CROMPTON
Crompt Grea Con Elec Ltd
Historical option data for CROMPTON
03 Dec 2024 04:11 PM IST
| CROMPTON 26DEC2024 400 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.67
Vega: 0.37
Theta: -0.29
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 3 Dec | 409.15 | 17.3 | -7.00 | 26.89 | 137 | 2 | 147 | |||
| 2 Dec | 416.85 | 24.3 | 5.05 | 29.34 | 216 | 18 | 144 | |||
| 29 Nov | 409.70 | 19.25 | 1.20 | 25.20 | 131 | 14 | 128 | |||
| 28 Nov | 406.65 | 18.05 | -1.75 | 29.30 | 58 | -8 | 112 | |||
| 27 Nov | 408.95 | 19.8 | 0.10 | 31.30 | 50 | 3 | 118 | |||
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| 26 Nov | 408.55 | 19.7 | -0.05 | 28.94 | 61 | 2 | 114 | |||
| 25 Nov | 405.45 | 19.75 | 8.55 | 30.01 | 304 | 73 | 112 | |||
| 22 Nov | 393.05 | 11.2 | 2.45 | 26.50 | 83 | 32 | 71 | |||
| 21 Nov | 381.95 | 8.75 | -3.25 | 30.99 | 33 | 15 | 37 | |||
| 20 Nov | 390.70 | 12 | 0.00 | 29.65 | 32 | -6 | 22 | |||
| 19 Nov | 390.70 | 12 | 2.70 | 29.65 | 32 | -6 | 22 | |||
| 18 Nov | 384.25 | 9.3 | 0.10 | 28.83 | 68 | 6 | 28 | |||
| 14 Nov | 371.05 | 9.2 | -5.40 | 36.31 | 20 | 1 | 21 | |||
| 13 Nov | 385.00 | 14.6 | -1.40 | 36.78 | 21 | 5 | 20 | |||
| 12 Nov | 390.40 | 16 | -2.15 | 34.81 | 20 | 1 | 15 | |||
| 11 Nov | 390.55 | 18.15 | -2.00 | 37.31 | 19 | 9 | 15 | |||
| 8 Nov | 398.60 | 20.15 | -24.05 | 31.88 | 6 | 5 | 5 | |||
| 1 Nov | 392.15 | 44.2 | 0.00 | 0.06 | 0 | 0 | 0 | |||
| 24 Oct | 395.55 | 44.2 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 396.35 | 44.2 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 398.05 | 44.2 | 44.20 | - | 0 | 0 | 0 | |||
| 21 Oct | 404.70 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 427.35 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 432.05 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 416.25 | 0 | - | 0 | 0 | 0 | ||||
For Crompt Grea Con Elec Ltd - strike price 400 expiring on 26DEC2024
Delta for 400 CE is 0.67
Historical price for 400 CE is as follows
On 3 Dec CROMPTON was trading at 409.15. The strike last trading price was 17.3, which was -7.00 lower than the previous day. The implied volatity was 26.89, the open interest changed by 2 which increased total open position to 147
On 2 Dec CROMPTON was trading at 416.85. The strike last trading price was 24.3, which was 5.05 higher than the previous day. The implied volatity was 29.34, the open interest changed by 18 which increased total open position to 144
On 29 Nov CROMPTON was trading at 409.70. The strike last trading price was 19.25, which was 1.20 higher than the previous day. The implied volatity was 25.20, the open interest changed by 14 which increased total open position to 128
On 28 Nov CROMPTON was trading at 406.65. The strike last trading price was 18.05, which was -1.75 lower than the previous day. The implied volatity was 29.30, the open interest changed by -8 which decreased total open position to 112
On 27 Nov CROMPTON was trading at 408.95. The strike last trading price was 19.8, which was 0.10 higher than the previous day. The implied volatity was 31.30, the open interest changed by 3 which increased total open position to 118
On 26 Nov CROMPTON was trading at 408.55. The strike last trading price was 19.7, which was -0.05 lower than the previous day. The implied volatity was 28.94, the open interest changed by 2 which increased total open position to 114
On 25 Nov CROMPTON was trading at 405.45. The strike last trading price was 19.75, which was 8.55 higher than the previous day. The implied volatity was 30.01, the open interest changed by 73 which increased total open position to 112
On 22 Nov CROMPTON was trading at 393.05. The strike last trading price was 11.2, which was 2.45 higher than the previous day. The implied volatity was 26.50, the open interest changed by 32 which increased total open position to 71
On 21 Nov CROMPTON was trading at 381.95. The strike last trading price was 8.75, which was -3.25 lower than the previous day. The implied volatity was 30.99, the open interest changed by 15 which increased total open position to 37
On 20 Nov CROMPTON was trading at 390.70. The strike last trading price was 12, which was 0.00 lower than the previous day. The implied volatity was 29.65, the open interest changed by -6 which decreased total open position to 22
On 19 Nov CROMPTON was trading at 390.70. The strike last trading price was 12, which was 2.70 higher than the previous day. The implied volatity was 29.65, the open interest changed by -6 which decreased total open position to 22
On 18 Nov CROMPTON was trading at 384.25. The strike last trading price was 9.3, which was 0.10 higher than the previous day. The implied volatity was 28.83, the open interest changed by 6 which increased total open position to 28
On 14 Nov CROMPTON was trading at 371.05. The strike last trading price was 9.2, which was -5.40 lower than the previous day. The implied volatity was 36.31, the open interest changed by 1 which increased total open position to 21
On 13 Nov CROMPTON was trading at 385.00. The strike last trading price was 14.6, which was -1.40 lower than the previous day. The implied volatity was 36.78, the open interest changed by 5 which increased total open position to 20
On 12 Nov CROMPTON was trading at 390.40. The strike last trading price was 16, which was -2.15 lower than the previous day. The implied volatity was 34.81, the open interest changed by 1 which increased total open position to 15
On 11 Nov CROMPTON was trading at 390.55. The strike last trading price was 18.15, which was -2.00 lower than the previous day. The implied volatity was 37.31, the open interest changed by 9 which increased total open position to 15
On 8 Nov CROMPTON was trading at 398.60. The strike last trading price was 20.15, which was -24.05 lower than the previous day. The implied volatity was 31.88, the open interest changed by 5 which increased total open position to 5
On 1 Nov CROMPTON was trading at 392.15. The strike last trading price was 44.2, which was 0.00 lower than the previous day. The implied volatity was 0.06, the open interest changed by 0 which decreased total open position to 0
On 24 Oct CROMPTON was trading at 395.55. The strike last trading price was 44.2, 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 44.2, 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 44.2, which was 44.20 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 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 3 Oct CROMPTON was trading at 427.35. 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 1 Oct CROMPTON was trading at 432.05. 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 which decreased total open position to
On 30 Sept CROMPTON was trading at 416.25. 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 26DEC2024 400 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.34
Vega: 0.37
Theta: -0.19
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 3 Dec | 409.15 | 6.75 | 1.85 | 28.40 | 422 | 24 | 220 |
| 2 Dec | 416.85 | 4.9 | -2.50 | 29.40 | 274 | -8 | 196 |
| 29 Nov | 409.70 | 7.4 | -2.35 | 30.01 | 170 | 38 | 206 |
| 28 Nov | 406.65 | 9.75 | 0.75 | 31.18 | 130 | 47 | 165 |
| 27 Nov | 408.95 | 9 | -1.00 | 29.83 | 87 | 43 | 118 |
| 26 Nov | 408.55 | 10 | -0.65 | 32.54 | 44 | 9 | 75 |
| 25 Nov | 405.45 | 10.65 | -5.00 | 32.65 | 98 | 56 | 66 |
| 22 Nov | 393.05 | 15.65 | -3.90 | 29.13 | 14 | 9 | 19 |
| 21 Nov | 381.95 | 19.55 | 3.05 | 22.48 | 6 | 5 | 9 |
| 20 Nov | 390.70 | 16.5 | 0.00 | 25.39 | 1 | 0 | 4 |
| 19 Nov | 390.70 | 16.5 | -3.50 | 25.39 | 1 | 0 | 4 |
| 18 Nov | 384.25 | 20 | -10.75 | 26.38 | 1 | 0 | 3 |
| 14 Nov | 371.05 | 30.75 | 9.50 | 31.47 | 1 | 0 | 3 |
| 13 Nov | 385.00 | 21.25 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Nov | 390.40 | 21.25 | 0.25 | 33.22 | 1 | 0 | 3 |
| 11 Nov | 390.55 | 21 | 3.25 | 33.56 | 5 | 3 | 4 |
| 8 Nov | 398.60 | 17.75 | 0.00 | 0.00 | 0 | 0 | 0 |
| 1 Nov | 392.15 | 17.75 | 0.00 | 0.00 | 0 | 0 | 1 |
| 24 Oct | 395.55 | 17.75 | 0.00 | - | 0 | 0 | 1 |
| 23 Oct | 396.35 | 17.75 | 0.00 | - | 1 | 0 | 1 |
| 22 Oct | 398.05 | 17.75 | 0.00 | - | 1 | 0 | 1 |
| 21 Oct | 404.70 | 17.75 | 17.75 | - | 1 | 0 | 1 |
| 3 Oct | 427.35 | 0 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 432.05 | 0 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 416.25 | 0 | - | 0 | 0 | 0 | |
For Crompt Grea Con Elec Ltd - strike price 400 expiring on 26DEC2024
Delta for 400 PE is -0.34
Historical price for 400 PE is as follows
On 3 Dec CROMPTON was trading at 409.15. The strike last trading price was 6.75, which was 1.85 higher than the previous day. The implied volatity was 28.40, the open interest changed by 24 which increased total open position to 220
On 2 Dec CROMPTON was trading at 416.85. The strike last trading price was 4.9, which was -2.50 lower than the previous day. The implied volatity was 29.40, the open interest changed by -8 which decreased total open position to 196
On 29 Nov CROMPTON was trading at 409.70. The strike last trading price was 7.4, which was -2.35 lower than the previous day. The implied volatity was 30.01, the open interest changed by 38 which increased total open position to 206
On 28 Nov CROMPTON was trading at 406.65. The strike last trading price was 9.75, which was 0.75 higher than the previous day. The implied volatity was 31.18, the open interest changed by 47 which increased total open position to 165
On 27 Nov CROMPTON was trading at 408.95. The strike last trading price was 9, which was -1.00 lower than the previous day. The implied volatity was 29.83, the open interest changed by 43 which increased total open position to 118
On 26 Nov CROMPTON was trading at 408.55. The strike last trading price was 10, which was -0.65 lower than the previous day. The implied volatity was 32.54, the open interest changed by 9 which increased total open position to 75
On 25 Nov CROMPTON was trading at 405.45. The strike last trading price was 10.65, which was -5.00 lower than the previous day. The implied volatity was 32.65, the open interest changed by 56 which increased total open position to 66
On 22 Nov CROMPTON was trading at 393.05. The strike last trading price was 15.65, which was -3.90 lower than the previous day. The implied volatity was 29.13, the open interest changed by 9 which increased total open position to 19
On 21 Nov CROMPTON was trading at 381.95. The strike last trading price was 19.55, which was 3.05 higher than the previous day. The implied volatity was 22.48, the open interest changed by 5 which increased total open position to 9
On 20 Nov CROMPTON was trading at 390.70. The strike last trading price was 16.5, which was 0.00 lower than the previous day. The implied volatity was 25.39, the open interest changed by 0 which decreased total open position to 4
On 19 Nov CROMPTON was trading at 390.70. The strike last trading price was 16.5, which was -3.50 lower than the previous day. The implied volatity was 25.39, the open interest changed by 0 which decreased total open position to 4
On 18 Nov CROMPTON was trading at 384.25. The strike last trading price was 20, which was -10.75 lower than the previous day. The implied volatity was 26.38, the open interest changed by 0 which decreased total open position to 3
On 14 Nov CROMPTON was trading at 371.05. The strike last trading price was 30.75, which was 9.50 higher than the previous day. The implied volatity was 31.47, the open interest changed by 0 which decreased total open position to 3
On 13 Nov CROMPTON was trading at 385.00. The strike last trading price was 21.25, 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 12 Nov CROMPTON was trading at 390.40. The strike last trading price was 21.25, which was 0.25 higher than the previous day. The implied volatity was 33.22, the open interest changed by 0 which decreased total open position to 3
On 11 Nov CROMPTON was trading at 390.55. The strike last trading price was 21, which was 3.25 higher than the previous day. The implied volatity was 33.56, the open interest changed by 3 which increased total open position to 4
On 8 Nov CROMPTON was trading at 398.60. The strike last trading price was 17.75, 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 17.75, 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 1
On 24 Oct CROMPTON was trading at 395.55. The strike last trading price was 17.75, 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 17.75, 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 17.75, 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 17.75, which was 17.75 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 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 1 Oct CROMPTON was trading at 432.05. 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 which decreased total open position to
On 30 Sept CROMPTON was trading at 416.25. 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
