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

365.4 -5.55 (-1.50%)

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Historical option data for CROMPTON

07 Jan 2025 10:31 AM IST
CROMPTON 30JAN2025 400 CE
Delta: 0.15
Vega: 0.22
Theta: -0.16
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
7 Jan 365.50 2.2 -1.00 31.20 178 40 661
6 Jan 370.95 3.2 1.00 31.23 2,069 91 617
3 Jan 366.75 2.2 -0.80 27.12 666 5 527
2 Jan 372.05 3 -1.20 26.80 711 82 521
1 Jan 375.30 4.2 -6.05 27.63 1,324 251 441
31 Dec 395.80 10.25 -0.45 24.18 365 4 194
30 Dec 394.50 10.7 0.15 24.00 1,083 13 189
27 Dec 396.35 10.55 -0.05 21.54 489 25 178
26 Dec 393.60 10.6 -0.60 24.34 234 55 152
24 Dec 394.85 11.2 1.50 23.25 81 16 96
23 Dec 390.55 9.7 -1.25 24.14 82 63 79
20 Dec 388.25 10.95 -3.20 27.34 21 11 16
19 Dec 395.45 14.15 -1.00 25.99 2 0 5
18 Dec 396.20 15.15 0.00 0.00 0 2 0
17 Dec 397.60 15.15 -6.35 26.40 5 1 4
16 Dec 406.65 21.5 -11.50 27.30 2 0 2
13 Dec 411.40 33 0.00 0.00 0 0 0
11 Dec 413.60 33 0.00 0.00 0 0 0
10 Dec 415.70 33 0.00 0.00 0 0 0
9 Dec 414.10 33 0.00 0.00 0 0 0
5 Dec 405.20 33 0.00 0.00 0 0 0
2 Dec 416.85 33 4.85 29.57 1 0 1
29 Nov 409.70 28.15 1.25 27.31 1 0 0
28 Nov 406.65 26.9 0.00 - 0 0 0
27 Nov 408.95 26.9 0.00 - 0 0 0
26 Nov 408.55 26.9 0.00 - 0 0 0
25 Nov 405.45 26.9 0.00 - 0 0 0
22 Nov 393.05 26.9 0.00 - 0 0 0
21 Nov 381.95 26.9 0.00 1.93 0 0 0
20 Nov 390.70 26.9 0.00 0.34 0 0 0
19 Nov 390.70 26.9 0.00 0.34 0 0 0
18 Nov 384.25 26.9 0.00 1.68 0 0 0
14 Nov 371.05 26.9 0.00 2.85 0 0 0
13 Nov 385.00 26.9 0.00 1.12 0 0 0
12 Nov 390.40 26.9 0.00 - 0 0 0
11 Nov 390.55 26.9 0.00 0.08 0 0 0
8 Nov 398.60 26.9 0.00 - 0 0 0
7 Nov 389.95 26.9 26.90 0.28 0 0 0
5 Nov 385.50 0 0.00 0.91 0 0 0
4 Nov 384.75 0 0.99 0 0 0


For Crompt Grea Con Elec Ltd - strike price 400 expiring on 30JAN2025

Delta for 400 CE is 0.15

Historical price for 400 CE is as follows

On 7 Jan CROMPTON was trading at 365.50. The strike last trading price was 2.2, which was -1.00 lower than the previous day. The implied volatity was 31.20, the open interest changed by 40 which increased total open position to 661


On 6 Jan CROMPTON was trading at 370.95. The strike last trading price was 3.2, which was 1.00 higher than the previous day. The implied volatity was 31.23, the open interest changed by 91 which increased total open position to 617


On 3 Jan CROMPTON was trading at 366.75. The strike last trading price was 2.2, which was -0.80 lower than the previous day. The implied volatity was 27.12, the open interest changed by 5 which increased total open position to 527


On 2 Jan CROMPTON was trading at 372.05. The strike last trading price was 3, which was -1.20 lower than the previous day. The implied volatity was 26.80, the open interest changed by 82 which increased total open position to 521


On 1 Jan CROMPTON was trading at 375.30. The strike last trading price was 4.2, which was -6.05 lower than the previous day. The implied volatity was 27.63, the open interest changed by 251 which increased total open position to 441


On 31 Dec CROMPTON was trading at 395.80. The strike last trading price was 10.25, which was -0.45 lower than the previous day. The implied volatity was 24.18, the open interest changed by 4 which increased total open position to 194


On 30 Dec CROMPTON was trading at 394.50. The strike last trading price was 10.7, which was 0.15 higher than the previous day. The implied volatity was 24.00, the open interest changed by 13 which increased total open position to 189


On 27 Dec CROMPTON was trading at 396.35. The strike last trading price was 10.55, which was -0.05 lower than the previous day. The implied volatity was 21.54, the open interest changed by 25 which increased total open position to 178


On 26 Dec CROMPTON was trading at 393.60. The strike last trading price was 10.6, which was -0.60 lower than the previous day. The implied volatity was 24.34, the open interest changed by 55 which increased total open position to 152


On 24 Dec CROMPTON was trading at 394.85. The strike last trading price was 11.2, which was 1.50 higher than the previous day. The implied volatity was 23.25, the open interest changed by 16 which increased total open position to 96


On 23 Dec CROMPTON was trading at 390.55. The strike last trading price was 9.7, which was -1.25 lower than the previous day. The implied volatity was 24.14, the open interest changed by 63 which increased total open position to 79


On 20 Dec CROMPTON was trading at 388.25. The strike last trading price was 10.95, which was -3.20 lower than the previous day. The implied volatity was 27.34, the open interest changed by 11 which increased total open position to 16


On 19 Dec CROMPTON was trading at 395.45. The strike last trading price was 14.15, which was -1.00 lower than the previous day. The implied volatity was 25.99, the open interest changed by 0 which decreased total open position to 5


On 18 Dec CROMPTON was trading at 396.20. The strike last trading price was 15.15, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0


On 17 Dec CROMPTON was trading at 397.60. The strike last trading price was 15.15, which was -6.35 lower than the previous day. The implied volatity was 26.40, the open interest changed by 1 which increased total open position to 4


On 16 Dec CROMPTON was trading at 406.65. The strike last trading price was 21.5, which was -11.50 lower than the previous day. The implied volatity was 27.30, the open interest changed by 0 which decreased total open position to 2


On 13 Dec CROMPTON was trading at 411.40. The strike last trading price was 33, 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 33, 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 33, 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 9 Dec CROMPTON was trading at 414.10. The strike last trading price was 33, 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 5 Dec CROMPTON was trading at 405.20. The strike last trading price was 33, 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 33, which was 4.85 higher than the previous day. The implied volatity was 29.57, the open interest changed by 0 which decreased total open position to 1


On 29 Nov CROMPTON was trading at 409.70. The strike last trading price was 28.15, which was 1.25 higher than the previous day. The implied volatity was 27.31, the open interest changed by 0 which decreased total open position to 0


On 28 Nov CROMPTON was trading at 406.65. The strike last trading price was 26.9, 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 27 Nov CROMPTON was trading at 408.95. The strike last trading price was 26.9, 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 26 Nov CROMPTON was trading at 408.55. The strike last trading price was 26.9, 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 25 Nov CROMPTON was trading at 405.45. The strike last trading price was 26.9, 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 22 Nov CROMPTON was trading at 393.05. The strike last trading price was 26.9, 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 21 Nov CROMPTON was trading at 381.95. The strike last trading price was 26.9, which was 0.00 lower than the previous day. The implied volatity was 1.93, 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 26.9, which was 0.00 lower than the previous day. The implied volatity was 0.34, 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 26.9, which was 0.00 lower than the previous day. The implied volatity was 0.34, 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 26.9, which was 0.00 lower than the previous day. The implied volatity was 1.68, 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 26.9, which was 0.00 lower than the previous day. The implied volatity was 2.85, 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 26.9, which was 0.00 lower than the previous day. The implied volatity was 1.12, 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 26.9, 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 26.9, which was 0.00 lower than the previous day. The implied volatity was 0.08, the open interest changed by 0 which decreased total open position to 0


On 8 Nov CROMPTON was trading at 398.60. The strike last trading price was 26.9, 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 7 Nov CROMPTON was trading at 389.95. The strike last trading price was 26.9, which was 26.90 higher than the previous day. The implied volatity was 0.28, the open interest changed by 0 which decreased total open position to 0


On 5 Nov CROMPTON was trading at 385.50. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 0.91, the open interest changed by 0 which decreased total open position to 0


On 4 Nov CROMPTON was trading at 384.75. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 0.99, the open interest changed by 0 which decreased total open position to 0


CROMPTON 30JAN2025 400 PE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
7 Jan 365.50 28.65 0.00 0.00 0 -2 0
6 Jan 370.95 28.65 -3.65 24.67 20 -2 84
3 Jan 366.75 32.3 3.80 30.78 6 0 86
2 Jan 372.05 28.5 2.05 28.67 33 2 86
1 Jan 375.30 26.45 13.45 30.01 199 -57 84
31 Dec 395.80 13 0.70 27.11 115 10 141
30 Dec 394.50 12.3 0.30 25.92 294 40 130
27 Dec 396.35 12 -1.00 25.18 110 32 89
26 Dec 393.60 13 0.75 23.86 30 9 56
24 Dec 394.85 12.25 -2.30 23.42 65 33 47
23 Dec 390.55 14.55 -3.45 23.63 9 -1 13
20 Dec 388.25 18 2.00 26.79 7 4 13
19 Dec 395.45 16 1.35 30.34 2 1 9
18 Dec 396.20 14.65 2.95 27.68 2 0 6
17 Dec 397.60 11.7 1.95 22.55 5 4 5
16 Dec 406.65 9.75 0.00 26.09 1 0 0
13 Dec 411.40 9.75 -18.95 29.13 3 1 2
11 Dec 413.60 28.7 0.00 4.11 0 0 0
10 Dec 415.70 28.7 0.00 3.96 0 0 0
9 Dec 414.10 28.7 0.00 3.94 0 0 0
5 Dec 405.20 28.7 0.00 2.41 0 0 0
2 Dec 416.85 28.7 0.00 4.28 0 0 0
29 Nov 409.70 28.7 0.00 3.22 0 0 0
28 Nov 406.65 28.7 0.00 2.39 0 0 0
27 Nov 408.95 28.7 0.00 2.55 0 0 0
26 Nov 408.55 28.7 0.00 2.73 0 0 0
25 Nov 405.45 28.7 28.70 2.54 0 0 0
22 Nov 393.05 0 0.00 0.14 0 0 0
21 Nov 381.95 0 0.00 - 0 0 0
20 Nov 390.70 0 0.00 - 0 0 0
19 Nov 390.70 0 0.00 - 0 0 0
18 Nov 384.25 0 0.00 - 0 0 0
14 Nov 371.05 0 0.00 - 0 0 0
13 Nov 385.00 0 0.00 - 0 0 0
12 Nov 390.40 0 0.00 0.15 0 0 0
11 Nov 390.55 0 0.00 - 0 0 0
8 Nov 398.60 0 0.00 1.47 0 0 0
7 Nov 389.95 0 0.00 - 0 0 0
5 Nov 385.50 0 0.00 - 0 0 0
4 Nov 384.75 0 - 0 0 0


For Crompt Grea Con Elec Ltd - strike price 400 expiring on 30JAN2025

Delta for 400 PE is 0.00

Historical price for 400 PE is as follows

On 7 Jan CROMPTON was trading at 365.50. The strike last trading price was 28.65, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -2 which decreased total open position to 0


On 6 Jan CROMPTON was trading at 370.95. The strike last trading price was 28.65, which was -3.65 lower than the previous day. The implied volatity was 24.67, the open interest changed by -2 which decreased total open position to 84


On 3 Jan CROMPTON was trading at 366.75. The strike last trading price was 32.3, which was 3.80 higher than the previous day. The implied volatity was 30.78, the open interest changed by 0 which decreased total open position to 86


On 2 Jan CROMPTON was trading at 372.05. The strike last trading price was 28.5, which was 2.05 higher than the previous day. The implied volatity was 28.67, the open interest changed by 2 which increased total open position to 86


On 1 Jan CROMPTON was trading at 375.30. The strike last trading price was 26.45, which was 13.45 higher than the previous day. The implied volatity was 30.01, the open interest changed by -57 which decreased total open position to 84


On 31 Dec CROMPTON was trading at 395.80. The strike last trading price was 13, which was 0.70 higher than the previous day. The implied volatity was 27.11, the open interest changed by 10 which increased total open position to 141


On 30 Dec CROMPTON was trading at 394.50. The strike last trading price was 12.3, which was 0.30 higher than the previous day. The implied volatity was 25.92, the open interest changed by 40 which increased total open position to 130


On 27 Dec CROMPTON was trading at 396.35. The strike last trading price was 12, which was -1.00 lower than the previous day. The implied volatity was 25.18, the open interest changed by 32 which increased total open position to 89


On 26 Dec CROMPTON was trading at 393.60. The strike last trading price was 13, which was 0.75 higher than the previous day. The implied volatity was 23.86, the open interest changed by 9 which increased total open position to 56


On 24 Dec CROMPTON was trading at 394.85. The strike last trading price was 12.25, which was -2.30 lower than the previous day. The implied volatity was 23.42, the open interest changed by 33 which increased total open position to 47


On 23 Dec CROMPTON was trading at 390.55. The strike last trading price was 14.55, which was -3.45 lower than the previous day. The implied volatity was 23.63, the open interest changed by -1 which decreased total open position to 13


On 20 Dec CROMPTON was trading at 388.25. The strike last trading price was 18, which was 2.00 higher than the previous day. The implied volatity was 26.79, the open interest changed by 4 which increased total open position to 13


On 19 Dec CROMPTON was trading at 395.45. The strike last trading price was 16, which was 1.35 higher than the previous day. The implied volatity was 30.34, the open interest changed by 1 which increased total open position to 9


On 18 Dec CROMPTON was trading at 396.20. The strike last trading price was 14.65, which was 2.95 higher than the previous day. The implied volatity was 27.68, the open interest changed by 0 which decreased total open position to 6


On 17 Dec CROMPTON was trading at 397.60. The strike last trading price was 11.7, which was 1.95 higher than the previous day. The implied volatity was 22.55, the open interest changed by 4 which increased total open position to 5


On 16 Dec CROMPTON was trading at 406.65. The strike last trading price was 9.75, which was 0.00 lower than the previous day. The implied volatity was 26.09, 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 9.75, which was -18.95 lower than the previous day. The implied volatity was 29.13, the open interest changed by 1 which increased total open position to 2


On 11 Dec CROMPTON was trading at 413.60. The strike last trading price was 28.7, which was 0.00 lower than the previous day. The implied volatity was 4.11, 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 28.7, which was 0.00 lower than the previous day. The implied volatity was 3.96, 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 28.7, which was 0.00 lower than the previous day. The implied volatity was 3.94, 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 28.7, which was 0.00 lower than the previous day. The implied volatity was 2.41, 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 28.7, which was 0.00 lower than the previous day. The implied volatity was 4.28, 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 28.7, which was 0.00 lower than the previous day. The implied volatity was 3.22, the open interest changed by 0 which decreased total open position to 0


On 28 Nov CROMPTON was trading at 406.65. The strike last trading price was 28.7, which was 0.00 lower than the previous day. The implied volatity was 2.39, 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 28.7, which was 0.00 lower than the previous day. The implied volatity was 2.55, 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 28.7, which was 0.00 lower than the previous day. The implied volatity was 2.73, 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 28.7, which was 28.70 higher than the previous day. The implied volatity was 2.54, 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 0, which was 0.00 lower than the previous day. The implied volatity was 0.14, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, which was 0.00 lower than the previous day. The implied volatity was 0.15, 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 0, 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 8 Nov CROMPTON was trading at 398.60. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 1.47, the open interest changed by 0 which decreased total open position to 0


On 7 Nov CROMPTON was trading at 389.95. 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 0 which decreased total open position to 0


On 5 Nov CROMPTON was trading at 385.50. 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 0 which decreased total open position to 0


On 4 Nov CROMPTON was trading at 384.75. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0