CROMPTON
Crompt Grea Con Elec Ltd
Historical option data for CROMPTON
30 Dec 2024 04:11 PM IST
| CROMPTON 30JAN2025 405 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.43
Vega: 0.45
Theta: -0.22
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 30 Dec | 394.50 | 8.7 | 0.30 | 24.41 | 77 | 5 | 16 | |||
| 27 Dec | 396.35 | 8.4 | 0.90 | 21.75 | 45 | 7 | 9 | |||
| 26 Dec | 393.60 | 7.5 | -20.30 | 22.16 | 2 | 0 | 0 | |||
| 24 Dec | 394.85 | 27.8 | 0.00 | 1.59 | 0 | 0 | 0 | |||
| 23 Dec | 390.55 | 27.8 | 0.00 | 2.49 | 0 | 0 | 0 | |||
| 20 Dec | 388.25 | 27.8 | 0.00 | 2.84 | 0 | 0 | 0 | |||
| 19 Dec | 395.45 | 27.8 | 0.00 | 1.13 | 0 | 0 | 0 | |||
| 18 Dec | 396.20 | 27.8 | 0.00 | 1.03 | 0 | 0 | 0 | |||
| 17 Dec | 397.60 | 27.8 | 0.00 | 0.89 | 0 | 0 | 0 | |||
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| 16 Dec | 406.65 | 27.8 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Dec | 411.40 | 27.8 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Dec | 413.60 | 27.8 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Dec | 415.70 | 27.8 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Dec | 414.10 | 27.8 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Dec | 405.20 | 27.8 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Nov | 409.70 | 27.8 | - | 0 | 0 | 0 | ||||
For Crompt Grea Con Elec Ltd - strike price 405 expiring on 30JAN2025
Delta for 405 CE is 0.43
Historical price for 405 CE is as follows
On 30 Dec CROMPTON was trading at 394.50. The strike last trading price was 8.7, which was 0.30 higher than the previous day. The implied volatity was 24.41, the open interest changed by 5 which increased total open position to 16
On 27 Dec CROMPTON was trading at 396.35. The strike last trading price was 8.4, which was 0.90 higher than the previous day. The implied volatity was 21.75, the open interest changed by 7 which increased total open position to 9
On 26 Dec CROMPTON was trading at 393.60. The strike last trading price was 7.5, which was -20.30 lower than the previous day. The implied volatity was 22.16, 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 27.8, which was 0.00 lower than the previous day. The implied volatity was 1.59, 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 27.8, which was 0.00 lower than the previous day. The implied volatity was 2.49, 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 27.8, which was 0.00 lower than the previous day. The implied volatity was 2.84, 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 27.8, which was 0.00 lower than the previous day. The implied volatity was 1.13, 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 27.8, which was 0.00 lower than the previous day. The implied volatity was 1.03, 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 27.8, which was 0.00 lower than the previous day. The implied volatity was 0.89, 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 27.8, 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 27.8, 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 27.8, 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 27.8, 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 27.8, 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 27.8, 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 27.8, 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 405 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.56
Vega: 0.45
Theta: -0.12
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 30 Dec | 394.50 | 14.5 | -0.20 | 24.68 | 27 | -2 | 5 |
| 27 Dec | 396.35 | 14.7 | -6.35 | 25.20 | 35 | 9 | 9 |
| 26 Dec | 393.60 | 21.05 | 0.00 | - | 0 | 0 | 0 |
| 24 Dec | 394.85 | 21.05 | 0.00 | - | 0 | 0 | 0 |
| 23 Dec | 390.55 | 21.05 | 0.00 | - | 0 | 0 | 0 |
| 20 Dec | 388.25 | 21.05 | 0.00 | - | 0 | 0 | 0 |
| 19 Dec | 395.45 | 21.05 | 0.00 | - | 0 | 0 | 0 |
| 18 Dec | 396.20 | 21.05 | 0.00 | - | 0 | 0 | 0 |
| 17 Dec | 397.60 | 21.05 | 0.00 | - | 0 | 0 | 0 |
| 16 Dec | 406.65 | 21.05 | 0.00 | 1.40 | 0 | 0 | 0 |
| 13 Dec | 411.40 | 21.05 | 0.00 | 2.56 | 0 | 0 | 0 |
| 11 Dec | 413.60 | 21.05 | 0.00 | 3.14 | 0 | 0 | 0 |
| 10 Dec | 415.70 | 21.05 | 0.00 | 2.99 | 0 | 0 | 0 |
| 9 Dec | 414.10 | 21.05 | 0.00 | 2.98 | 0 | 0 | 0 |
| 5 Dec | 405.20 | 21.05 | 0.00 | 1.45 | 0 | 0 | 0 |
| 29 Nov | 409.70 | 21.05 | 2.14 | 0 | 0 | 0 | |
For Crompt Grea Con Elec Ltd - strike price 405 expiring on 30JAN2025
Delta for 405 PE is -0.56
Historical price for 405 PE is as follows
On 30 Dec CROMPTON was trading at 394.50. The strike last trading price was 14.5, which was -0.20 lower than the previous day. The implied volatity was 24.68, the open interest changed by -2 which decreased total open position to 5
On 27 Dec CROMPTON was trading at 396.35. The strike last trading price was 14.7, which was -6.35 lower than the previous day. The implied volatity was 25.20, the open interest changed by 9 which increased total open position to 9
On 26 Dec CROMPTON was trading at 393.60. The strike last trading price was 21.05, 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 24 Dec CROMPTON was trading at 394.85. The strike last trading price was 21.05, 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 21.05, 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 21.05, 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 21.05, 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 21.05, 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 21.05, 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 21.05, which was 0.00 lower than the previous day. The implied volatity was 1.40, 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 21.05, which was 0.00 lower than the previous day. The implied volatity was 2.56, 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 21.05, which was 0.00 lower than the previous day. The implied volatity was 3.14, 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 21.05, which was 0.00 lower than the previous day. The implied volatity was 2.99, 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 21.05, which was 0.00 lower than the previous day. The implied volatity was 2.98, 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 21.05, which was 0.00 lower than the previous day. The implied volatity was 1.45, 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 21.05, which was lower than the previous day. The implied volatity was 2.14, the open interest changed by 0 which decreased total open position to 0
