CROMPTON
Crompt Grea Con Elec Ltd
Historical option data for CROMPTON
07 Jan 2025 10:41 AM IST
| CROMPTON 30JAN2025 415 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.07
Vega: 0.13
Theta: -0.09
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 7 Jan | 365.40 | 0.9 | -0.50 | 31.84 | 3 | 0 | 34 | |||
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| 6 Jan | 370.95 | 1.4 | 0.40 | 31.48 | 47 | 6 | 34 | |||
| 3 Jan | 366.75 | 1 | -0.25 | 28.70 | 25 | 6 | 28 | |||
| 2 Jan | 372.05 | 1.25 | -0.50 | 27.46 | 83 | -22 | 24 | |||
| 1 Jan | 375.30 | 1.75 | -3.30 | 27.55 | 79 | 23 | 45 | |||
| 31 Dec | 395.80 | 5.05 | -0.15 | 24.70 | 57 | -3 | 23 | |||
| 30 Dec | 394.50 | 5.2 | 0.10 | 24.15 | 127 | 5 | 26 | |||
| 27 Dec | 396.35 | 5.1 | -17.95 | 22.09 | 57 | 20 | 20 | |||
| 26 Dec | 393.60 | 23.05 | 0.00 | 4.22 | 0 | 0 | 0 | |||
| 24 Dec | 394.85 | 23.05 | 0.00 | 3.73 | 0 | 0 | 0 | |||
| 23 Dec | 390.55 | 23.05 | 0.00 | 4.69 | 0 | 0 | 0 | |||
| 20 Dec | 388.25 | 23.05 | 0.00 | 4.94 | 0 | 0 | 0 | |||
| 19 Dec | 395.45 | 23.05 | 0.00 | 3.28 | 0 | 0 | 0 | |||
| 18 Dec | 396.20 | 23.05 | 0.00 | 3.12 | 0 | 0 | 0 | |||
| 17 Dec | 397.60 | 23.05 | 0.00 | 2.94 | 0 | 0 | 0 | |||
| 16 Dec | 406.65 | 23.05 | 0.00 | 0.89 | 0 | 0 | 0 | |||
| 13 Dec | 411.40 | 23.05 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Dec | 413.60 | 23.05 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Dec | 415.70 | 23.05 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Dec | 414.10 | 23.05 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Dec | 405.20 | 23.05 | 0.00 | 0.50 | 0 | 0 | 0 | |||
| 29 Nov | 409.70 | 23.05 | - | 0 | 0 | 0 | ||||
For Crompt Grea Con Elec Ltd - strike price 415 expiring on 30JAN2025
Delta for 415 CE is 0.07
Historical price for 415 CE is as follows
On 7 Jan CROMPTON was trading at 365.40. The strike last trading price was 0.9, which was -0.50 lower than the previous day. The implied volatity was 31.84, the open interest changed by 0 which decreased total open position to 34
On 6 Jan CROMPTON was trading at 370.95. The strike last trading price was 1.4, which was 0.40 higher than the previous day. The implied volatity was 31.48, the open interest changed by 6 which increased total open position to 34
On 3 Jan CROMPTON was trading at 366.75. The strike last trading price was 1, which was -0.25 lower than the previous day. The implied volatity was 28.70, the open interest changed by 6 which increased total open position to 28
On 2 Jan CROMPTON was trading at 372.05. The strike last trading price was 1.25, which was -0.50 lower than the previous day. The implied volatity was 27.46, the open interest changed by -22 which decreased total open position to 24
On 1 Jan CROMPTON was trading at 375.30. The strike last trading price was 1.75, which was -3.30 lower than the previous day. The implied volatity was 27.55, the open interest changed by 23 which increased total open position to 45
On 31 Dec CROMPTON was trading at 395.80. The strike last trading price was 5.05, which was -0.15 lower than the previous day. The implied volatity was 24.70, the open interest changed by -3 which decreased total open position to 23
On 30 Dec CROMPTON was trading at 394.50. The strike last trading price was 5.2, which was 0.10 higher than the previous day. The implied volatity was 24.15, the open interest changed by 5 which increased total open position to 26
On 27 Dec CROMPTON was trading at 396.35. The strike last trading price was 5.1, which was -17.95 lower than the previous day. The implied volatity was 22.09, the open interest changed by 20 which increased total open position to 20
On 26 Dec CROMPTON was trading at 393.60. The strike last trading price was 23.05, which was 0.00 lower than the previous day. The implied volatity was 4.22, 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 23.05, which was 0.00 lower than the previous day. The implied volatity was 3.73, 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 23.05, which was 0.00 lower than the previous day. The implied volatity was 4.69, 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 23.05, which was 0.00 lower than the previous day. The implied volatity was 4.94, 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 23.05, which was 0.00 lower than the previous day. The implied volatity was 3.28, 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 23.05, which was 0.00 lower than the previous day. The implied volatity was 3.12, 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 23.05, which was 0.00 lower than the previous day. The implied volatity was 2.94, 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 23.05, 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 13 Dec CROMPTON was trading at 411.40. The strike last trading price was 23.05, 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 11 Dec CROMPTON was trading at 413.60. The strike last trading price was 23.05, 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 10 Dec CROMPTON was trading at 415.70. The strike last trading price was 23.05, 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 9 Dec CROMPTON was trading at 414.10. The strike last trading price was 23.05, 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 5 Dec CROMPTON was trading at 405.20. The strike last trading price was 23.05, which was 0.00 lower than the previous day. The implied volatity was 0.50, 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 23.05, 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 415 PE | |||||||
|---|---|---|---|---|---|---|---|
|
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 | 365.40 | 44.2 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Jan | 370.95 | 44.2 | 0.00 | 0.00 | 0 | 0 | 0 |
| 3 Jan | 366.75 | 44.2 | 0.00 | 20.27 | 2 | 0 | 19 |
| 2 Jan | 372.05 | 44.2 | 5.05 | 40.57 | 15 | 0 | 21 |
| 1 Jan | 375.30 | 39.15 | 17.35 | 32.05 | 3 | 0 | 20 |
| 31 Dec | 395.80 | 21.8 | 1.20 | 23.72 | 7 | 3 | 19 |
| 30 Dec | 394.50 | 20.6 | -1.05 | 23.67 | 23 | 9 | 16 |
| 27 Dec | 396.35 | 21.65 | -2.10 | 26.67 | 10 | 6 | 8 |
| 26 Dec | 393.60 | 23.75 | 9.30 | 26.58 | 1 | 0 | 1 |
| 24 Dec | 394.85 | 14.45 | 0.00 | 0.00 | 0 | 0 | 0 |
| 23 Dec | 390.55 | 14.45 | 0.00 | 0.00 | 0 | 0 | 0 |
| 20 Dec | 388.25 | 14.45 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Dec | 395.45 | 14.45 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Dec | 396.20 | 14.45 | 0.00 | 0.00 | 0 | 0 | 0 |
| 17 Dec | 397.60 | 14.45 | 0.00 | 0.00 | 0 | 0 | 0 |
| 16 Dec | 406.65 | 14.45 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Dec | 411.40 | 14.45 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Dec | 413.60 | 14.45 | -11.75 | 28.15 | 2 | 1 | 1 |
| 10 Dec | 415.70 | 26.2 | 0.00 | 1.20 | 0 | 0 | 0 |
| 9 Dec | 414.10 | 26.2 | 0.00 | 1.21 | 0 | 0 | 0 |
| 5 Dec | 405.20 | 26.2 | 0.00 | - | 0 | 0 | 0 |
| 29 Nov | 409.70 | 26.2 | 0.26 | 0 | 0 | 0 | |
For Crompt Grea Con Elec Ltd - strike price 415 expiring on 30JAN2025
Delta for 415 PE is 0.00
Historical price for 415 PE is as follows
On 7 Jan CROMPTON was trading at 365.40. The strike last trading price was 44.2, 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 Jan CROMPTON was trading at 370.95. The strike last trading price was 44.2, 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 3 Jan CROMPTON was trading at 366.75. The strike last trading price was 44.2, which was 0.00 lower than the previous day. The implied volatity was 20.27, the open interest changed by 0 which decreased total open position to 19
On 2 Jan CROMPTON was trading at 372.05. The strike last trading price was 44.2, which was 5.05 higher than the previous day. The implied volatity was 40.57, the open interest changed by 0 which decreased total open position to 21
On 1 Jan CROMPTON was trading at 375.30. The strike last trading price was 39.15, which was 17.35 higher than the previous day. The implied volatity was 32.05, the open interest changed by 0 which decreased total open position to 20
On 31 Dec CROMPTON was trading at 395.80. The strike last trading price was 21.8, which was 1.20 higher than the previous day. The implied volatity was 23.72, the open interest changed by 3 which increased total open position to 19
On 30 Dec CROMPTON was trading at 394.50. The strike last trading price was 20.6, which was -1.05 lower than the previous day. The implied volatity was 23.67, the open interest changed by 9 which increased total open position to 16
On 27 Dec CROMPTON was trading at 396.35. The strike last trading price was 21.65, which was -2.10 lower than the previous day. The implied volatity was 26.67, the open interest changed by 6 which increased total open position to 8
On 26 Dec CROMPTON was trading at 393.60. The strike last trading price was 23.75, which was 9.30 higher than the previous day. The implied volatity was 26.58, the open interest changed by 0 which decreased total open position to 1
On 24 Dec CROMPTON was trading at 394.85. The strike last trading price was 14.45, 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 23 Dec CROMPTON was trading at 390.55. The strike last trading price was 14.45, 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 20 Dec CROMPTON was trading at 388.25. The strike last trading price was 14.45, 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 19 Dec CROMPTON was trading at 395.45. The strike last trading price was 14.45, 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 18 Dec CROMPTON was trading at 396.20. The strike last trading price was 14.45, 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 17 Dec CROMPTON was trading at 397.60. The strike last trading price was 14.45, 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 16 Dec CROMPTON was trading at 406.65. The strike last trading price was 14.45, 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 13 Dec CROMPTON was trading at 411.40. The strike last trading price was 14.45, 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 11 Dec CROMPTON was trading at 413.60. The strike last trading price was 14.45, which was -11.75 lower than the previous day. The implied volatity was 28.15, the open interest changed by 1 which increased total open position to 1
On 10 Dec CROMPTON was trading at 415.70. The strike last trading price was 26.2, which was 0.00 lower than the previous day. The implied volatity was 1.20, 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 26.2, which was 0.00 lower than the previous day. The implied volatity was 1.21, 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 26.2, 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 26.2, which was lower than the previous day. The implied volatity was 0.26, the open interest changed by 0 which decreased total open position to 0
