CROMPTON
Crompt Grea Con Elec Ltd
Historical option data for CROMPTON
14 Nov 2024 04:11 PM IST
| CROMPTON 28NOV2024 405 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.15
Vega: 0.17
Theta: -0.26
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 371.05 | 2.2 | -4.85 | 39.62 | 284 | -6 | 124 | |||
| 13 Nov | 385.00 | 7.05 | -1.90 | 46.00 | 59 | 20 | 130 | |||
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| 12 Nov | 390.40 | 8.95 | -0.95 | 45.25 | 104 | 17 | 111 | |||
| 11 Nov | 390.55 | 9.9 | -1.25 | 45.44 | 181 | 58 | 95 | |||
| 8 Nov | 398.60 | 11.15 | 2.90 | 35.37 | 80 | -4 | 36 | |||
| 7 Nov | 389.95 | 8.25 | -3.80 | 34.98 | 27 | 5 | 39 | |||
| 6 Nov | 402.45 | 12.05 | 4.70 | 31.30 | 36 | 3 | 34 | |||
| 5 Nov | 385.50 | 7.35 | 0.10 | 36.71 | 124 | 19 | 29 | |||
| 4 Nov | 384.75 | 7.25 | -3.75 | 35.89 | 11 | 5 | 10 | |||
| 1 Nov | 392.15 | 11 | 0.00 | 0.00 | 0 | 5 | 0 | |||
| 31 Oct | 391.00 | 11 | -24.30 | - | 25 | 5 | 5 | |||
| 30 Oct | 393.50 | 35.3 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 391.55 | 35.3 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 389.35 | 35.3 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 391.95 | 35.3 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 395.55 | 35.3 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 396.35 | 35.3 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 398.05 | 35.3 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 404.70 | 35.3 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 409.05 | 35.3 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 414.50 | 35.3 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 422.60 | 35.3 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 429.65 | 35.3 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 430.85 | 35.3 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 436.55 | 35.3 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 422.05 | 35.3 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 427.35 | 35.3 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 432.05 | 35.3 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 416.25 | 35.3 | - | 0 | 0 | 0 | ||||
For Crompt Grea Con Elec Ltd - strike price 405 expiring on 28NOV2024
Delta for 405 CE is 0.15
Historical price for 405 CE is as follows
On 14 Nov CROMPTON was trading at 371.05. The strike last trading price was 2.2, which was -4.85 lower than the previous day. The implied volatity was 39.62, the open interest changed by -6 which decreased total open position to 124
On 13 Nov CROMPTON was trading at 385.00. The strike last trading price was 7.05, which was -1.90 lower than the previous day. The implied volatity was 46.00, the open interest changed by 20 which increased total open position to 130
On 12 Nov CROMPTON was trading at 390.40. The strike last trading price was 8.95, which was -0.95 lower than the previous day. The implied volatity was 45.25, the open interest changed by 17 which increased total open position to 111
On 11 Nov CROMPTON was trading at 390.55. The strike last trading price was 9.9, which was -1.25 lower than the previous day. The implied volatity was 45.44, the open interest changed by 58 which increased total open position to 95
On 8 Nov CROMPTON was trading at 398.60. The strike last trading price was 11.15, which was 2.90 higher than the previous day. The implied volatity was 35.37, the open interest changed by -4 which decreased total open position to 36
On 7 Nov CROMPTON was trading at 389.95. The strike last trading price was 8.25, which was -3.80 lower than the previous day. The implied volatity was 34.98, the open interest changed by 5 which increased total open position to 39
On 6 Nov CROMPTON was trading at 402.45. The strike last trading price was 12.05, which was 4.70 higher than the previous day. The implied volatity was 31.30, the open interest changed by 3 which increased total open position to 34
On 5 Nov CROMPTON was trading at 385.50. The strike last trading price was 7.35, which was 0.10 higher than the previous day. The implied volatity was 36.71, the open interest changed by 19 which increased total open position to 29
On 4 Nov CROMPTON was trading at 384.75. The strike last trading price was 7.25, which was -3.75 lower than the previous day. The implied volatity was 35.89, the open interest changed by 5 which increased total open position to 10
On 1 Nov CROMPTON was trading at 392.15. The strike last trading price was 11, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 5 which increased total open position to 0
On 31 Oct CROMPTON was trading at 391.00. The strike last trading price was 11, which was -24.30 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 35.3, 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 35.3, 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 28 Oct CROMPTON was trading at 389.35. The strike last trading price was 35.3, 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 25 Oct CROMPTON was trading at 391.95. The strike last trading price was 35.3, 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 Oct CROMPTON was trading at 395.55. The strike last trading price was 35.3, 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 35.3, 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 35.3, 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 35.3, 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 35.3, 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 35.3, 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 35.3, 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 35.3, 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 35.3, 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 35.3, 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 35.3, 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 35.3, 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 35.3, 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 35.3, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| CROMPTON 28NOV2024 405 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.91
Vega: 0.12
Theta: -0.03
Gamma: 0.01
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 371.05 | 32.5 | 6.90 | 30.38 | 4 | -2 | 44 |
| 13 Nov | 385.00 | 25.6 | 6.50 | 44.23 | 4 | 1 | 45 |
| 12 Nov | 390.40 | 19.1 | -3.55 | 31.94 | 21 | 6 | 44 |
| 11 Nov | 390.55 | 22.65 | 6.10 | 44.92 | 52 | 32 | 37 |
| 8 Nov | 398.60 | 16.55 | -12.95 | 38.10 | 3 | 0 | 2 |
| 7 Nov | 389.95 | 29.5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Nov | 402.45 | 29.5 | 0.00 | 0.00 | 0 | 2 | 0 |
| 5 Nov | 385.50 | 29.5 | 13.15 | 49.44 | 2 | 1 | 1 |
| 4 Nov | 384.75 | 16.35 | 0.00 | 0.00 | 0 | 0 | 0 |
| 1 Nov | 392.15 | 16.35 | 0.00 | 0.00 | 0 | 0 | 0 |
| 31 Oct | 391.00 | 16.35 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 393.50 | 16.35 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 391.55 | 16.35 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 389.35 | 16.35 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 391.95 | 16.35 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 395.55 | 16.35 | 0.00 | - | 0 | -1 | 0 |
| 23 Oct | 396.35 | 16.35 | 7.65 | - | 1 | 0 | 1 |
| 22 Oct | 398.05 | 8.7 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 404.70 | 8.7 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 409.05 | 8.7 | 0.00 | - | 0 | 1 | 0 |
| 17 Oct | 414.50 | 8.7 | -7.30 | - | 1 | 0 | 0 |
| 16 Oct | 422.60 | 16 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 429.65 | 16 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 430.85 | 16 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 436.55 | 16 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 422.05 | 16 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 427.35 | 16 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 432.05 | 16 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 416.25 | 16 | - | 0 | 0 | 0 | |
For Crompt Grea Con Elec Ltd - strike price 405 expiring on 28NOV2024
Delta for 405 PE is -0.91
Historical price for 405 PE is as follows
On 14 Nov CROMPTON was trading at 371.05. The strike last trading price was 32.5, which was 6.90 higher than the previous day. The implied volatity was 30.38, the open interest changed by -2 which decreased total open position to 44
On 13 Nov CROMPTON was trading at 385.00. The strike last trading price was 25.6, which was 6.50 higher than the previous day. The implied volatity was 44.23, the open interest changed by 1 which increased total open position to 45
On 12 Nov CROMPTON was trading at 390.40. The strike last trading price was 19.1, which was -3.55 lower than the previous day. The implied volatity was 31.94, the open interest changed by 6 which increased total open position to 44
On 11 Nov CROMPTON was trading at 390.55. The strike last trading price was 22.65, which was 6.10 higher than the previous day. The implied volatity was 44.92, the open interest changed by 32 which increased total open position to 37
On 8 Nov CROMPTON was trading at 398.60. The strike last trading price was 16.55, which was -12.95 lower than the previous day. The implied volatity was 38.10, the open interest changed by 0 which decreased total open position to 2
On 7 Nov CROMPTON was trading at 389.95. The strike last trading price was 29.5, 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 6 Nov CROMPTON was trading at 402.45. The strike last trading price was 29.5, 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 5 Nov CROMPTON was trading at 385.50. The strike last trading price was 29.5, which was 13.15 higher than the previous day. The implied volatity was 49.44, the open interest changed by 1 which increased total open position to 1
On 4 Nov CROMPTON was trading at 384.75. The strike last trading price was 16.35, 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 16.35, 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 31 Oct CROMPTON was trading at 391.00. The strike last trading price was 16.35, 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 Oct CROMPTON was trading at 393.50. The strike last trading price was 16.35, 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 16.35, 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 28 Oct CROMPTON was trading at 389.35. The strike last trading price was 16.35, 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 25 Oct CROMPTON was trading at 391.95. The strike last trading price was 16.35, 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 Oct CROMPTON was trading at 395.55. The strike last trading price was 16.35, 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 16.35, which was 7.65 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 8.7, 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 8.7, 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 8.7, 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 8.7, which was -7.30 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 16, 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 16, 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 16, 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 16, 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 16, 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 16, 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 16, 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 16, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
