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

371.05 -13.95 (-3.62%)

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Historical option data for CROMPTON

14 Nov 2024 04:11 PM IST
CROMPTON 28NOV2024 410 CE
Delta: 0.12
Vega: 0.15
Theta: -0.23
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
14 Nov 371.05 1.75 -3.70 40.58 851 -58 274
13 Nov 385.00 5.45 -1.50 44.89 752 51 334
12 Nov 390.40 6.95 -1.15 43.72 597 97 289
11 Nov 390.55 8.1 -0.95 44.91 377 107 193
8 Nov 398.60 9.05 2.40 35.09 184 22 84
7 Nov 389.95 6.65 -3.20 34.97 139 -5 61
6 Nov 402.45 9.85 3.80 31.34 190 15 64
5 Nov 385.50 6.05 0.00 36.92 233 25 57
4 Nov 384.75 6.05 -3.25 36.35 58 24 33
1 Nov 392.15 9.3 0.00 0.00 0 7 0
31 Oct 391.00 9.3 -0.35 - 33 7 9
30 Oct 393.50 9.65 3.05 - 3 0 1
29 Oct 391.55 6.6 -65.80 - 1 0 0
28 Oct 389.35 72.4 0.00 - 0 0 0
25 Oct 391.95 72.4 0.00 - 0 0 0
24 Oct 395.55 72.4 0.00 - 0 0 0
23 Oct 396.35 72.4 0.00 - 0 0 0
22 Oct 398.05 72.4 0.00 - 0 0 0
21 Oct 404.70 72.4 0.00 - 0 0 0
18 Oct 409.05 72.4 0.00 - 0 0 0
17 Oct 414.50 72.4 0.00 - 0 0 0
16 Oct 422.60 72.4 0.00 - 0 0 0
14 Oct 429.65 72.4 0.00 - 0 0 0
11 Oct 430.85 72.4 0.00 - 0 0 0
9 Oct 436.55 72.4 0.00 - 0 0 0
4 Oct 422.05 72.4 0.00 - 0 0 0
3 Oct 427.35 72.4 0.00 - 0 0 0
1 Oct 432.05 72.4 0.00 - 0 0 0
30 Sept 416.25 72.4 72.40 - 0 0 0
25 Sept 441.55 0 0.00 - 0 0 0
24 Sept 439.25 0 0.00 - 0 0 0
23 Sept 445.75 0 0.00 - 0 0 0
20 Sept 446.80 0 0.00 - 0 0 0
19 Sept 450.00 0 0.00 - 0 0 0
18 Sept 448.85 0 0.00 - 0 0 0
17 Sept 452.75 0 0.00 - 0 0 0
16 Sept 447.90 0 0.00 - 0 0 0
13 Sept 451.75 0 0.00 - 0 0 0
12 Sept 459.00 0 0.00 - 0 0 0
11 Sept 459.30 0 - 0 0 0


For Crompt Grea Con Elec Ltd - strike price 410 expiring on 28NOV2024

Delta for 410 CE is 0.12

Historical price for 410 CE is as follows

On 14 Nov CROMPTON was trading at 371.05. The strike last trading price was 1.75, which was -3.70 lower than the previous day. The implied volatity was 40.58, the open interest changed by -58 which decreased total open position to 274


On 13 Nov CROMPTON was trading at 385.00. The strike last trading price was 5.45, which was -1.50 lower than the previous day. The implied volatity was 44.89, the open interest changed by 51 which increased total open position to 334


On 12 Nov CROMPTON was trading at 390.40. The strike last trading price was 6.95, which was -1.15 lower than the previous day. The implied volatity was 43.72, the open interest changed by 97 which increased total open position to 289


On 11 Nov CROMPTON was trading at 390.55. The strike last trading price was 8.1, which was -0.95 lower than the previous day. The implied volatity was 44.91, the open interest changed by 107 which increased total open position to 193


On 8 Nov CROMPTON was trading at 398.60. The strike last trading price was 9.05, which was 2.40 higher than the previous day. The implied volatity was 35.09, the open interest changed by 22 which increased total open position to 84


On 7 Nov CROMPTON was trading at 389.95. The strike last trading price was 6.65, which was -3.20 lower than the previous day. The implied volatity was 34.97, the open interest changed by -5 which decreased total open position to 61


On 6 Nov CROMPTON was trading at 402.45. The strike last trading price was 9.85, which was 3.80 higher than the previous day. The implied volatity was 31.34, the open interest changed by 15 which increased total open position to 64


On 5 Nov CROMPTON was trading at 385.50. The strike last trading price was 6.05, which was 0.00 lower than the previous day. The implied volatity was 36.92, the open interest changed by 25 which increased total open position to 57


On 4 Nov CROMPTON was trading at 384.75. The strike last trading price was 6.05, which was -3.25 lower than the previous day. The implied volatity was 36.35, the open interest changed by 24 which increased total open position to 33


On 1 Nov CROMPTON was trading at 392.15. The strike last trading price was 9.3, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 7 which increased total open position to 0


On 31 Oct CROMPTON was trading at 391.00. The strike last trading price was 9.3, which was -0.35 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 9.65, which was 3.05 higher 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 6.6, which was -65.80 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 72.4, 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 72.4, 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 72.4, 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 72.4, 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 72.4, 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 72.4, 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 72.4, 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 72.4, 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 72.4, 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 72.4, 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 72.4, 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 72.4, 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 72.4, 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 72.4, 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 72.4, 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 72.4, which was 72.40 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 25 Sept CROMPTON was trading at 441.55. 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 which decreased total open position to


On 24 Sept CROMPTON was trading at 439.25. 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 which decreased total open position to


On 23 Sept CROMPTON was trading at 445.75. 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 20 Sept CROMPTON was trading at 446.80. 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 19 Sept CROMPTON was trading at 450.00. 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 which decreased total open position to


On 18 Sept CROMPTON was trading at 448.85. 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 17 Sept CROMPTON was trading at 452.75. 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 16 Sept CROMPTON was trading at 447.90. 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 13 Sept CROMPTON was trading at 451.75. 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 12 Sept CROMPTON was trading at 459.00. 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 which decreased total open position to


On 11 Sept CROMPTON was trading at 459.30. 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 28NOV2024 410 PE
Delta: -0.85
Vega: 0.17
Theta: -0.18
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
14 Nov 371.05 39.6 10.10 45.66 60 14 51
13 Nov 385.00 29.5 6.65 45.02 6 3 36
12 Nov 390.40 22.85 -2.60 32.11 3 1 35
11 Nov 390.55 25.45 0.85 43.14 30 17 33
8 Nov 398.60 24.6 0.00 0.00 0 3 0
7 Nov 389.95 24.6 7.95 38.78 4 1 14
6 Nov 402.45 16.65 -13.35 34.58 9 4 14
5 Nov 385.50 30 0.00 0.00 0 0 0
4 Nov 384.75 30 5.30 39.85 1 0 10
1 Nov 392.15 24.7 0.00 0.00 0 10 0
31 Oct 391.00 24.7 8.55 - 11 10 10
30 Oct 393.50 16.15 0.00 - 0 0 0
29 Oct 391.55 16.15 0.00 - 0 0 0
28 Oct 389.35 16.15 0.00 - 0 0 0
25 Oct 391.95 16.15 0.00 - 0 0 0
24 Oct 395.55 16.15 0.00 - 0 0 0
23 Oct 396.35 16.15 0.00 - 0 0 0
22 Oct 398.05 16.15 0.00 - 0 -1 0
21 Oct 404.70 16.15 7.90 - 1 0 1
18 Oct 409.05 8.25 0.00 - 0 0 0
17 Oct 414.50 8.25 0.00 - 0 0 0
16 Oct 422.60 8.25 0.00 - 0 0 0
14 Oct 429.65 8.25 -1.80 - 1 0 0
11 Oct 430.85 10.05 0.00 - 0 0 0
9 Oct 436.55 10.05 0.00 - 0 0 0
4 Oct 422.05 10.05 0.00 - 0 0 0
3 Oct 427.35 10.05 0.00 - 0 0 0
1 Oct 432.05 10.05 0.00 - 0 0 0
30 Sept 416.25 10.05 0.00 - 0 0 0
25 Sept 441.55 10.05 0.00 - 0 0 0
24 Sept 439.25 10.05 10.05 - 0 0 0
23 Sept 445.75 0 0.00 - 0 0 0
20 Sept 446.80 0 0.00 - 0 0 0
19 Sept 450.00 0 0.00 - 0 0 0
18 Sept 448.85 0 0.00 - 0 0 0
17 Sept 452.75 0 0.00 - 0 0 0
16 Sept 447.90 0 0.00 - 0 0 0
13 Sept 451.75 0 0.00 - 0 0 0
12 Sept 459.00 0 0.00 - 0 0 0
11 Sept 459.30 0 - 0 0 0


For Crompt Grea Con Elec Ltd - strike price 410 expiring on 28NOV2024

Delta for 410 PE is -0.85

Historical price for 410 PE is as follows

On 14 Nov CROMPTON was trading at 371.05. The strike last trading price was 39.6, which was 10.10 higher than the previous day. The implied volatity was 45.66, the open interest changed by 14 which increased total open position to 51


On 13 Nov CROMPTON was trading at 385.00. The strike last trading price was 29.5, which was 6.65 higher than the previous day. The implied volatity was 45.02, the open interest changed by 3 which increased total open position to 36


On 12 Nov CROMPTON was trading at 390.40. The strike last trading price was 22.85, which was -2.60 lower than the previous day. The implied volatity was 32.11, the open interest changed by 1 which increased total open position to 35


On 11 Nov CROMPTON was trading at 390.55. The strike last trading price was 25.45, which was 0.85 higher than the previous day. The implied volatity was 43.14, the open interest changed by 17 which increased total open position to 33


On 8 Nov CROMPTON was trading at 398.60. The strike last trading price was 24.6, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0


On 7 Nov CROMPTON was trading at 389.95. The strike last trading price was 24.6, which was 7.95 higher than the previous day. The implied volatity was 38.78, the open interest changed by 1 which increased total open position to 14


On 6 Nov CROMPTON was trading at 402.45. The strike last trading price was 16.65, which was -13.35 lower than the previous day. The implied volatity was 34.58, the open interest changed by 4 which increased total open position to 14


On 5 Nov CROMPTON was trading at 385.50. The strike last trading price was 30, 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 4 Nov CROMPTON was trading at 384.75. The strike last trading price was 30, which was 5.30 higher than the previous day. The implied volatity was 39.85, the open interest changed by 0 which decreased total open position to 10


On 1 Nov CROMPTON was trading at 392.15. The strike last trading price was 24.7, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 10 which increased total open position to 0


On 31 Oct CROMPTON was trading at 391.00. The strike last trading price was 24.7, which was 8.55 higher 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 16.15, 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 16.15, 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 16.15, 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 16.15, 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 16.15, 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 16.15, 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 16.15, 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 16.15, which was 7.90 higher 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 8.25, 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 8.25, 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 8.25, 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 8.25, which was -1.80 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 10.05, 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 10.05, 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 10.05, 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 10.05, 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 10.05, 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 10.05, 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 Sept CROMPTON was trading at 441.55. The strike last trading price was 10.05, 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 Sept CROMPTON was trading at 439.25. The strike last trading price was 10.05, which was 10.05 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 23 Sept CROMPTON was trading at 445.75. 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 20 Sept CROMPTON was trading at 446.80. 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 19 Sept CROMPTON was trading at 450.00. 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 which decreased total open position to


On 18 Sept CROMPTON was trading at 448.85. 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 17 Sept CROMPTON was trading at 452.75. 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 16 Sept CROMPTON was trading at 447.90. 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 13 Sept CROMPTON was trading at 451.75. 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 12 Sept CROMPTON was trading at 459.00. 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 which decreased total open position to


On 11 Sept CROMPTON was trading at 459.30. 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