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

370.15 3.40 (0.93%)

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Historical option data for CROMPTON

06 Jan 2025 11:51 AM IST
CROMPTON 30JAN2025 405 CE
Delta: 0.15
Vega: 0.23
Theta: -0.16
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
6 Jan 369.50 2.3 0.60 31.16 217 0 164
3 Jan 366.75 1.7 -0.50 27.69 151 13 164
2 Jan 372.05 2.2 -1.05 26.77 192 49 151
1 Jan 375.30 3.25 -4.90 27.82 261 79 102
31 Dec 395.80 8.15 -0.55 24.25 37 10 24
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
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 0.15

Historical price for 405 CE is as follows

On 6 Jan CROMPTON was trading at 369.50. The strike last trading price was 2.3, which was 0.60 higher than the previous day. The implied volatity was 31.16, the open interest changed by 0 which decreased total open position to 164


On 3 Jan CROMPTON was trading at 366.75. The strike last trading price was 1.7, which was -0.50 lower than the previous day. The implied volatity was 27.69, the open interest changed by 13 which increased total open position to 164


On 2 Jan CROMPTON was trading at 372.05. The strike last trading price was 2.2, which was -1.05 lower than the previous day. The implied volatity was 26.77, the open interest changed by 49 which increased total open position to 151


On 1 Jan CROMPTON was trading at 375.30. The strike last trading price was 3.25, which was -4.90 lower than the previous day. The implied volatity was 27.82, the open interest changed by 79 which increased total open position to 102


On 31 Dec CROMPTON was trading at 395.80. The strike last trading price was 8.15, which was -0.55 lower than the previous day. The implied volatity was 24.25, the open interest changed by 10 which increased total open position to 24


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
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
6 Jan 369.50 28.9 2.95 - 3 -1 4
3 Jan 366.75 25.95 0.00 0.00 0 0 0
2 Jan 372.05 25.95 0.00 0.00 0 -1 0
1 Jan 375.30 25.95 10.15 - 10 -2 0
31 Dec 395.80 15.8 1.30 25.60 1 0 5
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 -

Historical price for 405 PE is as follows

On 6 Jan CROMPTON was trading at 369.50. The strike last trading price was 28.9, which was 2.95 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 4


On 3 Jan CROMPTON was trading at 366.75. The strike last trading price was 25.95, 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 Jan CROMPTON was trading at 372.05. The strike last trading price was 25.95, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0


On 1 Jan CROMPTON was trading at 375.30. The strike last trading price was 25.95, which was 10.15 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 0


On 31 Dec CROMPTON was trading at 395.80. The strike last trading price was 15.8, which was 1.30 higher than the previous day. The implied volatity was 25.60, the open interest changed by 0 which decreased total open position to 5


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