 | |||
| 30 Oct | 393.50 | 13.45 | 0.85 | - | 313 | 74 | 150 | |||
| 29 Oct | 391.55 | 12.6 | -0.10 | - | 46 | 28 | 77 | |||
| 28 Oct | 389.35 | 12.7 | -1.40 | - | 47 | 36 | 47 | |||
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| 25 Oct | 391.95 | 14.1 | -0.90 | - | 8 | 5 | 11 | |||
| 24 Oct | 395.55 | 15 | -65.00 | - | 6 | 5 | 5 | |||
| 23 Oct | 396.35 | 80 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 398.05 | 80 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 404.70 | 80 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 409.05 | 80 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 414.50 | 80 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 422.60 | 80 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 429.65 | 80 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 430.85 | 80 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 436.55 | 80 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 422.05 | 80 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 427.35 | 80 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 432.05 | 80 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 416.25 | 80 | 80.00 | - | 0 | 0 | 0 | |||
| 25 Sept | 441.55 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Sept | 439.25 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Sept | 445.75 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Sept | 446.80 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Sept | 448.85 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Sept | 447.90 | 0 | - | 0 | 0 | 0 | ||||
For Crompt Grea Con Elec Ltd - strike price 400 expiring on 28NOV2024
Delta for 400 CE is 0.15
Historical price for 400 CE is as follows
On 21 Nov CROMPTON was trading at 381.95. The strike last trading price was 1.3, which was -1.90 lower than the previous day. The implied volatity was 31.18, the open interest changed by 96 which increased total open position to 759
On 20 Nov CROMPTON was trading at 390.70. The strike last trading price was 3.2, which was 0.00 lower than the previous day. The implied volatity was 27.42, the open interest changed by -197 which decreased total open position to 667
On 19 Nov CROMPTON was trading at 390.70. The strike last trading price was 3.2, which was 0.60 higher than the previous day. The implied volatity was 27.42, the open interest changed by -193 which decreased total open position to 667
On 18 Nov CROMPTON was trading at 384.25. The strike last trading price was 2.6, which was -0.40 lower than the previous day. The implied volatity was 30.65, the open interest changed by -178 which decreased total open position to 884
On 14 Nov CROMPTON was trading at 371.05. The strike last trading price was 3, which was -5.50 lower than the previous day. The implied volatity was 39.82, the open interest changed by -101 which decreased total open position to 1071
On 13 Nov CROMPTON was trading at 385.00. The strike last trading price was 8.5, which was -1.80 lower than the previous day. The implied volatity was 45.70, the open interest changed by 122 which increased total open position to 1162
On 12 Nov CROMPTON was trading at 390.40. The strike last trading price was 10.3, which was -1.50 lower than the previous day. The implied volatity was 43.86, the open interest changed by 39 which increased total open position to 1041
On 11 Nov CROMPTON was trading at 390.55. The strike last trading price was 11.8, which was -1.90 lower than the previous day. The implied volatity was 45.54, the open interest changed by 514 which increased total open position to 994
On 8 Nov CROMPTON was trading at 398.60. The strike last trading price was 13.7, which was 3.30 higher than the previous day. The implied volatity was 36.07, the open interest changed by 124 which increased total open position to 482
On 7 Nov CROMPTON was trading at 389.95. The strike last trading price was 10.4, which was -4.25 lower than the previous day. The implied volatity was 35.76, the open interest changed by 10 which increased total open position to 359
On 6 Nov CROMPTON was trading at 402.45. The strike last trading price was 14.65, which was 5.45 higher than the previous day. The implied volatity was 31.48, the open interest changed by 5 which increased total open position to 353
On 5 Nov CROMPTON was trading at 385.50. The strike last trading price was 9.2, which was 0.30 higher than the previous day. The implied volatity was 37.39, the open interest changed by 75 which increased total open position to 354
On 4 Nov CROMPTON was trading at 384.75. The strike last trading price was 8.9, which was -4.85 lower than the previous day. The implied volatity was 36.06, the open interest changed by 42 which increased total open position to 276
On 1 Nov CROMPTON was trading at 392.15. The strike last trading price was 13.75, which was 0.35 higher than the previous day. The implied volatity was 35.84, the open interest changed by 9 which increased total open position to 232
On 31 Oct CROMPTON was trading at 391.00. The strike last trading price was 13.4, which was -0.05 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 13.45, which was 0.85 higher 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 12.6, which was -0.10 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 12.7, which was -1.40 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 14.1, which was -0.90 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 15, which was -65.00 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 80, 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 80, 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 80, 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 80, 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 17 Oct CROMPTON was trading at 414.50. The strike last trading price was 80, 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 80, 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 14 Oct CROMPTON was trading at 429.65. The strike last trading price was 80, 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 11 Oct CROMPTON was trading at 430.85. The strike last trading price was 80, 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 9 Oct CROMPTON was trading at 436.55. The strike last trading price was 80, 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 4 Oct CROMPTON was trading at 422.05. The strike last trading price was 80, 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 3 Oct CROMPTON was trading at 427.35. The strike last trading price was 80, 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 80, 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 80, which was 80.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Sept CROMPTON was trading at 441.55. 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 which decreased total open position to
On 24 Sept CROMPTON was trading at 439.25. 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 which decreased total open position to
On 23 Sept CROMPTON was trading at 445.75. 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 20 Sept CROMPTON was trading at 446.80. 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 18 Sept CROMPTON was trading at 448.85. 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 16 Sept CROMPTON was trading at 447.90. 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 28NOV2024 400 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.84
Vega: 0.13
Theta: -0.21
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 381.95 | 19 | 5.80 | 32.48 | 84 | -3 | 171 |
| 20 Nov | 390.70 | 13.2 | 0.00 | 31.92 | 243 | -27 | 176 |
| 19 Nov | 390.70 | 13.2 | -4.15 | 31.92 | 243 | -25 | 176 |
| 18 Nov | 384.25 | 17.35 | -12.60 | 29.84 | 789 | -58 | 202 |
| 14 Nov | 371.05 | 29.95 | 7.40 | 39.22 | 415 | -230 | 261 |
| 13 Nov | 385.00 | 22.55 | 2.55 | 45.66 | 140 | 1 | 491 |
| 12 Nov | 390.40 | 20 | 0.55 | 45.58 | 377 | -3 | 490 |
| 11 Nov | 390.55 | 19.45 | 5.15 | 44.66 | 735 | 317 | 489 |
| 8 Nov | 398.60 | 14.3 | -4.15 | 39.26 | 226 | 27 | 175 |
| 7 Nov | 389.95 | 18.45 | 7.45 | 39.39 | 67 | 8 | 149 |
| 6 Nov | 402.45 | 11 | -10.40 | 33.42 | 101 | 25 | 140 |
| 5 Nov | 385.50 | 21.4 | -0.05 | 36.34 | 52 | 5 | 115 |
| 4 Nov | 384.75 | 21.45 | 2.45 | 35.32 | 30 | -3 | 109 |
| 1 Nov | 392.15 | 19 | 0.35 | 40.49 | 4 | 1 | 111 |
| 31 Oct | 391.00 | 18.65 | 1.10 | - | 78 | 21 | 110 |
| 30 Oct | 393.50 | 17.55 | 0.00 | - | 24 | 7 | 89 |
| 29 Oct | 391.55 | 17.55 | -2.70 | - | 49 | -12 | 82 |
| 28 Oct | 389.35 | 20.25 | -0.25 | - | 41 | 25 | 95 |
| 25 Oct | 391.95 | 20.5 | 3.50 | - | 11 | -1 | 70 |
| 24 Oct | 395.55 | 17 | 1.95 | - | 9 | 2 | 71 |
| 23 Oct | 396.35 | 15.05 | 0.20 | - | 22 | 5 | 70 |
| 22 Oct | 398.05 | 14.85 | 2.85 | - | 20 | 4 | 65 |
| 21 Oct | 404.70 | 12 | 1.75 | - | 43 | 21 | 61 |
| 18 Oct | 409.05 | 10.25 | 1.30 | - | 33 | 15 | 39 |
| 17 Oct | 414.50 | 8.95 | 2.70 | - | 18 | 5 | 23 |
| 16 Oct | 422.60 | 6.25 | 1.15 | - | 11 | 8 | 16 |
| 14 Oct | 429.65 | 5.1 | 0.00 | - | 1 | 0 | 7 |
| 11 Oct | 430.85 | 5.1 | 0.10 | - | 4 | 3 | 6 |
| 9 Oct | 436.55 | 5 | -3.50 | - | 1 | 0 | 2 |
| 4 Oct | 422.05 | 8.5 | 1.45 | - | 1 | 0 | 2 |
| 3 Oct | 427.35 | 7.05 | -1.40 | - | 1 | 0 | 1 |
| 1 Oct | 432.05 | 8.45 | -2.60 | - | 2 | -1 | 2 |
| 30 Sept | 416.25 | 11.05 | 11.05 | - | 3 | 2 | 2 |
| 25 Sept | 441.55 | 0 | 0.00 | - | 0 | 0 | 0 |
| 24 Sept | 439.25 | 0 | 0.00 | - | 0 | 0 | 0 |
| 23 Sept | 445.75 | 0 | 0.00 | - | 0 | 0 | 0 |
| 20 Sept | 446.80 | 0 | 0.00 | - | 0 | 0 | 0 |
| 18 Sept | 448.85 | 0 | 0.00 | - | 0 | 0 | 0 |
| 16 Sept | 447.90 | 0 | - | 0 | 0 | 0 | |
For Crompt Grea Con Elec Ltd - strike price 400 expiring on 28NOV2024
Delta for 400 PE is -0.84
Historical price for 400 PE is as follows
On 21 Nov CROMPTON was trading at 381.95. The strike last trading price was 19, which was 5.80 higher than the previous day. The implied volatity was 32.48, the open interest changed by -3 which decreased total open position to 171
On 20 Nov CROMPTON was trading at 390.70. The strike last trading price was 13.2, which was 0.00 lower than the previous day. The implied volatity was 31.92, the open interest changed by -27 which decreased total open position to 176
On 19 Nov CROMPTON was trading at 390.70. The strike last trading price was 13.2, which was -4.15 lower than the previous day. The implied volatity was 31.92, the open interest changed by -25 which decreased total open position to 176
On 18 Nov CROMPTON was trading at 384.25. The strike last trading price was 17.35, which was -12.60 lower than the previous day. The implied volatity was 29.84, the open interest changed by -58 which decreased total open position to 202
On 14 Nov CROMPTON was trading at 371.05. The strike last trading price was 29.95, which was 7.40 higher than the previous day. The implied volatity was 39.22, the open interest changed by -230 which decreased total open position to 261
On 13 Nov CROMPTON was trading at 385.00. The strike last trading price was 22.55, which was 2.55 higher than the previous day. The implied volatity was 45.66, the open interest changed by 1 which increased total open position to 491
On 12 Nov CROMPTON was trading at 390.40. The strike last trading price was 20, which was 0.55 higher than the previous day. The implied volatity was 45.58, the open interest changed by -3 which decreased total open position to 490
On 11 Nov CROMPTON was trading at 390.55. The strike last trading price was 19.45, which was 5.15 higher than the previous day. The implied volatity was 44.66, the open interest changed by 317 which increased total open position to 489
On 8 Nov CROMPTON was trading at 398.60. The strike last trading price was 14.3, which was -4.15 lower than the previous day. The implied volatity was 39.26, the open interest changed by 27 which increased total open position to 175
On 7 Nov CROMPTON was trading at 389.95. The strike last trading price was 18.45, which was 7.45 higher than the previous day. The implied volatity was 39.39, the open interest changed by 8 which increased total open position to 149
On 6 Nov CROMPTON was trading at 402.45. The strike last trading price was 11, which was -10.40 lower than the previous day. The implied volatity was 33.42, the open interest changed by 25 which increased total open position to 140
On 5 Nov CROMPTON was trading at 385.50. The strike last trading price was 21.4, which was -0.05 lower than the previous day. The implied volatity was 36.34, the open interest changed by 5 which increased total open position to 115
On 4 Nov CROMPTON was trading at 384.75. The strike last trading price was 21.45, which was 2.45 higher than the previous day. The implied volatity was 35.32, the open interest changed by -3 which decreased total open position to 109
On 1 Nov CROMPTON was trading at 392.15. The strike last trading price was 19, which was 0.35 higher than the previous day. The implied volatity was 40.49, the open interest changed by 1 which increased total open position to 111
On 31 Oct CROMPTON was trading at 391.00. The strike last trading price was 18.65, which was 1.10 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 17.55, 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 17.55, which was -2.70 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 20.25, which was -0.25 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 20.5, which was 3.50 higher 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 17, which was 1.95 higher 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 15.05, which was 0.20 higher 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 14.85, which was 2.85 higher 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, which was 1.75 higher 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 10.25, which was 1.30 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Oct CROMPTON was trading at 414.50. The strike last trading price was 8.95, which was 2.70 higher 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 6.25, which was 1.15 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 14 Oct CROMPTON was trading at 429.65. The strike last trading price was 5.1, 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 11 Oct CROMPTON was trading at 430.85. The strike last trading price was 5.1, which was 0.10 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 9 Oct CROMPTON was trading at 436.55. The strike last trading price was 5, which was -3.50 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 4 Oct CROMPTON was trading at 422.05. The strike last trading price was 8.5, which was 1.45 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 3 Oct CROMPTON was trading at 427.35. The strike last trading price was 7.05, which was -1.40 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 8.45, which was -2.60 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 11.05, which was 11.05 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Sept CROMPTON was trading at 441.55. 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 which decreased total open position to
On 24 Sept CROMPTON was trading at 439.25. 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 which decreased total open position to
On 23 Sept CROMPTON was trading at 445.75. 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 20 Sept CROMPTON was trading at 446.80. 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 18 Sept CROMPTON was trading at 448.85. 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 16 Sept CROMPTON was trading at 447.90. 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
