CROMPTON
Crompt Grea Con Elec Ltd
Historical option data for CROMPTON
07 Jan 2025 10:51 AM IST
| CROMPTON 30JAN2025 410 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.09
Vega: 0.15
Theta: -0.11
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 7 Jan | 365.35 | 1.2 | -0.55 | 31.51 | 31 | 3 | 271 | |||
| 6 Jan | 370.95 | 1.75 | 0.50 | 31.04 | 467 | -4 | 269 | |||
| 3 Jan | 366.75 | 1.25 | -0.40 | 27.89 | 117 | -1 | 268 | |||
| 2 Jan | 372.05 | 1.65 | -0.65 | 27.06 | 238 | -16 | 268 | |||
| 1 Jan | 375.30 | 2.3 | -4.05 | 27.27 | 683 | 163 | 284 | |||
| 31 Dec | 395.80 | 6.35 | -0.55 | 24.24 | 347 | -1 | 120 | |||
| 30 Dec | 394.50 | 6.9 | 0.45 | 24.53 | 739 | 49 | 121 | |||
| 27 Dec | 396.35 | 6.45 | -0.15 | 21.62 | 189 | 61 | 74 | |||
| 26 Dec | 393.60 | 6.6 | -0.85 | 23.95 | 9 | 6 | 12 | |||
| 24 Dec | 394.85 | 7.45 | 0.00 | 0.00 | 0 | 6 | 0 | |||
| 23 Dec | 390.55 | 7.45 | -15.25 | 27.22 | 6 | 0 | 0 | |||
| 20 Dec | 388.25 | 22.7 | 0.00 | 3.91 | 0 | 0 | 0 | |||
| 19 Dec | 395.45 | 22.7 | 0.00 | 2.13 | 0 | 0 | 0 | |||
| 18 Dec | 396.20 | 22.7 | 0.00 | 2.03 | 0 | 0 | 0 | |||
| 17 Dec | 397.60 | 22.7 | 0.00 | 1.89 | 0 | 0 | 0 | |||
| 16 Dec | 406.65 | 22.7 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Dec | 411.40 | 22.7 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Dec | 413.60 | 22.7 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Dec | 415.70 | 22.7 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Dec | 414.10 | 22.7 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Dec | 405.20 | 22.7 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Nov | 409.70 | 22.7 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Nov | 406.65 | 22.7 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Nov | 408.95 | 22.7 | 0.00 | - | 0 | 0 | 0 | |||
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| 26 Nov | 408.55 | 22.7 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 405.45 | 22.7 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 393.05 | 22.7 | 0.00 | 1.72 | 0 | 0 | 0 | |||
| 21 Nov | 381.95 | 22.7 | 22.70 | 3.69 | 0 | 0 | 0 | |||
| 20 Nov | 390.70 | 0 | 0.00 | 1.75 | 0 | 0 | 0 | |||
| 19 Nov | 390.70 | 0 | 0.00 | 1.75 | 0 | 0 | 0 | |||
| 18 Nov | 384.25 | 0 | 0.00 | 3.04 | 0 | 0 | 0 | |||
| 14 Nov | 371.05 | 0 | 0.00 | 5.15 | 0 | 0 | 0 | |||
| 13 Nov | 385.00 | 0 | 0.00 | 2.74 | 0 | 0 | 0 | |||
| 12 Nov | 390.40 | 0 | 0.00 | 1.52 | 0 | 0 | 0 | |||
| 11 Nov | 390.55 | 0 | 0.00 | 1.69 | 0 | 0 | 0 | |||
| 8 Nov | 398.60 | 0 | 0.00 | 0.17 | 0 | 0 | 0 | |||
| 7 Nov | 389.95 | 0 | 0.00 | 1.81 | 0 | 0 | 0 | |||
| 5 Nov | 385.50 | 0 | 0.00 | 2.38 | 0 | 0 | 0 | |||
| 4 Nov | 384.75 | 0 | 2.53 | 0 | 0 | 0 | ||||
For Crompt Grea Con Elec Ltd - strike price 410 expiring on 30JAN2025
Delta for 410 CE is 0.09
Historical price for 410 CE is as follows
On 7 Jan CROMPTON was trading at 365.35. The strike last trading price was 1.2, which was -0.55 lower than the previous day. The implied volatity was 31.51, the open interest changed by 3 which increased total open position to 271
On 6 Jan CROMPTON was trading at 370.95. The strike last trading price was 1.75, which was 0.50 higher than the previous day. The implied volatity was 31.04, the open interest changed by -4 which decreased total open position to 269
On 3 Jan CROMPTON was trading at 366.75. The strike last trading price was 1.25, which was -0.40 lower than the previous day. The implied volatity was 27.89, the open interest changed by -1 which decreased total open position to 268
On 2 Jan CROMPTON was trading at 372.05. The strike last trading price was 1.65, which was -0.65 lower than the previous day. The implied volatity was 27.06, the open interest changed by -16 which decreased total open position to 268
On 1 Jan CROMPTON was trading at 375.30. The strike last trading price was 2.3, which was -4.05 lower than the previous day. The implied volatity was 27.27, the open interest changed by 163 which increased total open position to 284
On 31 Dec CROMPTON was trading at 395.80. The strike last trading price was 6.35, which was -0.55 lower than the previous day. The implied volatity was 24.24, the open interest changed by -1 which decreased total open position to 120
On 30 Dec CROMPTON was trading at 394.50. The strike last trading price was 6.9, which was 0.45 higher than the previous day. The implied volatity was 24.53, the open interest changed by 49 which increased total open position to 121
On 27 Dec CROMPTON was trading at 396.35. The strike last trading price was 6.45, which was -0.15 lower than the previous day. The implied volatity was 21.62, the open interest changed by 61 which increased total open position to 74
On 26 Dec CROMPTON was trading at 393.60. The strike last trading price was 6.6, which was -0.85 lower than the previous day. The implied volatity was 23.95, the open interest changed by 6 which increased total open position to 12
On 24 Dec CROMPTON was trading at 394.85. The strike last trading price was 7.45, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 6 which increased total open position to 0
On 23 Dec CROMPTON was trading at 390.55. The strike last trading price was 7.45, which was -15.25 lower than the previous day. The implied volatity was 27.22, 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 22.7, which was 0.00 lower than the previous day. The implied volatity was 3.91, 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 22.7, which was 0.00 lower than the previous day. The implied volatity was 2.13, 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 22.7, which was 0.00 lower than the previous day. The implied volatity was 2.03, 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 22.7, which was 0.00 lower than the previous day. The implied volatity was 1.89, 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 22.7, 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 22.7, 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 22.7, 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 22.7, 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 22.7, 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 22.7, 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 22.7, 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 28 Nov CROMPTON was trading at 406.65. The strike last trading price was 22.7, 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 27 Nov CROMPTON was trading at 408.95. The strike last trading price was 22.7, 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 26 Nov CROMPTON was trading at 408.55. The strike last trading price was 22.7, 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 25 Nov CROMPTON was trading at 405.45. The strike last trading price was 22.7, 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 22 Nov CROMPTON was trading at 393.05. The strike last trading price was 22.7, which was 0.00 lower than the previous day. The implied volatity was 1.72, the open interest changed by 0 which decreased total open position to 0
On 21 Nov CROMPTON was trading at 381.95. The strike last trading price was 22.7, which was 22.70 higher than the previous day. The implied volatity was 3.69, the open interest changed by 0 which decreased total open position to 0
On 20 Nov CROMPTON was trading at 390.70. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 1.75, the open interest changed by 0 which decreased total open position to 0
On 19 Nov CROMPTON was trading at 390.70. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 1.75, the open interest changed by 0 which decreased total open position to 0
On 18 Nov CROMPTON was trading at 384.25. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 3.04, the open interest changed by 0 which decreased total open position to 0
On 14 Nov CROMPTON was trading at 371.05. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 5.15, the open interest changed by 0 which decreased total open position to 0
On 13 Nov CROMPTON was trading at 385.00. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 2.74, 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 0, which was 0.00 lower than the previous day. The implied volatity was 1.52, the open interest changed by 0 which decreased total open position to 0
On 11 Nov CROMPTON was trading at 390.55. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 1.69, the open interest changed by 0 which decreased total open position to 0
On 8 Nov CROMPTON was trading at 398.60. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 0.17, the open interest changed by 0 which decreased total open position to 0
On 7 Nov CROMPTON was trading at 389.95. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 1.81, the open interest changed by 0 which decreased total open position to 0
On 5 Nov CROMPTON was trading at 385.50. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 2.38, 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 0, which was lower than the previous day. The implied volatity was 2.53, the open interest changed by 0 which decreased total open position to 0
| CROMPTON 30JAN2025 410 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 7 Jan | 365.35 | 33.1 | 0.00 | 0.00 | 0 | -1 | 0 |
| 6 Jan | 370.95 | 33.1 | -0.50 | - | 1 | 0 | 29 |
| 3 Jan | 366.75 | 33.6 | 0.00 | 0.00 | 0 | 0 | 0 |
| 2 Jan | 372.05 | 33.6 | 0.00 | 0.00 | 0 | 0 | 0 |
| 1 Jan | 375.30 | 33.6 | 15.05 | 27.05 | 2 | 0 | 0 |
| 31 Dec | 395.80 | 18.55 | 0.30 | 26.26 | 4 | 0 | 28 |
| 30 Dec | 394.50 | 18.25 | 0.30 | 26.17 | 65 | -3 | 28 |
| 27 Dec | 396.35 | 17.95 | -16.40 | 25.73 | 52 | 30 | 30 |
| 26 Dec | 393.60 | 34.35 | 0.00 | - | 0 | 0 | 0 |
| 24 Dec | 394.85 | 34.35 | 0.00 | - | 0 | 0 | 0 |
| 23 Dec | 390.55 | 34.35 | 0.00 | - | 0 | 0 | 0 |
| 20 Dec | 388.25 | 34.35 | 0.00 | - | 0 | 0 | 0 |
| 19 Dec | 395.45 | 34.35 | 0.00 | - | 0 | 0 | 0 |
| 18 Dec | 396.20 | 34.35 | 0.00 | - | 0 | 0 | 0 |
| 17 Dec | 397.60 | 34.35 | 0.00 | - | 0 | 0 | 0 |
| 16 Dec | 406.65 | 34.35 | 0.00 | 0.33 | 0 | 0 | 0 |
| 13 Dec | 411.40 | 34.35 | 0.00 | 1.54 | 0 | 0 | 0 |
| 11 Dec | 413.60 | 34.35 | 0.00 | 2.15 | 0 | 0 | 0 |
| 10 Dec | 415.70 | 34.35 | 0.00 | 2.01 | 0 | 0 | 0 |
| 9 Dec | 414.10 | 34.35 | 0.00 | 2.01 | 0 | 0 | 0 |
| 5 Dec | 405.20 | 34.35 | 0.00 | 0.53 | 0 | 0 | 0 |
| 29 Nov | 409.70 | 34.35 | 0.00 | 1.43 | 0 | 0 | 0 |
| 28 Nov | 406.65 | 34.35 | 0.00 | 0.63 | 0 | 0 | 0 |
| 27 Nov | 408.95 | 34.35 | 0.00 | 0.83 | 0 | 0 | 0 |
| 26 Nov | 408.55 | 34.35 | 0.00 | 1.05 | 0 | 0 | 0 |
| 25 Nov | 405.45 | 34.35 | 34.35 | 0.85 | 0 | 0 | 0 |
| 22 Nov | 393.05 | 0 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 381.95 | 0 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 390.70 | 0 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 390.70 | 0 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 384.25 | 0 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 371.05 | 0 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 385.00 | 0 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 390.40 | 0 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 390.55 | 0 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 398.60 | 0 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 389.95 | 0 | 0.00 | - | 0 | 0 | 0 |
| 5 Nov | 385.50 | 0 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 384.75 | 0 | - | 0 | 0 | 0 | |
For Crompt Grea Con Elec Ltd - strike price 410 expiring on 30JAN2025
Delta for 410 PE is 0.00
Historical price for 410 PE is as follows
On 7 Jan CROMPTON was trading at 365.35. The strike last trading price was 33.1, 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 6 Jan CROMPTON was trading at 370.95. The strike last trading price was 33.1, which was -0.50 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 29
On 3 Jan CROMPTON was trading at 366.75. The strike last trading price was 33.6, 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 33.6, 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 Jan CROMPTON was trading at 375.30. The strike last trading price was 33.6, which was 15.05 higher than the previous day. The implied volatity was 27.05, the open interest changed by 0 which decreased total open position to 0
On 31 Dec CROMPTON was trading at 395.80. The strike last trading price was 18.55, which was 0.30 higher than the previous day. The implied volatity was 26.26, the open interest changed by 0 which decreased total open position to 28
On 30 Dec CROMPTON was trading at 394.50. The strike last trading price was 18.25, which was 0.30 higher than the previous day. The implied volatity was 26.17, the open interest changed by -3 which decreased total open position to 28
On 27 Dec CROMPTON was trading at 396.35. The strike last trading price was 17.95, which was -16.40 lower than the previous day. The implied volatity was 25.73, the open interest changed by 30 which increased total open position to 30
On 26 Dec CROMPTON was trading at 393.60. The strike last trading price was 34.35, 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 34.35, 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 34.35, 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 34.35, 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 34.35, 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 34.35, 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 34.35, 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 34.35, which was 0.00 lower than the previous day. The implied volatity was 0.33, 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 34.35, which was 0.00 lower than the previous day. The implied volatity was 1.54, 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 34.35, which was 0.00 lower than the previous day. The implied volatity was 2.15, 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 34.35, which was 0.00 lower than the previous day. The implied volatity was 2.01, 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 34.35, which was 0.00 lower than the previous day. The implied volatity was 2.01, 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 34.35, which was 0.00 lower than the previous day. The implied volatity was 0.53, 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 34.35, which was 0.00 lower than the previous day. The implied volatity was 1.43, the open interest changed by 0 which decreased total open position to 0
On 28 Nov CROMPTON was trading at 406.65. The strike last trading price was 34.35, which was 0.00 lower than the previous day. The implied volatity was 0.63, the open interest changed by 0 which decreased total open position to 0
On 27 Nov CROMPTON was trading at 408.95. The strike last trading price was 34.35, which was 0.00 lower than the previous day. The implied volatity was 0.83, the open interest changed by 0 which decreased total open position to 0
On 26 Nov CROMPTON was trading at 408.55. The strike last trading price was 34.35, which was 0.00 lower than the previous day. The implied volatity was 1.05, the open interest changed by 0 which decreased total open position to 0
On 25 Nov CROMPTON was trading at 405.45. The strike last trading price was 34.35, which was 34.35 higher than the previous day. The implied volatity was 0.85, the open interest changed by 0 which decreased total open position to 0
On 22 Nov CROMPTON was trading at 393.05. 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 0 which decreased total open position to 0
On 21 Nov CROMPTON was trading at 381.95. 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 0 which decreased total open position to 0
On 20 Nov CROMPTON was trading at 390.70. 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 0 which decreased total open position to 0
On 19 Nov CROMPTON was trading at 390.70. 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 0 which decreased total open position to 0
On 18 Nov CROMPTON was trading at 384.25. 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 0 which decreased total open position to 0
On 14 Nov CROMPTON was trading at 371.05. 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 0 which decreased total open position to 0
On 13 Nov CROMPTON was trading at 385.00. 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 0 which decreased total open position to 0
On 12 Nov CROMPTON was trading at 390.40. 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 0 which decreased total open position to 0
On 11 Nov CROMPTON was trading at 390.55. 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 0 which decreased total open position to 0
On 8 Nov CROMPTON was trading at 398.60. 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 0 which decreased total open position to 0
On 7 Nov CROMPTON was trading at 389.95. 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 0 which decreased total open position to 0
On 5 Nov CROMPTON was trading at 385.50. 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 0 which decreased total open position to 0
On 4 Nov CROMPTON was trading at 384.75. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
