CROMPTON
Crompt Grea Con Elec Ltd
Historical option data for CROMPTON
03 Dec 2024 04:11 PM IST
| CROMPTON 26DEC2024 415 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.46
Vega: 0.41
Theta: -0.28
Gamma: 0.01
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 3 Dec | 409.15 | 9.15 | -5.35 | 26.62 | 249 | 26 | 156 | |||
| 2 Dec | 416.85 | 14.5 | 3.55 | 28.55 | 456 | 79 | 130 | |||
| 29 Nov | 409.70 | 10.95 | 0.50 | 25.80 | 55 | 8 | 49 | |||
| 28 Nov | 406.65 | 10.45 | -2.05 | 29.08 | 67 | 32 | 42 | |||
| 27 Nov | 408.95 | 12.5 | 0.65 | 32.03 | 6 | 0 | 9 | |||
| 26 Nov | 408.55 | 11.85 | -0.15 | 28.97 | 8 | 5 | 8 | |||
| 25 Nov | 405.45 | 12 | -1.95 | 29.81 | 4 | 2 | 2 | |||
|
|
||||||||||
| 22 Nov | 393.05 | 13.95 | 0.00 | 4.42 | 0 | 0 | 0 | |||
| 21 Nov | 381.95 | 13.95 | 0.00 | 6.91 | 0 | 0 | 0 | |||
| 20 Nov | 390.70 | 13.95 | 0.00 | 4.88 | 0 | 0 | 0 | |||
| 19 Nov | 390.70 | 13.95 | 0.00 | 4.88 | 0 | 0 | 0 | |||
| 18 Nov | 384.25 | 13.95 | 0.00 | 6.11 | 0 | 0 | 0 | |||
| 14 Nov | 371.05 | 13.95 | 0.00 | 8.33 | 0 | 0 | 0 | |||
| 13 Nov | 385.00 | 13.95 | 0.00 | 5.60 | 0 | 0 | 0 | |||
| 12 Nov | 390.40 | 13.95 | 0.00 | 4.14 | 0 | 0 | 0 | |||
| 11 Nov | 390.55 | 13.95 | 0.00 | 4.14 | 0 | 0 | 0 | |||
| 8 Nov | 398.60 | 13.95 | 13.95 | 2.43 | 0 | 0 | 0 | |||
| 1 Nov | 392.15 | 0 | 3.33 | 0 | 0 | 0 | ||||
For Crompt Grea Con Elec Ltd - strike price 415 expiring on 26DEC2024
Delta for 415 CE is 0.46
Historical price for 415 CE is as follows
On 3 Dec CROMPTON was trading at 409.15. The strike last trading price was 9.15, which was -5.35 lower than the previous day. The implied volatity was 26.62, the open interest changed by 26 which increased total open position to 156
On 2 Dec CROMPTON was trading at 416.85. The strike last trading price was 14.5, which was 3.55 higher than the previous day. The implied volatity was 28.55, the open interest changed by 79 which increased total open position to 130
On 29 Nov CROMPTON was trading at 409.70. The strike last trading price was 10.95, which was 0.50 higher than the previous day. The implied volatity was 25.80, the open interest changed by 8 which increased total open position to 49
On 28 Nov CROMPTON was trading at 406.65. The strike last trading price was 10.45, which was -2.05 lower than the previous day. The implied volatity was 29.08, the open interest changed by 32 which increased total open position to 42
On 27 Nov CROMPTON was trading at 408.95. The strike last trading price was 12.5, which was 0.65 higher than the previous day. The implied volatity was 32.03, the open interest changed by 0 which decreased total open position to 9
On 26 Nov CROMPTON was trading at 408.55. The strike last trading price was 11.85, which was -0.15 lower than the previous day. The implied volatity was 28.97, the open interest changed by 5 which increased total open position to 8
On 25 Nov CROMPTON was trading at 405.45. The strike last trading price was 12, which was -1.95 lower than the previous day. The implied volatity was 29.81, the open interest changed by 2 which increased total open position to 2
On 22 Nov CROMPTON was trading at 393.05. The strike last trading price was 13.95, which was 0.00 lower than the previous day. The implied volatity was 4.42, 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 13.95, which was 0.00 lower than the previous day. The implied volatity was 6.91, 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 13.95, which was 0.00 lower than the previous day. The implied volatity was 4.88, 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 13.95, which was 0.00 lower than the previous day. The implied volatity was 4.88, 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 13.95, which was 0.00 lower than the previous day. The implied volatity was 6.11, 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 13.95, which was 0.00 lower than the previous day. The implied volatity was 8.33, 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 13.95, which was 0.00 lower than the previous day. The implied volatity was 5.60, 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 13.95, which was 0.00 lower than the previous day. The implied volatity was 4.14, 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 13.95, which was 0.00 lower than the previous day. The implied volatity was 4.14, 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 13.95, which was 13.95 higher than the previous day. The implied volatity was 2.43, 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 0, which was lower than the previous day. The implied volatity was 3.33, the open interest changed by 0 which decreased total open position to 0
| CROMPTON 26DEC2024 415 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.54
Vega: 0.41
Theta: -0.19
Gamma: 0.01
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 3 Dec | 409.15 | 13.95 | 4.15 | 29.10 | 53 | 4 | 61 |
| 2 Dec | 416.85 | 9.8 | -4.30 | 28.13 | 128 | 52 | 59 |
| 29 Nov | 409.70 | 14.1 | -0.40 | 30.30 | 8 | 6 | 7 |
| 28 Nov | 406.65 | 14.5 | -2.45 | 25.19 | 1 | 0 | 1 |
| 27 Nov | 408.95 | 16.95 | 0.00 | 0.00 | 0 | 1 | 0 |
| 26 Nov | 408.55 | 16.95 | -18.05 | 32.19 | 2 | 1 | 1 |
| 25 Nov | 405.45 | 35 | 0.00 | 0.00 | 0 | -1 | 0 |
| 22 Nov | 393.05 | 35 | 0.00 | 0.00 | 0 | -1 | 0 |
| 21 Nov | 381.95 | 35 | 1.70 | 33.51 | 1 | 0 | 1 |
| 20 Nov | 390.70 | 33.3 | 0.00 | 41.84 | 1 | 1 | 0 |
| 19 Nov | 390.70 | 33.3 | -0.05 | 41.84 | 1 | 0 | 0 |
| 18 Nov | 384.25 | 33.35 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 371.05 | 33.35 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 385.00 | 33.35 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 390.40 | 33.35 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 390.55 | 33.35 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 398.60 | 33.35 | 33.35 | - | 0 | 0 | 0 |
| 1 Nov | 392.15 | 0 | - | 0 | 0 | 0 | |
For Crompt Grea Con Elec Ltd - strike price 415 expiring on 26DEC2024
Delta for 415 PE is -0.54
Historical price for 415 PE is as follows
On 3 Dec CROMPTON was trading at 409.15. The strike last trading price was 13.95, which was 4.15 higher than the previous day. The implied volatity was 29.10, the open interest changed by 4 which increased total open position to 61
On 2 Dec CROMPTON was trading at 416.85. The strike last trading price was 9.8, which was -4.30 lower than the previous day. The implied volatity was 28.13, the open interest changed by 52 which increased total open position to 59
On 29 Nov CROMPTON was trading at 409.70. The strike last trading price was 14.1, which was -0.40 lower than the previous day. The implied volatity was 30.30, the open interest changed by 6 which increased total open position to 7
On 28 Nov CROMPTON was trading at 406.65. The strike last trading price was 14.5, which was -2.45 lower than the previous day. The implied volatity was 25.19, the open interest changed by 0 which decreased total open position to 1
On 27 Nov CROMPTON was trading at 408.95. The strike last trading price was 16.95, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 26 Nov CROMPTON was trading at 408.55. The strike last trading price was 16.95, which was -18.05 lower than the previous day. The implied volatity was 32.19, the open interest changed by 1 which increased total open position to 1
On 25 Nov CROMPTON was trading at 405.45. The strike last trading price was 35, 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 22 Nov CROMPTON was trading at 393.05. The strike last trading price was 35, 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 21 Nov CROMPTON was trading at 381.95. The strike last trading price was 35, which was 1.70 higher than the previous day. The implied volatity was 33.51, the open interest changed by 0 which decreased total open position to 1
On 20 Nov CROMPTON was trading at 390.70. The strike last trading price was 33.3, which was 0.00 lower than the previous day. The implied volatity was 41.84, the open interest changed by 1 which increased total open position to 0
On 19 Nov CROMPTON was trading at 390.70. The strike last trading price was 33.3, which was -0.05 lower than the previous day. The implied volatity was 41.84, 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 33.35, 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 14 Nov CROMPTON was trading at 371.05. The strike last trading price was 33.35, 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 13 Nov CROMPTON was trading at 385.00. The strike last trading price was 33.35, 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 12 Nov CROMPTON was trading at 390.40. The strike last trading price was 33.35, 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 11 Nov CROMPTON was trading at 390.55. The strike last trading price was 33.35, 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 8 Nov CROMPTON was trading at 398.60. The strike last trading price was 33.35, which was 33.35 higher than the previous day. The implied volatity was -, 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 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
