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[--[65.84.65.76]--]
CROMPTON
Crompt Grea Con Elec Ltd

381.7 -3.30 (-0.86%)

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Historical option data for CROMPTON

14 Nov 2024 09:21 AM IST
CROMPTON 28NOV2024 400 CE
Delta: 0.34
Vega: 0.28
Theta: -0.45
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
14 Nov 383.45 6.9 -1.60 42.90 24 3 1,175
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
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 0.34

Historical price for 400 CE is as follows

On 14 Nov CROMPTON was trading at 383.45. The strike last trading price was 6.9, which was -1.60 lower than the previous day. The implied volatity was 42.90, the open interest changed by 3 which increased total open position to 1175


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
Delta: -0.66
Vega: 0.28
Theta: -0.36
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
14 Nov 383.45 23 0.45 44.57 2 -1 490
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 -0.66

Historical price for 400 PE is as follows

On 14 Nov CROMPTON was trading at 383.45. The strike last trading price was 23, which was 0.45 higher than the previous day. The implied volatity was 44.57, the open interest changed by -1 which decreased total open position to 490


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